Let be Lebesgue measurable functions on a Lebesgue measurable set , converging almost everywhere to , with . The limit has a measurable representative: use off the exceptional null set and zero on it. The completeness of Lebesgue measure makes any alternative values on that null set measurable as well. Fatou's lemma applied to gives the displayed bound, so is finite almost everywhere and Lebesgue integrable. A uniform L1 norm bound alone does not imply convergence in L1 space; the strict inequality in Fatou lemma supplies a shrinking-spike example.
Past exam of the mathematics course of the University of Cambridge 2021 ii Paper 1 27H b Solution Created 2026-09-24 Updated 2026-09-25
On the probability space , letFor every , eventually , so . Nevertheless,for every . ConsequentlyThis gives strict inequality in Fatou lemma.