Let ((X, mathscr{A}, mu)) be a finite measure space. Show that (mathcal{F} subset mathcal{L}^{1}(mu)) is uniformly integrable

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Let \((X, \mathscr{A}, \mu)\) be a finite measure space. Show that \(\mathcal{F} \subset \mathcal{L}^{1}(\mu)\) is uniformly integrable if, and only if, the series \(\sum_{n=1}^{\infty} n \mu\{n

[ compare (vi) \(\Rightarrow\) (vii) of the proof of Theorem 22.9 .]

Data from theorem 22.9

(vi) (a) sup UEF. \u\d

(b) lim sup uldu=0 for all decreasing sequences (An)neNCA, An +0. n EJ J An [Note: it is not assumed that

(vii) (a) sup EF \u\du



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