Vitali–Hahn–Saks theorem

In mathematics, the Vitali–Hahn–Saks theorem, introduced by Vitali (1907), Hahn (1922), and Saks (1933), states that given μ_n for each integer n >0, a countably additive function defined on a fixed sigma-algebra Σ, with values in a given Banach space B, such that

\lim _{{n\rightarrow \infty }}\mu _{n}(X)=\mu (X)

exists for every set X in Σ, then μ is also countably additive. In other words, the limit of a sequence of vector measures is a vector measure.

References

Hahn, H. (1922), "Über Folgen linearer Operationen", Monatsh. Math. (in German), 32: 3–88, doi:10.1007/bf01696876
Saks, Stanislaw (1933), "Addition to the Note on Some Functionals", Transactions of the American Mathematical Society, 35 (4): 965–970, doi:10.2307/1989603, JSTOR 1989603
Vitali, G. (1907), "Sull' integrazione per serie", Rendiconti del Circolo Matematico di Palermo (in Italian), 23: 137–155, doi:10.1007/BF03013514

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