Modes Of Convergence In A Measure Space And

Some Applications

March 20, 2022

Contents

1 Introduction 2
1.1 Motivation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

2 Preliminaries 4
2.1 Some Definitions . . . . . . . . . . . . . . . . . . . . . . . . . 4
2.2 Theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8

3 Main result 10
3.1 Modes of convergence . . . . . . . . . . . . . . . . . . . . . . 10
3.2 Some Implications . . . . . . . . . . . . . . . . . . . . . . . . 12
3.2.1 Linearity Of Convergence . . . . . . . . . . . . . . . . 15
3.2.2 Applications . . . . . . . . . . . . . . . . . . . . . . . 17
3.3 Discussion And Conclusion . . . . . . . . . . . . . . . . . . . 18

1
Chapter 1

Introduction

Convergence is one of the key tools available in the study of real analysis,
this is also true when doing measure theory.The notion of convergence of a
sequence dates back to the early nineteenth century and the work of Bolzano
(1817) and Cauchy (1821).When studying real analysis we see that if one has
a sequence x1 , x2 , x3 ... ∈ R of real numbers xn it is said that this sequence
converges to limit x ∈ R, if ε > 0, there exist N such that |xn − x| ≤ ε for
every n > N . Similarly for a sequence z1 , z2 , z3 ... ∈ C of complex number
zn converging to z ∈ C.

In a more general sense if given a sequence v1 , v2 , v3 ... of d-dimensional

vectors vn in a real vector space Rd or a complex vector space Cd , this
sequence is said to converge to limit v ∈ Rd or v ∈ Cd if, for every ε > 0
there exist N such that ||vn − v|| ≤ ε for all n > N . here the norm ||v||
of a vector (v (1) ), ..., v (d) ) can be chosen to be the Euclidean Norm
Pdv = (j)
||v||2 := ( j=1 (v )2 )1/2 , the supremum norm ||v||∞ := sup1≤j≤d |v (j) |, or
any other number of norms, but for the purpose of convergence, these norms
are all equivalent.
What happens now when one has a sequence f1 , f2 , f3 , ... of functions
fn : X → R orfn : X → C on a common domain X, and a putative limit
f : X → R or f : X → C, there can now be many different ways in which
the sequence fn may or may not converge to the limit f . (One could also
consider convergence of functions fn : Xn → C on different domains Xn , but
we will not discuss this issue here.) this is a contrast with the situation with
scalars xn or zn (which corresponds to the case when X is a single point)
or vectors vn (which corresponds to the case when X is a finite set such
as {1,..,d}). Once X becomes infinite, the functions fn acquire an infinite

2
number of degrees of freedom, and this allows them to approach f in any
number of inequivalent ways.When the domain X is real or complex we
have two basic modes of convergence which are uniform convergence and
pointwise convergence. but what happens now when fn converges to f for
most points in X except for possibly for a negligible subset of X. this
leads us to us to measure theory where the domain X is equipped with the
structure of a measure space (X, A, µ) and the functions fn (and their limit
f ) are measurable with respect to this space.

1.1 Motivation
As seen in the introduction above when working with a real or complex
domain, if we have a sequence of functions, convergence is only studied
on X, which limits us since we can’t study the case where this sequence
converges in most of X except for some negligible subset of X that is a set
of measure very small or equal to zero, which is very important in the study
of convergence of functions. this is the driving force of this study as the
various other modes of convergence which arise from equipping X with a
measure space (X, A, µ) will be discourse and some of their properties and
application will be seen.

1.2 Objectives
The main objective of this study will be understanding each of these modes
of convergence and their properties with some applications. this study will
go about this in the following steps.

1. study various modes of convergence in a measure space

2. Studying their relationship with each other

3. Studying Linearity of convergence

4. show applications of the modes of convergence

3
Chapter 2

Preliminaries

In this chapter we will see some definitions and theorems which we will use
later on in our study.

2.1 Some Definitions

These are some definitions that will be crucial in the completion of this
project.

Definition 2.1.1 (algebra). A class A of subsets of a non-empty set X is

called an algebra if the following three properties are fulfilled,

1. X ∈ A

2. for every B ∈ A one has that B c ∈ A

3. if A ∈ A and B ∈ A then A ∪ B ∈ A

Example 2.1.1.

