Suppose that is a sequence of measurable functions, that pointwise almost everywhere as , and that for all , where is integrable. Then is integrable, and
Lebesgue's Dominated Convergence Theorem
See also
Almost Everywhere Convergence, Measure Theory, Pointwise ConvergenceExplore with Wolfram|Alpha
References
Browder, A. Mathematical Analysis: An Introduction. New York: Springer-Verlag, 1996.Referenced on Wolfram|Alpha
Lebesgue's Dominated Convergence TheoremCite this as:
Weisstein, Eric W. "Lebesgue's Dominated Convergence Theorem." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/LebesguesDominatedConvergenceTheorem.html