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This lecture covers the convergence and approximation of functions in the L² space, discussing the convergence properties and limitations of different types of convergence, such as uniform convergence. The instructor explains the Egorov theorem and its application to smooth functions, highlighting the importance of understanding the limitations of continuous functions in L² convergence. The lecture also delves into the concept of closed sets and their role in ensuring convergence. Various exercises are provided to reinforce the understanding of convergence and approximation in the L² space.