Fatou's Lemma for Weakly Converging Probabilities
classification
🧮 math.PR
keywords
fatoufunctionslemmalimitlowersequenceweaklyappropriate
read the original abstract
Fatou's lemma states under appropriate conditions that the integral of the lower limit of a sequence of functions is not greater than the lower limit of the integrals. This note describes similar inequalities when, instead of a single measure, the functions are integrated with respect to different measures that form a weakly convergent sequence.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.