monotone convergence theorem

E284671

The monotone convergence theorem is a fundamental result in measure theory stating that the integral of a pointwise increasing sequence of nonnegative measurable functions equals the limit of their integrals.

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monotone convergence theorem canonical 4

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Predicate Object
instanceOf result in measure theory
theorem
allows passing limit inside integral for monotone sequences
alsoKnownAs Beppo Levi theorem
linked to: Fatou's lemma
appliesTo extended real-valued functions
nonnegative measurable functions
pointwise increasing sequence of functions
assumes measurable space
measure
monotone increasing sequence
nonnegative functions
sequence of measurable functions
σ-finite measure (optional but common)
category convergence theorem in integration theory
conclusion integral of pointwise limit equals limit of integrals
limit of integrals is finite or +∞ consistently with limit function
∫ lim f_n dμ = lim ∫ f_n dμ for nonnegative increasing f_n
contrastsWith bounded convergence theorem
dominated convergence theorem
field measure theory
probability theory
real analysis
hasVersion version for expectations of random variables
version for sums with counting measure
holdsFor complete measures
σ-algebras
implies Fatou lemma (in some formulations)
importance fundamental theorem of Lebesgue integration
key tool in modern analysis
isSpecialCaseOf Lebesgue dominated convergence theorem (with monotone domination)
isStrongerThan Fatou lemma in the monotone case
linked to: Fatou's lemma
namedAfter Beppo Levi
relatesConcept Lebesgue integral
increasing sequence of functions
measurable function
nonnegative function
pointwise convergence
requires countable monotonicity of measure
typicalStatement If 0 ≤ f_1 ≤ f_2 ≤ … and f_n → f pointwise, then ∫ f_n dμ → ∫ f dμ
usedIn construction of Lebesgue integral
expectation of random variables
interchanging limit and integral for nonnegative increasing sequences
probability theory
linked to: Probability Theory

stochastic processes
usedToProve Fubini theorem (components of proofs)
linked to: Fubini's theorem

Lebesgue dominated convergence theorem
Tonelli theorem
linked to: Tonelli's theorem

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Referenced by (4)

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

Lebesgue integration characterizedBy monotone convergence theorem
dominated convergence theorem comparedTo monotone convergence theorem
Fatou's lemma relatedTo monotone convergence theorem
Tonelli's theorem relatedConcept monotone convergence theorem