Revision as of 10:00, 22 July 2008 by Dvtran (Talk)

By Fatou's Lemma, we get the upper bound is 1 and since all the functions $ f_{n}\frac{}{} $ are positive, we get the lower bound is 0. This is as good as it get. Examples:

Let $ \Omega=[0,1]\frac{}{} $, the $ \sigma- $algebra is the power set and counting measure.

Example 1:

For $ n $ odds, $ f_{n}(x)=1 $ if $ x=\frac{1}{n} $, $ 0 $ otherwise.

For $ n $ even, $ f_{n}(x)=3 $ if $ x=\frac{1}{n} $, $ 0 $ otherwise.

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