Fatou's lemma

E284673

Fatou's lemma is a fundamental result in measure theory that provides an inequality relating the integral of the pointwise limit inferior of a sequence of nonnegative measurable functions to the limit inferior of their integrals.

All labels observed (4)

Label Occurrences
Fatou's lemma canonical 2
Beppo Levi theorem 1
Fatou lemma 1

How this entity was disambiguated

Statements (45)

Predicate Object
instanceOf lemma in measure theory ⓘ
result in real analysis ⓘ
appliesTo nonnegative measurable functions ⓘ
random variables as measurable functions ⓘ
sequence of measurable functions ⓘ
assumption functions are measurable ⓘ
functions are nonnegative almost everywhere ⓘ
measure space is fixed ⓘ
conclusion integral of lim inf is bounded above by lim inf of integrals ⓘ
conditionOnSequence sequence indexed by natural numbers ⓘ
contrastWith dominated convergence theorem which gives equality under stronger assumptions ⓘ
monotone convergence theorem which assumes monotone sequences ⓘ
domain measure space ⓘ
field measure theory ⓘ
real analysis ⓘ
generalizationOf lower semicontinuity of expectation in probability ⓘ
historicalPeriod early 20th century ⓘ
holdsFor extended real-valued functions ⓘ
inequalityType lower bound inequality ⓘ
involvesConcept Lebesgue integral ⓘ
almost everywhere convergence ⓘ
integral inequality ⓘ
limit inferior ⓘ
nonnegative functions ⓘ
pointwise convergence ⓘ
languageOfOriginalPublication French ⓘ
namedAfter Pierre Fatou ⓘ
probabilisticForm E[lim inf X_n] ≤ lim inf E[X_n] for nonnegative random variables ⓘ
relatedTo Beppo Levi's lemma ⓘ
dominated convergence theorem ⓘ
monotone convergence theorem ⓘ
requires σ-finite measure space (in many standard formulations) ⓘ
statementForm ∫ lim inf f_n dμ ≤ lim inf ∫ f_n dμ ⓘ
typeOf convergence theorem ⓘ
typicalNotation ∫ lim inf_{n→∞} f_n dμ ≤ lim inf_{n→∞} ∫ f_n dμ ⓘ
usedFor convergence theorems in probability theory ⓘ
establishing lower semicontinuity of integral functionals ⓘ
justifying interchange of limit and integral in one direction ⓘ
proving dominated convergence theorem ⓘ
proving monotone convergence theorem ⓘ
usedIn calculus of variations ⓘ
ergodic theory ⓘ
functional analysis ⓘ
partial differential equations ⓘ
probability theory ⓘ

How these facts were elicited

Referenced by (5)

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

Lebesgue integration → characterizedBy → Fatou's lemma ⓘ
monotone convergence theorem → alsoKnownAs → Beppo Levi theorem ⓘ
linked to: Fatou's lemma
monotone convergence theorem → isStrongerThan → Fatou lemma in the monotone case ⓘ
linked to: Fatou's lemma
measure theory → usesConcept → Fatou lemma ⓘ
linked to: Fatou's lemma