1996•Bulletin of the Australian Mathematical SocietyOpen access

Measure convergent sequences in Lebesgue spaces and Fatou's lemma

Heinz-Albrecht Klei

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Abstract

Let (fn) be a sequence of positive P-integrable functions such that (∫ fndP)n converges. We prove that (fn) converges in measure to if and only if equality holds in the generalised Fatou's lemma. Let f∞ be an integrable function such that (∥fn − f∞∥1)n converges. We present in terms of the modulus of uniform integrability of (fn) necessary and sufficient conditions for (fn) to converge in measure to f∞.

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Let (fn) be a sequence of positive P-integrable functions such that (∫ fndP)n converges. We prove that (fn) converges in measure to if and only if equality holds in the generalised Fatou's lemma. Let f∞ be an integrable function such that (∥fn − f∞∥1)n converges. We present in terms of the modulus of uniform integrability of (fn) necessary and sufficient conditions for (fn) to converge in measure to f∞.

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Let (fn) be a sequence of positive P-integrable functions such that (∫ fndP)n converges. We prove that (fn) converges in measure to if and only if equality holds in the generalised Fatou's lemma. Let f∞ be an integrable function such that (∥fn − f∞∥1)n converges. We present in terms of the modulus of uniform integrability of (fn) necessary and sufficient conditions for (fn) to converge in measure to f∞.

Key concepts: Mathematics, Locally integrable function, Lemma (botany), Measure (data warehouse), Lebesgue measure, Integrable system, Maximal function, Sequence (biology)

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