Bourbaki

Exercise 26, § 1

Integration, VI, p. 62

Let (fn)(f_n) be a sequence of μ\mu-integrable functions defined on T, such that for almost every t∈Tt \in T, sup⁡n∣fn(t)∣<+∞\sup_n |f_n(t)| < +\infty and sup⁡n∫∣fn(t)∣ dμ(t)=+∞\sup_n \int |f_n(t)|\, d\mu(t) = +\infty. Show that there exists a sequence (cn)(c_n) of scalars such that ∑n∣cn∣<+∞\sum_n |c_n| < +\infty and such that ∑ncnfn\sum_n c_n f_n is not μ\mu-integrable (apply the Gelfand–Dunford theorem to the space L1(N)=FL^1(\mathbf{N}) = F.)

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