Suppose $(X, \Omega, \mu)$ is a measurable space. Suppose $f: X \to \mathbb{R}_+$ is a Lebesgue integrable measurable function. Suppose $f_{n}(x) = \min(f(x),n)$. Is it always true that $$\lim_{n \to \infty} \int_X f_{n}(x)\, \mu(\mathrm{d}x) = \int_X f(x) \,\mu(\mathrm{d}x)?$$
2026-04-03 01:01:57.1775178117
A question on limit of integrals of "truncated" functions
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Because $\forall x \in X$ the sequence $f_n(x)$ is monotonously non-decreasing, we can conclude, that $\int_X f_n(x) \mu(dx)$ is also monotonously non-decreasing. Thus $$lim_{n \to \infty} \int_X f_n(x) \mu(dx) = sup\{\int_X f_n(x) \mu(dx)|n \in \mathbb{N}\} = sup\{sup\{\int_X g(x) \mu(dx)|g \text{ is a simple function and } \forall x \in X g(x) \leq f_n(x)\}|n \in \mathbb{N}\} = sup\{\int_X g(x) \mu(dx)|g \text{ is a simple function and } \forall x \in X g(x) \leq f(x)\} = \int_X f_{n}(x) \mu(dx)$$