Let (X,F,μ) be a measure space. Let (fn)n∈N⊂L1(X,F,μ) and fn→f pointwise for some f:X→R. Assume ∃g∈L1(X,F,μ) such that ∣fn∣≤g, ∀n∈Nthen we have that f∈L1(X,F,μ) and n→∞limX∫fndμ=X∫fdμ
Suppose (fn)n∈N is a sequence of measurable functions such that fn→f a.e. and let g∈L1(X,M,μ) s.t. ∣fn∣≤g a.e.,∀n∈N then f∈L1(X,M,μ) and ∫n→∞limfndμ=n→∞lim∫fndμa.e.
Let (Ω,F,μ) be a measure space and (fn)n∈N⊂L1(Ω,F,μ). If μ(Ω)<∞ and fn are uniformly bounded i.e. ∃M∈N:∣fn∣<M,∀n∈Nthen fn→f μ-a.e. implies n→∞lim∫fndμ=∫fdμ