Solution

ID: past-exam-of-the-options-ii-course-of-the-university-of-oxford/2010/d/d3/1/solution

Apply the monotone convergence theorem to . Its limit satisfies
Thus is finite almost everywhere, which proves absolute convergence of almost everywhere. Define its sum there, and set on the exceptional null set. Then , so is integrable. The partial sums of are also dominated by ; dominated convergence gives
The series of integrals converges absolutely, since .

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