Let X be a non empty set and A := {X, φ}, then A is an algebra.

proof
firstly X ∈ A
for the second property X ∈ A ⇒ X c = ∅ ∈ A also ∅ ∈ A ⇒ ∅c = X ∈ A
therefor if A ∈ A then Ac ∈ A
third property we test for various cases that is ∅ ∪ ∅ = ∅, X ∪ ∅ = X,
∅ ∪ X = X and X ∪ X = X so in all cases A ∪ B ∈ A which shows that A
satisfies our properties of an algebra

Example 2.1.2.

4
 the class of intervals of R is not an algebra
proof
let A be the class of intervals of R the interval [2, 3] ∈ A but we have
[2, 3]c = [−∞, 2[∪]3, +∞] ∈ / A which implies A is not an algebra.
Definition 2.1.2 (σ−algebra). A class A of subsets of a non-empty set X is
called a σ-algebra (or σ − f ield, tribe on x) if the following three properties
are fulfilled
1. X ∈ A

2. for every B ∈ A one has that B c ∈ A

3. for every sequence (An )n∈N of elements of A one has (∪n∈N An ) ∈ A.

Example 2.1.3.
Let X be a non empty set let A := P (X) the power set of X, then A is
a σ − algebra
proof
firstly X ⊆ X ⇒ X ∈ A
also let A ∈ A ⇒ A ⊆ X ⇒ Ac = X \ A ⊆ X ⇒ A c
S ∈A S
finally let (An )n∈N ∈ A ⇒ An ⊆ A ∀ n ∈ N ⇒ An ⊆ A ⇒ An ∈ A
n∈N n∈N
which implies A is a σ−algebra on X.
Example 2.1.4.
Let X be an infinite set then the class of finite subset of X is not a
σ−algebra on X.
proof
let A be the class of finite subset of X, let A ∈ A this implies that A is finite,
which in turn implies that Ac = X \ A is infinite because X is infinite hence
Ac ∈/ A thus A is not a σ−algebra.
Definition 2.1.3 (measurable space). Let X be a non empty set and A a
σ − algebra on X then we call the pair (X , A) a measurable space. A subset
E of X is called measurable (or measurable with respect to A) provided E
belongs to A
Example 2.1.5.
let X be any non empty set, then as seen in Example 2.1.3 the power
set of X P(X) is a σ−algebra on X. so the pair (X, P(X)) is a measurable
space. And the sets X and ∅ are measurable with respect to A

5
Definition 2.1.4 (measure). Let (X, A) be a measurable space we define
a Measure on A to be any positive function µ : A → [0, +∞] for which the
following two properties hold
1. µ(∅) = 0
2. for any pairwise disjoint sequence (An )n∈N of elementsPof A that is
An ∩ Am = ∅ f or m 6= n we have that µ(∪n∈N An ) = µ(An )
n=N

Example 2.1.6 (Dirac measure).

Let (X, A) be a measurable space, let b ∈ X be fixed.For A ∈ A, let
µ(A) = 1 if b ∈ A and µ(A) = 0 if b ∈ / A. This function is a measure on A
proof
firstly µ(∅) = 0 as for every b ∈ X, b ∈
/ ∅.
Also let (An )n∈N ∈ A be pairwise disjoint and let b ∈ X be fixed. We have
if b ∈
/ ∪n∈N (An ) then for all n ∈ N, b ∈
/ (An )n∈N ⇒ µ(An ) = 0 for all n ∈ N
hence
 
S P
µ (An ) = 0 = µ(An )
n∈N n∈N

Also if b ∈ ∪n∈N (An ) ⇒ there exist m ∈ N such that b ∈ Am and µ(An ) = 0

for all n 6=Sm since An isP
a pairwise disjoint sequence of sets also µ(Am ) = 1
hence µ( An ) = 1 = µ(An ).
n∈N n∈N

Example 2.1.7.
let (X,A) be a measurable space where A is the power set of X then the
function µ : A → R where µ(A) = a for all A ∈ A and a ∈ R is not a
measure.
proof
it is trivial as if we let a = 2 then µ(∅) = 2 which implies µ is not a measure
by property one of a measure.
Definition 2.1.5 (measure space). Let X be a non empty set and A a
σ − algebra on X with µ a measure on A we call the triple (X, A, µ) a
measure space.
Example 2.1.8.
let X be a non empty set then (X, P (X), µ) is a measure space where
P(X) is the power set of X and µ is the dirac measure on P(X). as seen
in example 2.1.3 and 2.1.6, P(X) is a σ − algebra and dirac measure is a
measure on any non empty set.

