Past exam of the integration course of the University of Oxford / 2017 / 2 / b / ii / A

Let $S_N={\sum }_{n=1}^N|a_n|$. These are nonnegative measurable functions with $S_N\uparrow S={\sum }_{n\ge 1}|a_n|$. The monotone convergence theorem and linearity of the finite sum giveHence $S<\infty$ almost everywhere: if $S=\infty$ on a set of positive measure, the integral would exceed every finite constant. Also each $a_n$ is finite almost everywhere, since its absolute integral is finite. Outside the union of these countably many null sets, all terms are real andThus the signed series converges absolutely almost everywhere, as asserted by summable L1 norms imply almost-everywhere absolute convergence. Removing the common null set avoids any undefined $+\infty -\infty$ in signed partial sums.