Homepage Solution manuals Terence Tao An Introduction to Measure Theory Exercise 1.5.8 (Convergence in measure and almost uniform convergence)

Exercise 1.5.8 (Convergence in measure and almost uniform convergence)

Let (f )n be a sequence of measurable functions from X to , and let f : X be another measurable function. Show that the following are equivalent:

(i)
(f )n converges in measure to f.
(ii)
Every subsequence (fnj)j of (f )n has a further subsequence (fnj i)i that converges almost uniformly to f.

Answers

  • This direction is easy, since every subsequence (fnj)j of (f )n converges to f in measure as well, and so we can apply Exercise 1.5.6.
  • Now suppose that every subsequence of (f )n has a further almost uniformly convergent subsequence, and assume for the sake of contradiction that (f )n does not converge to f in measure, i.e., there is a δ > 0 such that

    𝜖 > 0N nN N : μ ( {x X : |fnN(x) f(x)| > δ}) > 𝜖.

    By axiom of choice, we can construct a subsequence (fnN)N using the above mechanism. Thanks to our choice of nN, this sequence, nor any of its subsequences, converge to f in measure. Therefore, they do not converge to f almost uniformly - a contradiction to the theorem assumption.

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2020-12-09 00:00
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