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 (5)

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Statements (48)

Predicate Object
instanceOf convergence theorem ⓘ
theorem in measure theory ⓘ
alsoKnownAs Lebesgue dominated convergence theorem ⓘ
appliesTo 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 ⓘ

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Referenced by (14)

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

Lebesgue integration → characterizedBy → dominated convergence theorem ⓘ
monotone convergence theorem → usedToProve → Lebesgue dominated convergence theorem ⓘ
linked to: dominated convergence theorem
monotone convergence theorem → isSpecialCaseOf → Lebesgue dominated convergence theorem (with monotone domination) ⓘ
linked to: dominated convergence theorem
monotone convergence theorem → contrastsWith → dominated convergence theorem ⓘ
monotone convergence theorem → contrastsWith → bounded convergence theorem ⓘ
linked to: dominated convergence theorem
dominated convergence theorem → alsoKnownAs → Lebesgue dominated convergence theorem ⓘ
linked to: dominated convergence theorem
Fatou's lemma → relatedTo → dominated convergence theorem ⓘ
Tonelli's theorem → relatedConcept → dominated convergence theorem ⓘ
measure theory → usesConcept → dominated convergence theorem ⓘ
Bochner integral → satisfies → dominated convergence theorem (Bochner version) ⓘ
linked to: dominated convergence theorem
Dini's theorem → relatedTo → Lebesgue dominated convergence theorem ⓘ
linked to: dominated convergence theorem
Vitali convergence theorem → comparedTo → dominated convergence theorem ⓘ
Vitali convergence theorem → strengthens → dominated convergence theorem ⓘ
Vitali convergence theorem → generalizationOf → dominated convergence theorem ⓘ