Monday, December 23, 2019

Uniqueness of convergence in measure



Let (X,M,μ) be a measure space. If μ(X)<, then the metric ρ(f,g)=|fg|1+|fg| forms a metric on the space of measurable functions f,g:XC when we equivalence out a.e. equal function. Then we can show that fnf in ρ if and only if fnf in measure.



Let fnf in measure over the space of measurable functions with a.e. equal functions equivalenced. Can I show that is f unique even when μ(X)=? (By uniqueness, I mean fnf,g where f=g a.e. is false)


Answer




Let (X,M,μ) be a measure space, fn:XC for nN, f,g:XC such that fnf and fng in measure. We will show that f=g μ-a. e.



\def\abs#1{\left|#1\right|}Let k\in \mathbb N and \epsilon > 0, choose n \in \mathbb N such that
\mu\left(\abs{f_n - f} > \frac 1{2k}\right) + \mu\left(\abs{f_n - g} > \frac 1{2k}\right) < \epsilon
As
\{\abs{f-g}> k^{-1}\} \subseteq \{\abs{f_n - f} > (2k)^{-1}\} \cup \{\abs{f_n -g} > (2k)^{-1}\}
by the triangle inequality, we get
\begin{align*} \mu(\abs{f-g} > k^{-1}) &\le \mu\left(\abs{f_n - f} > \frac 1{2k}\right) + \mu\left(\abs{f_n - g} > \frac 1{2k}\right)\\ &\le \epsilon \end{align*}
As \epsilon was arbitrary, \mu(\abs{f-g} > k^{-1}) = 0. Therefore
\mu(\abs{f-g} > 0) = \mu \left(\bigcup_k \{\abs{f-g} > k^{-1}\}\right) \le \sum_k \mu(\abs{f-g} > k^{-1}) = 0.
That is, f = g \mu-a. e.


No comments:

Post a Comment

analysis - Injection, making bijection

I have injection f \colon A \rightarrow B and I want to get bijection. Can I just resting codomain to f(A)? I know that every function i...