TOPICS
Search

Egorov's Theorem


Let (X,B,mu) be a measure space and let E be a measurable set with mu(E)<infty. Let {f_n} be a sequence of measurable functions on E such that each f_n is finite almost everywhere in E and {f_n} converges almost everywhere in E to a finite limit. Then for every epsilon>0, there exists a subset A of E with mu(E-A)<epsilon such that {f_n} converges uniformly on A.

If X=R^n and B is either the class of Borel sets or the class of Lebesgue measurable sets, then the set A can be chosen to be a closed set.


This entry contributed by Alexis Humphreys

Explore with Wolfram|Alpha

References

Wheeden, R. L. and Zygmund, A. Measure and Integral: An Introduction to Real Analysis. New York: Dekker, 1977.

Referenced on Wolfram|Alpha

Egorov's Theorem

Cite this as:

Humphreys, Alexis. "Egorov's Theorem." From MathWorld--A Wolfram Web Resource, created by Eric W. Weisstein. https://mathworld.wolfram.com/EgorovsTheorem.html

Subject classifications