6
Definition 2.1.6. Measurable Function
Let (X, A) a measurable spaces then we call a function f : X → R measur-
able function if the set {x | f (x) > α} ∈ A where α ∈ R.

Example 2.1.9.

by the above definition any constant real function is measurable.

proof
indeed, let p ∈ R such that f (x) = p for all x ∈ X. Then the set {x | f (x) >
α} = X if a > α or {x | f (x) > α} = ∅ if a ≤ α So in any case, {x | f (x) >
α} ∈ X, and hence f is measurable.

Example 2.1.10.

let (X,A) be any measure space with a non measurable(set A ⊂ X, A ∈ /

1, if x ∈ A
A, then the indicator function 1A : (X, A) → R, 1A (x) = i
0, if x ∈
/A
not measurable.
proof
it is easy to see this as for α < 1 we have that {x | 1A (x) > α} = A ∈ /A

Definition 2.1.7 (L∞ N orm). let f : X → R be measurable function, X

a non empty set. An essential bound of f is a number M ∈ [0, +∞] such
that |f (x)| ≤ M for µ almost everywhere x ∈ X. The essential bound or
L∞ Norm is defined to be the infimum of all essential bounds of f that is
||f ||L∞ := inf {M ∈ [0, +∞] such that M is an essential bound of f}

Example 2.1.11.

let f : N → R such that f (n) → n1 then the L∞ Norm of f is 0 because

f (n) ≤ M ∈ [0, ∞] and inf [0, ∞] = 0

Definition 2.1.8 (L1 N orm). let f : X → R be measurable function, X a

non empty set. 1
R the L norm of the function f is define to be
||f (x)||L1 = X |f (x)|dx.

Example 2.1.12.

let f : X → R Rbe the constant function f (x) = a for some a ∈ R then we

have ||f (x)||L1 = X |f (x)|dx = xa if a ≥ 0 and ||f (x)||L1 = −xa if a < 0

7
2.2 Theorems
In this section we will see some theorems which will aid in the completion
of this work.
Theorem 2.2.1. Let A be a σ − algebra on a non-empty set X. Then the
following assertions hold:
1. ∅ ∈ A;
S
2. for any countable family (Ai )i∈J of A, one has ( Ai ) ∈ A ;
i∈J
T
3. for any countable family (Ai )i∈J of A, one has ( Aj ) ∈ A;
j∈J

Proof
let (Aj )j∈J be a countable family of elements of A
ˆ X ∈ A as A is a σ − algebra ⇒ X c = ∅ ∈ A by property 2 of definition
2.1.2 above

ˆ By countability of J fix an onto mapping β : N → J. then

S
Aj =
S Si∈J
An hence it follows by property 3 of definition 2.1.2 that Aj ∈ A
n∈N j∈J

ˆ Observe that the set B = Acj ∈ A by property 2 of definition 2.1.2

S
j∈J
and second point of theorem 2.2.1 we therefor have that B c =
T
Aj ∈
j∈J
A by property 2 of definition 2.1.2
Theorem 2.2.2. Let (X,A,µ) be a measure space. the following assertions
holds
S
1. for any pairwise disjoint countable family (Aj )j∈J of A one has µ( Aj ) =
P j∈J
µ(Aj )
j∈J

2. (A,B ∈ A with A ⊂ B) ⇒ (µ(A) ≤ µ(B))

3. (A,B ∈ A with A ⊂ B and µ(A) < +∞) ⇒ (µ(B\A) = µ(B) − µ(A))

4. for any countable family (Aj )j∈J of A,one has

S P
µ( Aj ) ≤ µ(Aj )
j∈J j∈J

8
 proof

(a) we may assume that J is nonempty. Since J is countable, there exist

a subset S ⊂ N and a one-to-one and onto mapping s : S → J. put
S if n ∈ S and Bn = ∅ if n ∈ N\S. We have Bn ∈ A and
BSn := As(n)
Aj = Bn The sets Bn being further pairwise disjoint, we have
j∈J n∈N
S S P P P
µ( Aj ) = µ( Bn ) = µ(Bn ) = µ(As(n) ) = µ(Aj ),
j∈J n∈N n∈N n∈S j∈J

