Fatou's Lemma for Weakly Converging Probabilities
Fatou's Lemma for Weakly Converging Probabilities
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DOI:
10.1137/s0040585x97986850
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发表时间:
2012-06
期刊:
影响因子:
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通讯作者:
E. Feinberg;P. Kasyanov;N. V. Zadoianchuk
中科院分区:
文献类型:
--
作者:
E. Feinberg;P. Kasyanov;N. V. Zadoianchuk
Fatou's lemma states under appropriate conditions that the integral of the lower limit of a sequence of functions is not greater than the lower limit of the integrals. This note describes similar inequalities when, instead of a single measure, the functions are integrated with respect to different measures that form a weakly convergent sequence.