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most citedFatou's Lemma in Its Classic Form and Lebesgue's Convergence Theorems for Varying Measures with Applications to MDPs

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math.CA2018

Fatou's Lemma for Weakly Converging Measures under the Uniform Integrability Condition

Eugene A. Feinberg, Pavlo O. Kasyanov, Yan Liang

This note describes Fatou's lemma and Lebesgue's dominated convergence theorem for a sequence of measures converging weakly to a finite measure and for a sequence of functions whos…