Fatou's Lemma

- Mathematics & Logic -
Pure Mathematics Dictionary
A basic inequality in measure theory: for a sequence (f_n) of nonnegative measurable functions, the integral of the pointwise liminf is less than or equal to the liminf of the integrals, i.e. ∫ liminf_{n} f_n ≤ liminf_{n} ∫ f_n.