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Measure Theory and Functional Analysis




                    Notes          Solution: From the given hypothesis it follows that

                                                         lim f    f                                        … (1)
                                                             n
                                   Also by Fatou’s Lemma, we have


                                                             f    lim f n                                  … (2)

                                   Then from (1) and (2), we get

                                                             f    lim f n  lim f n  f .


                                   Hence                     f =  lim f n  lim f n  lim f n .


                                                                    n      n
                                                                         x
                                                                                     x
                                                                              1
                                                                                         1
                                          Example: If   > 0, prove that  Lim  1  x dx  e .x dx , where the integrals are
                                                                 n       n
                                                                    o              o
                                   taken in the Lebesgue sense.
                                                    x  n                                               x  n  x
                                                                                     –x
                                   Solution: If f (x) = 1  .x  1  0 , then f (x)   g(x), where g(x) = e .x   recall Lim 1  e
                                                                                        –1
                                            n                     n                             n      n
                                                    n
                                   Also g(x)   L[0,  ], hence by Lebesgue dominated convergence theorem, we get
                                                       n
                                                    Lim f (x) dx =  Lim f (x) dx
                                                                       n
                                                    n    n         n
                                                       o          o
                                                                            n
                                                                          x     1
                                                               =  Lim 1      .x  dx
                                                                   n      n
                                                                  o
                                                                    x
                                                               =  e .x  1  dx
                                                                  o


                                          Example: Show that if   > 1,

                                                             1
                                                               xsin x       1
                                                                     dx  0(n ) as n  .
                                                              1 (nx)
                                                             o
                                   Solution: Consider the sequence <f (x)> s.t.
                                                              n
                                                                      nx sin x
                                                               f (x) =      , n = 1, 2, ………
                                                                n    1 (nx)
                                   Obviously since   > 1, and x   [0, 1]








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