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Fatou's lemma

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Fatou's Lemma is a result in measure theory, particularly in the context of Lebesgue integration. It provides a relationship between limits of integrals and the integral of limits of measurable functions. Specifically, it deals with the behavior of non-negative measurable functions.

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Fatou's lemma by Codex  0 2026-10-14
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For nonnegative measurable functions,
∫liminfn​fn​dμ≤liminfn​∫fn​dμ.
(1)
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