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Q73Section II (Mathematics)73 of 145

Fatou's lemma and the monotone convergence theorem

Let {fn}\{f_n\} be a sequence of measurable functions fn:X→[0,∞]f_n:X\to[0,\infty]. I: lim inf⁡∫fn dμ≥∫lim inf⁡fn dμ\liminf\int f_n\,d\mu\ge\int\liminf f_n\,d\mu. II: If fn(x)↑f_n(x)\uparrow for each xx, then ∫lim⁡fn dμ=lim⁡∫fn dμ\int\lim f_n\,d\mu=\lim\int f_n\,d\mu.

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