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Fatou-Lebesgue theorem
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(Theorem)
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Let $(X,\mu)$ be a measure space. If $\Phi\colon X\to \mathbb{R}$ is a nonnegative function with $\int \Phi d\mu <\infty$ and if $f_1, f_2,\dots$ is a sequence of measurable functions such that $|f_n|\leq \Phi$ for each $n$ then $$g=\liminf_{n\rightarrow\infty} f_n \;\;\textnormal{and}\; h=\limsup_{n\rightarrow\infty} f_n$$ are both integrable, and $$-\infty < \int g d\mu\leq
\liminf_{n\rightarrow\infty}\int f_nd\mu\leq \limsup_{k\rightarrow\infty}\int f_n d\mu\leq \int h d\mu < \infty.$$
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"Fatou-Lebesgue theorem" is owned by Koro.
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Cross-references: measurable functions, sequence, function, measure space
There is 1 reference to this entry.
This is version 4 of Fatou-Lebesgue theorem, born on 2002-12-07, modified 2004-11-27.
Object id is 3679, canonical name is FatouLebesgueTheorem.
Accessed 6901 times total.
Classification:
| AMS MSC: | 28A20 (Measure and integration :: Classical measure theory :: Measurable and nonmeasurable functions, sequences of measurable functions, modes of convergence) |
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Pending Errata and Addenda
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