Vheorem 4.6 (Lebesgue Dominated Convergence Theorem) Le e DoT ne be integrable on E and {/,} be sequence of measurable functions such that | f,|<2 on B. Suppose that lim f,(x) = f(x) 4.e, on fi pp .e. firms = fr lim fh #. Then Proof: i oe iim IL) Sg 80 tims, = | S| g—fae on E. Hence by Fatou’s lemma, we get fires tim (ff +8) and fe-ss um (fe-% Now fires tim (fats) = Jim (f+ fs) (By 4.4 Gi) = um f+ fe it fesim fae fe Since fe < 2 s0 that {sim lim i oe) sie forte fr sam fesy-tm frp fo fi + im, appa Tm ep), So fem fe see (MD, Combining (+) and (**) we obtain fein fos fas fe Hence fre feTheorem 4.10 (Generalized Lebesgue Dominated Convergence Theorem) Let {G,} be a sequence of integrable functions which converges a.e. on E to an integrable funciton g. Let (F,} be a sequence of measurable functions such that |F,| < G, and (F,) converges tofa.e. on E.If fg = lim {em then f- lim i Proof: Since |F,| < G, and each G, is integrable-therefore each F,, is integrable. Also lim |F,| = |lim F,| = [/] Slim G, = g and g is integrable so f is integrable. From -G, < F, <'G, we have that {F,+G,) and {G,-F,) are the sequences of non-negative measurable functions and F, +G,>/+gae.onBandG,-F,>g-fae. on E, ‘Thus by Fatou’s lemma, we obtain ir £5 lim (fF, + G,) and fe-f5 lim ([6,-F,) jm B+ fecapter 4 Lebésgue Integration 183 orther i “fe fe psa (fe.-¥,) im fe, ~ Tm fr, = fe oe Thus Pe Tim fe Form (*) and (**) we get the required result. proposition 4.11 ‘Suppose that fis an arbitrary measurable function on E. If jedae. on E, So then f- 0. Proof: Iff = Oae. on E, then either, ff? and f are zero a.e. on E or f =f ae. on Bin both the cases we get fr- . . ‘The converse of the above proposition is false as follows: Example 4.12 +1 forx20 Define f:(-1, > (1-1 bY" 1a forx <0 Clearly fis a measurable function. tele ir “+120 However the function fis not zero 0. on E Corollary 4.13 = (41 ‘Suppose f is a measurable function on E. If A & E with n(A)=0, then {f= 0, a