I have the following questions:
Suppose that $\mu$ is a probability measure on $R^d$, and that $f_n \to f$ a.s., and $\sup_n \int|f_n|d\mu \le C$ for some $C>0$. What can we deduce? For example: (it is ok to take some subsequence if necessary)
- $\int |f_n - f |d\mu \searrow 0$? If not, then
- $\int f_n d\mu \to \int f d\mu$? Still not, then
- $\liminf_n \int f_n d\mu \ge \int f d\mu$? Still not, then
- $\limsup_n \int f_n d\mu \ge \int f d\mu$?
or is nothing above true?