Fatou's Lemma
Fatou’s lemma is a fundamental result in measure theory that deals with the relationship between limits and integrals of sequences of non-negative measurable functions. See the wikipedia page for further info. Statement of Fatou’s Lemma Let $(f_n)$ be a sequence of non-negative measurable functions on a measure space $(X,\mu)$. Then: $$\int \liminf_{n \to \infty} f_n \,d\mu \leq \liminf_{n \to \infty} \int f_n \,d\mu$$In words, this means that the integral of the limit inferior of a sequence of functions is less than or equal to the limit inferior of their integrals. ...