Solution

ID: past-exam-of-the-integration-course-of-the-university-of-oxford/2017/2/b/i/solution

The monotone convergence theorem states that, for nonnegative measurable on a Lebesgue measurable set with almost everywhere,
allowing infinity. Fatou's lemma states that, for nonnegative measurable ,
Now write . A pointwise limit superior of measurable functions is measurable, and it agrees with off the exceptional null set. By completeness of Lebesgue measure, assigning any values on that null set preserves measurability. Therefore is measurable. Since almost everywhere, Fatou's lemma gives
Thus is finite almost everywhere and is a Lebesgue integrable function. This is an almost-everywhere limit under a uniform L1 bound. The argument proves integrability of the limit, not convergence in L1 space.

New to topics? Read the docs here!