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This article is cited in 8 scientific papers (total in 8 papers)
Fatou's lemma for weakly converging measures under the uniform integrability condition
E. A. Feinberga, P. O. Kas'yanovb, Y. Lianga a Department of Applied Mathematics and Statistics, Stony Brook University, Stony Brook, NY, USA
b Institute for Applied System Analysis, National Technical University of Ukraine «Igor Sikorsky Kyiv Polytechnic Institute», Kyiv, Ukraine
Abstract:
This paper describes Fatou's lemma for a sequence of measures converging weakly
to a finite measure and for a sequence of functions whose negative parts are
uniformly integrable with respect to these measures. The paper also provides new
formulations of uniform Fatou's lemma, uniform Lebesgue's convergence theorem,
the Dunford–Pettis theorem, and the fundamental theorem for Young measures
based on the equivalence of uniform integrability and the apparently weaker
property of asymptotic uniform integrability for sequences of functions and
finite measures.
Keywords:
Fatou lemma, weak convergence of measures, uniform integrability, asymptotic uniform integrability.
Received: 09.10.2018 Revised: 18.03.2019 Accepted: 25.06.2019
Citation:
E. A. Feinberg, P. O. Kas'yanov, Y. Liang, “Fatou's lemma for weakly converging measures under the uniform integrability condition”, Teor. Veroyatnost. i Primenen., 64:4 (2019), 771–790; Theory Probab. Appl., 64:4 (2020), 615–630
Linking options:
https://www.mathnet.ru/eng/tvp5253https://doi.org/10.4213/tvp5253 https://www.mathnet.ru/eng/tvp/v64/i4/p771
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