Let fn:ℝ → ℝ, n ≥ 1, be a sequence of Lebesgue integrable functions (see Lebesgue integration) which is increasing—that is, fn + 1 (x) ≥ fn(x) for all n,x—and such that the integrals are bounded above. Then there exists an integrable function f such that fn(x) converges to f(x) almost everywhere and
Compare dominated convergence theorem.