FATOU'S LEMMA FOR WEAKLY CONVERGING MEASURES UNDER THE UNIFORM INTEGRABILITY CONDITION

Feinberg, EA; Kasyanov, PO; Liang, Y

Feinberg, EA (corresponding author), SUNY Stony Brook, Dept Appl Math & Stat, Stony Brook, NY 11794 USA.

THEORY OF PROBABILITY AND ITS APPLICATIONS, 2020; 64 (4): 615

Abstract

This paper describes Fatou's lemma for a sequence of measures converging weakly to a finite measure and for a sequence of functions whose negative par......

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