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Suvrit
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An example that came up in my measure theory class today:

The harmonic series $\sum_{n=1}^\infty \frac{1}{n}$ diverges, because otherwise the functions $f_n := \frac{1}{n} 1_{[0,n]}$ would be dominated by an absolutely integrable function. But $$\int_{\bf R} \lim_{n \to \infty} f_n(x)\ dx = 0 \neq 1 = \lim_{n \to \infty} \int_{\bf R} f_n(x)\ dx$$,$$\int_{\bf R} \lim_{n \to \infty} f_n(x)\ dx = 0 \neq 1 = \lim_{n \to \infty} \int_{\bf R} f_n(x)\ dx,$$ contradicting the dominated convergence theorem.

An example that came up in my measure theory class today:

The harmonic series $\sum_{n=1}^\infty \frac{1}{n}$ diverges, because otherwise the functions $f_n := \frac{1}{n} 1_{[0,n]}$ would be dominated by an absolutely integrable function. But $$\int_{\bf R} \lim_{n \to \infty} f_n(x)\ dx = 0 \neq 1 = \lim_{n \to \infty} \int_{\bf R} f_n(x)\ dx$$, contradicting the dominated convergence theorem.

An example that came up in my measure theory class today:

The harmonic series $\sum_{n=1}^\infty \frac{1}{n}$ diverges, because otherwise the functions $f_n := \frac{1}{n} 1_{[0,n]}$ would be dominated by an absolutely integrable function. But $$\int_{\bf R} \lim_{n \to \infty} f_n(x)\ dx = 0 \neq 1 = \lim_{n \to \infty} \int_{\bf R} f_n(x)\ dx,$$ contradicting the dominated convergence theorem.

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C.S.
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An example that came up in my measure theory class today:

The harmonic series $\sum_{n=1}^\infty \frac{1}{n}$ diverges, because otherwise the functions $f_n := \frac{1}{n} 1_{[0,n]}$ would be dominated by an absolutely integrable function. But $\int_{\bf R} \lim_{n \to \infty} f_n(x)\ dx = 0 \neq 1 = \lim_{n \to \infty} \int_{\bf R} f_n(x)\ dx$$$\int_{\bf R} \lim_{n \to \infty} f_n(x)\ dx = 0 \neq 1 = \lim_{n \to \infty} \int_{\bf R} f_n(x)\ dx$$, contradicting the dominated convergence theorem.

An example that came up in my measure theory class today:

The harmonic series $\sum_{n=1}^\infty \frac{1}{n}$ diverges, because otherwise the functions $f_n := \frac{1}{n} 1_{[0,n]}$ would be dominated by an absolutely integrable function. But $\int_{\bf R} \lim_{n \to \infty} f_n(x)\ dx = 0 \neq 1 = \lim_{n \to \infty} \int_{\bf R} f_n(x)\ dx$, contradicting the dominated convergence theorem.

An example that came up in my measure theory class today:

The harmonic series $\sum_{n=1}^\infty \frac{1}{n}$ diverges, because otherwise the functions $f_n := \frac{1}{n} 1_{[0,n]}$ would be dominated by an absolutely integrable function. But $$\int_{\bf R} \lim_{n \to \infty} f_n(x)\ dx = 0 \neq 1 = \lim_{n \to \infty} \int_{\bf R} f_n(x)\ dx$$, contradicting the dominated convergence theorem.

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Terry Tao
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An example that came up in my measure theory class today:

The harmonic series $\sum_{n=1}^\infty \frac{1}{n}$ diverges, because otherwise the functions $f_n := \frac{1}{n} 1_{[0,n]}$ would be dominated by an absolutely integrable function. But $\int_{\bf R} \lim_{n \to \infty} f_n(x)\ dx = 0 \neq 1 = \lim_{n \to \infty} \int_{\bf R} f_n(x)\ dx$, contradicting the dominated convergence theorem.