diff --git a/src/measure/measurable-maps/measurable-maps.tex b/src/measure/measurable-maps/measurable-maps.tex index 7282062..1723fde 100644 --- a/src/measure/measurable-maps/measurable-maps.tex +++ b/src/measure/measurable-maps/measurable-maps.tex @@ -40,3 +40,40 @@ is the smallest $\sigma$-algebra on $X$ such that each $\seqi{f}$ is measurable. \end{definition} + + +\begin{theorem}[Egoroff] +\label{theorem:egoroff} + Let $(X, \cm, \mu)$ be a finite measure space, $(Y, d)$ be a metric space, and $\seq{f_n}$ and $f$ be Borel measurable functions from $X$ to $Y$ such that $f_n \to f$ almost everywhere, then for any $\eps > 0$, there exists $E \in \cm$ such that: + \begin{enumerate} + \item $f_n \to f$ uniformly on $E$. + \item $\mu(X \setminus E) < \eps$ + \end{enumerate} +\end{theorem} +\begin{proof} + Since $f_n \to f$ almost everywhere, for any $\eps > 0$, + \[ + \mu\paren{\limsup_{n \to \infty}\bracs{d(f_n, f) > \eps}} = 0 + \] + + By continuity from above (\autoref{proposition:measure-properties}), + \[ + \lim_{N \to \infty}\paren{\bigcup_{n \ge N}\bracs{d(f_n, f) > \eps}} = 0 + \] + + For each $k \in \natp$, let $N_k \in \natp$ such that + \[ + \paren{\bigcup_{n \ge N_k}\bracs{d(f_n, f) > 1/k}} < 2^{-k}\eps + \] + then by subadditivity, + \[ + \mu\paren{\bigcup_{k \in \natp}\bigcup_{n \ge N_k}\bracs{d(f_n, f) > 1/k}} \le \eps + \] + and $f_n \to f$ uniformly on + \[ + \braks{\bigcup_{k \in \natp}\bigcup_{n \ge N_k}\bracs{d(f_n, f) > 1/k}}^c + \] +\end{proof} + + +