Revision as of 10:56, 22 July 2008 by Dvtran (Talk)

By Fatou's Lemma, we get the upper bound is 1 and since all the functions $ f_{n} $ are positive, we get the lower bound is 0. This is as good as it get. Examples:

Let $ \omega=[0,1] $, the $ \sigma- $algebra is the power set and counting measure.

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