弱收敛概率的Fatou引理
Fatou's Lemma for Weakly Converging Probabilities
摘要:
Fatou引理指出在适当的条件下,函数序列的下限的积分不大于积分的下极限。本文描述了类似的不等式时,而不是一个单一的措施,功能是集成相对于不同的措施,形成一个弱收敛序列。
英文摘要:
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.
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