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Exercise 1.4.45 (Dominated convergence implies $L^1$-convergence)
Under the hypotheses of dominated convergence theorem (Theorem 1.4.48), establish also that
Answers
We look at whether the function is a candidate for the Dominated Convergence Theorem (Theorem 1.4.48). Since are bounded by , so is . We then have
By Exercise 1.4.29, is a sequence of measurable functions, and it converges to almost everywhere. Thus,