If $\{f_n\}$ is a sequence of measurable functions on the measurable set $E$ such that $f_n \rightarrow f$ converges pointwise almost everywhere on $E$ where $|f| \in L(E)$ "i.e. $|f|$ is Lebesgue integrable on $E$, say, $\int_{E} |f| = a$ and $\lim_{n \rightarrow \infty} \int_{E} |f_n(x)|= b$.
I need to show that $\lim_{n \rightarrow \infty} \int_{E} |f_n(x)-f(x)|$ exists and to find its value.
I can see that $|f_n(x)-f(x)| \leq |f_n(x)|+|f(x)|$ so passing the integral over $E$ then taking the limit as $n \rightarrow \infty$ proves that the limit of the integral exists, but I am still not sure how to find the limit value, my guess is to apply the Lebesgue Dominated Convergence Theorem or the general Lebesgue Dominated Convergence Theorem.
Best Answer
Here is a hint: apply Fatou's lemma to $|f_n - f| + |f| - |f_n| \ge 0$ to find that $$b-a \le \liminf \int |f_n - f|.$$ Then apply Fatou's lemma to $|f_n| + |f| - |f_n - f|$ to find in turn that $$\limsup \int |f_n - f| \le b-a.$$