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 <F_n(x)> converges almost everywhere iff <F_n(x)> converges in the metric?
Answer: No.
Better Answer: Convergence ae does not even precisely correspond to a topology!
The later answer follows from the following (textbook) theorem:
Theorem: Let <F_n> be a sequence of measurable functions on a measure space X. Then <F_n> converges in measure iff every subsequence of <F_n> has a subsequence converging almost everywhere.
In particular:
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?
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.)