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PropositionStatement: Literature-sourcedProof: AI-generatedprecheck passjudge pass (gpt-5.6-terra)audited 2026-08-28
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Dominated families are uniformly integrable

Statement

Let (X,A,μ) be a measure space. If F⊆L1(μ) and there is a nonnegative function g∈L1(μ) such that ∣f∣≤g almost everywhere for every f∈F, then F is uniformly integrable.

Facts & Assumptions

Given: A measure space (X,A,μ), a family F⊆L1(μ), and a nonnegative integrable function g with ∣f∣≤g almost everywhere for every f∈F.

[L1]

If g∈L1(μ) and ε>0, then there is δ>0 such that μ(E)<δ⇒∫Eg dμ<ε. (Absolute continuity of the integral)

[L2]

If h:X→[0,+∞] is measurable and t>0, then μ({h≥t})≤t−1∫h dμ. (Chebyshev-Markov inequality for the integral)

[L3]

If two integrable functions are equal almost everywhere, then their integrals over every measurable set agree. (Two integrable functions are equal almost everywhere exactly when all of their indefinite integrals agree)

[L4]

For a measurable set E and a nonnegative measurable function u, ∫Eu dμ=∫uχE dμ. (Integral over a measurable subset)

Proof

technique · direct
1.1L1L2choosealgebra

Let ε>0. Use [L1] for g to choose δ>0 such that μ(E)<δ implies ∫Eg dμ<ε. Since g∈L1(μ), choose M>δ−1∫g dμ. Then [L2] applied to h:=g gives μ({g≥M})≤M−1∫g dμ<δ, and so [L1] yields ∫{g≥M}g dμ<ε.

2.1step 1.1L3L4L5construct

Fix f∈F, and choose a measurable null set Nf such that ∣f∣≤g on X∖Nf. Put uf:=∣f∣χX∖Nf. Then uf is integrable, uf=∣f∣ almost everywhere, and ufχ{∣f∣>M}≤gχ{g≥M} pointwise. Therefore [L3], [L4], and [L5] give ∫{∣f∣>M}∣f∣ dμ=∫{∣f∣>M}uf dμ≤∫{g≥M}g dμ<ε. Since the same M works for every f∈F, this is exactly uniform integrability.

3.1step 2.1L1∎

The family F is uniformly integrable.

Depends on

Used by

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Sources