On a problem of Simons and Johnson (Q2495421)

The authors solve a problem posed by \textit{G. Simons} and \textit{N. L. Johnson} [Ann. Math. Stat. 42, 1735--1736 (1971; Zbl 0235.60033)]. The present method is simple and different from the approach used by Simons and Johnson and goes beyond the context of Poisson convergence. The key idea of the paper is a variation of Scheffe's lemma and can be formulated as follows: For each \(n\geq 1\), let \(f_n\), \(f\) and \(h\) be \({\mathcal A}\)-measurable real-valued functions on a measurable space \([\Omega,{\mathcal A},\mu]\). If \(f_n@>n\to\infty>>f\) a.e. \([\mu]\) and \(\int|h(x)|^\alpha|f_n(x)|^\alpha\mu(dx) @>n\to \infty>> \int |h(x)|^\alpha|f(x)|^\alpha\mu(dx)<\infty\) for some \(\alpha>0\), then \(\int|h(x)|^\alpha|f_n(x)-f(x)|^\alpha\mu(dx) @>n\to\infty>>0\).