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