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Monotone Convergence Theorem

The monotone convergence theorem states that if {f_n} is a sequence of measurable functions, with 0<=f_n<=f_(n+1) for every n, then

intlim_(n->infty)f_ndmu=lim_(n->infty)intf_ndmu.

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Cite this as:

Weisstein, Eric W. "Monotone Convergence Theorem." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/MonotoneConvergenceTheorem.html

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