Convergence in L^2 Norm: Understanding Subsequence Implications

In summary: I see.In summary, the professor is claiming that x \ f_{n_k}(x) \to g for a.e. x, but this seems to be a questionable claim.
  • #1
AxiomOfChoice
533
1
Suppose there exists a sequence [itex]f_n[/itex] of square-integrable functions on [itex]\mathbb R[/itex] such that [itex]f_n(x) \to f(x)[/itex] in the L^2-norm with [itex]x \ f_n(x) \to g(x)[/itex], also in the L^2-norm. We know from basic measure theory that there's a subsequence [itex]f_{n_k}[/itex] with [itex]f_{n_k}(x) \to f(x)[/itex] for a.e. x. But my professor seems to be claiming that this somehow implies [itex]x \ f_{n_k}(x) \to g(x)[/itex] for a.e. x. I don't see why this is. Obviously, we know that [itex]x \ f_{m_k} \to g[/itex] a.e. for SOME subsequence of [itex]f_n[/itex]...but how do we know it works for the SAME subsequence? Can someone offer some guidance? Thanks!
 
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  • #2
If I understand you correctly, there's a set E such that ##\mu(E)=0## and ##xf_n(x)\to g(x)## for all x in ##E^c##. This means that for all ##x\in E^c##, ##\langle xf_n(x)\rangle_{n=1}^\infty## is a convergent sequence in ##\mathbb R##, and as you know (or can easily prove), every subsequence of a convergent sequence in ##\mathbb R## converges to the limit of the sequence.
 
  • #3
Fredrik said:
If I understand you correctly, there's a set E such that ##\mu(E)=0## and ##xf_n(x)\to g(x)## for all x in ##E^c##. This means that for all ##x\in E^c##, ##\langle xf_n(x)\rangle_{n=1}^\infty## is a convergent sequence in ##\mathbb R##, and as you know (or can easily prove), every subsequence of a convergent sequence in ##\mathbb R## converges to the limit of the sequence.

Well, if we have [itex]f_{n_k}(x) \to f(x)[/itex] off of a set [itex]E\subset \mathbb R[/itex] with [itex]\mu(E) = 0[/itex], then [itex]|f_{n_k}(x) - f(x)| \to 0[/itex] as [itex]k\to \infty[/itex] whenever [itex]x\notin E[/itex]. But I want to somehow show that this implies the existence of a [itex]E'\subset \mathbb R[/itex] (which may or may not be the same as [itex]E[/itex]) with [itex]\mu(E') = 0[/itex] such that [itex]|x \ f_{n_k}(x) - g(x)| \to 0[/itex] as [itex]k\to \infty[/itex] whenever [itex]x\notin E'[/itex]. How in the world is one supposed to get from the first statement to the one we want to prove, if the only other thing you know is that [itex]\| x \ f_n(x) - g(x) \|_{L^2(\mathbb R)} \to 0[/itex] as [itex]n\to \infty[/itex]?

I hope that clarifies my question a bit!
 
  • #4
OK, I wasn't paying enough attention to when you were using the L^2-norm and when you were just talking about convergence almost everywhere. I will think about it.
 
  • #5
Isn't it obvious that if [itex]f_n[/itex] converges both to f and g in [itex]L^2[/itex] that then f=g a.e.?? That would imply it.
 
  • #6
Hehe, after my last post yesterday, I realized that I was much too tired to do any math. I decided to give it another shot "tomorrow", i.e. today, in the unlikely event that micromass wouldn't already have posted the solution. I should have realized that there was no chance that he wouldn't already have done that. :smile:
 
  • #7
Haha. Next time I'll let you finish it up!
 
  • #8
But it's xf_n(x) that's converging to g, and not f_n.

Something does seem fishy about the argument in the OP. Maybe we need more context?
 
  • #9
Oh, I see. I misread there.

Anyway. If [itex]xf_n(x)\rightarrow g[/itex] in [itex]L^2[/itex], then the [itex]xf_{n_k}\rightarrow g[/itex] in [itex]L^2[/itex]. Thus there is a subsequence [itex]xf_{n_{k_l}}[/itex] that converges to g a.e.

Evidently, the sequence [itex]xf_{n_k}(x)[/itex] converges a.e. (to xf(x)). And since a subsequence converges to g, it means that the sequence [itex]xf_{n_k}(x)[/itex] converges to g a.e.

Did I do something stupid?
 
  • #10
That works!
 
  • #11
micromass said:
Haha. Next time I'll let you finish it up!
Oh, don't worry about that. I don't mind at all. I would probably need 7 hours to do what you can do in 7 minutes anyway. :smile:
 

FAQ: Convergence in L^2 Norm: Understanding Subsequence Implications

What is convergence in the L^2 norm?

Convergence in the L^2 norm refers to a type of convergence in mathematics that measures the closeness of a sequence of functions to a target function. It is also known as mean square convergence, as it measures the average square distance between the functions in the sequence and the target function.

How is convergence in the L^2 norm different from other types of convergence?

Convergence in the L^2 norm is different from other types of convergence, such as pointwise or uniform convergence, because it takes into account the entire function instead of just a single point or a uniform bound. It also allows for functions to converge in a weaker sense, meaning they may not necessarily converge pointwise but still converge in the L^2 norm.

Why is convergence in the L^2 norm important?

Convergence in the L^2 norm is important because it is a common measure of convergence in functional analysis and other areas of mathematics and science. It also has applications in signal processing, statistics, and data analysis, as it provides a way to measure the closeness of approximations to a target function.

How is convergence in the L^2 norm computed?

Convergence in the L^2 norm is computed by taking the square root of the average squared distance between the functions in the sequence and the target function. This can be expressed mathematically as the integral of the squared difference between the functions, divided by the measure of the space in which the functions are defined.

What is the significance of the L^2 norm in convergence?

The L^2 norm is significant in convergence because it is a complete and separable space, meaning that all Cauchy sequences converge to a point in the space. This makes it a useful tool for analyzing the convergence of sequences of functions and for proving the existence of solutions to certain problems in mathematics and physics.

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