the later resulting from the fact that s is one-to-one and onto.
(b) The equality B = A ∪ (B\A) allows us to write, according to (a),
µ(B) = µ(A) + µ(B\A) which implies µ(B) ≥ µ(A) since µ(B\A) ≥ 0
(c) Like in (b), we have µ(B) = µ(A) + µ(B\A), and hence µ(B\A) =
µ(B) − µ(A) since µ(A) ∈ R.
(d) assume that J is non empty and like above fix a subset S ⊂ N and a
one-to-one and onto mapping s : S → J. put A‘n = As(n) if n ∈ S
and A‘n = ∅ if n ∈ N\S then
S ‘
An . Put also B1 = A‘1 and
S
Aj =
j∈J j∈J
n−1
Bn = A‘n \( A‘k ) if n ≥ 2. then
S
k=1

Bn ⊂ A‘n and A‘n =

S S S
Bn = Aj (3.1)
n∈N n∈N j∈J

the sets Bn being pairwise disjoint we write

µ(A‘n ) =
S P P P P
µ( Aj ) = µ(Bn ) ≤ µ(As(n) ) = µ(Aj )
j∈J n∈N n∈N n∈N j∈J

the first equality being due to (3.1) and (a) and the inequality due to
the inclusion of (3.1).
Theorem 2.2.3. let f : X → R+ be non negative real valued function in
the measure space (X, A, µ) then for ε > 0 we have µ({x ∈ X : f (x) ≥ ε}) ≤
1
ε ||f (x)||L1

proof
set En,ε = {xZ : |f (x)| ≥ ε} Z
||f (x)||L1 = |f (x)|dx ≥ |f (x)|dx ≥ εµ(En,ε ) ⇒ µ(En,ε ) ≤ 1ε ||f ||L1
X En,ε

9
Chapter 3

Main result

In this chapter, we will see properly the modes of convergence in a measure

space and their relationships with each other that is which mode implies the
other.

3.1 Modes of convergence

As first discourse in our introduction when our Domain is equipped with the
structure of a measure space some additional modes of convergence can now
be define. In this section we will see these modes of convergence.for these
definitions we will have these preliminaries
let (X,A,µ) be a measure space also let fn : X → R, n ∈ N, be a sequence
of measurable function, and f : X → R be measurable.

Definition 3.1.1 (pointwise convergence). The sequence fn converges pon-

twise to f if, for every x ∈ X, fn (x) converges to f (x). In other words, for
every ε > 0 and x ∈ X, there exist N (that depends on ε and x) such that
|fn (x) − f (x)| ≤ ε whenever n ≥ N.

Example 3.1.1.

let fn be the sequence of functions fn (x) = xn on (0, 1) then this sequence

converges to 0 pointwise.
it is easy to see this as for any x ∈ (0, 1), given ε > 0 set N = b max{ε,x}
min{x,ε} c we
get n ≥ N ⇒ |f (x)| < ε

Example 3.1.2.

10
 since the rational numbers are rational ( they can be enumerated let fn
1 : x = q1 , q2 , q3 , ..., qn
be the sequence of functions fn (x) =
0 : otherwise
where {q1 , q2 , ...} is the set of rationals in the interval [0, 1], denoted by Q[0,1]
this function those not converge pointwise to 0 since for x ∈ Q[0,1] it will
converge but to 1.

Almost everywhere convergence

Definition: The sequence fn converges almost everywhere to f if fn (x) con-
verges to f (x) except possibly for a set of x values of measure zero. That is
µ{x ∈ X : f (x) does not converge to f (x)} = 0.
Example 3.1.3.
the function given in example 3.1.2 above converges almost everywhere
to 0// we this clearly as f (x) clearly gives a constant 0 unless when x ∈ Q[0,1]
but Q[0,1] ⊂ Q which is a set of measure 0 as a countable set.
Example 3.1.4.
let fn be the sequence of functions fn (x) = n this sequence of functions
does not converge almost everywhere.
to see this let ε = 21 and set n = max{a, N } + 1 we see that for every a ∈ N
, N > 0 we have n ≥ N and |fn (x) − f (x)| ≥ ε where f (x) = a

Uniform convergence
Definition: the sequence fn converges uniformly to f if, for every ε > 0,
there exist N such that for every n ≥ N , |fn (x) − f (x)| ≤ ε for every x ∈ X.
Example 3.1.5.
define the sequence of functions fn (x) = n1 X(0,1) where X is the indicator
function, this sequence converges uniformly to 0.
in this case let ε > 0 be given then by the archimedean principle there exist
an N ∈ N such that N1( < ε hence for all x ∈ X n ≥ N we have that
1
, if n ∈ (0, 1)
|f (x)n − 0| = n1 X(0,1) = n ≤ N1 < ε hence the sequence fn
0, if n ∈ / (0, 1)

Convergence in L∞ N orm
Definition: the sequence fn converges to f in L∞ norm if, for every ε > 0,
there exist N ∈ N such that for every n ≥ N, ||fn (x) − f (x)||L∞ ≤ ε.

