The Lebesgue Dominated Convergence Theorem is a fundamental result in measure theory and integration. It states that if you have a sequence of measurable functions that converge pointwise to a function almost everywhere, and there exists an integrable function such that for all and almost every , then the integral of the limit of the functions equals the limit of the integrals:
This theorem is significant because it allows for the interchange of limits and integrals under certain conditions, which is crucial in various applications in analysis and probability theory. The function is often referred to as a dominating function, and it serves to control the behavior of the sequence . Thus, the theorem provides a powerful tool for justifying the interchange of limits in integration.
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