Convergence in measure and almost everywhere proof












1












$begingroup$


I'm trying to prove the following :



Let $(X,mathcal A,mu)$ be a measure space. Let $f_n in L^1$ converge in measure to $f in L^1$ and that



$$ sum_k int vert f_k - fvert d mu < infty$$



Then $f_n$ converges almost everywhere to $f$.



Attempt & ideas :



By contradiction



Suppose $f_n$ doesn't converge almost everywhere to $f$. Then $ not exists A in mathcal A ; s.t. ; mu(A) = 0$ and



$$ N = { x : f_k not rightarrow f } subset A.$$



Let x $in N,exists epsilon_x > 0,$ s.t. $forall k$ :



$$ vert f_k(x) - f(x) vert > epsilon_x.$$



Now the rough idea of rest of my "proof" is the following :



take $epsilon$ the smallest of all $epsilon_x$ then if $epsilon neq 0$ then



$$ 0 < mu{x :vert f_k(x) - f(x)vert > epsilon } < frac{1}{epsilon} int vert f_k - f vert d mu$$
and get a contradiction since $sum_k int vert f_k - fvert d mu < infty Rightarrow int vert f_k - f vert d mu$ $rightarrow 0$.










share|cite|improve this question









$endgroup$

















    1












    $begingroup$


    I'm trying to prove the following :



    Let $(X,mathcal A,mu)$ be a measure space. Let $f_n in L^1$ converge in measure to $f in L^1$ and that



    $$ sum_k int vert f_k - fvert d mu < infty$$



    Then $f_n$ converges almost everywhere to $f$.



    Attempt & ideas :



    By contradiction



    Suppose $f_n$ doesn't converge almost everywhere to $f$. Then $ not exists A in mathcal A ; s.t. ; mu(A) = 0$ and



    $$ N = { x : f_k not rightarrow f } subset A.$$



    Let x $in N,exists epsilon_x > 0,$ s.t. $forall k$ :



    $$ vert f_k(x) - f(x) vert > epsilon_x.$$



    Now the rough idea of rest of my "proof" is the following :



    take $epsilon$ the smallest of all $epsilon_x$ then if $epsilon neq 0$ then



    $$ 0 < mu{x :vert f_k(x) - f(x)vert > epsilon } < frac{1}{epsilon} int vert f_k - f vert d mu$$
    and get a contradiction since $sum_k int vert f_k - fvert d mu < infty Rightarrow int vert f_k - f vert d mu$ $rightarrow 0$.










    share|cite|improve this question









    $endgroup$















      1












      1








      1





      $begingroup$


      I'm trying to prove the following :



      Let $(X,mathcal A,mu)$ be a measure space. Let $f_n in L^1$ converge in measure to $f in L^1$ and that



      $$ sum_k int vert f_k - fvert d mu < infty$$



      Then $f_n$ converges almost everywhere to $f$.



      Attempt & ideas :



      By contradiction



      Suppose $f_n$ doesn't converge almost everywhere to $f$. Then $ not exists A in mathcal A ; s.t. ; mu(A) = 0$ and



      $$ N = { x : f_k not rightarrow f } subset A.$$



      Let x $in N,exists epsilon_x > 0,$ s.t. $forall k$ :



      $$ vert f_k(x) - f(x) vert > epsilon_x.$$



      Now the rough idea of rest of my "proof" is the following :



      take $epsilon$ the smallest of all $epsilon_x$ then if $epsilon neq 0$ then



      $$ 0 < mu{x :vert f_k(x) - f(x)vert > epsilon } < frac{1}{epsilon} int vert f_k - f vert d mu$$
      and get a contradiction since $sum_k int vert f_k - fvert d mu < infty Rightarrow int vert f_k - f vert d mu$ $rightarrow 0$.










      share|cite|improve this question









      $endgroup$




      I'm trying to prove the following :



      Let $(X,mathcal A,mu)$ be a measure space. Let $f_n in L^1$ converge in measure to $f in L^1$ and that



      $$ sum_k int vert f_k - fvert d mu < infty$$



      Then $f_n$ converges almost everywhere to $f$.



