Integral of limit is limit of integral and is finite, so the integrals over subsets also match

45 Views Asked by At

Can someone please assist me with this question?

Let $f_n$ be a sequence of non-negative measurable functions on $(\Omega,\mathcal{A},\mu)$ that converge to $f$ pointwise. Suppose that $$\int_\Omega f \ \mathrm{d}\mu = \lim_{n\to\infty}\int_\Omega f_n \ \mathrm{d}\mu < \infty$$ Then show that for any $A \in \mathcal{A}$ $$\int_A f \ \mathrm{d}\mu = \lim_{n\to\infty}\int_A f_n \ \mathrm{d}\mu.$$ Trivially, I can use Fatou's lemma to show that $\int_A f \ \mathrm{d}\mu \leq \lim_{n\to\infty}\int_A f_n \ \mathrm{d}\mu$. But as for the reverse inequality, I'm not sure.