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.

All labels observed (1)

Label Occurrences
monotone convergence theorem canonical 6

How this entity was disambiguated

Statements (47)

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

How these facts were elicited

Referenced by (6)

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 ⓘ
Dini's theorem → relatedTo → monotone convergence theorem ⓘ
Vitali convergence theorem → comparedTo → monotone convergence theorem ⓘ