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15fc3f430b
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@@ -144,7 +144,7 @@
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\label{corollary:dct-filter}
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\label{corollary:dct-filter}
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Let $(X, \cm, \mu)$ be a measure space, $p \in [1, \infty)$, $E$ be a normed vector space over $K \in \RC$, $\fF \subset 2^{L^p(X; E)}$ be a filter, and $g, h \in L^p(X; \real)$ such that:
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Let $(X, \cm, \mu)$ be a measure space, $p \in [1, \infty)$, $E$ be a normed vector space over $K \in \RC$, $\fF \subset 2^{L^p(X; E)}$ be a filter, and $g, h \in L^p(X; \real)$ such that:
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\begin{enumerate}[label=(\alph*)]
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\begin{enumerate}[label=(\alph*)]
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\item $\fF \to g$ pointwise and locally in measure.
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\item $\fF \to g$ locally in measure.
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\item There exists $F \in \fF$ such that $|f| \le h$ for all $f \in F$.
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\item There exists $F \in \fF$ such that $|f| \le h$ for all $f \in F$.
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\end{enumerate}
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\end{enumerate}
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@@ -156,4 +156,3 @@
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\begin{proof}
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\begin{proof}
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By \autoref{theorem:vitali-convergence}.
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By \autoref{theorem:vitali-convergence}.
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\end{proof}
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\end{proof}
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@@ -18,6 +18,7 @@
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and $f_\alpha \to f$ \textbf{locally in measure} if $f_\alpha \to f$ in measure on every set of finite measure.
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and $f_\alpha \to f$ \textbf{locally in measure} if $f_\alpha \to f$ in measure on every set of finite measure.
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\end{definition}
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\end{definition}
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\begin{definition}[Cauchy in Measure]
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\begin{definition}[Cauchy in Measure]
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\label{definition:cauchy-in-measure}
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\label{definition:cauchy-in-measure}
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Let $(X, \cm, \mu)$ be a measure space, $(Y, d)$ be a metric space, and $\fF$ be a filter of $(\cm, \cb_Y)$-measurable functions, then $\fF$ is \textbf{Cauchy in measure} if for every $\eps, \delta > 0$, there exists $A \in \fF$ such that $\mu(\bracs{d(f, g) > \delta}) < \eps$ for all $f, g \in A$.
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Let $(X, \cm, \mu)$ be a measure space, $(Y, d)$ be a metric space, and $\fF$ be a filter of $(\cm, \cb_Y)$-measurable functions, then $\fF$ is \textbf{Cauchy in measure} if for every $\eps, \delta > 0$, there exists $A \in \fF$ such that $\mu(\bracs{d(f, g) > \delta}) < \eps$ for all $f, g \in A$.
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@@ -25,6 +26,35 @@
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Alternatively, if $\net{f}$ is a net of $(\cm, \cb_Y)$-measurable functions, then $\net{f}$ is \textbf{Cauchy in measure} if for every $\eps, \delta > 0$, there exists $\alpha_0 \in A$ such that for each $\alpha, \beta \in A$ with $\alpha, \beta \ge \alpha_0$, $\mu(\bracs{d(f_\alpha, f_\beta) > \delta}) < \eps$.
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Alternatively, if $\net{f}$ is a net of $(\cm, \cb_Y)$-measurable functions, then $\net{f}$ is \textbf{Cauchy in measure} if for every $\eps, \delta > 0$, there exists $\alpha_0 \in A$ such that for each $\alpha, \beta \in A$ with $\alpha, \beta \ge \alpha_0$, $\mu(\bracs{d(f_\alpha, f_\beta) > \delta}) < \eps$.
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\end{definition}
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\end{definition}
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\begin{proposition}
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\label{proposition:convergence-in-measure}
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Let $(X, \cm, \mu)$ be a semifinite measure space, $(Y, d)$ be a metric space, and $\fF$ be a filter of $(\cm, \cb_Y)$-measurable functions, then $\fF$ is Cauchy in measure if and only if:
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\begin{enumerate}
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\item[(L)] $\fF$ is locally Cauchy in measure.
