Fatou's Lemma: Difference between revisions

From Optimal Transport Wiki
Jump to navigation Jump to search
No edit summary
Line 5: Line 5:


==Proof==
==Proof==
==References==

Revision as of 05:12, 6 December 2020

Statement

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

Proof

References

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