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Let $f$ be an integrable function and $(f_n)_{n=1}^\infty$ a sequence of non-negative measurable functions such that $f_n\to f$ and $\int_\Omega f_n\,d\mu\to \int_\Omega f\,d\mu$. Show that $ \int_\Omega |f_n-f|d\mu\to 0. $

The naive idea of using $|\int f|\leq \int|f|$ fails because the $\leq$ sign points in the wrong directio.

This question is a follow-up to monotone convergence for decreasing functions, so perhabs we should use that? I think that since $f_n\to f$ we can take $|f_n-f|$ decreasing, then $$ \lim_{n\to\infty}\int_\Omega |f_n-f|d\mu = \int_\Omega \lim_{n\to\infty}|f_n-f|d\mu, $$ and perhabs what's inside vanishes. I think this is incorrect, because we didn't use the hypothesis $\int f_n \to \int f$. Any ideas?

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    It follows from Scheffé's lemma. – Botnakov N. Jan 02 '21 at 18:28
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    This can be shown using dominated convergence – Ben Grossmann Jan 02 '21 at 19:22
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    Use Fatou with $f + f_n - \lvert f_n - f\rvert$. – Daniel Fischer Jan 02 '21 at 19:45
  • I have posted a detailed answer showing two ways to prove the result (one using Dominated Convergence Theorem and the other using Fatou's lemma). Please, let me know if you have any question regarding my answer. If my answer actualy answers your question, accept it, please. To accept the answer, click on the check mark beside the answer to toggle it from greyed out to filled in. – Ramiro Jan 04 '21 at 16:14

1 Answers1

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The question asks to prove the result:

Let $f$ be an integrable function and $(f_n)_{n=1}^\infty$ a sequence of non-negative measurable functions such that $f_n\to f$ (pointwise) and $\int_\Omega f_n\,d\mu\to \int_\Omega f\,d\mu$. Then $ \int_\Omega |f_n-f|d\mu\to 0$.

We are going to present two ways proofs.

Proof $1$. Here is a proof using Dominated Convergence Theorem.

Since $\{f_n\}$ is a sequence of nonnegative measurable functions and $\{f_n\}$ converges to the function $f$ pointwise, we have that $f\geqslant 0$. So, since $f$ is integrable and $f\geqslant 0$, we have that $\int_\Omega f d\mu=\int_\Omega|f|d\mu<+\infty$

Now consider $f_n \wedge f$ defined by $(f_n \wedge f)(x)=\min\{f_n(x),f(x)\}$, for each $x \in \Omega$.

Since $\{f_n\}$ converges to $f$, we have that $\{f_n \wedge f\}$ converges to $f$. But we know that, for all $n$, $\vert f_n \wedge f \vert = f_n \wedge f \leqslant f $ and $\int_{\Omega } f d\mu< \infty $. So we can apply Lebesgue Dominated Convergence Theorem and we have that $$\lim_{n \to \infty}\int_{\Omega } f_n \wedge f d\mu = \int_{\Omega } f d\mu$$ To conclude the proof, note that $$\vert f_n-f\vert = f_n+f-2(f_n\wedge f)$$ So $$\int_{\Omega } \vert f_n-f\vert d\mu = \int_{\Omega } f_n d\mu +\int_{\Omega } f d\mu -2\int_{\Omega } (f_n\wedge f) d\mu $$ And since $\lim_{n \to \infty}\int_{\Omega } f_n d\mu = \int_{\Omega } f d\mu$, we have $$ \lim_{n \to \infty}\int_{\Omega } \vert f_n-f\vert d\mu =0$$


Proof $2$. Here is a proof using Fatou's lemma.

Since $\{f_n\}$ is a sequence of nonnegative measurable functions and $\{f_n\}$ converges to the function $f $ pointwise, we have that $f\geqslant 0$.

Note that $|f_n -f|\leqslant f_n +f$. So, for each $n$, the function $f_n +f - |f_n -f|$ is non-negative.

