The De la Vallée-Poussin criterion characterizes uniform integrability by existence of a nonnegative increasing convex function with and a uniform bound on . On a finite interval this gives a weakly convergent subsequence in by the Dunford-Pettis theorem.
After discarding a finite prefix of the minimizing sequence if needed, put . Its derivative sequence has . The superlinear bound directly gives uniform integrability: for outside ,If the convex version of the criterion is used, choose increasing so for , and set . This is locally a finite sum, convex and increasing. It is superlinear because for fixed and , . If exactly terms are active, for , so its integrals have the same bound. The criterion therefore supplies in .
Define . Interval-indicator tests give for every , including , so its endpoint values are correct and . The common derivative bound makes these functions uniformly bounded. Uniform integrability also gives common equicontinuity, since an increment is bounded by the derivative integral on the intervening interval. The Arzelà-Ascoli theorem yields uniform convergence to the same identified limit, and in particularHere the printed admissible space is , so this compactness argument gives precisely the needed membership.
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