Let E_n be a sequence of Lebesgue measureable sets in [0,1]. Suppose that for 0≤k≤1 we have that
m(En∩[0,r])=kr
for any r, such that 0≤r≤1.
Prove that the
lim
where f \in L^1([0,1]).
I have attempted the following.
k \int_{[0,1]} f(x) dx = \lim_{n \rightarrow \infty} \frac{m(E_n \cap [0,r])}{r} \int_{[0,1]} f(x)dx = \lim_{n \rightarrow \infty} \int_{[0,r]} \frac{\chi_{E_n} (t)}{r} dt \int_{[0,1]} f(x) dx= \int_{[0,1]} \int_{[0,r]}\frac{\chi_{E_n} (t) f(x)}{r} dt dx.
I want to somehow change the order of integration to change \chi_{E_n}(t) to \chi_{E_n}(x) (perhaps applying Fubini Tonelli), but I don't think its possible.
*******Applying the comments suggestions********
Since step functions are dense in L^1 there exist \phi_l \nearrow f. We note that we can apply DCT because \phi_l \leq f and f \in L^1.
\lim_{n \rightarrow \infty} \int_{[0,1]} \chi_{E_n}(x) \lim_{l \rightarrow \infty} \phi_l(x)dx= \lim_{n \rightarrow \infty} \lim_{l \rightarrow \infty} \int_{[0,1]} \chi_{E_n}(x) \phi_l(x)dx.
I want the change the order of the limits to say that
\lim_{n \rightarrow \infty} \lim_{l \rightarrow \infty} \int_{[0,1]} \chi_{E_n}(x) \phi_l(x)dx= \lim_{l \rightarrow \infty} \lim_{n \rightarrow \infty} \int_{[0,1]} \chi_{E_n}(x) \phi_l(x)dx= \lim_{l \rightarrow \infty} k \int_{[0,1]} \phi_l (x) dx = k \int_{[0,1]} f(x)dx.
I don't know how to justify that I can indeed change the order of the limits.
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