I'm interested in knowing whether there is a condition for general measure spaces under which we know that we can only achieve the strict inequality of Fatou's lemma. I am working in the situation that $f_n \rightarrow f$, and the limit of the integrals do exist so that Fatou's lemma says $$ \int f \leq \lim_{n \rightarrow \infty} \int f_n \;. $$ Is there a condition on $f_n$ and $f$ which ensures $$ \int f < \lim_{n \rightarrow \infty} \int f_n \;. $$
Tell me more
×
Mathematics Stack Exchange is a question and answer site for
people studying math at any level and professionals in related fields. It's 100% free, no registration required.
|
|
There is a nice discussion of this point in ANALYSIS by Lieb & Loss (section 1.9 of the second edition): It $f_n$ are non-negative and converge a.e. to $f$, then $$ \liminf_n\int f_n = \int f +\liminf_n\int|f-f_n| $$ provided $\sup_n\int f_n<\infty$. |
||||
|
|