Can the Beppo-Levi relation explain moving sums out of integrals?

In summary, the lecturer explains Beppo Levi's theorem, which states that for an increasing sequence of Xi, the limit of the integral of Xi with respect to P is equal to the integral of the limit of Xi with respect to P. Later, the lecturer applies this theorem to a series and explains that the sum can be moved outside of the integral because the series is also an increasing sequence of positive terms. This is in accordance with the theorem, as the sequence of terms in the series is defined by taking the sum of previous terms.
  • #1
stukbv
118
0
My lecturer has said that beppo levi means for and increasing sequence of Xi where Xi is simple for all i, it holds that

∫limi → ∞XidP = limi → ∞∫XidP

But why is it that he later says things like

∫ limi→ ∞ Ʃin=1P2(Bw1n)dP1(w1) = limi → ∞Ʃin=1∫P2(Bw1n)dP1(w1)
is a result of beppo levi? Where in beppo levi does it say you can move the sum out of the integral?!
 
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  • #2
Hi stukbv
The serie (sum) is also a sequence, if the terms you are summing over are positives (or 0) then the sum of the terms is an increasing sequence
therefore the theorem implies that you can take the sum outside of the integral for the same reason that you could take the limit outside before.
That is, your sequence of increasing terms is defined by Ui=Ʃ(up to i)(positive terms)

Cheers...
 
  • #3
I see, thata makes sense. Thanks for your help
 

Related to Can the Beppo-Levi relation explain moving sums out of integrals?

1. What is the Beppo-Levi relation to sums?

The Beppo-Levi relation to sums is a mathematical formula that relates the sum of two quantities to the product of those quantities. It is commonly used in statistical analysis and probability theory.

2. How is the Beppo-Levi relation to sums derived?

The Beppo-Levi relation to sums is derived from the Law of Total Probability and the Multiplication Rule in probability theory. It is based on the concept of conditional probability and the idea that the probability of two events occurring together is equal to the product of their individual probabilities.

3. What is the significance of the Beppo-Levi relation to sums?

The Beppo-Levi relation to sums is significant because it allows us to calculate the probability of two events occurring together, even if they are not independent. It also provides a way to calculate the expected value of a random variable, which is a key concept in statistics and decision-making.

4. Can the Beppo-Levi relation to sums be applied to continuous random variables?

Yes, the Beppo-Levi relation to sums can be applied to both discrete and continuous random variables. However, the formula may differ slightly for continuous variables due to the use of integrals instead of sums.

5. Are there any limitations to the Beppo-Levi relation to sums?

One limitation of the Beppo-Levi relation to sums is that it assumes independence between the two events or random variables. If this assumption is not met, the formula may not accurately reflect the true probability or expected value. Additionally, it may not be applicable in more complex scenarios where multiple events or variables are involved.

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