Convergence in measure and almost everywhere proof
$begingroup$
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 $sum_k int vert f_k - fvert d mu < infty Rightarrow int vert f_k - f vert d mu$ $rightarrow 0$.
measure-theory convergence proof-writing
$endgroup$
add a comment |
$begingroup$
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 $sum_k int vert f_k - fvert d mu < infty Rightarrow int vert f_k - f vert d mu$ $rightarrow 0$.
measure-theory convergence proof-writing
$endgroup$
add a comment |
$begingroup$
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 $sum_k int vert f_k - fvert d mu < infty Rightarrow int vert f_k - f vert d mu$ $rightarrow 0$.
measure-theory convergence proof-writing
$endgroup$
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
measure-theory convergence proof-writing
asked Jan 12 at 22:21
DigitalisDigitalis
528216
528216
add a comment |
add a comment |
3 Answers
3
active
oldest
votes
$begingroup$
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.
$endgroup$
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
add a comment |
$begingroup$
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 $Xsetminus E$.
$endgroup$
add a comment |
$begingroup$
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.
$endgroup$
add a comment |
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3 Answers
3
active
oldest
votes
3 Answers
3
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
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.
$endgroup$
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
add a comment |
$begingroup$
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.
$endgroup$
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
add a comment |
$begingroup$
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.
$endgroup$
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.
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
add a comment |
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
add a comment |
$begingroup$
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 $Xsetminus E$.
$endgroup$
add a comment |
$begingroup$
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 $Xsetminus E$.
$endgroup$
add a comment |
$begingroup$
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 $Xsetminus E$.
$endgroup$
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 $Xsetminus E$.
answered Jan 12 at 22:50
MarkMark
7,293417
7,293417
add a comment |
add a comment |
$begingroup$
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.
$endgroup$
add a comment |
$begingroup$
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.
$endgroup$
add a comment |
$begingroup$
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.
$endgroup$
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.
answered Jan 13 at 15:56
DigitalisDigitalis
528216
528216
add a comment |
add a comment |
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