(New page: By Fatou's Lemma, we get the upper bound is 1 and since all the functions <math>f_{n}</math> are positive, we get the lower bound is 0. This is as good as it get. Examples:)
 
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By Fatou's Lemma, we get the upper bound is 1 and since all the functions <math>f_{n}</math> are positive, we get the lower bound is 0. This is as good as it get. Examples:
 
By Fatou's Lemma, we get the upper bound is 1 and since all the functions <math>f_{n}</math> are positive, we get the lower bound is 0. This is as good as it get. Examples:
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Let <math>\omega=[0,1]</math>, the <math>\sigma-</math>algebra is the power set and counting measure.

Revision as of 10:56, 22 July 2008

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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