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CorollaryStatement: Literature-sourcedProof: AI-generatedprecheck passaudited 2026-08-31
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Convergence in Lp implies convergence in measure

Statement

Let 1p, let un,uLp(μ), and choose measurable representatives fn,f. If unup0, then fnf in measure.

Facts & Assumptions

Given: Representatives fn,f of classes un,uLp(μ) with unup0.

[L1]

Convergence in measure means the bad-set measures μ({fnf>ε}) tend to 0 for every ε>0 (Convergence in measure).

[L3]

Chebyshev-Markov gives μ({ht})t1hdμ for nonnegative measurable h (Chebyshev-Markov inequality for the integral).

[L4]

If g<, then gg almost everywhere (The essential supremum is attained as the least essential bound).

Proof

Proof technique: For 1p<infinity, apply Chebyshev-Markov to fnfp. For p=infinity, the essential-supremum bound makes the bad set null for all large n.

1.1

Assume 1p< and fix ε>0. Apply [L3] to [L2, L3, given, algebra] h:=fnfp and t:=εp: μ({fnf>ε})=μ({fnfp>εp})εpfnfpdμ=εpunupp. By [L2], the right-hand side tends to 0.

1.2

Assume p= and fix ε>0. Because unu0, [L2, L4, given] for all large n one has unu<ε. Then [L4] gives fnfε almost everywhere, so μ({fnf>ε})=0. Hence the bad-set measures are eventually 0.

2.1

Step 1.1 proves the finite-p case and step 1.2 proves the [step 1.1, step 1.2, L1] p= case, so [L1] gives convergence in measure. ∎

Depends on

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