Solution

ID: past-exam-of-the-integration-course-of-the-university-of-oxford/2021/3/c/solution

The a.e. limit is nonnegative. For a fixed measurable set , Fatou's lemma gives . Apply the same lemma to and use convergence of the total integrals:
The lower and upper bounds prove .
For the asserted L1 convergence, choose an integer so large that , possible by Lebesgue integrability. The first result applied to this fixed tail set makes eventually. The additional local hypothesis makes eventually. Therefore
Thus .
In fact the extra local hypothesis is unnecessary here. Scheffé's lemma follows directly from almost everywhere and domination by :
This stronger argument uses precisely the already assumed nonnegativity, a.e. convergence, and convergence of total integrals.

New to topics? Read the docs here!