Proving Convergence of Integrals for Sequences of Functions

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SUMMARY

The discussion centers on proving the convergence of integrals for sequences of functions, specifically demonstrating that \(\int |f_n - f| \rightarrow 0\) under the conditions of Theorem 17. Theorem 7 establishes that if a sequence of integrable functions converges almost everywhere to an integrable function, and is dominated by another integrable function, then the integrals converge. The proof presented initially misinterprets the requirement, as it only shows \(\int (f_n - f) \rightarrow 0\), which is weaker than the required statement. The discussion emphasizes the necessity of employing Fatou's lemma for a complete proof.

PREREQUISITES
  • Understanding of Lebesgue integration
  • Familiarity with the Dominated Convergence Theorem
  • Knowledge of Fatou's lemma
  • Concept of almost everywhere convergence
NEXT STEPS
  • Study the proof of the Dominated Convergence Theorem in detail
  • Learn about Fatou's lemma and its applications in measure theory
  • Explore examples of sequences of functions that converge almost everywhere
  • Review the implications of Theorem 17 in the context of integrable functions
USEFUL FOR

Mathematicians, students studying real analysis, and anyone interested in measure theory and convergence of functions will benefit from this discussion.

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Homework Statement



Show that under the hypothesis of Theorem 17 we have \int |f_n - f| \rightarrow 0.

Theorem 7:

Let <g_n> be a sequence of integrable functions which converges a.e. to an integrable function g. Let <f_n> be a dequence of measurable functions such that |f_n| \leq g_n and <f_n> converges to f a.e.. If \int g = lim \int g_n then \int f lim \int f_n.

Homework Equations


The Attempt at a Solution



By linearity, \int (f_n-f) = \int f_n - \int f. So if we take the limit of \int f_n - \int f, we get lim_{n \rightarrow \infty} \int f_n - lim_{n \rightarrow \infty} \int f. But we know from Theorem 17 that \int f = lim \int f_n. So if we replace lim_{n \rightarrow \infty} \int f_n by \int f. So \int f - \int f = 0. I feel like there is something wrong with my proof, because it's so simple...so can anybody tell me if I'm wrong?

Thanks in advance
 
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You showed that ##\int (f_n - f) \rightarrow 0##, but that was already known from theorem 17. You were asked to show that ##\int |f_n - f| \rightarrow 0##, which is a stronger statement because
$$\left|\int f_n - f\right| \leq \int |f_n - f|$$
What you are trying to prove looks like a slight generalization of the dominated convergence theorem, so examining how that proof works should be useful, i.e., you know you will probably have to use Fatou's lemma.
 

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