Bourbaki

Exercise 21, § 5

Integration, V, p. 104

Bourbaki marks this one as harder than the rest.

a) Let (fn)(f_n) be a sequence of functions in L1\mathscr{L}^1, such that: 1° lim inf⁡n→∞fn(t)≥0\liminf_{n \to \infty} f_n(t) \geq 0 almost everywhere in TT; 2° for every ε>0\varepsilon > 0, there exists an η>0\eta > 0 such that the relation μ∗(A)≤η\mu^*(A) \leq \eta implies lim sup⁡n→∞∫A∗∣fn∣dμ≤ε\limsup_{n \to \infty} \int_A^* |f_n| d\mu \leq \varepsilon; 3° for every ε>0\varepsilon > 0, there exists an integrable set BB such that ∫T−B∣fn∣dμ≤ε\int_{T - B} |f_n| d\mu \leq \varepsilon for all nn; 4° lim⁡n→∞∫fndμ=0\lim_{n \to \infty} \int f_n d\mu = 0. Show that the sequence (fn)(f_n) converges in mean to 0. (Observe that, for every ε>0\varepsilon > 0, if CmC_m is the set of t∈Tt \in T such that fn(t)≥−εf_n(t) \geq -\varepsilon for at least one n≥mn \geq m, then the sequence (Cm)(C_m) is decreasing and has negligible intersection.) b) Let (fn)(f_n) be a sequence of functions in L1\mathscr{L}^1 such that: 1° there exists an integrable function gg such that fn≥gf_n \geq g for all nn; 2° lim inf⁡n→∞fn(t)≥0\liminf_{n \to \infty} f_n(t) \geq 0 almost everywhere; 3° lim sup⁡n→∞∫fndμ≤0\limsup_{n \to \infty} \int f_n d\mu \leq 0. Show that the sequence (fn)(f_n) converges in mean to 0. (First show that, for every measurable set AA, lim inf⁡n→∞∫Afndμ≥0\liminf_{n \to \infty} \int_A f_n d\mu \geq 0; then observe that, for every measurable set AA,

lim sup⁡n→∞∫fndμ≥lim sup⁡n→∞∫Afndμ+lim inf⁡n→∞∫T−Afndμ. \limsup_{n \to \infty} \int f_n d\mu \geq \limsup_{n \to \infty} \int_A f_n d\mu + \liminf_{n \to \infty} \int_{T - A} f_n d\mu .
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Solution

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Transcribed from the printed volume. Not translated.