Fatou's Lemma

Theorem (1.28)

Let (X,F,μ)(X,\mathcal{F},\mu) be a measure space. Let Let (fn)n∈N(f_{n})_{n\in\mathbb{N}} be a sequence of measurable functions, fn:X→R+f_{n}:X\to \mathbb{R}^{+}. Then, ∫Xlim inf⁡n→∞fn dμ≤lim inf⁡n→∞∫Xfn dμ\int\limits_{X} \liminf_{ n \to \infty } f_{n} \, d\mu\le\liminf_{ n \to \infty } \int\limits_{X} f_{n} \, d\mu

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