[Math] a counter example to the fact that bounded convergence theorem holds if we drop the assumption that sequence is uniformly bounded.

measure-theoryuniform-convergence

I am searching for a counter example to the fact that bounded convergence theorem holds if we drop the assumption that sequence is uniformly bounded.

Theorem (Bounded Convergence Theorem) Let $\{f_n\}$ be a sequence of measurable functions on a set of finite measure $E$. Suppose $\{f_n\}$ is uniformly bounded on $E$, that is , there is a number $M\geq 0$ for which $|f_n| \leq M$ for all $n$. If $\{f_n\} \to f$ pointwise on $E$, then $\lim\limits_{n \to \infty} \int_E f_n = \int_E f.$

Best Answer

Let $E=[0,1]$ and define $f_n(x)=(n+1)x^n$. Then $f=\lim f_n\equiv0$ a.e., while $\int_E f_n =1$.