< back to index
Given a sequence of integrable functions (gn)(g_n) such that ∑n=1∞∫|gn|<∞\sum_{n=1}^\infty \int |g_n| < \infty, then ∑n=1∞gn\sum_{n=1}^\infty g_n converges a.e. to an integrable function and ∫∑n=1∞gn=∑n=1∞∫gn\int \sum_{n=1}^\infty g_n = \sum_{n=1}^\infty \int g_n.
Use MCT for series.
all these pages adapted with probably insufficient credit from my university's lecture notes