07-16. Measure theory and probability - Dominated convergence theorem: complete proof.

This video gives a complete proof of the dominated convergence theorem, one of the main results in measure theory. Having a converging sequence of measurable functions dominated by an integrable function, the pointwise limit is again integrable and the limit and the integral commute. To show the theorem, we also prove another import result: Fatou’s lemma. This is Section 1.3 of my Stochastic Modeling book.

[codesyouneed]

Really a great video sir...
Cheers for your efforts

[mathmo]

How to motivate starting with that 2Y - | X_n - X | term?