Let ((X, mathscr{A}, mu)) be a finite measure space and (left(u_{n}ight)_{n in mathbb{N}} subset mathcal{M}(mathscr{A})). Prove that

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Let \((X, \mathscr{A}, \mu)\) be a finite measure space and \(\left(u_{n}ight)_{n \in \mathbb{N}} \subset \mathcal{M}(\mathscr{A})\). Prove that

\[\lim _{k ightarrow \infty} \mu\left\{\sup _{n \geqslant k}\left|u_{n}ight|>\epsilonight\}=0 \quad \forall \epsilon>0 \Longrightarrow u_{n} \xrightarrow[n ightarrow \infty]{ } 0 \text { a.e. }\]

[\(\left|u_{n}ight| ightarrow 0\) a.e. if, and only if, \(\mu\left(\bigcup_{n \geqslant k}\left\{\left|u_{n}ight|>\epsilonight\}ight)\) is small for all \(\epsilon>0\) and big \(k \geqslant k_{\epsilon}\).]

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