In mathematics, the Vitali–Hahn–Saks theorem, introduced by Vitali (1907), Hahn (1922), and Saks (1933), proves that under some conditions a sequence of measures converging point-wise does so uniformly and the limit is also a measure.
Statement of the theorem If ( S , B , m ) {\displaystyle (S,{\mathcal {B}},m)} is a measure space with m ( S ) < ∞ , {\displaystyle m(S)<\infty ,} and a sequence λ n {\displaystyle \lambda _{n}} of complex measures. Assuming that each λ n {\displaystyle \lambda _{n}} is absolutely continuous with respect to m , {\displaystyle m,} and that for all B ∈ B {\displaystyle B\in {\mathcal {B}}} the finite limits exist lim n → ∞ λ n ( B ) = λ ( B ) {\displaystyle \lim _{n\to \infty }\lambda _{n}(B)=\lambda (B)} . Then the absolute continuity of the λ n {\displaystyle \lambda _{n}} with respect to m {\displaystyle m} is uniform in n {\displaystyle n} , that is, lim B m ( B ) = 0 {\displaystyle \lim _{B}m(B)=0} implies that lim B λ n ( B ) = 0 {\displaystyle \lim _{B}\lambda _{n}(B)=0} uniformly in n {\displaystyle n} . Also λ {\displaystyle \lambda } is countably additive on B {\displaystyle {\mathcal {B}}} .
Preliminaries Given a measure space ( S , B , m ) , {\displaystyle (S,{\mathcal {B}},m),} a distance can be constructed on B 0 , {\displaystyle {\mathcal {B}}_{0},} the set of measurable sets B ∈ B {\displaystyle B\in {\mathcal {B}}} with m ( B ) < ∞ . {\displaystyle m(B)<\infty .} This is done by defining
d ( B 1 , B 2 ) = m ( B 1 Δ B 2 ) , {\displaystyle d(B_{1},B_{2})=m(B_{1}\Delta B_{2}),} where B 1 Δ B 2 = ( B 1 ∖ B 2 ) ∪ ( B 2 ∖ B 1 ) {\displaystyle B_{1}\Delta B_{2}=(B_{1}\setminus B_{2})\cup (B_{2}\setminus B_{1})} is the symmetric difference of the sets B 1 , B 2 ∈ B 0 . {\displaystyle B_{1},B_{2}\in {\mathcal {B}}_{0}.}
… excerpt ends here. Continue reading the full article.
