Dominated Convergence Theorem
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In measure theory, the dominated convergence theorem is a cornerstone of Lebesgue integration. It can be viewed as a culmination of all efforts, and is a general statement about the interplay between limits and integrals.
Statement and proof of Theorem
- Statement: Suppose <math>\{f_n\}<\math> is a sequence of measurable functions such that f_n(x) \to f(x)