For a fixed , the functions tend pointwise to zero and are dominated by the Lebesgue integrable constant , since . The dominated convergence theorem therefore gives convergence of their integrals to zero. SplitTake the upper limit in and then send . The specified uniform integrability condition makes the right side zero. It also ensures integrability of each , by the same split for a sufficiently large . Hence , and in particular .
For a counterexample without the tail condition, use Lebesgue measure on and . Every fixed positive eventually lies outside the shrinking interval, so , but for every .
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