Vitali's convergence theorem on term by term integration (Q1604961)
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English | Vitali's convergence theorem on term by term integration |
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Vitali's convergence theorem on term by term integration (English)
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10 July 2002
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Let \( (\Omega,{\mathcal F},\mu) \) be a finite measure space and let \( \{f_n\}_{n=1}^\infty \) be a sequence of measurable functions which converges almost surely to a measurable function \( f \). Vitali's convergence theorem appeared in 1907 and asserts that \( \lim_{n\to\infty} \int_A f_n d\mu = \int_A f d\mu \) holds for every \( A\in{\mathcal F} \) if and only if the family \( \{\int f_n d\mu\}_{n=1}^\infty \) is uniformly abolutely continuous with respect to \( \mu \). The paper provides an interesting review of the role of Vitali's theorem in the history of convergence theorems in integration theory.
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integration theorem
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Vitali's convergence theorem
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Vitali-Hahn-Saks theorem
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