Let \(\mu \) be a positive measure on a measure space \((X,\Sigma )\), and let \(f\ge 0\) be a function which is integrable with respect to \(\mu \). Let \(f_1\le f_2\le \cdots \le f_n\le \cdots \) be a sequence of real valued, measurable functions on \(X\), such that \(f_n\le f\) for each \(n\) and \(\int _X f_n\,d\mu \to \int _X f\,d\mu \). Show that \(f_n\to f\) almost everywhere.
Question
Math 6210 • Real Analysis
2004 • Question 1