Let ((X, mathscr{A}, mu)) be an arbitrary measure space. Show that a family (mathcal{F} subset mathcal{L}^{1}(mu)) is
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Let \((X, \mathscr{A}, \mu)\) be an arbitrary measure space. Show that a family \(\mathcal{F} \subset \mathcal{L}^{1}(\mu)\) is uniformly integrable if, and only if, the following condition holds:
\[\forall \epsilon>0 \quad \exists g_{\epsilon} \in \mathcal{L}_{+}^{1}(\mu): \sup _{u \in \mathcal{F}} \int\left(|u|-g_{\epsilon} \wedge|u|ight) d \mu<\epsilon\]
Give a simplified version of this equivalence for finite measure spaces.
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