dominated convergence theorem

E284672

The dominated convergence theorem is a fundamental result in measure theory that provides conditions under which one can interchange limits and integrals for sequences of functions bounded by an integrable dominating function.

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Predicate Object
instanceOf convergence theorem
theorem in measure theory
alsoKnownAs dominated convergence theorem
surface form: Lebesgue dominated convergence theorem
appliesTo Lebesgue integration
surface form: Lebesgue integral

sequence of measurable functions
assumes each function in the sequence is dominated in absolute value by the dominating function almost everywhere
existence of an integrable dominating function
pointwise almost everywhere convergence
category result about interchanging limits and integrals
comparedTo Fatou's lemma
monotone convergence theorem
concludes integral of the limit equals limit of the integrals
interchange of limit and integral is valid under its hypotheses
limit function is integrable
field integration theory
measure theory
real analysis
generalizationOf bounded convergence theorem on finite measure spaces
hasCondition dominating function bounds the absolute value of each function in the sequence almost everywhere
dominating function is integrable
functions in the sequence are measurable
pointwise almost everywhere convergence of the sequence to the limit function
holdsFor complex-valued integrable functions
real-valued integrable functions
implies convergence of integrals
uniform integrability of the sequence under its hypotheses
importance fundamental tool in modern analysis
logicalForm (f_n→f a.e. and |f_n|≤g integrable) ⇒ lim_n ∫ f_n dμ = ∫ f dμ
namedAfter Henri Lebesgue
relatedTo Vitali convergence theorem
uniform convergence and integration
requires integrable dominating function
measurable functions
measure space
requiresTypeOfConvergence pointwise almost everywhere convergence rather than uniform convergence
strongerThan Fatou's lemma under additional hypotheses
taughtIn advanced undergraduate analysis courses
graduate real analysis courses
typicalFormulation If f_n are measurable, f_n→f almost everywhere, and |f_n|≤g with g integrable, then f is integrable and ∫f_n→∫f
usedFor establishing continuity of parameter-dependent integrals
interchanging expectation and limit in probability
justifying passage of limits under the integral sign
proving convergence of series of integrable functions
usedIn Fourier analysis
functional analysis
partial differential equations
probability theory
stochastic processes

Referenced by (9)

Full triples — surface form annotated when it differs from this entity's canonical label.

Lebesgue integration characterizedBy dominated convergence theorem
monotone convergence theorem usedToProve dominated convergence theorem
this entity surface form: Lebesgue dominated convergence theorem
monotone convergence theorem isSpecialCaseOf dominated convergence theorem
this entity surface form: Lebesgue dominated convergence theorem (with monotone domination)
monotone convergence theorem contrastsWith dominated convergence theorem
monotone convergence theorem contrastsWith dominated convergence theorem
this entity surface form: bounded convergence theorem
dominated convergence theorem alsoKnownAs dominated convergence theorem
this entity surface form: Lebesgue dominated convergence theorem
Fatou's lemma relatedTo dominated convergence theorem
Tonelli's theorem relatedConcept dominated convergence theorem
measure theory usesConcept dominated convergence theorem