False. A typewriter sequence sweeps successively through finer dyadic partitions. For and , define the indicator functionIts L2 norm satisfiesAs tends to infinity so does its block index , proving norm convergence to zero. However, every belongs to exactly one of the half-open intervals in each block, so infinitely often. For there is also an interval in each block that does not contain , so infinitely often. Thus there is no pointwise convergence at any , let alone convergence almost everywhere.
True. Replace the dominating representative by if necessary, and take the countable union of the exceptional Lebesgue null sets so that every bound holds off a single null set. Since the interval has Lebesgue measure one, Cauchy-Schwarz inequality givesThus is a Lebesgue integrable function. The squared functions satisfy pointwise and almost everywhere. The dominated convergence theorem therefore yieldsThis uses the Lp inclusion on a finite measure space to turn the assumed fourth-power bound into the second-power domination actually needed.
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