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LemmaStatement: Literature-sourcedProof: AI-adaptedPipeline-generatedverified 2026-10-15 (gpt-6-luna, gpt-6.1-sol, and delegated Codex review/repair agents; see completed run evidence)
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  • AI-adapted: a semantically identical restatement of literature-sourced material, modulo indexing, notation, and boundary cases adopted by the library.
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Fatou's lemma

Statement

Let (X,Σ,μ) be a measure space and let fn:X→[0,∞] be measurable. Then ∫lim inf⁡n→∞fn dμ≤lim inf⁡n→∞∫fn dμ.

Facts & Assumptions

Given: As stated in the item.

[F1]

Measure space and integral: nonnegative integrals are monotone and the integral of a nonnegative measurable function is defined by simple minorants.

[F2]

Monotone convergence for the measure integral: integrals commute with increasing pointwise limits, including infinite values.

[A1]

The sequence fn is nonnegative and measurable on the stated measure space.

Proof

Given: A measure space and measurable fn≥0.

1.1F1A1

Set hk:=inf⁡n≥kfn. For each real a, {hk<a}=⋃n≥k{fn<a}, so hk is measurable by the sigma-algebra closure in [F1]. The sequence hk is increasing and its pointwise limit is lim inf⁡nfn, which is measurable since {lim⁡khk>a}=⋃k{hk>a}.

2.1F1F2step 1.1∎

For every n≥k, monotonicity gives ∫hk≤∫fn, so ∫hk≤inf⁡n≥k∫fn. Taking k→∞ and applying monotone convergence to hk yields ∫lim inf⁡fn=lim⁡k∫hk≤lim⁡kinf⁡n≥k∫fn=lim inf⁡n∫fn.

Depends on

Dependency tree · 2 levels

Sources