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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2019 Volume 64, Issue 4, Pages 771–790 (Mi tvp5253)

This article is cited in 8 papers

Fatou's lemma for weakly converging measures under the uniform integrability condition

E. A. Feinberga, P. O. Kas'yanovb, Y. Lianga

a Department of Applied Mathematics and Statistics, Stony Brook University, Stony Brook, NY, USA
b Institute for Applied System Analysis, National Technical University of Ukraine «Igor Sikorsky Kyiv Polytechnic Institute», Kyiv, Ukraine

Abstract: This paper describes Fatou's lemma for a sequence of measures converging weakly to a finite measure and for a sequence of functions whose negative parts are uniformly integrable with respect to these measures. The paper also provides new formulations of uniform Fatou's lemma, uniform Lebesgue's convergence theorem, the Dunford–Pettis theorem, and the fundamental theorem for Young measures based on the equivalence of uniform integrability and the apparently weaker property of asymptotic uniform integrability for sequences of functions and finite measures.

Keywords: Fatou lemma, weak convergence of measures, uniform integrability, asymptotic uniform integrability.

Received: 09.10.2018
Revised: 18.03.2019
Accepted: 25.06.2019

DOI: 10.4213/tvp5253


 English version:
Theory of Probability and its Applications, 2020, 64:4, 615–630

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