TITLE: Proving Fatou type lemma
QUESTION [6 upvotes]: Let $f_1, f_2, \cdots$ and $f$ be nonnegative lebesgue integrable functions on $\mathbb{R}$ such that $$\lim_{n \to \infty}\int_{-\infty}^y f_n(x)dx = \int_{-\infty}^y f(x)dx   \; \; \text{ for each $y \in \mathbb{R}$}$$ and $$\lim_{n \to \infty}\int_{-\infty}^{\infty} f_n(x)dx = \int_{-\infty}^{\infty} f(x)dx $$ 
Then I want to prove that $ \liminf_{n \to \infty} \int_{U}f_n(x)dx  \geq \int_{U}f(x)dx\:$ for any open set $U$ of $\mathbb{R}.$
I think this can done by proving $\lim_{n \to \infty}f_n(x) = f(x) $ and then using Fatou's lemma. But I am not able to prove $\lim_{n \to \infty}f_n(x) = f(x) $ .
Thank you in advance.

REPLY [4 votes]: This is a particular instance of the Portmanteau theorem.
Proof of the statement. Let $F_n(x) = \int_{-\infty}^{x} f_n(t) \, dt$ and $F(x) = \int_{-\infty}^{x} f(t) \, dt$. Then for all test functions $\varphi \in C_c^{\infty}(\Bbb{R})$, integration by parts and the bounded convergence theorem shows that
\begin{align*}
\int_{\Bbb{R}} \varphi(x) f_n(x) \, dx
&= -\int_{\Bbb{R}} \varphi'(x) F_n(x) \, dx \\
&\xrightarrow[n\to\infty]{} -\int_{\Bbb{R}} \varphi'(x) F(x) \, dx
= \int_{\Bbb{R}} \varphi(x) f(x) \, dx
\end{align*}
Now let $U$ be open. Then there exists a sequence of test functions $(\varphi_n) \subset C_c^{\infty}(\Bbb{R})$ such that $0 \leq \varphi_n \leq 1$ and $\varphi_n \uparrow \mathbf{1}_U$ as $n\to\infty$. Thus for any fixed $m$, we have
\begin{align*}
\int_{\Bbb{R}} \varphi_m (x) f(x) \, dx
&= \liminf_{n\to\infty} \int_{\Bbb{R}} \varphi_m (x) f_n(x) \, dx \\
&\leq \liminf_{n\to\infty} \int_{\Bbb{R}} \mathbf{1}_U(x) f_n(x) \, dx \\
&= \liminf_{n\to\infty} \int_{U} f_n(x) \, dx.
\end{align*}
Now taking $m \to \infty$ and utilizing the monotone convergence theorem shows the claim. ////
Next, let us discuss a counterexample of pointwise convergence. Let
$$ f_n(x) = \begin{cases} 1 + \cos(2n\pi x),& 0 \leq x \leq 1 \\ 0,& \text{otherwise} \end{cases}, \qquad f(x) = \mathbf{1}_{[0,1]}(x) $$
and define $(F_n)$ and $F$ as before. Then it is easy to check that $F_n$ converges to $F$ pointwise, but $f_n(x)$ does not converge if $x \in [0, 1] \setminus \Bbb{Q}$.