      Attempt & ideas :



      By contradiction



      Suppose $f_n$ doesn't converge almost everywhere to $f$. Then $ not exists A in mathcal A ; s.t. ; mu(A) = 0$ and



      $$ N = { x : f_k not rightarrow f } subset A.$$



      Let x $in N,exists epsilon_x > 0,$ s.t. $forall k$ :



      $$ vert f_k(x) - f(x) vert > epsilon_x.$$



      Now the rough idea of rest of my "proof" is the following :



      take $epsilon$ the smallest of all $epsilon_x$ then if $epsilon neq 0$ then



      $$ 0 < mu{x :vert f_k(x) - f(x)vert > epsilon } < frac{1}{epsilon} int vert f_k - f vert d mu$$
      and get a contradiction since $sum_k int vert f_k - fvert d mu < infty Rightarrow int vert f_k - f vert d mu$ $rightarrow 0$.







      measure-theory convergence proof-writing






      share|cite|improve this question













      share|cite|improve this question











      share|cite|improve this question




      share|cite|improve this question










      asked Jan 12 at 22:21









      DigitalisDigitalis

      528216




      528216






















          3 Answers
          3






          active

          oldest

          votes


















          2












          $begingroup$

          Fix $varepsilon>0$. Note that
          $$
          sum_{n=1}^inftymu(|f_n-f|>varepsilon)leqsum_{n=1}^inftyfrac{1}{varepsilon}int|f_n-f|, dmu<infty
          $$

          by Markov's inequality. It follows by Borel Cantelli that
          $$
          mu(|f_n-f|>varepsilon, text{i.o})=0.tag{0}
          $$

          Note that the set $A$ on which the sequence $(f_n)$ does not converge can be written as
          $$
          A=bigcup_{varepsilon>0}bigcap_{Ngeq1}bigcup_{ngeq N}(|f_n-f|>varepsilon).tag{1}
          $$

          where we take $varepsilon$ through a countable sequence decreasing towards zero in the union above (like $1/n$). A union bound applied to $(1)$ together with $(0)$ yield that
          $$
          mu(A)=0
          $$

          as desired.






          share|cite|improve this answer











          $endgroup$









          • 1




            $begingroup$
            what does the i.o. stand for in $mu (vert f_n -f vert > epsilon$ i.o.$) = 0.$ ?
            $endgroup$
            – Digitalis
            Jan 12 at 23:30










          • $begingroup$
            It means "infinitely often". The set ${A_n$ i.o$}$ is the set of elements that belong to infinitely many of the sets $A_n$.
            $endgroup$
            – Mark
            Jan 12 at 23:33





















          1












          $begingroup$

          Alright, but what if $epsilon=0$? Usually it is hard to take a smallest element in an infinite set.



          Here is what you can do. Let any $ninmathbb{N}$. For each $kinmathbb{N}$ we have $mu{x: |f_k(x)-f(x)|geqfrac{1}{n}}leq nint|f_k-f|dmu$. Hence using the fact that the sum of integrals converges we get $sum_{k=1}^infty mu{x: |f_k(x)-f(x)|geqfrac{1}{n}}<infty$. And now from the Borel-Cantelli lemma we know that there exists a null set $E_n$ such that if $xin Xsetminus E_n$ then $x$ belongs only to a finite number of the sets $({x: |f_k(x)-f(x)|geqfrac{1}{n}})_{k=1}^infty$.



          Now do that for every $ninmathbb{N}$ and then define $E=cup_{n=1}^infty E_n$. It is a null set as a countable union of null sets. Now show that there is pointwise convergence in $Xsetminus E$.






          share|cite|improve this answer









          $endgroup$





















            0












            $begingroup$

            Using the dominated convergence theorem



            $$ sum_k int vert f_k - fvert d mu = int sum_k vert f_k - f vert dmu < infty.$$



            Therefore $sum_k vert f_k - f vert $ is integrable and is finite almost everywhere and



            $$ lim_{k to infty} vert f_k - f vert = 0 qquad mu.a.e. $$



            and the sequence $f_k$ converges to $f$ almost everywhere.






            share|cite|improve this answer









            $endgroup$













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              3 Answers
              3






              active

              oldest

              votes








              3 Answers
              3






              active

              oldest

              votes









              active

              oldest

              votes






              active

              oldest

              votes









              2












              $begingroup$

              Fix $varepsilon>0$. Note that
              $$
              sum_{n=1}^inftymu(|f_n-f|>varepsilon)leqsum_{n=1}^inftyfrac{1}{varepsilon}int|f_n-f|, dmu<infty
              $$

              by Markov's inequality. It follows by Borel Cantelli that
              $$
              mu(|f_n-f|>varepsilon, text{i.o})=0.tag{0}
              $$

