Given a sequence of functions {f1,f2,…} converging in measure to some measurable function f. Is it necessary true that they also converge in mean to f?
Convergence in mean is defined as follows ∫|fn−f| goes to zero as n goes to infinity.
I know that the converse of the above is true. Proof is as follows:
Given ϵ>0, we know need to show that for each δ, there exist n0 such that μ({x∣|f(x)−fn(x)|≥ϵ})<δ for all n≥n0, where μ is the measure. Notice that μ({x∣|f(x)−fn(x)|≥ϵ})⋅ϵ≤∫E|fn(x)−f(x)|. Since the sequence converge in mean, the right hand side goes to zero as n goes to infinity, thus so does the measure.
Now, back to the original question. Intuitively, knowing my calculus 3 stuff, I could have a sequence of function converge to some measurable real-valued function, but that function is not integrable since it blows up maybe when x=0. But how do I give a counter example? Or do I have to use a direct proof?
Answer
Consider R with Lebesgue measure, and define fn(x)=1n if 0≤x≤n, fn(x)=0 otherwise.
Then fn→0 in measure, but ∫fn=1 for all n, so fn↛ in L^1.
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