Friday, November 30, 2018

real analysis - Convergence in $L^{infty}$ norm implies convergence in $L^1$ norm




Let $\{f_n\}_{n\in \mathbb{N}}$ be a sequence of measurable functions on a measure space and $f$ measurable. Assume the measure space $X$ has finite measure. If $f_n$ converges to $f$ in $L^{\infty}$-norm , then $f_n$ converges to $f$ in $L^{1}$-norm.




This is my approach:




We know $||f_n-f||_{\infty} \to 0 $ and by definition $||f_n-f||_{\infty} =\inf\{M\geq 0: |f_n-f|\leq M \}.$ Then
\begin{align}
||f_n-f||_1\
&=\int |f_n-f| dm\
&\leq \int|f_n|dm+\int|f|dm\
\end{align}



I don't know how to proceed after that, any help would be appreciated.


Answer



For any function $g$, $||g||_1 = \int_X|g(m)|dm \leq \int_X||g||_\infty dm = \mu(X)*||g||_\infty$ (as $|g(m)| \leq ||g||_\infty$ almost everywhere); $||g||_\infty \geq \frac{||g||_1}{\mu(X)}$, so if $||f_n-f||_\infty$ tends to zero, then $||f_n-f||_1$ tends to zero as well.



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