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\item[(T)] For each $\eps, \delta > 0$, there exists $F \in \fF$ and $A \in \cm$ with $\mu(A) < \infty$ such that
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\[
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\sup_{f, g \in F}\mu(A^c \cap \bracs{d(f, g) > \delta}) < \eps
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\]
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\end{enumerate}
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\end{proposition}
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\begin{proof}
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(L) + (T) $\Rightarrow$ (In Measure): Let $\eps, \delta > 0$. By (T) then there exists $F_1 \in \fF$ and $A \in \cm$ with $\mu(A) < \infty$ such that
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\[
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\sup_{f, g \in F_1}\mu(A^c \cap \bracs{d(f, g) > \delta}) < \eps
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\]
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By (L), there exists $F_2 \in \fF$ with $F_2 \subset F_1$ such that
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\[
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\sup_{f, g \in F_2}\mu(A \cap \bracs{d(f, g) > \delta}) < \eps
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\]
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Therefore
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\[
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\sup_{f, g \in F_2}\mu\bracs{d(f, g) > \delta} < 2\eps
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\]
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\end{proof}
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\begin{lemma}
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\begin{lemma}
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\label{lemma:ae-in-measure}
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\label{lemma:ae-in-measure}
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Let $(X, \cm, \mu)$ be a finite measure space, $(Y, d)$ be a metric space, and $\seq{f_n}$ and $f$ be Borel measurable functions from $X$ to $Y$ such that $f_n \to f$ almost everywhere, then $f_n \to f$ in measure.
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Let $(X, \cm, \mu)$ be a finite measure space, $(Y, d)$ be a metric space, and $\seq{f_n}$ and $f$ be Borel measurable functions from $X$ to $Y$ such that $f_n \to f$ almost everywhere, then $f_n \to f$ in measure.
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@@ -51,7 +51,7 @@
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\end{proof}
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\end{proof}
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\begin{proposition}[{{\cite[Proposition 7.5]{Folland}}}]
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\begin{proposition}
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\label{proposition:radon-regular-sigma-finite}
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\label{proposition:radon-regular-sigma-finite}
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Let $X$ be a LCH space and $\mu: \cb_X \to [0, \infty]$ be a Radon measure, then
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Let $X$ be a LCH space and $\mu: \cb_X \to [0, \infty]$ be a Radon measure, then
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\begin{enumerate}
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\begin{enumerate}
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@@ -59,7 +59,7 @@
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\item If $X$ is $\sigma$-compact or $\mu$ is $\sigma$-finite, then $\mu$ is regular.
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\item If $X$ is $\sigma$-compact or $\mu$ is $\sigma$-finite, then $\mu$ is regular.
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\end{enumerate}
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\end{enumerate}
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\end{proposition}
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\end{proposition}
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\begin{proof}
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\begin{proof}[Proof, {{\cite[Proposition 7.5]{Folland}}}. ]
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(1): Let $E \in \cb_X$ with $\mu(E) < \infty$ and $\eps > 0$, then there exists
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(1): Let $E \in \cb_X$ with $\mu(E) < \infty$ and $\eps > 0$, then there exists
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\begin{itemize}
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\begin{itemize}
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\item $U \in \cn^o(E)$ with $\mu(U \setminus E) < \eps/2$.
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\item $U \in \cn^o(E)$ with $\mu(U \setminus E) < \eps/2$.
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@@ -85,7 +85,7 @@
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\end{proof}
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\end{proof}
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\begin{proposition}[{{\cite[Proposition 7.7]{Folland}}}]
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\begin{proposition}
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\label{proposition:radon-measurable-description}
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\label{proposition:radon-measurable-description}
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Let $X$ be a LCH space, $\mu: \cb_X \to [0, \infty]$ be a $\sigma$-finite Radon measure, and $E \in \cb_X$, then
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Let $X$ be a LCH space, $\mu: \cb_X \to [0, \infty]$ be a $\sigma$-finite Radon measure, and $E \in \cb_X$, then
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\begin{enumerate}
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\begin{enumerate}
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@@ -93,7 +93,7 @@
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\item There exists a $F_\sigma$ set $A$ and a $G_\delta$ set $B$ such that $A \subset E \subset B$ and $\mu(B \setminus A) = 0$.
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\item There exists a $F_\sigma$ set $A$ and a $G_\delta$ set $B$ such that $A \subset E \subset B$ and $\mu(B \setminus A) = 0$.
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\end{enumerate}
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\end{enumerate}
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\end{proposition}
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\end{proposition}
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\begin{proof}
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\begin{proof}[Proof, {{\cite[Proposition 7.7]{Folland}}}. ]
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(1): Let $\seq{E_n} \subset \cb_X$ such that $\mu(E_n) < \infty$. By outer regularity, there exists $\seq{U_n}$ open such that $U_n \in \cn^o(E_n)$ and $\mu(U_n) < \mu(E_n) + \eps/2^n$ for all $n \in \natp$. In which case,
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(1): Let $\seq{E_n} \subset \cb_X$ such that $\mu(E_n) < \infty$. By outer regularity, there exists $\seq{U_n}$ open such that $U_n \in \cn^o(E_n)$ and $\mu(U_n) < \mu(E_n) + \eps/2^n$ for all $n \in \natp$. In which case,
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\[
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\[
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\mu\paren{\bigcup_{n \in \natp}U_n \setminus E} \le \sum_{n \in \natp}\mu(U_n \setminus E_n) < \eps
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\mu\paren{\bigcup_{n \in \natp}U_n \setminus E} \le \sum_{n \in \natp}\mu(U_n \setminus E_n) < \eps
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\item If $E = \complex$ and $f$ is bounded, then $\phi$ can be taken such that $\norm{\phi}_u \le \norm{f}_u$.
