Fatou's Lemma valid for convergence in measure

Rock

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Feb 14, 2012
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Dears,

I need the proof shows that the Fatou's Lemma remains valid if convergence almost everywhere is replaced by convergence in measure.

Best Regards.
 
I have found this proof in Wikipedia

"There exists a subsequence such that

7b4932f9cdf47ab799131bb02a9ea3de.png

Since this subsequence also converges in measure to f, there exists a further subsequence, which converges pointwise to f almost everywhere, hence the previous variation of Fatou's lemma is applicable to this subsubsequence."

But I am not understand how we get the subsequence such that
7b4932f9cdf47ab799131bb02a9ea3de.png
 
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