How should I show that lim_n ∫〖f_n dm〗 = ∫〖f dm〗?

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The discussion centers on the convergence of integrals for a sequence of functions {f_n} that converge almost everywhere to a function f. It establishes that if the integrals of the supremum function F_n = sup_k=1,...n |f_n| remain bounded as n approaches infinity, then it follows definitively that lim_n ∫ f_n dm = ∫ f dm. This conclusion is critical for understanding the interchange of limits and integrals in measure theory.

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Jack3
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Suppose {f_n} is a sequence of functions that converges almost everywhere to a function f
and define F_n = sup_k=1,...n |f_n| .
Show that if the integrals of F_n remain bounded as n goes to infinity,
then lim_n ∫〖f_n dm〗 = ∫〖f dm〗.
 
Last edited:
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Jack said:
Suppose {f_n} is a sequence of functions that converges almost everywhere to a function f
and define F_n = sup_k=1,...n |f_n| .
Show that if the integrals of F_n remain bounded as n goes to infinity,
then lim_n ∫〖f_n dm〗 = ∫〖f dm〗.

Please do not copy and paste text with non-standard characters, not everybodies system will render them correctly, learn to use the LaTeX supported here on MHB and on most other maths boards.

By default avoid non-ASCII characters.

CB
 
Last edited:

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