A question regarding uniform integrability

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We know that if $(h_n)$ is a sequence of nonnegative integrable functions on a measurable subset $E$ of $mathbb R$ with finite measure such that $h_nto 0$ pointwise a.e., then $limlimits_nto inftyintlimits_E h_n dm=0$ iff $(h_n)$ is uniformly integrable.



I want to have an example of non-uniformly integrable $(h_n)$, where $h_n$'s are not nonnegative and $h_nto 0$, $limlimits_nto inftyintlimits_E h_n dm=0$. This question is from Royden's Real Analysis. Any hint will be appreciated.







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    You can make a function integrate to zero by giving it inverse symmetry about the x-axis.
    – Michael
    Aug 12 at 4:20














up vote
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down vote

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We know that if $(h_n)$ is a sequence of nonnegative integrable functions on a measurable subset $E$ of $mathbb R$ with finite measure such that $h_nto 0$ pointwise a.e., then $limlimits_nto inftyintlimits_E h_n dm=0$ iff $(h_n)$ is uniformly integrable.



I want to have an example of non-uniformly integrable $(h_n)$, where $h_n$'s are not nonnegative and $h_nto 0$, $limlimits_nto inftyintlimits_E h_n dm=0$. This question is from Royden's Real Analysis. Any hint will be appreciated.







share|cite|improve this question


















  • 1




    You can make a function integrate to zero by giving it inverse symmetry about the x-axis.
    – Michael
    Aug 12 at 4:20












up vote
1
down vote

favorite









up vote
1
down vote

favorite











We know that if $(h_n)$ is a sequence of nonnegative integrable functions on a measurable subset $E$ of $mathbb R$ with finite measure such that $h_nto 0$ pointwise a.e., then $limlimits_nto inftyintlimits_E h_n dm=0$ iff $(h_n)$ is uniformly integrable.



I want to have an example of non-uniformly integrable $(h_n)$, where $h_n$'s are not nonnegative and $h_nto 0$, $limlimits_nto inftyintlimits_E h_n dm=0$. This question is from Royden's Real Analysis. Any hint will be appreciated.







share|cite|improve this question














We know that if $(h_n)$ is a sequence of nonnegative integrable functions on a measurable subset $E$ of $mathbb R$ with finite measure such that $h_nto 0$ pointwise a.e., then $limlimits_nto inftyintlimits_E h_n dm=0$ iff $(h_n)$ is uniformly integrable.



I want to have an example of non-uniformly integrable $(h_n)$, where $h_n$'s are not nonnegative and $h_nto 0$, $limlimits_nto inftyintlimits_E h_n dm=0$. This question is from Royden's Real Analysis. Any hint will be appreciated.









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edited Aug 12 at 7:14









Matt A Pelto

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asked Aug 12 at 3:50









Anupam

2,2021822




2,2021822







  • 1




    You can make a function integrate to zero by giving it inverse symmetry about the x-axis.
    – Michael
    Aug 12 at 4:20












  • 1




    You can make a function integrate to zero by giving it inverse symmetry about the x-axis.
    – Michael
    Aug 12 at 4:20







1




1




You can make a function integrate to zero by giving it inverse symmetry about the x-axis.
– Michael
Aug 12 at 4:20




You can make a function integrate to zero by giving it inverse symmetry about the x-axis.
– Michael
Aug 12 at 4:20










1 Answer
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1
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Consider $E=(-3,3)$, and for $n=1,2, ldots$ define the functions
beginalignh_n(x) :=
begincases
-2n - n^2x, ; text if x in left[-frac2n, ,-frac1n right] , \
n^2x , ; text if x in left[-frac1n , , ,frac1nright] , \
2n - n^2x , ; text if x in left[frac1n , ,frac2nright], \
0, ; text if x in left(-3, -frac2nright) cup left(frac2n, 3 right). endcases
endalign



Notice $limlimits_nto infty h_n(x)=0$ and $limlimits_nto inftyintlimits_E h_n dm=0$. Let $delta>0$ be given. By the Archimedean Property, we may find a positive integer $N$ such that $N delta > 4$. So we have that $mleft( left[-frac2N, frac2N right]right)< delta$ but notice $int_-frac2N^frac2N left| h_n right| dm=2$ whenever $n geq N$*. Hence the sequence of functions $h_n_n=1^infty$ is not uniformly integrable.



*Note: Technically it suffices to observe that $int_-frac2N^frac2N left| h_N right| dm=2$ since
$neg left(forall varepsilonleft(varepsilon>0 implies exists delta
left( delta>0 land forall n forall A left(m(A)<delta implies int_A |,h_n| dm < varepsilon right)right) right) right)$



$iff exists varepsilon left( varepsilon>0 land forall delta left( delta>0 implies exists N exists A left(m(A)<delta land int_A |,h_N| dm geq varepsilonright)right) right)$.






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    1 Answer
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    1 Answer
    1






    active

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    active

    oldest

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    up vote
    1
    down vote



    accepted










    Consider $E=(-3,3)$, and for $n=1,2, ldots$ define the functions
    beginalignh_n(x) :=
    begincases
    -2n - n^2x, ; text if x in left[-frac2n, ,-frac1n right] , \
    n^2x , ; text if x in left[-frac1n , , ,frac1nright] , \
    2n - n^2x , ; text if x in left[frac1n , ,frac2nright], \
    0, ; text if x in left(-3, -frac2nright) cup left(frac2n, 3 right). endcases
    endalign



    Notice $limlimits_nto infty h_n(x)=0$ and $limlimits_nto inftyintlimits_E h_n dm=0$. Let $delta>0$ be given. By the Archimedean Property, we may find a positive integer $N$ such that $N delta > 4$. So we have that $mleft( left[-frac2N, frac2N right]right)< delta$ but notice $int_-frac2N^frac2N left| h_n right| dm=2$ whenever $n geq N$*. Hence the sequence of functions $h_n_n=1^infty$ is not uniformly integrable.



