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Atlas.TheoryOfProbability.code.UniformIntegrability

def TheoryOfProbability3.TextbookUniformlyIntegrable {α : Type u_1} {ι : Type u_2} {m : MeasurableSpace α} (f : ια) (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 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.

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