Paper 1, Section II, J

Probability and Measure
Part II, 2016

Throughout this question (E,E,μ)(E, \mathcal{E}, \mu) is a measure space and (fn),f\left(f_{n}\right), f are measurable functions.

(a) Give the definitions of pointwise convergence, pointwise a.e. convergence, and convergence in measure.

(b) If fnff_{n} \rightarrow f pointwise a.e., does fnff_{n} \rightarrow f in measure? Give a proof or a counterexample.

(c) If fnff_{n} \rightarrow f in measure, does fnff_{n} \rightarrow f pointwise a.e.? Give a proof or a counterexample.

(d) Now suppose that (E,E)=([0,1],B([0,1]))(E, \mathcal{E})=([0,1], \mathcal{B}([0,1])) and that μ\mu is Lebesgue measure on [0,1][0,1]. Suppose (fn)\left(f_{n}\right) is a sequence of Borel measurable functions on [0,1][0,1] which converges pointwise a.e. to ff.

(i) For each n,kn, k let En,k=mn{x:fm(x)f(x)>1/k}E_{n, k}=\bigcup_{m \geqslant n}\left\{x:\left|f_{m}(x)-f(x)\right|>1 / k\right\}. Show that limnμ(En,k)=0\lim _{n \rightarrow \infty} \mu\left(E_{n, k}\right)=0 for each kNk \in \mathbb{N}.

(ii) Show that for every ϵ>0\epsilon>0 there exists a set AA with μ(A)<ϵ\mu(A)<\epsilon so that fnff_{n} \rightarrow f uniformly on [0,1]\A[0,1] \backslash A.

(iii) Does (ii) hold with [0,1][0,1] replaced by R\mathbb{R} ? Give a proof or a counterexample.