Bourbaki

Corollary 1

Tag 08R3, permanent. Cite it as [Bourbaki, Tag 08R3].

Integration, chapter IV, § 3. LP spaces

— If a Cauchy sequence (fn)(f_n) in the space LFp\mathscr{L}_F^p is such that the sequence (fn(x))(f_n(x)) converges almost everywhere to f(x)f(x)*, then* ff is p-th power integrable and the sequence (fn)(f_n) converges in mean of order pp to ff.

For, there exists a subsequence (fnk)(f_{n_k}) of (fn)(f_n) such that (fnk(x))(f_{n_k}(x)) converges almost everywhere to g(x)g(x), where gg is a function in LFp\mathscr{L}_F^p such that (fn)(f_n) converges in mean of order pp to gg. The hypotheses therefore imply that f(x)=g(x)f(x) = g(x) almost everywhere, whence the corollary.

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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Transcribed from the printed volume. Not translated.