Fatou's lemma for weakly converging measures under the uniform integrability condition
نویسندگان
چکیده
منابع مشابه
Fatou’s Lemma for Weakly Converging Probabilities∗
S f(s)μ(ds) = 1, ∫ S f(s)μn(ds) = 0, and (1.3) does not hold. Theorem 1.1 presents Fatou’s lemma for weakly converging measures μn and nonnegative functions fn. This fact is useful for the analysis of Markov decision processes and stochastic games. Serfozo [7, Lemma 3.2] establishes inequality (1.4) for a vaguely convergent sequence of measures on a locally compact metric space S and for nonneg...
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ژورنال
عنوان ژورنال: Теория вероятностей и ее применения
سال: 2019
ISSN: 0040-361X,2305-3151
DOI: 10.4213/tvp5253