Interchanging a limit and an integral: necessary and sufficient conditions

Author:

Kamihigashi Takashi

Abstract

AbstractLet $\{f_{n}\}_{n \in \mathbb {N}}$ { f n } n N be a sequence of integrable functions on a σ-finite measure space $(\Omega, \mathscr {F}, \mu )$ ( Ω , F , μ ) . Suppose that the pointwise limit $\lim_{n \uparrow \infty } f_{n}$ lim n f n exists μ-a.e. and is integrable. In this setting we provide necessary and sufficient conditions for the following equality to hold: $$ \lim_{n \uparrow \infty } \int f_{n} \, d\mu = \int \lim_{n \uparrow \infty } f_{n} \, d\mu. $$ lim n f n d μ = lim n f n d μ .

Funder

Japan Society for the Promotion of Science

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Discrete Mathematics and Combinatorics,Analysis

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