An Elementary Proof of Fatou's Lemma in Finite Dimensional Spaces

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An Elementary Proof of Fatou's Lemma in Finite Dimensional Spaces

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1986-11

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Center for Economic Research, Department of Economics, University of Minnesota

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Working Paper

Abstract

We provide an elementary and very short proof of the Fatou Lemma in n-dimensions. In particular, we show that the latter result follows directly from Aumann's (1976) elementary proof of the fact that integration preserves upper-semicontinuity.

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Previously Published Citation

Rustichini, A. and Yannelis, N.C., (1986), "An Elementary Proof of Fatou's Lemma in Finite Dimensional Spaces", Discussion Paper No. 237, Center for Economic Research, Department of Economics, University of Minnesota.

Suggested citation

Rustichini, Aldo; Yannelis, Nicholas C.. (1986). An Elementary Proof of Fatou's Lemma in Finite Dimensional Spaces. Retrieved from the University Digital Conservancy, https://hdl.handle.net/11299/55507.

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