In this book http://books.google.com.br/books/about/Fundamentals_of_Applied_Functional_Analy.html?id=Od5BxTEN0VsC&redir_esc=y
I found the following theorem (page 48):
Theorem(Partial converse of Lebesgue theorem): Assume that $(u_k)$ is a sequence in $L^{p}(\Omega)$ ($\Omega$ open subset of $R^n$ , $1 \leq p < \infty$) converging to a function $u$ (convergence in $L^p$). Then there exists a subsequence converging almost everywhere on $\Omega$, which is dominated by an $L^p$ function.
In this theorem is considered the Lebesgue measure.
This theorem is valid in $R^n $for a arbitrary measure ? if yes , somenone can say to me a book? I tried to search , but i dont found anything ...
my english is terrible , sorry ..