Let (fn:n∈N) be a sequence of non-negative measurable functions defined on a measure space (E,E,μ). Show that liminfnfn is also a non-negative measurable function.
State the Monotone Convergence Theorem.
State and prove Fatou's Lemma.
Let (fn:n∈N) be as above. Suppose that fn(x)→f(x) as n→∞ for all x∈E. Show that
μ(min{fn,f})→μ(f).
Deduce that, if f is integrable and μ(fn)→μ(f), then fn converges to f in L1. [Still assume that fn and f are as above.]