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Exercise 1.5.8 (Convergence in measure and almost uniform convergence)
Let be a sequence of measurable functions from to , and let be another measurable function. Show that the following are equivalent:
- (i)
- converges in measure to .
- (ii)
- Every subsequence of has a further subsequence that converges almost uniformly to .
Answers
- This direction is easy, since every subsequence of converges to in measure as well, and so we can apply Exercise 1.5.6.
-
Now suppose that every subsequence of has a further almost uniformly convergent subsequence, and assume for the sake of contradiction that does not converge to in measure, i.e., there is a such that
By axiom of choice, we can construct a subsequence using the above mechanism. Thanks to our choice of , this sequence, nor any of its subsequences, converge to in measure. Therefore, they do not converge to almost uniformly - a contradiction to the theorem assumption.