Prove the following generalization of the Dominated Convergence Theorem. Let \((X,\mathcal {M},\mu )\) be a measure space. Suppose \(f_n,g_n,f,g:X\to [0,\infty )\) are measurable and have finite integrals, \(f_n\to f\), \(g_n\to g\) (pointwise convergence), \(f_n\le g_n\), \(\int g_n\to \int g<\infty \). Then \(\int f_n\to \int f\).
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Math 6210 • Real Analysis
Fall 2024 • Question 3