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- From: edgar@function.mps.ohio-state.edu (Gerald Edgar)
- Newsgroups: sci.math
- Subject: Re: Dominated Convergence Theorem
- Date: 10 Sep 1992 08:38:15 -0400
- Organization: The Ohio State University, Dept. of Math.
- Lines: 21
- Message-ID: <18nfjnINN38s@function.mps.ohio-state.edu>
- References: <1992Sep10.015756.17302@galois.mit.edu>
- NNTP-Posting-Host: function.mps.ohio-state.edu
-
- In article <1992Sep10.015756.17302@galois.mit.edu> tycchow@riesz.mit.edu (Timothy Y. Chow) writes:
- >The DCT for real measurable functions states that if f_n -> f and there
- >exists integrable g such that |f_n| <= g for all n, then the limit of the
- >integrals equals the integral of the limit.
- >
- >Here's a proof of DCT using Fatou's lemma.
- >1. Reduce to the nonnegative case by adding g to everything.
- >2. Applying Fatou to f_n implies integral(f) <= liminf integral(f_n).
- >3. Applying Fatou to g-f_n implies integral(f) >= limsup integral(f_n).
- >
- >I haven't seen this proof in any book. Why not? It seems very simple and
- >intuitive.
-
- D. L. Cohn, _Measure Theory_, page 72.
- Hewitt & Stromberg, _Real and Abstract Analysis_, page 172.
- H. L. Royden, _Real Analysis_, page 88 (second edition).
- --
- Gerald A. Edgar Internet: edgar@mps.ohio-state.edu
- Department of Mathematics Bitnet: EDGAR@OHSTPY
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