Given a sequence of nonnegative functions $(f_n)_n$ converging almost surely (for the Lebesgue measure $d\mu$) to $f$. Assume that $\int f_n d\mu \rightarrow c < \infty$ as $n$ goes to infinity. Prove $\int f d\mu$ is defined and in $[0,c]$, but does not necessarily have to be $c$.
2026-05-17 00:23:00.1778977380
Converging almost surely and value of the integral
131 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail At
1
There are 1 best solutions below
Related Questions in MEASURE-THEORY
- On sufficient condition for pre-compactness "in measure"(i.e. in Young measure space)
- Absolutely continuous functions are dense in $L^1$
- I can't undestand why $ \{x \in X : f(x) > g(x) \} = \bigcup_{r \in \mathbb{Q}}{\{x\in X : f(x) > r\}\cap\{x\in X:g(x) < r\}} $
- Trace $\sigma$-algebra of a product $\sigma$-algebra is product $\sigma$-algebra of the trace $\sigma$-algebras
- Meaning of a double integral
- Random variables coincide
- Convergence in measure preserves measurability
- Convergence in distribution of a discretized random variable and generated sigma-algebras
- A sequence of absolutely continuous functions whose derivatives converge to $0$ a.e
- $f\in L_{p_1}\cap L_{p_2}$ implies $f\in L_{p}$ for all $p\in (p_1,p_2)$
Related Questions in PROBABILITY-THEORY
- Is this a commonly known paradox?
- What's $P(A_1\cap A_2\cap A_3\cap A_4) $?
- Another application of the Central Limit Theorem
- proving Kochen-Stone lemma...
- Is there a contradiction in coin toss of expected / actual results?
- Sample each point with flipping coin, what is the average?
- Random variables coincide
- Reference request for a lemma on the expected value of Hermitian polynomials of Gaussian random variables.
- Determine the marginal distributions of $(T_1, T_2)$
- Convergence in distribution of a discretized random variable and generated sigma-algebras
Related Questions in LEBESGUE-INTEGRAL
- A sequence of absolutely continuous functions whose derivatives converge to $0$ a.e
- Square Integrable Functions are Measurable?
- Lebesgue measure and limit of the integral.
- Solving an integral by using the Dominated Convergence Theorem.
- Convergence of a seqence under the integral sign
- If $g \in L^1$ and $f_n \to f$ a.e. where $|f_n| \leq 1$, then $g*f_n \to g*f$ uniformly on each compact set.
- Integral with Dirac measure.
- If $u \in \mathscr{L}^1(\lambda^n), v\in \mathscr{L}^\infty (\lambda^n)$, then $u \star v$ is bounded and continuous.
- Proof that $x \mapsto \int |u(x+y)-u(y)|^p \lambda^n(dy)$ is continuous
- a) Compute $T(1_{[\alpha,\beta]})$ for all $0<\alpha <\beta<0$
Trending Questions
- Induction on the number of equations
- How to convince a math teacher of this simple and obvious fact?
- Find $E[XY|Y+Z=1 ]$
- Refuting the Anti-Cantor Cranks
- What are imaginary numbers?
- Determine the adjoint of $\tilde Q(x)$ for $\tilde Q(x)u:=(Qu)(x)$ where $Q:U→L^2(Ω,ℝ^d$ is a Hilbert-Schmidt operator and $U$ is a Hilbert space
- Why does this innovative method of subtraction from a third grader always work?
- How do we know that the number $1$ is not equal to the number $-1$?
- What are the Implications of having VΩ as a model for a theory?
- Defining a Galois Field based on primitive element versus polynomial?
- Can't find the relationship between two columns of numbers. Please Help
- Is computer science a branch of mathematics?
- Is there a bijection of $\mathbb{R}^n$ with itself such that the forward map is connected but the inverse is not?
- Identification of a quadrilateral as a trapezoid, rectangle, or square
- Generator of inertia group in function field extension
Popular # Hahtags
geometry
circles
algebraic-number-theory
functions
real-analysis
elementary-set-theory
proof-verification
proof-writing
number-theory
elementary-number-theory
puzzle
game-theory
calculus
multivariable-calculus
partial-derivative
complex-analysis
logic
set-theory
second-order-logic
homotopy-theory
winding-number
ordinary-differential-equations
numerical-methods
derivatives
integration
definite-integrals
probability
limits
sequences-and-series
algebra-precalculus
Popular Questions
- What is the integral of 1/x?
- How many squares actually ARE in this picture? Is this a trick question with no right answer?
- Is a matrix multiplied with its transpose something special?
- What is the difference between independent and mutually exclusive events?
- Visually stunning math concepts which are easy to explain
- taylor series of $\ln(1+x)$?
- How to tell if a set of vectors spans a space?
- Calculus question taking derivative to find horizontal tangent line
- How to determine if a function is one-to-one?
- Determine if vectors are linearly independent
- What does it mean to have a determinant equal to zero?
- Is this Batman equation for real?
- How to find perpendicular vector to another vector?
- How to find mean and median from histogram
- How many sides does a circle have?
For a counterexample, let $f_n$ be defined on $[0,1]$, and its graph is a line segment from $(0,n)$ to $(1/n,0)$ and $f_n(x)=0$ for $x\ge 1/n$.
Then $\int f_n=1/2$, and $f_n\to 0$ except in $0$.