Passing of Integral between Sequence and Limit

Default

{ f n } → f . \{f_n\}\to f. {fn​}→f.

Examples

1,
$$\begin{gathered} f_n,f\in R[a,b],\int f\ne \underset{n\to +\infty }{\lim }\int f_n. \\ {f}_n:=\frac{x}{1+n}(1-x^2{)}^n,x\in [0,1]. \end{gathered}$$
No no no, it’s wrong.

2,
f n , f ∈ R [ a , b ] , ∫ f = lim ⁡ n → + ∞ ∫ f n , { f n } ⇉̸ f . f_n,f\in R[a,b],\int f=\lim_{n\to+\infty}\int f_n,\{f_n\}\not\rightrightarrows f. fn​,f∈R[a,b],∫f=n→+∞lim​∫fn​,{fn​}​⇉f.
This says uniform convergence is not necessary.

Monotonic Convergence Theorem of Integral

By Levi.

Content:
{ f n } ⩽ M , f n ⩾ f n + 1 , f n → 0.      ⟹    lim inf ⁡ n → + ∞ ∫ a b f n = 0. \{f_n\}\leqslant M,f_n\geqslant f_{n+1},f_n\to 0.\\ \ \\ \implies\liminf\limits_{n\to+\infty}\int_a^bf_n=0. {fn​}⩽M,fn​⩾fn+1​,fn​→0. ⟹n→+∞liminf​∫ab​fn​=0.

As for { f n } \{f_n\} {fn​} $n$-increasing, it has similar conclusions.

And for integrable, you can figure out its integral is exactly $0$.

Proof：

Idea: Make a monotonic and continuous function sequence fitting to Dini theorem, to control the lower integral of $f_n$.

Control Convergence Theorem of Integral

By Lebesgue.

Content:
{ f n } ⊆ R [ a , b ] , f n → f ∈ R [ a , b ] , ∣ f n ∣ ⩽ M .    ⟹    lim ⁡ ∫ a b ∣ f n − f ∣ = 0. \{f_n\}\subseteq R[a,b],f_n\to f\in R[a,b],|f_n|\leqslant M.\implies\lim\int_a^b|f_n-f|=0. {fn​}⊆R[a,b],fn​→f∈R[a,b],∣fn​∣⩽M.⟹lim∫ab​∣fn​−f∣=0.
Proof:

Idea: $g_n:=|f_n-f|$, use monotonic sequence $\widetilde{g_n}:={\sup }_{k⩾n}{g}_k$, fitting to Monotonic Convergence Theorem’s extrapolation, to control $g_n$.

Fatou Theorem

I haven’t figured out a proper name of pure math excluding name.

Content:
{ f n } ⊆ R [ a , b ] , 0 ⩽ f n , f n → f ∈ R [ a , b ] .      ⟹    lim inf ⁡ n → + ∞ ∫ a b f n ⩾ ∫ a b f . \{f_n\}\subseteq R[a,b],0\leqslant f_{n},f_n\to f\in R[a,b].\\ \ \\ \implies\liminf\limits_{n\to+\infty}\int_a^bf_n\geqslant\int_a^bf. {fn​}⊆R[a,b],0⩽fn​,fn​→f∈R[a,b]. ⟹n→+∞liminf​∫ab​fn​⩾∫ab​f.
Proof:

Essence: Finally you can only have an infinitesimal interval of $f_n$ out of $\epsilon$-vicinity of $f$, because it’s a point-wisely convergent.

Idea: similar to above two?

Its real form:
$$\underset{n\to +\infty }{\mathrm{liminf}}{\int }_a^b{f}_n⩾{\int }_a^b\underset{n\to +\infty }{\mathrm{liminf}}f.$$