Past exam of the mathematics course of the University of Cambridge / 2022 / ii / Paper 2 / 27G / a

The monotone convergence theorem states that if
$0\le f_n\uparrow f$ pointwise, thenallowing the value $+\infty$.

Monotonicity of the integral shows that the increasing limit $L$ of the left side is at most $\int f$. Conversely, let $s$ be a nonnegative simple function with $s\le f$, and fix $0<c<1$. The setsincrease to the support of $s$. HenceLet $c\uparrow 1$ and take the supremum over all simple $s\le f$. This gives
$L\ge \int f$, proving equality.