$\bf证明$ 由于$\left\{ {{f_n}\left( x \right)}
\right\}$几乎处处收敛于$f(x)$,则存在零测集$E_0$,使得$\lim \limits_{n \to \infty } {f_n}\left( x
\right) = f\left( x \right)$在$E_1=E\backslash {E_0}$上成立,
于是对任给的$\varepsilon > 0$,我们有
E1=?m=1∞ ?n=m∞ E1(|fn?f|<ε)
即${E_1} = \mathop {\underline {\lim } }\limits_{n \to \infty } {E_1}\left(
{\left| {{f_n} - f} \right| < \varepsilon } \right)$,从而由测度的性质知
m(E1)≤lim???n→∞m(E1(|fn?f|<ε))
由$m\left( E \right) < \infty $,我们得到
limˉˉˉˉˉn→∞m(E1(|fn?f|≥ε))=m(E1)?lim???n→∞m(E1(|fn?f|<ε))≤0
所以对任给的$\varepsilon > 0$,我们有$\lim \limits_{n \to \infty } m\left(
{{E_1}\left( {\left| {{f_n} - f} \right| \ge \varepsilon } \right)} \right) =
0$
$\bf注1:$设$\left\{ {{E_n}} \right\}$是一列可测集,记$\mathop {\underline {\lim }
}\limits_{n \to \infty } {E_n} = \bigcup\limits_{n = 1}^\infty
{\bigcap\limits_{k = n}^\infty {{E_k}} } $,则
m(lim???n→∞En)≤lim???n→∞m(En)