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Convergence Almost Everywhere and in Measure · Tutorial 340 of 798

The Typewriter Sequence and Its Two Modes of Convergence

See how shrinking supports can yield convergence in measure without almost-everywhere convergence.

Advanced 10 min read

What You'll Learn

  • Define the dyadic typewriter sequence using consecutive blocks of dyadic intervals.
  • Compute the measure of its error sets at any positive threshold.
  • Prove that the sequence converges in measure to zero.
  • Show that every point in the unit interval below one is covered infinitely often and missed infinitely often.
  • Identify why shrinking support measures do not imply almost-everywhere convergence.

A Sequence That Moves Its Support

On a finite measure space, almost-everywhere convergence implies convergence in measure, but the converse need not hold. The dyadic typewriter sequence gives a concrete failure of that converse. Each term is an indicator of a short interval, and the lengths of those intervals tend to zero. Nevertheless, the intervals move through the unit interval in such a way that every point below one belongs to infinitely many of them and is excluded from infinitely many others.

Work on the finite complete measure space \(([0,1],\mathcal{M},m)\), where \(\mathcal{M}=\{E\cap[0,1]:E\in\mathcal{L}\}\) and \(m\) is Lebesgue measure restricted to \(\mathcal{M}\). All functions below are real-valued and measurable. For each integer \(k\ge1\), partition \([0,1)\) into the \(2^k\) half-open dyadic intervals

$$ I_{k,j}=\left[\frac{j}{2^k},\frac{j+1}{2^k}\right), \qquad j=0,1,\ldots,2^k-1. $$

The point \(1\) is not in any of these intervals. We list the intervals level by level, starting with level \(k=1\). The indices assigned to level \(k\) are \(n=2^k-1+j\), with \(j=0,\ldots,2^k-1\). Define the sequence \((f_n)_{n\ge1}\) by

$$ f_{2^k-1+j}=\chi_{I_{k,j}}. $$

Thus each \(f_n\) takes only the values zero and one. In particular, every \(f_n\) is measurable, since its support is a Borel interval. The interval at level \(k\) has measure \(2^{-k}\); the important feature is that the sequence runs through every interval at that level before moving to the next one.

Definition: A sequence of measurable real-valued functions \(g_n\) on a measure space \((X,\mathcal{M},\mu)\) converges in measure to a measurable real-valued function \(g\) if, for every \(\varepsilon>0\), \(\mu(\{x\in X:|g_n(x)-g(x)|>\varepsilon\})\to0\). It converges almost everywhere to \(g\) if \(g_n(x)\to g(x)\) for all \(x\) outside a set of \(\mu\)-measure zero.

Reading the Enumeration

Worked Example: The First Two Dyadic Levels

Write out the first six terms and verify the support and measure of each. At level \(k=1\), the index formula gives \(n=1+j\), so \(j=0,1\) correspond to \(n=1,2\). The intervals are \([0,1/2)\) and \([1/2,1)\), each of measure \(1/2\). At level \(k=2\), the formula gives \(n=3+j\), so \(j=0,1,2,3\) correspond to \(n=3,4,5,6\). Therefore

$$ \begin{aligned} f_1&=\chi_{[0,1/2)}, & f_2&=\chi_{[1/2,1)},\\ f_3&=\chi_{[0,1/4)}, & f_4&=\chi_{[1/4,1/2)},\\ f_5&=\chi_{[1/2,3/4)}, & f_6&=\chi_{[3/4,1)}. \end{aligned} $$

The first two supports each have measure \(1/2-0=1/2\) and \(1-1/2=1/2\). The next four have measures \(1/4-0=1/4\), \(1/2-1/4=1/4\), \(3/4-1/2=1/4\), and \(1-3/4=1/4\). At each level the listed intervals are disjoint and their union is \([0,1)\), not \([0,1]\). Accordingly, \(f_n(1)=0\) for every \(n\). The total number of terms through level \(k=2\) is \(2+4=6\), matching the indices \(1\) through \(6\).

