Vitali's Theorem

This proof is about Vitali's Theorem. For other uses, see Vitali Theorem.

Theorem

Let $\struct {X, \Sigma, \mu}$ be a $\sigma$-finite measure space, and let $p \in \R, p \ge 1$.

Let $\sequence {f_n}_{n \mathop \in \N}: f_n: X \to \R$ be a sequence of $p$-integrable functions.

Also, let $f: X \to \R$ be a measurable function.

Suppose that $\ds \operatorname {\mu-\!\lim\,} \limits_{n \mathop \to \infty} f_n = f$, that is $f_n$ converges in measure to $f$.

Then the following are equivalent:

$(1): \quad \ds \lim_{n \mathop \to \infty} \norm {f_n - f}_p = 0$, where $\norm {\,\cdot\,}_p$ is the $p$-seminorm (that is $\ds \operatorname {\LL^{\textit p}-\!\lim\,} \limits_{n \mathop \to \infty} f_n = f$)

$(2): \quad \sequence {\size {f_n}^p}_{n \mathop \in \N}$ is a uniformly integrable collection

$(3): \quad \ds \lim_{n \mathop \to \infty} \int \size {f_n}^p \rd \mu = \int \size f^p \rd \mu$

If $\struct {X, \Sigma, \mu}$ is not $\sigma$-finite, $(1)$ and $(3)$ must be replaced by, respectively:

$(1'): \quad \sequence {f_n}_{n \mathop \in \N}$ converges in $\LL^p$

$(3'): \quad \ds \lim_{n \mathop \to \infty} \int \size {f_n}^p \rd \mu$ exists in $\R$

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Proof

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Source of Name

This entry was named for Giuseppe Vitali.

Sources

• 2005: René L. Schilling: Measures, Integrals and Martingales ... (previous) ... (next): $16.6, 16.7$