Paper 2, Section II,
Let be a sequence of non-negative measurable functions defined on a measure space . Show that is also a non-negative measurable function.
State the Monotone Convergence Theorem.
State and prove Fatou's Lemma.
Let be as above. Suppose that as for all . Show that
Deduce that, if is integrable and , then converges to in . [Still assume that and are as above.]
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