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Fatou’s lemma for weakly converging measures under the uniform integrability condition

  • National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute"
  • Stony Brook University

Research output: Contribution to journalArticlepeer-review

15 Scopus citations

Abstract

This paper describes Fatou’s lemma for a sequence of measures converging weakly to a finite measure and for a sequence of functions whose negative parts are uniformly integrable with respect to these measures. The paper also provides new formulations of uniform Fatou’s lemma, uniform Lebesgue’s convergence theorem, the Dunford–Pettis theorem, and the fundamental theorem for Young measures based on the equivalence of uniform integrability and the apparently weaker property of asymptotic uniform integrability for sequences of functions and finite measures.

Original languageEnglish
Pages (from-to)615-630
Number of pages16
JournalTheory of Probability and its Applications
Volume64
Issue number4
DOIs
StatePublished - 2020

Keywords

  • Asymptotic uniform integrability
  • Fatou lemma
  • Uniform integrability
  • Weak convergence of measures

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