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A relatively well-known result in measure theory states that given a sequence $(f_n)_{n=1}^\infty$ of measurable functions from a $\sigma$-finite measure space $(X,\mathcal{A},\mu)$ to $\mathbb{R}$ then the sequence $(f_n)$ convergences in measure to a function $f$ if and only every subsequence $(f_{n_m})$ has a subsequence $(f_{n_{m_p}})$ which converges to $f$ almost everywhere.

In fact, a part of the proof of this fact is presented in this post.

By whom and where was this theorem originally proved?

Note: I am interested in sources, not the proof, which people have already answered in MSE.

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