Uniform Fatou's lemma (Q530342): Difference between revisions

This paper generalizes the classical Fatou's lemma by providing necessary and sufficient conditions for the inequality \[ \liminf_n\inf_{S\in\Sigma}\Big( \int_S f^nd\mu^n-\int_S fd\mu \Big) \geq 0 \] in which (i) the sequence \(\langle{\mu^n}\rangle_{n\in\mathbb N}\) of measures on a fixed measurable space \((\mathbb S,\Sigma)\) converges to \(\mu\) in total variation, (ii) \(f\in L^1(\mu)\) and (iii) \(f^n\in L^1(\mu^n)\) for \(n=1,2,\ldots\). Several corollaries and applications are provided.