    *Note: Technically it suffices to observe that $int_-frac2N^frac2N left| h_N right| dm=2$ since
    $neg left(forall varepsilonleft(varepsilon>0 implies exists delta
    left( delta>0 land forall n forall A left(m(A)<delta implies int_A |,h_n| dm < varepsilon right)right) right) right)$



    $iff exists varepsilon left( varepsilon>0 land forall delta left( delta>0 implies exists N exists A left(m(A)<delta land int_A |,h_N| dm geq varepsilonright)right) right)$.






    share|cite|improve this answer


























      up vote
      1
      down vote



      accepted










      Consider $E=(-3,3)$, and for $n=1,2, ldots$ define the functions
      beginalignh_n(x) :=
      begincases
      -2n - n^2x, ; text if x in left[-frac2n, ,-frac1n right] , \
      n^2x , ; text if x in left[-frac1n , , ,frac1nright] , \
      2n - n^2x , ; text if x in left[frac1n , ,frac2nright], \
      0, ; text if x in left(-3, -frac2nright) cup left(frac2n, 3 right). endcases
      endalign



      Notice $limlimits_nto infty h_n(x)=0$ and $limlimits_nto inftyintlimits_E h_n dm=0$. Let $delta>0$ be given. By the Archimedean Property, we may find a positive integer $N$ such that $N delta > 4$. So we have that $mleft( left[-frac2N, frac2N right]right)< delta$ but notice $int_-frac2N^frac2N left| h_n right| dm=2$ whenever $n geq N$*. Hence the sequence of functions $h_n_n=1^infty$ is not uniformly integrable.



      *Note: Technically it suffices to observe that $int_-frac2N^frac2N left| h_N right| dm=2$ since
      $neg left(forall varepsilonleft(varepsilon>0 implies exists delta
      left( delta>0 land forall n forall A left(m(A)<delta implies int_A |,h_n| dm < varepsilon right)right) right) right)$



      $iff exists varepsilon left( varepsilon>0 land forall delta left( delta>0 implies exists N exists A left(m(A)<delta land int_A |,h_N| dm geq varepsilonright)right) right)$.






      share|cite|improve this answer
























        up vote
        1
        down vote



        accepted







        up vote
        1
        down vote



        accepted






        Consider $E=(-3,3)$, and for $n=1,2, ldots$ define the functions
        beginalignh_n(x) :=
        begincases
        -2n - n^2x, ; text if x in left[-frac2n, ,-frac1n right] , \
        n^2x , ; text if x in left[-frac1n , , ,frac1nright] , \
        2n - n^2x , ; text if x in left[frac1n , ,frac2nright], \
        0, ; text if x in left(-3, -frac2nright) cup left(frac2n, 3 right). endcases
        endalign



        Notice $limlimits_nto infty h_n(x)=0$ and $limlimits_nto inftyintlimits_E h_n dm=0$. Let $delta>0$ be given. By the Archimedean Property, we may find a positive integer $N$ such that $N delta > 4$. So we have that $mleft( left[-frac2N, frac2N right]right)< delta$ but notice $int_-frac2N^frac2N left| h_n right| dm=2$ whenever $n geq N$*. Hence the sequence of functions $h_n_n=1^infty$ is not uniformly integrable.



        *Note: Technically it suffices to observe that $int_-frac2N^frac2N left| h_N right| dm=2$ since
        $neg left(forall varepsilonleft(varepsilon>0 implies exists delta
        left( delta>0 land forall n forall A left(m(A)<delta implies int_A |,h_n| dm < varepsilon right)right) right) right)$



        $iff exists varepsilon left( varepsilon>0 land forall delta left( delta>0 implies exists N exists A left(m(A)<delta land int_A |,h_N| dm geq varepsilonright)right) right)$.






        share|cite|improve this answer














        Consider $E=(-3,3)$, and for $n=1,2, ldots$ define the functions
        beginalignh_n(x) :=
        begincases
        -2n - n^2x, ; text if x in left[-frac2n, ,-frac1n right] , \
        n^2x , ; text if x in left[-frac1n , , ,frac1nright] , \
        2n - n^2x , ; text if x in left[frac1n , ,frac2nright], \
        0, ; text if x in left(-3, -frac2nright) cup left(frac2n, 3 right). endcases
        endalign



        Notice $limlimits_nto infty h_n(x)=0$ and $limlimits_nto inftyintlimits_E h_n dm=0$. Let $delta>0$ be given. By the Archimedean Property, we may find a positive integer $N$ such that $N delta > 4$. So we have that $mleft( left[-frac2N, frac2N right]right)< delta$ but notice $int_-frac2N^frac2N left| h_n right| dm=2$ whenever $n geq N$*. Hence the sequence of functions $h_n_n=1^infty$ is not uniformly integrable.



        *Note: Technically it suffices to observe that $int_-frac2N^frac2N left| h_N right| dm=2$ since
        $neg left(forall varepsilonleft(varepsilon>0 implies exists delta
        left( delta>0 land forall n forall A left(m(A)<delta implies int_A |,h_n| dm < varepsilon right)right) right) right)$



        $iff exists varepsilon left( varepsilon>0 land forall delta left( delta>0 implies exists N exists A left(m(A)<delta land int_A |,h_N| dm geq varepsilonright)right) right)$.







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        edited Aug 12 at 7:13

























        answered Aug 12 at 5:25









        Matt A Pelto

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