              Note that the set $A$ on which the sequence $(f_n)$ does not converge can be written as
              $$
              A=bigcup_{varepsilon>0}bigcap_{Ngeq1}bigcup_{ngeq N}(|f_n-f|>varepsilon).tag{1}
              $$

              where we take $varepsilon$ through a countable sequence decreasing towards zero in the union above (like $1/n$). A union bound applied to $(1)$ together with $(0)$ yield that
              $$
              mu(A)=0
              $$

              as desired.






              share|cite|improve this answer











              $endgroup$









              • 1




                $begingroup$
                what does the i.o. stand for in $mu (vert f_n -f vert > epsilon$ i.o.$) = 0.$ ?
                $endgroup$
                – Digitalis
                Jan 12 at 23:30










              • $begingroup$
                It means "infinitely often". The set ${A_n$ i.o$}$ is the set of elements that belong to infinitely many of the sets $A_n$.
                $endgroup$
                – Mark
                Jan 12 at 23:33


















              2












              $begingroup$

              Fix $varepsilon>0$. Note that
              $$
              sum_{n=1}^inftymu(|f_n-f|>varepsilon)leqsum_{n=1}^inftyfrac{1}{varepsilon}int|f_n-f|, dmu<infty
              $$

              by Markov's inequality. It follows by Borel Cantelli that
              $$
              mu(|f_n-f|>varepsilon, text{i.o})=0.tag{0}
              $$

              Note that the set $A$ on which the sequence $(f_n)$ does not converge can be written as
              $$
              A=bigcup_{varepsilon>0}bigcap_{Ngeq1}bigcup_{ngeq N}(|f_n-f|>varepsilon).tag{1}
              $$

              where we take $varepsilon$ through a countable sequence decreasing towards zero in the union above (like $1/n$). A union bound applied to $(1)$ together with $(0)$ yield that
              $$
              mu(A)=0
              $$

              as desired.






              share|cite|improve this answer











              $endgroup$









              • 1




                $begingroup$
                what does the i.o. stand for in $mu (vert f_n -f vert > epsilon$ i.o.$) = 0.$ ?
                $endgroup$
                – Digitalis
                Jan 12 at 23:30










              • $begingroup$
                It means "infinitely often". The set ${A_n$ i.o$}$ is the set of elements that belong to infinitely many of the sets $A_n$.
                $endgroup$
                – Mark
                Jan 12 at 23:33
















              2












              2








              2





              $begingroup$

              Fix $varepsilon>0$. Note that
              $$
              sum_{n=1}^inftymu(|f_n-f|>varepsilon)leqsum_{n=1}^inftyfrac{1}{varepsilon}int|f_n-f|, dmu<infty
              $$

              by Markov's inequality. It follows by Borel Cantelli that
              $$
              mu(|f_n-f|>varepsilon, text{i.o})=0.tag{0}
              $$

              Note that the set $A$ on which the sequence $(f_n)$ does not converge can be written as
              $$
              A=bigcup_{varepsilon>0}bigcap_{Ngeq1}bigcup_{ngeq N}(|f_n-f|>varepsilon).tag{1}
              $$

              where we take $varepsilon$ through a countable sequence decreasing towards zero in the union above (like $1/n$). A union bound applied to $(1)$ together with $(0)$ yield that
              $$
              mu(A)=0
              $$

              as desired.






              share|cite|improve this answer











              $endgroup$



              Fix $varepsilon>0$. Note that
              $$
              sum_{n=1}^inftymu(|f_n-f|>varepsilon)leqsum_{n=1}^inftyfrac{1}{varepsilon}int|f_n-f|, dmu<infty
              $$

              by Markov's inequality. It follows by Borel Cantelli that
              $$
              mu(|f_n-f|>varepsilon, text{i.o})=0.tag{0}
              $$

              Note that the set $A$ on which the sequence $(f_n)$ does not converge can be written as
              $$
              A=bigcup_{varepsilon>0}bigcap_{Ngeq1}bigcup_{ngeq N}(|f_n-f|>varepsilon).tag{1}
              $$

              where we take $varepsilon$ through a countable sequence decreasing towards zero in the union above (like $1/n$). A union bound applied to $(1)$ together with $(0)$ yield that
              $$
              mu(A)=0
              $$

              as desired.







