Solution

ID: past-exam-of-the-probability-statistics-and-options-ii-course-of-the-university-of-oxford/2011/d/d3/a/ii/solution

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.

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