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These labels describe origin, not correctness: citations and verification chips remain separate evidence.
Fatou's lemma
Statement
Let be nonnegative measurable functions. Then
Facts & Assumptions
Given: A sequence of nonnegative measurable functions.
Countable infima of measurable extended-real-valued functions are measurable, and monotone pointwise suprema are measurable (Closure properties of measurable functions used by the integral).
Monotone convergence holds for the nonnegative integral (Monotone convergence for the integral).
The nonnegative integral is monotone (Monotonicity and nonnegative homogeneity of the nonnegative integral).
Proof
For each , define . Then each is measurable by [L1], one has and pointwise. Also for every .
By [L2] and step 1.1, . For every fixed and all , one has . By [L3], . Taking the supremum over and using monotone convergence on the left gives , including infinite values.
Depends on
Used by
- Reverse Fatou's lemma under an integrable majorant Corollary
- Strong convergence of subcritical powers Corollary
- Fatou can be strict and domination can fail simultaneously Counterexample
- Mass can escape to infinity under pointwise convergence Counterexample
- The Lusin area function for a fixed admissible kernel and aperture Definition
- A nonnegative martingale converges almost surely Example
- Integral of Brownian motion against itself Example
- Ito formula for Brownian powers Example
- FALSE: Fatou's lemma is always an equality False statement
- A self-adjoint operator generates a strongly continuous unitary group Lemma
- Blaschke factorization of a Nevanlinna-class function Lemma
- De Giorgi oscillation reduction: one half-level set is small Lemma
- Distributional Laplacian of a compact logarithmic potential Lemma
- Ergodic averages converge in Lp on finite-measure spaces Lemma
- Log-integrability of the boundary values of a Hardy function Lemma
- Poisson-Jensen inequality for Hardy functions Lemma
- Real L2 multipliers and unitary transport Lemma
- Reverse Holder from a distribution estimate for a doubling weight Lemma
- Separate holomorphy forces local boundedness on smaller polydiscs Lemma
- Sup-norm and first-derivative bounds by the L² norm on compact subsets Lemma
- The circle maximal function is weak type one one for finite measures Lemma
- The disc trace space is the Hardy boundary space and the Szegő family reproduces H² Lemma
- The half-space trace lies in the fractional Slobodeckij space Lemma
- The L1 group algebra has a unit exactly when the group is discrete Proposition
- For 0<p<1 the Hᵖ functional is a quasi-norm, and Hᵖ is a quasi-Banach space Remark
- A maximum principle for the Smirnov class: N^+∩ Lᵖ=Hᵖ Theorem
- Birkhoff pointwise ergodic theorem Theorem
- Boundary values and log-integrability of Nevanlinna-class functions Theorem
- Calderón–Zygmund operators are of weak type (1,1) Theorem
- Doob submartingale convergence theorem Theorem
- Fatou's boundary theorem for analytic Hardy spaces Theorem
- For a nondecreasing function, the derivative is measurable and integrable and its integral is bounded by the total increase Theorem
- Hitting probability as minimal harmonic extension Theorem
- Kolmogorov convergence criterion Theorem
- Maximal truncations: weak (1,1) and strong Lp bounds Theorem
- Meyers–Serrin density on an arbitrary open set Theorem
- Multidimensional Ito formula for Brownian-driven processes Theorem
- One-dimensional Ito formula Theorem
- Superharmonic majorants bound exit costs Theorem
- The ACL characterisation of W^1,p Theorem
…and 4 more results.
Dependency tree · two levels
14 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
- Richard F. Bass, Real Analysis for Graduate Students, Theorem 7.8 (standard reference, not scraped)
- John K. Hunter, Measure Theory Notes, Theorem 4.22 (standard reference, not scraped)