This question concerns the ramifications of the following interesting problem that appeared on Ed Nelson's final exam on Functional Analysis some years ago:
Exam question: Is there a metric on the measurable functions on R such that a sequence $\langle F_n(x) \rangle$ converges almost everywhere iff $\langle F_n(x) \rangle$ converges in the metric?
Better Answer: Convergence ae does not even precisely correspond to a topology!
The later answer follows from the following (textbook) theorem:
Theorem: Let $\langle F_n(x) \rangle$ be a sequence of measurable functions on a measure space $X$. Then $\langle F_n(x) \rangle$ converges in measure iff every subsequence of $\langle F_n(x) \rangle$ has a subsequence converging almost everywhere.
Corollary: If one places a topology $T$ on the measurable functions such that all the almost-everywhere convergence sequences converge in $T$, then all the convergent-in-measure sequences also converge in $T$.
Obvious questions are:
Are there other natural notions of convergence which don't exactly correspond to convergence in some topology?
Are there other pairs of natural convergences which have a similar topological relationship as convergence in measure and convergence ae?
Can one construct a nice theory of "convergences" different from the theory of topologies? (Warning: This problem tortured me for some weeks some years ago.)