Let (fn)n∈N be a sequence of real measurable functions s.t.,
(a) The sequence (∫|fn|p dμ)n∈N is bounded.
(b) The sequence (fn)n∈N converges in measure to a measurable function f.
Use Hölder's inequality to show that limn→∞∫|fn−f| dμ=0.
So far I've shown that f is p-integrable and that, for all n∈N and for all real number α>0
∫|fn−f| dμ≤αμ(Ω)+∫{|fn−f|>α}|fn−f| dμ
I'm trying to use Hölder on the last term of above inequality to show that this part goes to 0. But I don't know how to do it.
A hint would be more appreciated then the whole answer.
Answer
By Holder's inequality,
∫|fn−f|>α|fn−f|dμ≤∫|fn−f|>α|fn|dμ+∫|fn−f|>α|f|dμ≤
μ({ω∈Ω:|fn(ω)−f(ω)|>α})1/q(||fn||p+||f||p)
As n→∞, μ({ω∈Ω:|fn(ω)−f(ω)|>α})→0, and (||fn||p+||f||p)<∞.
Then μ({ω∈Ω:|fn(ω)−f(ω)|>α})1/q(||fn||p+||f||p)n→∞→0
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