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Monotone convergence theorem information


In the mathematical field of real analysis, the monotone convergence theorem is any of a number of related theorems proving the convergence of monotonic sequences (sequences that are decreasing or increasing) that are also bounded. Informally, the theorems state that if a sequence is increasing and bounded above by a supremum, then the sequence will converge to the supremum; in the same way, if a sequence is decreasing and is bounded below by an infimum, it will converge to the infimum.

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Monotone convergence theorem

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field of real analysis, the monotone convergence theorem is any of a number of related theorems proving the convergence of monotonic sequences (sequences...

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Dominated convergence theorem

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dominated convergence theorem provides sufficient conditions under which almost everywhere convergence of a sequence of functions implies convergence in the...

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Integral test for convergence

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mathematics, the integral test for convergence is a method used to test infinite series of monotonous terms for convergence. It was developed by Colin Maclaurin...

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Monotone

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rules and bargaining systems. Monotone class theorem, in measure theory Monotone convergence theorem, in mathematics Monotone polygon, a property of a geometric...

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Lebesgue integration

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take limits under the integral sign (via the monotone convergence theorem and dominated convergence theorem). While the Riemann integral considers the area...

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Completeness of the real numbers

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(following from Brouwer's bar theorem) and is strong enough to give short proofs of key theorems. The monotone convergence theorem (described as the fundamental...

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Expected value

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convergence results specify exact conditions which allow one to interchange limits and expectations, as specified below. Monotone convergence theorem:...

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Binomial theorem

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it follows from the monotone convergence theorem for series that the sum of this infinite series is equal to e. The binomial theorem is closely related...

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Central limit theorem

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prove the central limit theorem, but also to provide bounds on the rates of convergence for selected metrics. The convergence to the normal distribution...

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Freudenthal spectral theorem

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functions on ( X , Σ ) {\displaystyle (X,\Sigma )} , by Lebesgue's monotone convergence theorem ν {\displaystyle \nu } can be shown to correspond to an L 1 (...

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Alternating series test

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monotonically decreasing sequence S2m+1, the monotone convergence theorem then implies that this sequence converges as m approaches infinity. Similarly, the...

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Limit of a sequence

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n → ∞ c n = L {\displaystyle \lim _{n\to \infty }c_{n}=L} . (Monotone convergence theorem) If a n {\displaystyle a_{n}} is bounded and monotonic for all...

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Interchange of limiting operations

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Vitali convergence theorem Fichera convergence theorem Cafiero convergence theorem Fatou's lemma Monotone convergence theorem for integrals (Beppo Levi's lemma)...

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Monotonic function

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In mathematics, a monotonic function (or monotone function) is a function between ordered sets that preserves or reverses the given order. This concept...

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List of theorems

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Mohr–Mascheroni theorem (geometry) Monge's theorem (geometry) Monodromy theorem (complex analysis) Monotone class theorem (measure theory) Monotone convergence theorem...

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Convergence in measure

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Fatou's lemma and the monotone convergence theorem hold if almost everywhere convergence is replaced by (local or global) convergence in measure. If μ is...

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Real analysis

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theorem, the Stone-Weierstrass theorem, Fatou's lemma, and the monotone convergence and dominated convergence theorems. Various ideas from real analysis...

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Optional stopping theorem

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_{s=0}^{\infty }|X_{s+1}-X_{s}|\cdot \mathbf {1} _{\{\tau >s\}}} . By the monotone convergence theorem E [ M ] = E [ | X 0 | ] + ∑ s = 0 ∞ E [ | X s + 1 − X s | ⋅ 1...

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Uniform convergence

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mathematical field of analysis, uniform convergence is a mode of convergence of functions stronger than pointwise convergence. A sequence of functions ( f n )...

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List of real analysis topics

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integral Lebesgue integration Monotone convergence theorem – relates monotonicity with convergence Intermediate value theorem – states that for each value...

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Convergence proof techniques

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analogue of the monotone convergence theorem For all of the above techniques, some form the basic analytic definition of convergence above applies. However...

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Nested radical

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{a_{n}}}}}}}\right)} is monotonically increasing. Therefore it converges, by the monotone convergence theorem. If the sequence ( a 1 + a 2 + ⋯ a n ) {\displaystyle...

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