11
Almost Uniform Convergence
Definition: the sequence fn converges almost uniformly to f if, for every
ε > 0, there exist an exceptional set E ∈ A of measure µ(E) ≤ ε such that
fn converges uniformly to f on the complement of E.

Convergence in Measure
This is the weakest of all the modes of convergence in a measure space since
it is implied by all the other modes of convergence.
Definition: the sequence fn converges to f in measure if for ε > 0,
lim µ{x : |fn (x) − f (x)| > ε} = 0
n→∞

Convergence in L1 Norm
Definition: 1
 Z the sequence  fn converges to f in L Norm if
lim |fn − f | dµ = 0 OR ||fn − f ||L1 → 0 as n → ∞
n→∞ X

3.2 Some Implications

In this section we will see some basic implications between these modes of
convergence as propositions.

Proposition 3.1
let (X, A, µ) be a measure space and fn a sequence of measurable functions.
if fn converges uniformly to f then it also converges pointwise to f.
proof
fn converges uniformly to f ⇒ lim fn (x) = f (x) for all x ∈ X,
n→∞
⇒ ∀ ε > 0 ∃ N0 ∈ N such that for all n > N0 |fn (x) − f (x)| < ε for all x
now for each x ∈ X, ∀ε > 0 taking N0 above we have that n > N0 ⇒
|fn (x) − f (x)| < ε which implies point wise convergence to f

Proposition 3.2
let (X, A, µ) be a measure space and fn a sequence of measurable functions.
if fn converges pointwise to f then it also converges almost every where to
f.
proof
fn converges to f pointwise implies for all x ∈ X, ∀ε > 0 ∃ N (which depends on both x and ε)

12
such that for all n > N |fn (x)−f (x)| < ε ⇒ µ(x ∈ X : f (x) converges to f ) =
1 ⇒ µ(x ∈ X : f (x) does not converges to f ) = 0 which implies almost
every convergence to f

Proposition 3.3
let (X, A, µ) be a measure space and fn a sequence of measurable functions.
if fn converges to f almost uniformly then fn converges to f almost every-
where.
proof
fn converges to f almost uniformly implies given ε > 0 ∃ E ∈ A such that
µ(E) < ε and fn converges uniformly to f on E c ⇒ for each m ≥ 1 we can
1 c
find Em ∈ A such
T that µ(Em ) ≤ m and fn 1converges to f uniformly on Em
now set E = Em ⇒ µ(E) < µ(Em ) < m for each m ≥ 1 ⇒ µ(E) = 0 as
m≥1
m can be made as large as possible. now let x ∈ E c =
S c
Em ⇒ ∃ k ≥ 1
m≥1
such that x ∈ Ekc which implies fn converges uniformly to f for x and hence
converges pointwise for x. since x was arbitrary we can then conclude that
fn converges pointwise to f on E c . which implies it converges pointwise
almost everywhere to f .

Proposition 3.4
let (X, A, µ) be a measure space and fn a sequence of measurable functions.
if fn converges almost uniformly to f then it also converges in measure to
f . proof
fn converges almost uniformly to f implies given ε > 0 there exist Eε ∈ A
such that µ(Eε ) < ε and fn → f uniformly outside Eε .
⇔ given η > 0, there exist N ∈ N such that |fn (x) − f (x)| ≤ η for all n ≥ N
and for all x ∈ Eεc where N depends on ε, η but not on any x ∈ Eεc
⇒ {x ∈ X : |fn (x) − f (x)| > η} ⊆ Eε ∀ n ≥ N
⇒ µ({x ∈ X : |fn (x) − f (x)| ≥ η}) ≤ µ(Eε ) ≤ ε
⇒ lim µ({x ∈ X : |fn (x) − f (x)| ≥ η}) = 0 since measure is a positive
n→∞
function and µ({x ∈ X : |fn (x) − f (x)| ≥ η}) ≤ ε for all n ≥ N also η is
fixed
⇒ fn converges to f in measure.

