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In mathematics, Fatou's lemma establishes an inequality relating the integral (in the sense of Lebesgue) of the limit inferior of a sequence of functions to the limit inferior of integrals of these functions. The lemma is named after Pierre Fatou. Fatou's lemma can be used to prove the Fatou–Lebesgue theorem and Lebesgue's dominated convergence theorem. ==Standard statement of Fatou's lemma== Let ''f''1, ''f''2, ''f''3, . . . be a sequence of non-negative measurable functions on a measure space (''S'',''Σ'',''μ''). Define the function ''f'' : ''S'' → : Then ''f '' is measurable and : Note: The functions are allowed to attain the value +∞ and the integrals may also be infinite. 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Fatou's lemma」の詳細全文を読む スポンサード リンク
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