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TheoremStatement: Literature-sourcedProof: AI-generatedSession-authored (Fable 5 assisted)precheck passaudited 2026-08-28
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Convergence in measure determines the limit almost everywhere

Statement

Let (X,A,μ) be a measure space and let fn,f,g:XR be measurable. If fnf in measure and fng in measure, then f=g μ-almost everywhere.

Facts & Assumptions

Given: A measure space (X,A,μ), measurable functions fn,f,g:XR, and convergence in measure of (fn) to both f and g.

[L1]

Convergence in measure means that for every real ε>0, μ({fnf>ε})0. (Convergence in measure)

[L2]

A property holds μ-almost everywhere when its exceptional set is contained in a measurable μ-null set. (Measure-null sets and almost-everywhere statements relative to a measure)

[L3]

For measurable (Ek) one has μ(kEk)k=0μ(Ek), and in particular μ(E0E1)μ(E0)+μ(E1). (Finite and countable subadditivity of measures)

Proof

technique · direct
1.1

For m1 put Em:={fg>1/m}, and for nN put An,m:={fnf>1/(2m)} and Bn,m:={fng>1/(2m)}. If xEm and xAn,mBn,m, then f(x)g(x)f(x)fn(x)+fn(x)g(x)1/m, a contradiction. So EmAn,mBn,m for every n,m. [given, L1, algebra] 2.1 Fix m1 and let η>0. By [L1] choose n so large that μ(An,m)<η/2 and μ(Bn,m)<η/2. Then step 1.1 and [L3] give μ(Em)μ(An,m)+μ(Bn,m)<η. Since η was arbitrary, μ(Em)=0. [step 1.1, L1, L3] 3.1 If f(x)g(x), then f(x)g(x)>1/m for some m1, so {fg}=m=1Em. Step 2.1 makes every Em null, hence [L3] gives μ({fg})=0. By [L2], f=g μ-almost everywhere. ∎

step 2.1L2L3

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