              share|cite|improve this answer














              share|cite|improve this answer



              share|cite|improve this answer








              edited Jan 12 at 23:11

























              answered Jan 12 at 23:02









              Foobaz JohnFoobaz John

              22.1k41352




              22.1k41352








              • 1




                $begingroup$
                what does the i.o. stand for in $mu (vert f_n -f vert > epsilon$ i.o.$) = 0.$ ?
                $endgroup$
                – Digitalis
                Jan 12 at 23:30










              • $begingroup$
                It means "infinitely often". The set ${A_n$ i.o$}$ is the set of elements that belong to infinitely many of the sets $A_n$.
                $endgroup$
                – Mark
                Jan 12 at 23:33
















              • 1




                $begingroup$
                what does the i.o. stand for in $mu (vert f_n -f vert > epsilon$ i.o.$) = 0.$ ?
                $endgroup$
                – Digitalis
                Jan 12 at 23:30










              • $begingroup$
                It means "infinitely often". The set ${A_n$ i.o$}$ is the set of elements that belong to infinitely many of the sets $A_n$.
                $endgroup$
                – Mark
                Jan 12 at 23:33










              1




              1




              $begingroup$
              what does the i.o. stand for in $mu (vert f_n -f vert > epsilon$ i.o.$) = 0.$ ?
              $endgroup$
              – Digitalis
              Jan 12 at 23:30




              $begingroup$
              what does the i.o. stand for in $mu (vert f_n -f vert > epsilon$ i.o.$) = 0.$ ?
              $endgroup$
              – Digitalis
              Jan 12 at 23:30












              $begingroup$
              It means "infinitely often". The set ${A_n$ i.o$}$ is the set of elements that belong to infinitely many of the sets $A_n$.
              $endgroup$
              – Mark
              Jan 12 at 23:33






              $begingroup$
              It means "infinitely often". The set ${A_n$ i.o$}$ is the set of elements that belong to infinitely many of the sets $A_n$.
              $endgroup$
              – Mark
              Jan 12 at 23:33













              1












              $begingroup$

              Alright, but what if $epsilon=0$? Usually it is hard to take a smallest element in an infinite set.



              Here is what you can do. Let any $ninmathbb{N}$. For each $kinmathbb{N}$ we have $mu{x: |f_k(x)-f(x)|geqfrac{1}{n}}leq nint|f_k-f|dmu$. Hence using the fact that the sum of integrals converges we get $sum_{k=1}^infty mu{x: |f_k(x)-f(x)|geqfrac{1}{n}}<infty$. And now from the Borel-Cantelli lemma we know that there exists a null set $E_n$ such that if $xin Xsetminus E_n$ then $x$ belongs only to a finite number of the sets $({x: |f_k(x)-f(x)|geqfrac{1}{n}})_{k=1}^infty$.



              Now do that for every $ninmathbb{N}$ and then define $E=cup_{n=1}^infty E_n$. It is a null set as a countable union of null sets. Now show that there is pointwise convergence in $Xsetminus E$.






              share|cite|improve this answer









              $endgroup$


















                1












                $begingroup$

                Alright, but what if $epsilon=0$? Usually it is hard to take a smallest element in an infinite set.



                Here is what you can do. Let any $ninmathbb{N}$. For each $kinmathbb{N}$ we have $mu{x: |f_k(x)-f(x)|geqfrac{1}{n}}leq nint|f_k-f|dmu$. Hence using the fact that the sum of integrals converges we get $sum_{k=1}^infty mu{x: |f_k(x)-f(x)|geqfrac{1}{n}}<infty$. And now from the Borel-Cantelli lemma we know that there exists a null set $E_n$ such that if $xin Xsetminus E_n$ then $x$ belongs only to a finite number of the sets $({x: |f_k(x)-f(x)|geqfrac{1}{n}})_{k=1}^infty$.



                Now do that for every $ninmathbb{N}$ and then define $E=cup_{n=1}^infty E_n$. It is a null set as a countable union of null sets. Now show that there is pointwise convergence in $Xsetminus E$.






                share|cite|improve this answer









                $endgroup$
















                  1












                  1








                  1





                  $begingroup$

                  Alright, but what if $epsilon=0$? Usually it is hard to take a smallest element in an infinite set.



