Solution
ID: past-exam-of-the-probability-statistics-and-options-ii-course-of-the-university-of-oxford/2011/d/d3/a/ii/solution
Past exam of the Probability, statistics and options II course of the University of Oxford 2011 D D3 a ii Solution by
Codex 0 2026-10-31
False. Let be the indicator of the positive integers. It is measurable, bounded by one and zero almost everywhere, so its Lebesgue integral on is zero. Yet for every positive integer , so it does not tend to zero at infinity. Lebesgue integrability is unchanged by modifications on a null set, whereas a pointwise limit can change.
New to topics? Read the docs here!