Solution

ID: past-exam-of-the-options-ii-course-of-the-university-of-oxford/2005/d/3/i/solution

The monotone convergence theorem says that if almost everywhere and the functions are measurable on a measure space, then
with infinite integrals permitted. The limit is measurable after the usual modification on any exceptional null set.
The dominated convergence theorem says that if measurable functions converge almost everywhere to and satisfy almost everywhere for an integrable nonnegative function , then is integrable and
The theorem applies equally to real or complex functions. In particular domination must be by one fixed Lebesgue integrable function, rather than by a different bound for each .

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