13
Proposition 3.5
let (X, A, µ) be a measure space and fn a sequence of measurable functions.
if fn converges to f uniformly then it also converges to f almost uniformly.
proof
fn converges uniformly to f implies given ε > 0 there exist N ∈ N such that
∀ n ≥ N |fn (x) − f (x)| < ε for every x ∈ X now let Eεc = X we have that
Eε = X c = φ ∈ A and µ(Eε ) = µ(φ) = 0 < ε also as fn converges uniformly
to f on Eεc = X, our proof is complete.

Proposition 3.6
let (X, A, µ) be a measure space and fn a sequence of measurable functions.
if fn converges to f uniformly then it also converges to f in L∞ Norm.
proof
fn converges uniformly to f implies given ε > 0 there exist N ∈ N such that
∀ n ≥ N |fn (x) − f (x)| < ε for every x ∈ X ⇒ ε is an essential bound of
fn − f
⇒ ||fn − f ||L∞ = inf {M ∈ [o, +∞] where M is an essential bound of fn −
f } ≤ ε which implies the function also converges in L∞ norm

Proposition 3.7
let (X, A, µ) be a measure space and fn a sequence of measurable functions.
if fn converges to f in L∞ norm then it also converges to f almost uniformly.
proof
before proving this lets first see this lemma
Lemma 3.2.1
let (X, A, µ) be a measure space and fn a sequence of measurable functions
also f is measurable. then fn → f uniformly almost everywhere
⇔ ||fn − f ||L∞ → 0 as n → ∞ that is uniformly almost everywhere conver-
gence is equivalent to convergence in L∞ norm
proof
lets first take the forward implication, if fn → f uniformly almost every-
where ⇒ given ε > 0, ∃ N ∈ N such that ∀ n ≥ N , we have |fn (x)−f (x)| ≤ ε
for all x − µ almost everywhere ⇒ ε is an essential bound for |fn − f | ⇒
||fn − f ||L∞ ≤ ε for all n ≥ N ⇒ ||fn − f ||L∞ → 0 as n → ∞
conversely
if ||fn (x) − f (x)||L∞ → 0 as n → ∞ ⇒ given ε > 0 there exist N ∈ N such
that n ≥ N ⇒ ||fn − f ||L∞ ≤ ε f or µ almost everywhere x ∈ X
but ||fn − f ||L∞ = inf {M ∈ [0, +∞]} where M is an essential bound of

14
fn − f ⇒ |fn − f | ≤ M f or µ almost everywhere x ∈ X
⇒ |fn − f | < ε µ almost everywhere x ∈ X which concludes our proof.

Now lets apply this lemma to proof our theorem above, fn converges to f in
L∞ implies given ε > 0 there exist N ∈ N such that n > N ||fn − f ||L∞ ≤ ε
⇔ given ε > 0 there exist N ∈ N such that ∀ n ≥ N |fn (x) − f (x)| ≤ ε for
x outside a µ null set,
which is equivalent to saying fn → f uniformly outside of Eε ∈ A , µ(Eε ) =
0 ≤ ε ⇒ fn → f almost uniformly

Proposition 3.8
let (X, A, µ) be a measure space and fn a sequence of measurable functions.
if fn converges to f in L1 norm then it also converges to f in measure.
proof
fn converges to f in L1 ⇒ ||fn − f ||L1 → 0 as n → ∞ but by markov’s
inequality for ε > 0 we have

µ({x ∈ X : |fn (x) − f (x)| ≥ ε}) ≤ 1ε .||fn − f ||L1

now as n → ∞ we have 1ε .||fn −f ||L1 → 0 because ε is fixed and ||fn −f ||L1 →

0 by the hypothesis which implies µ({x ∈ X : |fn (x) − f (x)| ≥ ε}) = 0 hence
fn converges to f in measure.

