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Let $f_n:X\rightarrow \mathbb{C}$ be a sequence of measurable functions such that $f_n\rightarrow f$ in measure.

Let $f_{n_k}$ be a subsequence of $f_n$ such that $f_{n_k}\rightarrow g$ pointwise a.e.. Then, is it necessary that $f=g$ a.e.?What would be a counterexample?

Rubertos
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  • Don't you have convergence a.e. implies convergence in measure, so that the subsequence $(f_{n_k})k$ converges to $g$ in measure. Since $(f{n_k})_k$ also converges to $f$ in measure, then $f=g$ a.e.? (I'm rusty on this, take it with a grain of salt.) – Clement C. Jun 16 '16 at 17:31
  • Why does convervence a.e. imply convergence in measure? – Rubertos Jun 16 '16 at 17:34
  • Ah, yes. It's true if the measure is finite. I assume it's not the case for you? – Clement C. Jun 16 '16 at 17:35
  • @ClementC. Yes, I'm talking about the general case. However, I'm curious why it holds for the finite case. Do you prove it by applying Egorov's theorem? – Rubertos Jun 16 '16 at 17:38
  • You can have a look there for the finite-measure case (I sort of recall it being a consequence of Fatou's lemma, but right now I don't remember much.) – Clement C. Jun 16 '16 at 17:41

1 Answers1

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Your question:

Let $f_n:X\rightarrow \mathbb{C}$ be a sequence of measurable functions such that $f_n\rightarrow f$ in measure.

Let $f_{n_k}$ be a subsequence of $f_n$ such that $f_{n_k}\rightarrow g$ pointwise a.e.. Then, is it necessary that $f=g$ a.e.?What would be a counterexample?

The answer is YES. It is true that $f=g\:$ a.e..

First, note that a standard result in Measure Theory says:

If $f_n:X\rightarrow \mathbb{C}$ is a sequence of measurable functions such that $f_n\rightarrow f$ in measure, then there is $f_{n_k}$, a subsequence of $f_n$, such that $f_{n_k}\rightarrow f$ pointwise a.e..

(See, for instance, Royden's Real Analysis, fourth edition, section 5.2, page 100, Theorem 4)

In your question:

Since $f_n$ converges in measure to $f$ and $f_{n_k}$ is a subsequence of ${f_n}$, we have that $f_{n_k}$ also converges in measure to $f$, and so, by the abovementioned result, there is a subsequence $f_{n_{k_j}} $ of $f_{n_k}$ which converges to $f$ pointwise a.e. .

Since $f_{n_k}$ converges to $g$ pointwise a.e. and $f_{n_{k_j}} $ is a subsequence of $f_{n_k}$, we have that $f_{n_{k_j}} $ also converges to $g$ pointwise a.e. to $g$.

So, $f_{n_{k_j}}$ converges to $f$ pointwise a.e. and $f_{n_{k_j}} $ also converges to $g$ pointwise a.e.. So $f=g\:$ a.e..

Ramiro
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