De la Vallée-Poussin criterion

ID: de-la-vallee-poussin-criterion

On a finite measure space, a family is uniformly integrable exactly when it admits the displayed bound for some nonnegative increasing convex superlinear function . By the Dunford-Pettis theorem this ensures relative weak compactness in . For the sufficient direction, choose so for ; then gives uniform integrability. Conversely choose increasing thresholds so . The convex function is locally a finite sum, has uniformly bounded integrals by summing these tail estimates, and is superlinear because for its first terms sum to at least . This proves the criterion in both directions.

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