Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2017/ii/paper-1/22f/c/solution

For , apply Fatou lemma to the nonnegative sequence , which converges pointwise to :
For , each inequality fails pointwise only on a null set. Outside the union of these countably many null sets, for every , so the pointwise limit also satisfies . Therefore in both cases

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