Wednesday, November 23, 2011

Bounded Convergence Theorem

This is the mathematical definition of the Bounded Convergence Theorem (BCT):
 if ƒ1ƒ2ƒ3, … is a sequence of uniformly bounded real-valued measurable function which converges pointwise on a bounded measure space (S, Σ, μ) (i.e. one in which μ(S) is finite) to a function ƒ, then the limit ƒ is an integrable function and

    \lim_{n\to\infty} \int_S{f_n\,d\mu} = \int_S{f\,d\mu}.

Convergence is due on Dec 4 at this event known as IMWA.

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