                  Here is what you can do. Let any $ninmathbb{N}$. For each $kinmathbb{N}$ we have $mu{x: |f_k(x)-f(x)|geqfrac{1}{n}}leq nint|f_k-f|dmu$. Hence using the fact that the sum of integrals converges we get $sum_{k=1}^infty mu{x: |f_k(x)-f(x)|geqfrac{1}{n}}<infty$. And now from the Borel-Cantelli lemma we know that there exists a null set $E_n$ such that if $xin Xsetminus E_n$ then $x$ belongs only to a finite number of the sets $({x: |f_k(x)-f(x)|geqfrac{1}{n}})_{k=1}^infty$.



                  Now do that for every $ninmathbb{N}$ and then define $E=cup_{n=1}^infty E_n$. It is a null set as a countable union of null sets. Now show that there is pointwise convergence in $Xsetminus E$.






                  share|cite|improve this answer









                  $endgroup$



                  Alright, but what if $epsilon=0$? Usually it is hard to take a smallest element in an infinite set.



                  Here is what you can do. Let any $ninmathbb{N}$. For each $kinmathbb{N}$ we have $mu{x: |f_k(x)-f(x)|geqfrac{1}{n}}leq nint|f_k-f|dmu$. Hence using the fact that the sum of integrals converges we get $sum_{k=1}^infty mu{x: |f_k(x)-f(x)|geqfrac{1}{n}}<infty$. And now from the Borel-Cantelli lemma we know that there exists a null set $E_n$ such that if $xin Xsetminus E_n$ then $x$ belongs only to a finite number of the sets $({x: |f_k(x)-f(x)|geqfrac{1}{n}})_{k=1}^infty$.



                  Now do that for every $ninmathbb{N}$ and then define $E=cup_{n=1}^infty E_n$. It is a null set as a countable union of null sets. Now show that there is pointwise convergence in $Xsetminus E$.







                  share|cite|improve this answer












                  share|cite|improve this answer



                  share|cite|improve this answer










                  answered Jan 12 at 22:50









                  MarkMark

                  7,293417




                  7,293417























                      0












                      $begingroup$

                      Using the dominated convergence theorem



                      $$ sum_k int vert f_k - fvert d mu = int sum_k vert f_k - f vert dmu < infty.$$



                      Therefore $sum_k vert f_k - f vert $ is integrable and is finite almost everywhere and



                      $$ lim_{k to infty} vert f_k - f vert = 0 qquad mu.a.e. $$



                      and the sequence $f_k$ converges to $f$ almost everywhere.






                      share|cite|improve this answer









                      $endgroup$


















                        0












                        $begingroup$

                        Using the dominated convergence theorem



                        $$ sum_k int vert f_k - fvert d mu = int sum_k vert f_k - f vert dmu < infty.$$



                        Therefore $sum_k vert f_k - f vert $ is integrable and is finite almost everywhere and



                        $$ lim_{k to infty} vert f_k - f vert = 0 qquad mu.a.e. $$



                        and the sequence $f_k$ converges to $f$ almost everywhere.






                        share|cite|improve this answer









                        $endgroup$
















                          0












                          0








                          0





                          $begingroup$

                          Using the dominated convergence theorem



                          $$ sum_k int vert f_k - fvert d mu = int sum_k vert f_k - f vert dmu < infty.$$



                          Therefore $sum_k vert f_k - f vert $ is integrable and is finite almost everywhere and



                          $$ lim_{k to infty} vert f_k - f vert = 0 qquad mu.a.e. $$



                          and the sequence $f_k$ converges to $f$ almost everywhere.






                          share|cite|improve this answer









                          $endgroup$



                          Using the dominated convergence theorem



                          $$ sum_k int vert f_k - fvert d mu = int sum_k vert f_k - f vert dmu < infty.$$



                          Therefore $sum_k vert f_k - f vert $ is integrable and is finite almost everywhere and



                          $$ lim_{k to infty} vert f_k - f vert = 0 qquad mu.a.e. $$



                          and the sequence $f_k$ converges to $f$ almost everywhere.







                          share|cite|improve this answer












                          share|cite|improve this answer



                          share|cite|improve this answer










                          answered Jan 13 at 15:56









                          DigitalisDigitalis

                          528216




                          528216






























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