dominated convergence theorem
控制收敛定理
Meaning in context
If measurable f_n converge almost everywhere to a measurable f and |f_n|<=g almost everywhere for one nonnegative integrable g, then f is integrable and the integrals of f_n converge to that of f.
可测函数列几乎处处收敛于可测函数 f,且绝对值由同一个非负可积函数控制时,f 可积并可交换极限与积分。
Example
On , is bounded by and tends to almost everywhere; .
Usage and distinctions
Pointwise convergence alone is insufficient: n squared times the indicator of (0,1/n squared) tends to zero but has integral one.
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Recommended reading in this subject · Preparation & skip guidance
Definition sources
- John K. Hunter — Measure Theory§4.5, Theorem 4.24; §4.6, a.e. version · Checked 2026-10-14
Translation sources
- 李东风(北京大学)— 金融时间序列分析备课笔记,附录EE.7 极限与积分的交换,控制收敛定理 · Checked 2026-10-14