Let \(f\) be a non-negative measurable function and \(\mu \) a finite positive measure on a measure space \((X,\Sigma )\). Prove that \[ \lim _{n\to \infty }\int \frac {f^n(x)}{1+f^n(x)}\,d\mu (x) =\mu (E)+\frac {1}{2}\mu (F), \] where \(E=\{x\in X; f(x)>1\}\) and \(F=\{x\in X; f(x)=1\}\).
Question
Math 6210 • Real Analysis
1999 • Question 1