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Exercise 11.5
Exercise 5: Put, for ,
Show that for
but
Answers
For each , is a sequence alternating between 0 and 1, so . Let and . Then, for even , the characteristic function of , and for odd . Hence
This shows that strict inequality is possible in the conclusion of Fatou’s Lemma.
Comments
Proof. since for any and any , either or for all . On the other hand, by construction. □