For convergence in measure to zero, the relevant sets are the error sets \(\{x:|f_n(x)|>\varepsilon\}\). Since each function is an indicator, their form depends on whether the threshold is below one or at least one. The strict inequality in this definition matters: when \(\varepsilon=1\), a value equal to one does not belong to the error set.

Worked Example: Error Sets at a Fixed Term

Consider \(n=5\). Since level \(k=2\) uses indices \(3,4,5,6\), its interval index is \(j=5-(2^2-1)=2\). Hence \(f_5=\chi_{[2/4,3/4)}=\chi_{[1/2,3/4)}\), and its support has measure \(3/4-1/2=1/4\). If \(\varepsilon=1/4\), then the values on the support satisfy \(1>1/4\), while the values off the support satisfy \(0\not>1/4\). Thus the error set is exactly \([1/2,3/4)\), of measure \(1/4\). For \(\varepsilon=1/2\), the same comparison gives \(1>1/2\) and \(0\not>1/2\), so the error set again has measure \(1/4\). For \(\varepsilon=1\), neither value satisfies \(|f_5(x)|>1\), so the error set is empty and its measure is zero.

Check: the interval endpoints give \(3/4-1/2=3/4-2/4=1/4\), as used for the first two thresholds. At the third threshold, the strict test is \(1>1\), which is false; this confirms the empty error set.

Convergence in Measure to Zero

Theorem: On \(([0,1],\mathcal{M},m)\), the dyadic typewriter sequence \((f_n)\) converges in measure to the zero function.

Proof. Fix an arbitrary \(\varepsilon>0\), and let \(n=2^k-1+j\), where \(k\ge1\) is the level containing \(n\) and \(0\le j<2^k\). If \(0<\varepsilon<1\), then \(f_n\) equals one precisely on \(I_{k,j}\), and equals zero elsewhere. Therefore

$$ m(\{x\in[0,1]:|f_n(x)-0|>\varepsilon\}) =m(I_{k,j})=2^{-k}. $$

If \(\varepsilon\ge1\), the error set is empty: on the support, \(|f_n(x)|=1\), which is not strictly greater than \(\varepsilon\), and off the support \(|f_n(x)|=0\). Its measure is then zero. It remains to check the limit as \(n\to\infty\). For every fixed \(K\ge1\), all indices in levels \(1,\ldots,K\) are at most \(2^{K+1}-2\), since level \(K\) ends at \(2^{K+1}-2\). Thus, once \(n>2^{K+1}-2\), its level satisfies \(k>K\). Consequently, the error-set measure in the case \(0<\varepsilon<1\) is at most \(2^{-(K+1)}\) for all such \(n\). Given any \(\delta>0\), choose \(K\) with \(2^{-(K+1)}<\delta\), and then take \(n>2^{K+1}-2\). The error-set measure is below \(\delta\). For \(\varepsilon\ge1\) it is always zero. This proves convergence in measure for every \(\varepsilon>0\). \(\square\)

Failure of Almost-Everywhere Convergence

Theorem: For every \(x\in[0,1)\), the numerical sequence \((f_n(x))\) does not converge. At \(x=1\), it converges to zero. In particular, \((f_n)\) does not converge almost everywhere on \(([0,1],\mathcal{M},m)\).

Proof. Fix \(x\in[0,1)\). At each level \(k\), there is exactly one interval \(I_{k,j_k}\) containing \(x\), because the \(2^k\) half-open intervals are disjoint and their union is \([0,1)\). Equivalently, \(j_k=\lfloor 2^k x\rfloor\), where \(\lfloor y\rfloor\) is the greatest integer no larger than \(y\). At the index \(n_k=2^k-1+j_k\), the definition gives \(f_{n_k}(x)=1\). The indices \(n_k\) belong to successive, disjoint blocks, so they increase without bound.

