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Conditional Fatou lemma
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Mathematics
Area of mathematics
Analysis
Real analysis
Measure theory
Conditional expectation
2026-09-28
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For nonnegative
random variables
X
n
and
a
sigma-algebra
G
,
E
[
lim
inf
n
X
n
∣
G
]
≤
lim
inf
n
E
[
X
n
∣
G
]
(1)
almost surely
.
It follows
from the ordinary
Fatou lemma
after testing both sides on every
event
in
G
.
Ancestors
(7)
Conditional expectation
Measure theory
Real analysis
Analysis
Area of mathematics
Mathematics
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Past exam of the mathematics course of the University of Cambridge
/
2022
/
iii
/
Paper 202
/
5
/
b
/
Solution
Past exam of the mathematics course of the University of Cambridge
/
2023
/
iii
/
Paper 202
/
3
/
a
/
Solution
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