ACIT4330-Page/content/Definitions/Measure Theory/Lebesgue's Monotone Convergence Theorem.md
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# Definition
Say $X$ has a [[Measure|measure]] $\mu$, and let $f_{n} : X \to [0, \infty]$ be [[Measurable|measurable]] and $f_{1} \leq f_{2} \leq f_{3} \leq \dots$.
Then $\int f_{m} \, d\mu \to \int \lim_{ n \to \infty } f_{n} \, d\mu$ as $m \to \infty$.