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Prove komlos_convergence_L2 - #442

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Prove komlos_convergence_L2#442
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Aaron1011:komlos-l2

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lemma komlos_convergence_L2
(f : ℕ → Ω → E) {P : Measure Ω} :
(f : ℕ → Ω → E) {P : Measure Ω} [IsProbabilityMeasure P] (hf : UniformIntegrable f 1 P) :

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Why do you need hf : UniformIntegrable f 1 P?
I see it used explicitly only in one place as hf.aestronglyMeasurable (I just looked at the github diff, I did not interact with the code yet). If that's the only use, you should replace hf with hf : AEStronglyMeasurable f P.

grw [ih]

omit [InnerProductSpace ℝ E] [CompleteSpace E] in
lemma memlp_indicator (f : Ω → E) {P : Measure Ω} [IsFiniteMeasure P]

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I think the name should be memLp_indicator. I also think it should be possible to generalise 2 to p.

∃ glim : E, Tendsto (fun n ↦ (η n).sum (fun m ηm ↦ ηm • x i m)) atTop (𝓝 glim) := by sorry


lemma MeasureTheory.Lp.coeFn_finset_sum {α : Type*} {E : Type*} {m : MeasurableSpace α}

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Can you move this and the next lemma to an appropriate file in the Auxiliary folder? They don't have anything directly to do with the Komlos lemma.

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