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Atlas.TheoryOfProbability.code.DominatedConvergence

theorem dominated_convergence_theorem {α : Type u_1} {G : Type u_2} [NormedAddCommGroup G] [NormedSpace G] {m : MeasurableSpace α} {μ : MeasureTheory.Measure α} {F : αG} {f : αG} {bound : α} (hF_meas : ∀ (n : ), MeasureTheory.AEStronglyMeasurable (F n) μ) (h_bound_int : MeasureTheory.Integrable bound μ) (h_bound : ∀ (n : ), ∀ᵐ (a : α) μ, F n a bound a) (h_lim : ∀ᵐ (a : α) μ, Filter.Tendsto (fun (n : ) => F n a) Filter.atTop (nhds (f a))) :
Filter.Tendsto (fun (n : ) => (a : α), F n a μ) Filter.atTop (nhds ( (a : α), f a μ))

Dominated convergence theorem. If F n → f pointwise almost everywhere, each F n is almost-everywhere strongly measurable, and ‖F n a‖ ≤ bound a a.e. for an integrable function bound, then ∫ F n dμ → ∫ f dμ.