In
mathematics
Mathematics is a field of study that discovers and organizes methods, Mathematical theory, theories and theorems that are developed and Mathematical proof, proved for the needs of empirical sciences and mathematics itself. There are many ar ...
, Fatou's lemma establishes an
inequality
Inequality may refer to:
* Inequality (mathematics), a relation between two quantities when they are different.
* Economic inequality, difference in economic well-being between population groups
** Income inequality, an unequal distribution of i ...
relating the
Lebesgue integral
In mathematics, the integral of a non-negative Function (mathematics), function of a single variable can be regarded, in the simplest case, as the area between the Graph of a function, graph of that function and the axis. The Lebesgue integral, ...
of the
limit inferior
In mathematics, the limit inferior and limit superior of a sequence can be thought of as limiting (that is, eventual and extreme) bounds on the sequence. They can be thought of in a similar fashion for a function (see limit of a function). For ...
of a
sequence
In mathematics, a sequence is an enumerated collection of objects in which repetitions are allowed and order matters. Like a set, it contains members (also called ''elements'', or ''terms''). The number of elements (possibly infinite) is cal ...
of
function
Function or functionality may refer to:
Computing
* Function key, a type of key on computer keyboards
* Function model, a structured representation of processes in a system
* Function object or functor or functionoid, a concept of object-orie ...
s to the limit inferior of integrals of these functions. The
lemma is named after
Pierre Fatou
Pierre Joseph Louis Fatou (28 February 1878 – 9 August 1929) was a French mathematician and astronomer. He is known for major contributions to several branches of mathematical analysis, analysis. The Fatou lemma and the Fatou set are named aft ...
.
Fatou's lemma can be used to prove the
Fatou–Lebesgue theorem
In mathematics, the Fatou–Lebesgue theorem establishes a chain of inequality (mathematics), inequalities relating the integrals (in the sense of Lebesgue integration, Lebesgue) of the limit superior and limit inferior, limit inferior and the lim ...
and Lebesgue's
dominated convergence theorem
In measure theory, Lebesgue's dominated convergence theorem gives a mild sufficient condition under which limits and integrals of a sequence of functions can be interchanged. More technically it says that if a sequence of functions is bounded i ...
.
Standard statement
In what follows,
denotes the
-algebra of
Borel sets on