Characteristic Function of Limit Inferior of Sequence of Sets
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Theorem
Let $\sequence {E_n}_{n \mathop \in \N}$ be a sequence of sets.
Let $E := \ds \liminf_{n \mathop \to \infty} E_n$ be the limit inferior of the $E_n$.
Then:
- $\ds \chi_E = \liminf_{n \mathop \to \infty} \chi_{E_n}$
where:
- $\chi$ denotes characteristic function
- $\ds \liminf_{n \mathop \to \infty} \chi_{E_n}$ is the pointwise limit inferior of the $\chi_{E_n}$.
Proof
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Sources
- 2005: René L. Schilling: Measures, Integrals and Martingales ... (previous) ... (next): $\S 9$: Problem $9 \ \text{(i)}$