Fatou's Lemma for Measures/Corollary

Corollary to Fatou's Lemma for Measures
Let $\struct {X, \Sigma, \mu}$ be a measure space.

Let $\sequence {E_n}_{n \mathop \in \N} \in \Sigma$ be a sequence of $\Sigma$-measurable sets. Let $\mu$ be a finite measure.

Then:


 * $\displaystyle \map \mu {\limsup_{n \mathop \to \infty} E_n} \le \limsup_{n \mathop \to \infty} \map \mu {E_n}$

where:


 * $\displaystyle \limsup_{n \mathop \to \infty} E_n$ is the limit superior of the $E_n$
 * the limit superior is taken in the extended real numbers $\overline \R$.