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\item If $E = \complex$ and $f$ is bounded, then $\phi$ can be taken such that $\norm{\phi}_u \le \norm{f}_u$.
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\end{enumerate}
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\end{enumerate}
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\end{theorem}
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\end{theorem}
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\begin{proof}[Proof {{\cite[Theorem 7.10]{Folland}}}. ]
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\begin{proof}[Proof, {{\cite[Theorem 7.10]{Folland}}}. ]
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First assume that $f$ is bounded.
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First assume that $f$ is bounded.
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(1, bounded): If $f$ is bounded, then $f \in L^1(X; E)$. By \autoref{proposition:radon-cc-dense}, there exists $\seq{\phi_n} \subset C_c(X)$ such that $\phi_n \to f$ in $L^1(\mu)$. Since $\phi_n \to f$ in $L^1(\mu)$, $\phi_n \to f$ in measure by \autoref{proposition:lp-in-measure}. By taking a subsequence using \ref{proposition:cauchy-in-measure-limit}, assume without loss of generality that $\phi_n \to f$ almost everywhere.
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(1, bounded): If $f$ is bounded, then $f \in L^1(X; E)$. By \autoref{proposition:radon-cc-dense}, there exists $\seq{\phi_n} \subset C_c(X)$ such that $\phi_n \to f$ in $L^1(\mu)$. Since $\phi_n \to f$ in $L^1(\mu)$, $\phi_n \to f$ in measure by \autoref{proposition:lp-in-measure}. By taking a subsequence using \ref{proposition:cauchy-in-measure-limit}, assume without loss of generality that $\phi_n \to f$ almost everywhere.
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@@ -226,14 +226,14 @@
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(2, unbounded): By (1) applied to $g$, there exists $\phi \in C_c(X; \complex)$ such that $\mu\bracs{\phi \ne g} < \eps/2$, and $\mu(\bracs{\phi \ne f}) < \eps$.
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(2, unbounded): By (1) applied to $g$, there exists $\phi \in C_c(X; \complex)$ such that $\mu\bracs{\phi \ne g} < \eps/2$, and $\mu(\bracs{\phi \ne f}) < \eps$.
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\end{proof}
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\end{proof}
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\begin{proposition}[Monotone Convergence Theorem for Lower Semicontinuous Functions]
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\begin{proposition}[Monotone Convergence Theorem (LSC)]
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\label{proposition:mct-radon}
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\label{proposition:mct-radon}
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Let $X$ be a LCH space, $\net{f}$ and $f: X \to [0, \infty]$ be non-negative lower semicontinuous functions such that $f_\alpha \upto f$, then for any Radon measure $\mu$ on $X$,
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Let $X$ be a LCH space, $\net{f}$ and $f: X \to [0, \infty]$ be non-negative lower semicontinuous functions such that $f_\alpha \upto f$, then for any Radon measure $\mu$ on $X$,
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\[
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\[
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\int f d\mu = \sup_{\alpha \in A}\int f_\alpha d\mu
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\int f d\mu = \sup_{\alpha \in A}\int f_\alpha d\mu
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\]
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\]
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\end{proposition}
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\end{proposition}
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\begin{proof}[Proof {{\cite[Proposition 7.12]{Folland}}}. ]
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\begin{proof}[Proof, {{\cite[Proposition 7.12]{Folland}}}. ]
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Assume without loss of generality that $\int f d\mu < \infty$. By \autoref{proposition:semicontinuous-properties}, $f$ is Borel measurable, so $f \ge f_\alpha$ for all $\alpha \in A$ implies that
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Assume without loss of generality that $\int f d\mu < \infty$. By \autoref{proposition:semicontinuous-properties}, $f$ is Borel measurable, so $f \ge f_\alpha$ for all $\alpha \in A$ implies that
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\[
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\[
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\int f d\mu \ge \sup_{\alpha \in A}\int f_\alpha d\mu
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\int f d\mu \ge \sup_{\alpha \in A}\int f_\alpha d\mu
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