Sunday, December 29, 2019

measure theory - limjrightarrowinftymu(Aj)implieslimjrightarrowinftyintAjudmu=0,foralluinmathcalL1(mu)




Let (X,A,μ) be a σ-finite measure space.



Suppose (Aj)jNA satisfies
μ(Aj)0 as j. Show that
lim





If I'd knew that the sequence (A_j)_{j\in\mathbb N}\subset \mathcal A was increasing then I would have use the fact that
\lim_{j\rightarrow \infty}\mu(A_j)=0 and the continuity of the measure to see that
\mu( \lim_{j\rightarrow \infty} A_j)=0 hence
\lim_{j\rightarrow \infty} A_j=N\in\mathcal N_{\mu}



Then using the fact that u is integrable I could have applied Beppo-Levi theorem to
\lim_{j\rightarrow \infty} \int 1_{A_j}u^{\pm}d\mu leading to



\int 1_{N}u^{\pm}d\mu which is the integral of u over a \mu-null set and hence equal 0.




But the problem is that I don't know whether the sequence (A_j)_{j\in\mathbb N}\subset \mathcal A is decreasing, increasing or none.



I was advised to use Vitali's convergent theorem, but I don't really see how :



Let f_j:=u1_{A_j}, then it's a sequence of measurable functions,



We see that for any \epsilon>0
\mu(\{|f_j-0|>\epsilon\}\cap A_j)<\mu(A_j)\rightarrow 0
but this does not ensure that the sequence (f_j)_j converges in measure to 0 basically because to make that assertion we need




\mu(\{|f_j-0|>\epsilon\}\cap A)\rightarrow 0, \color{red}{ \forall A\in \mathcal A, \mu(A)<\infty}



How can I solve this?



Thanks in advance.


Answer



Let u_N=u\mathbf 1_{\{\left\lvert u\right\rvert\leqslant N\}}; then
\left\lvert\int_{A_j}u \right\rvert\leqslant \left\lvert\int_{A_j}u_N \right\rvert +\left\lvert\int_{A_j}(u-u_N) \right\rvert\leqslant \mu(A_j)N+\int_X\left\lvert u-u_N\right\rvert.


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