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Unit 7: Convergence and Completeness




          Now we define a function f such that                                                  Notes
                                   f (x) = 0,     x   E


          and                      f (x) = g  (x) +   g  g  , for x   [a, b] but x   E,
                                         1         k 1  k
                                               k 1
                                                m 1
          or                       f (x) =  lim g  1  g  g  k  , for x   E
                                         m           k 1
                                                 k 1
                                       =  lim g (x)
                                         m   m
          Thus                     f (x) = 0, for x   E and

                                   f (x) =  lim g (x)  for x   E.
                                         m   m
                                   f (x) =  lim g (x)  a.e. in [a, b]
                                             m
                                         m
          or                 lim g m  f  = 0  a.e. in [a, b]                     … (iii)
                             m
                                             m 1
          Also,                   g  (x) =  g   g    g
                                   m      1      k 1  k
                                             k 1
                                               m 1
                                  |g |  |g | +    g    g
                                    m     1        k 1  k
                                               k 1

                                         |g | +   g    g k  = g,
                                          1        k 1
                                               k 1
                                  |g |  g,    m   N
                                    m
                             lim g (x)   g
                                  m
                             m
                                   (iii)   |f|   g.
          Again,                |g  – f|  |g | + |f|   g + g = 2g.
                                  m       m
                                |g  – f|  2 g.
                                  m
                                     p
          Thus there exists a function g   L  [a, b] s.t.
                                |g  – f|  2g,    m
                                  m
          and                lim g m  f  = 0 a.e. in [a, b]                      … (iv)
                             m
          Applying Lebesgue dominated convergence theorem,

                             b           b             b
                                                  p
                                   p
                         lim  g  m  f dx =  lim g  m  f dx  0 dx 0           [Using (iv)]
                         m                m
                             a           a             a






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