Problem 2. Let $f_n: [a, b] \to \mathbb{R}$ be a sequence of integrable functions which uniformly converges to some $f: [a, b] \to \mathbb{R}$. Show that $f$ is integrable and give a counter example that the same property may fail if only pointwise convergence were assumed.
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This means we need to show that the limit of the integrals of fn exists and is equal to the integral of f. Show more…
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