Alphabeta Math
CorollaryStatement: Literature-sourcedProof: AI-adaptedprecheck passaudited 2026-08-21
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Measures converge for a convergent sequence of sets contained in one finite-measure set

Statement

Let (En) and E be measurable sets. Suppose there is measurable D with μ(D)<+∞ and En⊆D for every n, and suppose membership converges pointwise to membership in E: for every x there is N such that, for all n≥N, one has x∈En if and only if x∈E. Then

lim inf⁡nμ(En)=lim sup⁡nμ(En)=μ(E).

In particular the real sequence μ(En) converges to μ(E).

Facts & Assumptions

Given: Measurable En,E,D with En⊆D, μ(D)<+∞, and pointwise convergence of memberships to E.

[L1]

For a sequence of sets, eventual membership characterizes the set liminf and repeated membership characterizes the set limsup (Set liminf means eventual membership, set limsup means repeated membership, and liminf is contained in limsup).

[L2]

One has μ(lim inf⁡En)≤lim inf⁡μ(En) (The measure of a set liminf is at most the liminf of the measures).

[L3]

If the union has finite measure, then lim sup⁡μ(En)≤μ(lim sup⁡En) (The limsup of the measures is at most the measure of the set limsup under a finite-union bound).

[L4]

The numerical liminf and limsup are the supremum of tail infima and the infimum of tail suprema, respectively (Limit superior and limit inferior of a nonnegative extended-real sequence).

Proof

technique · direct
1.1givenL1

The membership hypothesis and [L1] give lim inf⁡nEn=E=lim sup⁡nEn.

1.2given

Since every En⊆D, their union is contained in D and has finite measure. Moreover E⊆D: every x∈E belongs to En for all sufficiently large n, and hence belongs to D.

2.1step 1.1step 1.2L2L3L4

Apply [L2] and [L3] using steps 1.1 and 1.2 to obtain μ(E)≤lim inf⁡nμ(En)≤lim sup⁡nμ(En)≤μ(E).

3.1step 1.2step 2.1∎

All quantities in step 2.1 are therefore equal; they are finite because E⊆D, so the usual squeeze criterion gives real convergence to μ(E).

Depends on

Used by

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Sources