Dear Stack exchange Math crowd,
I have the following kind of limit:
$$ \lim_{n\to\overline{n}}{\int_x I(g(x,n)>\overline{g})f(x|n)dx} $$
with $n$ being continuous and not discrete, $I$ being the indicator function, $g$ being some smooth function, and $f$ being a smooth conditional probability density functions.
I know that by the Dominated convergence theorem I need two conditions for me being able to pull the limit inside the integral (and, ultimately, the functions):
Pointwise convergence - I get that by my smoothness assumptions on g() and f()
I need some function h(x) that dominates $I(g(x,n)>\overline{g})f(x|n)dx$ for all x and n. I am not 100% sure whether I get that just from $f$ being a smooth pdf and $g$ being the indicator function.
So my question is whether if I assume that $f$ and $g$ are smooth, I can conclude that the expression above is equal to
$$ {\int_x I(g(x,\overline{n})>\overline{g})f(x|\overline{n})dx} $$
?
You can probably tell I am not a mathematician, but a social scientist trying to build a simple illustrative model...
Your help would be very much appreciated!
[1]: https://books.google.cl/books?id=4hIq6ExH7NoC&pg=PA415&lpg=PA415&dq=dominated%20convergence%20theorem%20with%20nets&source=bl&ots=patUSpd-Ox&sig=niWoLjdH3abvemF6im5GLv2c9wc&hl=en&sa=X&redir_esc=y#v=onepage&q=dominated%20convergence%20theorem%20with%20nets&f=false/%22this%20book%22 it says this theorem is false in general; sorry :(
– Julio Maldonado Henríquez Feb 13 '17 at 18:47