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单词 ProofOfDominatedConvergenceTheorem
释义

proof of dominated convergence theorem


It is not difficult to prove that f is measurable. In fact we can write

f(x)=supninfknfk(x)

and we know that measurable functionsMathworldPlanetmath are closed under the sup and inf operation.

Consider the sequence gn(x)=2Φ(x)-|f(x)-fn(x)|.Clearly gn are nonnegative functions since f-fn2Φ.So, applying Fatou’s Lemma, we obtain

limnX|f-fn|𝑑μlim supnX|f-fn|𝑑μ
=-lim infnX-|f-fn|dμ
=X2Φ𝑑μ-lim infnX2Φ-|f-fn|dμ
X2Φ𝑑μ-X2Φ-lim supn|f-fn|dμ
=X2Φ𝑑μ-X2Φ𝑑μ=0.
随便看

 

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更新时间:2025/5/4 21:58:26