Proof of Fatou lemma Created 2026-09-24 Updated 2026-09-29
Set
Then . The monotone convergence theorem and for every give
For a nonnegative cost, simultaneous symmetric clipping preserves feasibility of a pair of Kantorovich potentials. On their equality set the clipped sums are nonnegative and increase to the cost. Their bounded integrals are fixed by the marginals, so monotone convergence theorem proves optimality without subtracting undefined infinite marginal integrals.
The total progeny counts all individuals, including the initial ancestor, in a Galton-Watson process. It is infinite on survival. If the offspring mean is , the expected generation size in a Galton-Watson process and the monotone convergence theorem give .