This was on an old qualifying exam. I'm not sure really where to start. I know the proof and statement of Vitali's convergence theorem, and I thought it might work here in some fashion?
Let $(X,M,μ)$ be a measure space, with $μ(X)<∞$ . Let $f_n$ be a sequence of essentially bounded functions. Suppose that $\sup{||f_n||}_∞$ is finite. Also, suppose that $f_n→f$ almost everywhere. For which p is the following statement true : "If f is in $L_p(μ)$, then $||f_n−f||_{L_p}→0$"
I also know the following is true, proving it as a problem in Royden: If $f_n \in L_p$ and $f_n \rightarrow f $ almost everywhere, then $||f_n||_{L_p} \rightarrow ||f||_{L_p}$ if and only if $||f_n -f||_{L_p} \rightarrow 0 $.
Any help you can give is great. Thanks in advance.