Throughout this question (E,E,μ) is a measure space and (fn),f are measurable functions.
(a) Give the definitions of pointwise convergence, pointwise a.e. convergence, and convergence in measure.
(b) If fn→f pointwise a.e., does fn→f in measure? Give a proof or a counterexample.
(c) If fn→f in measure, does fn→f pointwise a.e.? Give a proof or a counterexample.
(d) Now suppose that (E,E)=([0,1],B([0,1])) and that μ is Lebesgue measure on [0,1]. Suppose (fn) is a sequence of Borel measurable functions on [0,1] which converges pointwise a.e. to f.
(i) For each n,k let En,k=⋃m⩾n{x:∣fm(x)−f(x)∣>1/k}. Show that limn→∞μ(En,k)=0 for each k∈N.
(ii) Show that for every ϵ>0 there exists a set A with μ(A)<ϵ so that fn→f uniformly on [0,1]\A.
(iii) Does (ii) hold with [0,1] replaced by R ? Give a proof or a counterexample.