Fatou's lemma and Lebesgue's convergence theorem for measures (Q1580051): Difference between revisions

Let \((\mu_n)\) be a sequence of measures and \(f\), \(f_n\) measurable nonnegative functions. The main object of study is the sequence \((\int f d\mu_n)\). More generally, the asymptotic behavior of \((\int f_nd\mu_n)\) is studied. When \((\mu_n)\) converges setwise or weakly, a dominated convergence theorem is obtained. Some applications are presented.