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 is a measure space with and a sequence of complex measures. Assuming that each is absolutely continuous with respect to and that a for all the finite limits exist Then the absolute continuity of the with respect to is uniform in that is, implies that uniformly in Also is countably additive on
Preliminaries
Given a measure space a distance can be constructed on the set of measurable sets with This is done by defining
- where is the symmetric difference of the sets
This gives rise to a metric space by identifying two sets when Thus a point with representative is the set of all such that
Proposition: with the metric defined above is a complete metric space.
Proof: Let
Let , with
Proof of Vitali-Hahn-Saks theorem
Each defines a function on by taking . This function is well defined, this is it is independent on the representative of the class due to the absolute continuity of with respect to . Moreover is continuous.
For every the set
By the additivity of the limit it follows that is finitely-additive. Then, since it follows that is actually countably additive.
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
- Yosida, K. (1971), Functional Analysis, Springer, pp. 70–71, ISBN 0-387-05506-1