Math 2.0

Measure and integration Signed measures and differentiation of measures Theorem

Vitali–Hahn–Saks theorem

Builds on MeasureFinite measureComplex measureAbsolutely continuous measure

Statement

Let (X,Σ,λ)(X, \Sigma, \lambda) be a measure space with λ\lambda a finite measure. Let (μn)n≥1(\mu_n)_{n \ge 1} be a sequence of complex measures on Σ\Sigma, each absolutely continuous with respect to λ\lambda. Assume that for every E∈ΣE \in \Sigma the limit μ(E)=lim⁡n→∞μn(E)\mu(E) = \lim_{n \to \infty} \mu_n(E) exists in ℂ\C. Then:

  1. The μn\mu_n are uniformly absolutely continuous with respect to λ\lambda: for every ε>0\varepsilon > 0 there is δ>0\delta > 0 such that λ(E)<δ\lambda(E) < \delta implies ∣μn(E)∣<ε\abs{\mu_n(E)} < \varepsilon for all nn.
  2. The set function μ\mu is a complex measure on Σ\Sigma, and it is absolutely continuous with respect to λ\lambda.

Remarks

A standard proof uses the Baire category theorem. The measurable sets modulo λ\lambda-null sets form a complete metric space with distance d(E,F)=λ(E △ F)d(E, F) = \lambda(E \,\triangle\, F). Each μn\mu_n is continuous on this space, and a Baire argument on the sets where ∣μn(E)−μm(E)∣≤ε\abs{\mu_n(E) - \mu_m(E)} \le \varepsilon for all m,n≥Nm, n \ge N gives the uniform bound.

Example: let fn∈L1(λ)f_n \in L^1(\lambda) with ∫Efn dλ\int_E f_n \, d\lambda convergent for every EE. The theorem applied to μn=fnλ\mu_n = f_n \lambda shows that (fn)(f_n) is uniformly integrable, which is a key step in the Dunford–Pettis theorem.

The hypothesis asks for convergence on every set of Σ\Sigma. Convergence on a generating family of sets, such as intervals, is not enough in general.

Going deeper

For a student

The theorem is the measure version of the uniform boundedness principle: pointwise convergence on a complete space forces a uniform estimate. It is used to characterise weakly convergent and weakly compact sets in L1L^1. The Nikodym convergence theorem is a version that needs no reference measure λ\lambda.

Reading path

To understand this page from the ground up, read these 5 pages in order. The foundations come first.

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Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
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  1. Absolutely continuous measure concept
  2. Complex measure concept
  3. Finite measure concept
  4. Measure concept
  5. Vitali–Hahn–Saks theorem statement

Further reading

  1. Web https://en.wikipedia.org/wiki/Vitali–Hahn–Saks_theorem
About this page
TagN0K0YWPQN6
URIm2://N0K0YWPQN6
Kindstatement, theorem
WritingW0 stub
MSC28A33, 28A10
StatusThis copy of the site has no build data. Run m2 status N0K0YWPQN6.
AboutAbsolutely continuous measure
UsesMeasure, Finite measure, Complex measure, Absolutely continuous measure
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Changed2 November 2026

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