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单词 ProofOfFatousLemma
释义

proof of Fatou’s lemma


Let f(x)=lim infnfn(x) and let gn(x)=infknfk(x)so that we have

f(x)=supngn(x).

As gn is an increasing sequence of measurable nonnegative functions we can apply the monotone convergence TheoremMathworldPlanetmath to obtain

Xf𝑑μ=limnXgn𝑑μ.

On the other hand, being gnfn, we conclude by observing

limnXgn𝑑μ=lim infnXgn𝑑μlim infnXfn𝑑μ.
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更新时间:2025/5/4 20:33:54