Théorème d'Egoroff

In measure theory, an area of mathematics, Egorov's theorem establishes a condition for the uniform convergence of a pointwise convergent sequence of measurable functions. It is also named Severini–Egoroff theorem or Severini–Egorov theorem, after Carlo Severini, an Italian mathematician, and Dmitri Egorov, a Russian physicist and geometer, who published independent proofs respectively in 1910 and 1911. Egorov's theorem can be used along with compactly supported continuous functions to prove Lusin's theorem for integrable functions. The first proof of the theorem was given by Carlo Severini in 1910: he used the result as a tool in his research on series of orthogonal functions. His work remained apparently unnoticed outside Italy, probably due to the fact that it is written in Italian, appeared in a scientific journal with limited diffusion and was considered only as a means to obtain other theorems. A year later Dmitri Egorov published his independently proved results, and the theorem became widely known under his name: however, it is not uncommon to find references to this theorem as the Severini–Egoroff theorem. The first mathematicians to prove independently the theorem in the nowadays common abstract measure space setting were , and in : an earlier generalization is due to Nikolai Luzin, who succeeded in slightly relaxing the requirement of finiteness of measure of the domain of convergence of the pointwise converging functions in the ample paper . Further generalizations were given much later by Pavel Korovkin, in the paper , and by Gabriel Mokobodzki in the paper . Let (fn) be a sequence of M-valued measurable functions, where M is a separable metric space, on some measure space (X,Σ,μ), and suppose there is a measurable subset A ⊆ X, with finite μ-measure, such that (fn) converges μ-almost everywhere on A to a limit function f. The following result holds: for every ε > 0, there exists a measurable subset B of A such that μ(B) < ε, and (fn) converges to f uniformly on A \ B. Here, μ(B) denotes the μ-measure of B.