Fatou's Lemma

From Optimal Transport Wiki
Revision as of 05:17, 6 December 2020 by 201A Qiqi (talk | contribs) (→‎Proof)
Jump to navigation Jump to search

Statement

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

Proof

For

References

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