Suppose
. Show that the integral

converges for a.e.
.
Solution. Let
Let
be the ball centered at the origin of radius 
We can show that
(The constant
can be computed – it’s actually
– but the exact value is immaterial.) Hence,
.
Since this is finite, we must have
almost everywhere on
Since we can repeat this for any
(choose a countable sequence of such
tending to
) we can say that
is finite almost everywhere on
Hence the integral that defines
converges absolutely for almost every
Note the importance here of having the function
be locally integrable – in fact, uniformly locally integrable.