In measure-theory, why is convergence with respect to the $\mathcal L^p$-norm of a sequence $(f_n)_{n \in \mathbb N}$ of $\mathcal E-\mathcal B(\mathbb R)$-measurable functions called "convergence in $p$-mean" ?
I've tried reasoning about this name, but can't really find a good reason.
Let me guess:
If $(f_n)$ is a sequence as above which converges in $p$-norm to some $f$ then in functional analysis we write it as $$ \|f_n - f\|_p \to 0 \ \mbox{ as } n \to \infty,$$ however in probability theory expected value $\mathbb{E}$ (also called the mean) can be involved and we can write the above convergence as $$ \mathbb{E}(|f_n-f|^{p}) \to 0 \ \mbox{ as } n \to \infty.$$
I'm sorry if I'm wrong this would be my guess.