Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2011/ii/paper-4/25k/iii/solution

Now almost everywhere. The functions converge almost everywhere to and are dominated by the integrable . The dominated convergence theorem gives . Using and the assumed convergence of the nonnegative integrals yields
This is the nonnegative form of Scheffé's lemma: almost-everywhere convergence together with convergence of total mass implies convergence in the L1 norm.

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