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.
All labels observed (4)
Statements (48)
| 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.
this entity surface form:
Lebesgue dominated convergence theorem
this entity surface form:
Lebesgue dominated convergence theorem (with monotone domination)
this entity surface form:
bounded convergence theorem
this entity surface form:
Lebesgue dominated convergence theorem