def
TheoryOfProbability3.TextbookUniformlyIntegrable
{α : Type u_1}
{ι : Type u_2}
{m : MeasurableSpace α}
(f : ι → α → ℝ)
(μ : MeasureTheory.Measure α)
:
Textbook (Durrett) definition of uniform integrability of a family of real-valued
functions f : ι → α → ℝ with respect to a measure μ: each f i is
AEStronglyMeasurable, and for every ε > 0 there is a uniform truncation level
C : ℝ≥0 so that the tail L¹ mass ∫ |f i| · 1_{C ≤ ‖f i‖} dμ ≤ ε for every i.
This matches the textbook formulation lim_{M→∞} sup_i E(|X_i|; |X_i| > M) = 0.