2. Let $g: \mathbb{R} \rightarrow \mathbb{R}$ be a measurable function such that $\int_X |g|dm < \infty$ (here $m$ is the Lebesgue measure). Show that \begin{equation*} \lim_{n \rightarrow +\infty} \left( \int_n^{\infty} |g(x)|dx + \int_{-\infty}^{-n} |g(x)|dx \right) = 0. \end{equation*}
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To do this, we will use the Monotone Convergence Theorem. Since g is a measurable function, we can find a sequence of simple functions {fn} that converges pointwise to g. By definition, a simple function is a finite linear combination of indicator functions of Show moreβ¦
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