At each level \(k\ge1\), there are \(2^k\ge2\) intervals. Choose an index \(j'_k\) in \(\{0,\ldots,2^k-1\}\) different from \(j_k\). The interval \(I_{k,j'_k}\) does not contain \(x\), so at the index \(n'_k=2^k-1+j'_k\), we have \(f_{n'_k}(x)=0\). These indices also increase without bound as the levels increase. Thus the values \(f_{n_k}(x)\) form a sequence constantly equal to one, while the values \(f_{n'_k}(x)\) form a sequence constantly equal to zero. If \(f_n(x)\) had a limit, both of these subsequences would have to tend to that same limit; their respective limits are one and zero. This is impossible. At \(x=1\), every support is contained in \([0,1)\), so \(f_n(1)=0\) for every \(n\). The set of points where convergence fails is therefore exactly \([0,1)\), whose measure is \(1-0=1\), not zero. Hence almost-everywhere convergence fails. \(\square\)

Worked Example: Tracking the Point \(x=1/3\)

At level \(k=1\), \(j_1=\lfloor2/3\rfloor=0\), so \(n_1=2^1-1+0=1\) and \(f_1(1/3)=1\), because \(1/3\in[0,1/2)\). At level \(k=2\), \(j_2=\lfloor4/3\rfloor=1\), so \(n_2=3+1=4\) and \(f_4(1/3)=1\), because \(1/3\in[1/4,1/2)\). At level \(k=3\), \(j_3=\lfloor8/3\rfloor=2\), so \(n_3=7+2=9\) and \(f_9(1/3)=1\), because \(1/3\in[2/8,3/8)\).

There are also zero values in these same blocks. At \(n=2\), the support is \([1/2,1)\), which does not contain \(1/3\), so \(f_2(1/3)=0\). At \(n=3\), the support is \([0,1/4)\), which does not contain \(1/3\), so \(f_3(1/3)=0\). At \(n=7\), the support is \([0,1/8)\), which again does not contain \(1/3\), so \(f_7(1/3)=0\). More generally, the theorem supplies such a one and a zero at every level. This pointwise computation confirms oscillation, rather than a limit of zero.

The Pitfall: Small Supports Do Not Force Pointwise Limits

A tempting but incorrect argument is: “The support measures \(m(\{f_n\ne0\})\) tend to zero, so \(f_n(x)\to0\) for every \(x\).” The measure calculation concerns the size of one support at a time; it does not say that a fixed point eventually leaves all supports. For a concrete correction, at \(x=1/3\) the terms \(f_1,f_4,f_9\) are all one, and the proof shows that this happens at an index in every level. At the same time, there are zero values at arbitrarily large indices. The shrinking supports are not nested: for instance, \(x=1/3\) lies in the support of \(f_4\), namely \([1/4,1/2)\), but not in the support of \(f_5\), namely \([1/2,3/4)\).

In contrast, convergence in measure compares the measure of the error set at one fixed threshold as the index grows. For \(0<\varepsilon<1\), that measure is \(2^{-k}\) throughout level \(k\), and \(2^{-k}\to0\) as \(k\to\infty\). These are different tests: one measures the size of individual error sets, while the other asks whether each point eventually has small errors. The earlier result that almost-everywhere convergence implies convergence in measure on finite measure spaces has no converse in general; this sequence demonstrates the failure on the finite interval \([0,1]\).

Check Your Understanding

Use the interval indexing and the strict error-set inequality in your reasoning.

  1. Which level contains \(n=12\), and what are the corresponding \(k\), \(j\), and support interval?
  2. For a term at level \(k\), compute the measure of \(\{x:|f_n(x)|>3/4\}\). What is the measure when the threshold is \(1\)?
  3. For a fixed \(x\in[0,1)\), explain why there is one value equal to one in every level.
  4. Why does the fact that the measures of the supports tend to zero not prove that \(f_n(x)\to0\) for every \(x\)?
  5. At \(x=1\), what is the value of every term, and why does this not contradict failure of almost-everywhere convergence?