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Dominated convergence
Statement
Let and be measurable complex-valued functions such that almost everywhere and almost everywhere for a single nonnegative measurable function with . Then , and hence
Facts & Assumptions
Given: Measurable complex-valued functions with almost everywhere and almost everywhere for one nonnegative measurable function of finite integral.
Reverse Fatou's lemma holds under an integrable majorant (Reverse Fatou's lemma under an integrable majorant).
The integral is linear on (The Lebesgue integral is linear on ).
The integral triangle inequality holds on (The modulus of an integral is bounded by the integral of the modulus).
Real and complex integrability are defined in Integrable real and complex functions, and their integrals.
The nonnegative integral is additive, and a nonnegative integral over a null set vanishes (Additivity of the nonnegative Lebesgue integral, A nonnegative integral over a null set vanishes).
A nonnegative measurable function with finite integral is finite almost everywhere (A nonnegative measurable function with finite integral is finite almost everywhere).
The nonnegative integral is monotone and homogeneous (Monotonicity and nonnegative homogeneity of the nonnegative integral).
Proof
Let be a measurable null set outside which and for every , and let . By [L6], the set is null. Put , , Then pointwise, , and is nonnegative, measurable, and finite everywhere. Also By [L5] and [L7], so by [L4]. The same null-set and domination argument gives for each , so every also belongs to .
The functions are nonnegative, converge pointwise to , and are dominated by the finite everywhere majorant . Applying [L1] therefore gives Hence .
Because is supported on the null set , [L5] gives Therefore, by [L2] and [L3], and the right-hand side tends to .
Depends on
- Reverse Fatou's lemma under an integrable majorant
- Integrable real and complex functions, and their integrals
- The Lebesgue integral is linear on $L^1(\mu)$
- The modulus of an integral is bounded by the integral of the modulus
- Additivity of the nonnegative Lebesgue integral
- A nonnegative integral over a null set vanishes
- A nonnegative measurable function with finite integral is finite almost everywhere
- Monotonicity and nonnegative homogeneity of the nonnegative integral
Used by
- Bounded convergence on a finite measure space Corollary
- Compactly supported smooth functions are dense in W^k,p(Rⁿ) Corollary
- Compatible extensions from the finite simple core Corollary
- Density inversion from an integrable characteristic function Corollary
- Expected duration of symmetric gambler's ruin Corollary
- Finite propagation for scalar conservation laws Corollary
- Heat-semigroup martingales Corollary
- Interior gradient bound for Poisson solutions Corollary
- Poincare-Wirtinger on bounded convex domains by the direct pairwise argument Corollary
- Positive, negative, and truncated Sobolev functions Corollary
- Schwartz convolution and product laws Corollary
- Stationary irreducible Markov shift is ergodic Corollary
- The constructed classical solutions are locally determined by the Cauchy data Corollary
- Uniqueness, comparison and order preservation of entropy solutions Corollary
- Wald first equation under integrable stopping Corollary
- Weak differentiation has a closed graph on its natural domains Corollary
- Weighted-integrable Hᵖ functions have vanishing moments in the atomic range Corollary
- A mild heat solution need not be classical at the initial time Counterexample
- A non-Dini continuous Poisson source can destroy the continuity of the second derivatives Counterexample
- A nonintegrable observable with divergent ergodic averages Counterexample
- A nonzero boundary value creates a zero-extension jump Counterexample
- A strongly continuous unitary group need not be norm continuous Counterexample
- A symmetric closed operator that is not self-adjoint Counterexample
- An unbounded stopped exponential martingale needs uniform integrability Counterexample
- Expanding bumps lose tightness Counterexample
- Fatou can be strict and domination can fail simultaneously Counterexample
- Hilbert transform is not strong type (1,1) Counterexample
- Infinite variance can defeat square-root-n CLT scaling Counterexample
- Strong type (1,1) fails for the Hilbert transform Counterexample
- The critical Sobolev embedding is not compact Counterexample
- The regular representation of R is not a Hilbert direct sum of irreducibles Counterexample
- The unitary dual need not be Hausdorff Counterexample
- There is no universal Riemann–Lebesgue decay rate Counterexample
- Integral of a measurable function against a projection-valued measure Definition
- Maximal truncated singular integrals Definition
- Relative compactness with respect to an operator Definition
- The complex-time heat kernel on a proper sector Definition
- The Duhamel heat potential Definition
- The Littlewood-Paley square function Definition
- The Lusin area function for a fixed admissible kernel and aperture Definition
…and 226 more results.
Dependency tree · two levels
19 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- John K. Hunter, Measure Theory Notes, Theorem 4.24 (standard reference, not scraped)
- Gerald B. Folland, Real Analysis, 2nd ed., Theorem 2.24 (standard reference, not scraped)