Theorem (Lebesgue dominated convergence theorem) Let {f} be a sequence of mea- surable functions converging in measure to f. If there exists a non-negative summable function such that f(x) ≤ (x) a.e. on E for each n = N, then lim fn(x)dx=ff(x)dx. 11-00 E

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Theorem (Lebesgue dominated convergence theorem) Let {f} be a sequence of mea-
surable functions converging in measure to f. If there exists a non-negative summable function
such that f (x) ≤ (x) a.e. on E for each n € N, then
lim ffn (x)dx=ff(x)dx.
11-0
E
Transcribed Image Text:Theorem (Lebesgue dominated convergence theorem) Let {f} be a sequence of mea- surable functions converging in measure to f. If there exists a non-negative summable function such that f (x) ≤ (x) a.e. on E for each n € N, then lim ffn (x)dx=ff(x)dx. 11-0 E
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