Note also that, since $\{f_n\}$ converges to $f $ pointwise, we have $|f_n-f|$ converge to $0$ pointwise, and so $ 2f= \lim (f_n+f - |f_n-f|) = \lim\inf (f_n+f - |f_n-f|)$.

Since $\lim_{n \to \infty} \int_\Omega f_n d\mu = \int_\Omega f d\mu$, using Fatou's Lemma, we have: \begin{align} 2 \int_\Omega f d\mu &=\int_\Omega \lim\inf(f_n +f - |f_n -f|)d\mu \leqslant \lim\inf \int_\Omega (f_n +f - |f_n -f|)d\mu = \\ &=\lim\inf \left (\int_\Omega f_n d\mu +\int_\Omega f d\mu - \int_\Omega|f_n -f|d\mu \right) = \\ &= \left(\lim\inf\int_\Omega f_n d\mu\right) +\int_\Omega f d\mu - \left(\lim\sup\int_\Omega |f_n -f|d\mu\right) = \\ &=2\int_\Omega f d\mu - \left(\lim\sup\int_\Omega|f_n -f|d\mu\right) \end{align} So we have $$2 \int_\Omega f d\mu \leqslant 2\int_\Omega f d\mu - \left(\lim\sup\int_\Omega |f_n -f|d\mu\right) $$ Since $f$ is integrable and $f \geqslant 0$, we know that $\int_\Omega f d\mu=\int_\Omega|f|d\mu<+\infty$, and so we get $$\lim\sup\int_\Omega|f_n -f|d\mu \leqslant 0$$ So we can conclude that $$\lim\int_\Omega|f_n -f|d\mu = 0$$

Ramiro
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  • I was trying to answer this question but I couldn't. May I ask (in the second proof) why is $2 \int_{\Omega} f d\mu =\int_\Omega \lim\inf(f_n +f - |f_n -f|)d\mu$? and why is $\lim \inf \int_{\Omega} |f_n-f|d\mu = \lim \sup \int_{\Omega} |f_n-f|d\mu$? – UBM Jan 03 '21 at 11:38
  • @UBM , For your first question, I have added more details in the proof, I have added: "Note also that, since ${f_n}$ converges to $f $ pointwise, we have $|f_n-f|$ converge to $0$ pointwise, and so $ 2f= \lim (f_n+f - |f_n-f|) = \lim\inf (f_n+f - |f_n-f|)$". – Ramiro Jan 03 '21 at 14:43
  • @UBM , For your second question, note that $\int_\Omega|f_n -f|d\mu$ is a sequence of non-negative numbers. So, since we have proved that $\lim\sup\int_\Omega|f_n -f|d\mu \leqslant 0$, we have that $0 \leqslant \lim\inf\int_\Omega|f_n -f|d\mu\leqslant \lim\sup\int_\Omega|f_n -f|d\mu \leqslant 0$. So $ \lim\int_\Omega|f_n -f|d\mu =0$. – Ramiro Jan 03 '21 at 14:48
  • Thank you very much. – UBM Jan 03 '21 at 15:37
  • I understand your first comment which answers my fisrt question. For your second comment, my second question was not about the end of the proof. The part I can't see is $\lim\inf \left (\int_\Omega f_n d\mu +\int_\Omega f d\mu - \int_\Omega|f_n -f|d\mu \right) = \left(\lim\inf\int_\Omega f_n d\mu\right) +\int_\Omega f d\mu - \left(\lim\sup\int_\Omega |f_n -f|d\mu\right) $ – UBM Jan 03 '21 at 15:52
  • the fourth equality after "....using Fatou's lemma, we have: ..." – UBM Jan 03 '21 at 15:55
  • @UBM , Ahh... OK. I simply used that $ \lim\inf \left (- \int_\Omega|f_n -f|d\mu \right) = -\lim\sup\int_\Omega |f_n -f|d\mu$.

    In fact, for any sequence ${a_n}$ of real numbers, $ \lim\inf (- a_n) = -\lim\sup a_n$.

    – Ramiro Jan 03 '21 at 16:13
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    Ok I see, thank you so much. I would upvote twice if I could. – UBM Jan 03 '21 at 16:16