3.2.1 Linearity Of Convergence

Here we which to see some properties of functions that converge in any of
the mode of convergence above first of let (X,A,µ) be a measure space, let
fn , gn : X → C be a sequence of measurable functions and f, g : X → C be
measurable functions.
1. fn converges to f along one of the above seven modes of convergence if
and only if |fn − f | converges to 0 along the same mode.
proof
in this case it is sufficient to show that |fn − f | = ||fn − f | − 0| which is
obviously true as ||fn − f | − 0| = ||fn − f || = |fn − f | which concludes our
proof. in the case of convergence in L∞ norm this is true due to lemma 3.2.1

2. if fn converges to f along one of the above seven modes of convergence

and gn converges to g along the same mode of convergence then fn + gn con-
verges to f + g along thesame mode also cfn converges to cf along thesame

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mode for any c ∈ C
proof
1.Pointwise convergence
in this case fn converges to f and gn to g pointwise implies there exist
N, M ∈ N such that for every x ∈ X, ε > 0, α > 0 we have n ≥ N implies
|fn − f | ≤ 2ε and n ≥ M implies |gn − g| ≤ 2ε , take K = max{N, M }
now |(fn + gn ) − (f + g)| = |(fn − f ) + (gn − g)| ≤ |fn − f | + |gn − g| ≤
ε ε
2 + 2 = ε ∀ n ≥ K that is |(fn + gn ) − (f + g)| ≤ ε which implies that fn + gn
converges to f + g pointwise.

for the second case fn converges to f pointwise implies for every ε > 0, x ∈ X
ε
there exist N ∈ N such that n ≥ N implies |fn − f | ≤ |c| ⇒ |c||fn − f | ≤
ε ⇒ |cfn − cf | ≤ ε which implies cfn converges to cf .

2. convergence in measure
now fn converges to f and gn to g in measure
now for ε > 0 define
Fn,ε = {x ∈ X : |fn − f | ≥ ε}, Gn,ε = {x ∈ X : |gn − g| ≥ ε}
Hn,ε = {x ∈ X : |(fn + gn ) − (f + g)| ≥ ε}
fn → f in measure ⇔ µ(Fn,ε ) → 0 as n → ∞ similarly µ(Gn,ε ) → 0 as
n → ∞ now if ε ≤ |(fn + gn ) − (f + g)| ≤ |fn − f | + |gn − g|
so if x ∈ Hn,ε by the inequality above we have x ∈ Fn, 2ε or x ∈ Gn, 2ε this
implies Hn,ε ⊆ Fn, 2ε ∪ Gn, 2ε ⇒ µ(Hn,ε ) ≤ µ(Fn, 2ε ) + µ(Gn, 2ε ) hence as n → ∞
we have µ(Fn, 2ε ) + µ(Gn, 2ε ) → 0 ⇒ µ(Hn,ε ) → 0 which implies fn + gn con-
verges to f + g in measure.

for the second case fn converges to f in measure implies for ε > 0

ε
µ({x ∈ X : |fn − f | ≥ |c| }) → 0 as n → ∞ ⇒ µ({x ∈ X : |c||fn − f | ≥ ε}) →
0 as n → ∞ ⇒ µ({x ∈ X : |cfn − f c| ≥ ε}) → 0 as n → ∞ which implies
cfn converges in measure to cf .
3. Convergence in L1 Norm Z 
1
fn and gn converges to f and g respectively in L norm if lim |fn − f | dµ = 0
n→∞ X
Z 
and lim |gn − g| dµ = 0,
n→∞ X
now |(fn+Z gn ) − (f + g)| = |(fn − f )
+ (gn − g)|
 Z≤ |fn − f | + 
|gn − g|  Z
⇒ lim |(fn + gn ) − (f + g)| dµ ≤ lim |fn −f | dµ + lim |gn −
n→∞ X n→∞ X n→∞ X

g| dµ

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 Z 
⇒ lim |(fn + gn ) − (f + g)| dµ = 0 which implies fn + gn converges
n→∞ X
L1 norm to f + g.
Z 
for the second case fn converges to f in L1
norm implies lim |fn − f | dµ =0
n→∞ X
Z  Z 
⇒ |c| lim |fn − f | dµ = 0|c| ⇒ lim |c||fn − f | dµ = 0
n→∞ n→∞
Z X  X

⇒ lim |cfn − cf | dµ = 0 which implies that cfn converges to cf in

n→∞ X
L1 norm.

3.2.2 Applications
In this chapter we will see some important theorems in measure theory(and
even in probability but we will not see in this work) that has been establish
using some of these modes of convergence.

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Monotone Convergence Theorem
Fatou’s Lemma
Dominated Convergence Theorem

3.3 Discussion And Conclusion

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