Fatou's Lemma: Difference between revisions

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===Theorem===
==Statement==
Suppose <math>\{f_n\}</math> is a sequence of non-negative measurable functions, <math> f_n: X \to [0,+\infty]</math>.  
Suppose <math>\{f_n\}</math> is a sequence of non-negative measurable functions, <math> f_n: X \to [0,+\infty]</math>.  
Then:
Then:
<math> \int \liminf_{n\rightarrow +\infty} f_n \leq \liminf_{n\rightarrow +\infty}\int f_n </math>. <ref name="Folland">Gerald B. Folland, ''Real Analysis: Modern Techniques and Their Applications, second edition'', §2.2 </ref>
<math> \int \liminf_{n\rightarrow +\infty} f_n \leq \liminf_{n\rightarrow +\infty}\int f_n </math>. <ref name="Folland">Gerald B. Folland, ''Real Analysis: Modern Techniques and Their Applications, second edition'', §2.2 </ref>
==Proof==

Revision as of 05:12, 6 December 2020

Statement

Suppose is a sequence of non-negative measurable functions, . Then: . [1]

Proof

  1. Gerald B. Folland, Real Analysis: Modern Techniques and Their Applications, second edition, §2.2