theorem
MonotoneConvergence.monotone_convergence_theorem'
{α : Type u_1}
[MeasurableSpace α]
{μ : MeasureTheory.Measure α}
{f : ℕ → α → ENNReal}
(hf : ∀ (n : ℕ), Measurable (f n))
(h_mono : Monotone f)
{E : Set α}
(_hE : MeasurableSet E)
:
Monotone Convergence Theorem (Beppo Levi) restricted to a measurable set:
for a pointwise nondecreasing sequence of measurable ℝ≥0∞-valued functions, the
pointwise supremum is measurable, the integral of the supremum equals the supremum
of the integrals over E, and the sequence of integrals converges to that value.