Showing Tightness of {fn}: A Measurable Approach

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sbashrawi
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Homework Statement



If for each [tex]\epsilon[/tex]>0 , there is ameasurable subset E1 of E that has
finite measure and a [tex]\delta[/tex]>0 such that for each measurable
subset A of E and index n
if m(A[tex]\cap[/tex]E1) < [tex]\delta[/tex] , then
[tex]\int[/tex] | fn| <[tex]\epsilon[/tex] ( integration over A)
Show that {fn} is tight


Homework Equations





The Attempt at a Solution


 
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A family F of measurable functions is tight on E if there is a measurable subset E1 of finite measure such that integration of |fn| on ( E-E1) is less than epsilon for each fn in F