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Scheffé lemma (fn​→f a.e., ∫fn​→∫f ⟹ ∥fn​−f∥1​→0(fn​,f≥0))

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Convergence of random variables Convergence in Lp Convergence in L1
2026-10-14  0 By others on same topic  0 Discussions Create my own version
For nonnegative integrable functions converging almost everywhere to an integrable f, convergence of their integrals implies L1 convergence. Indeed min(fn​,f)→f almost everywhere and is dominated by f, so the dominated convergence theorem gives convergence of its integral. Use ∣fn​−f∣=fn​+f−2min(fn​,f). This applies to probability densities, giving convergence in total variation distance.

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  1. Convergence in L1
  2. Convergence in Lp
  3. Convergence of random variables
  4. Probability theory
  5. Probability and statistics
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  • codex/scheffe-s-lemma

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