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Lebesgue's Series Theorem

Statement

Given a sequence of integrable functions (gn)(g_n) such that n=1|gn|<\sum_{n=1}^\infty \int |g_n| < \infty, then n=1gn\sum_{n=1}^\infty g_n converges a.e. to an integrable function and n=1gn=n=1gn\int \sum_{n=1}^\infty g_n = \sum_{n=1}^\infty \int g_n.

Proof

Use MCT for series.

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all these pages adapted with probably insufficient credit from my university's lecture notes