Paper 2, Section II, H

Probability and Measure | Part II, 2021

Let (E,E,μ)(E, \mathcal{E}, \mu) be a measure space. A function ff is simple if it is of the form f=∑i=1Nai1Aif=\sum_{i=1}^{N} a_{i} 1_{A_{i}}, where ai∈R,N∈Na_{i} \in \mathbb{R}, N \in \mathbb{N} and Ai∈EA_{i} \in \mathcal{E}.

Now let f:(E,E,μ)→[0,∞]f:(E, \mathcal{E}, \mu) \rightarrow[0, \infty] be a Borel-measurable map. Show that there exists a sequence fnf_{n} of simple functions such that fn(x)→f(x)f_{n}(x) \rightarrow f(x) for all x∈Ex \in E as n→∞n \rightarrow \infty.

Next suppose ff is also μ\mu-integrable. Construct a sequence fnf_{n} of simple μ\mu-integrable functions such that ∫E∣fn−f∣dμ→0\int_{E}\left|f_{n}-f\right| d \mu \rightarrow 0 as n→∞n \rightarrow \infty.

Finally, suppose ff is also bounded. Show that there exists a sequence fnf_{n} of simple functions such that fn→ff_{n} \rightarrow f uniformly on EE as n→∞n \rightarrow \infty.

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