I want to build a better intuition behind usage of DCT.
Dominated convergence theorem gives sufficient condition for interchanging limit and integral operations:
given:
$f_n \xrightarrow{a.e.} f$
there is a function $g$ that dominates $f_n$: $|f_n(x)| < g(x)$ for all $n$
g is integrable: $\int g < +\infty$
then $\lim (\int f_n) = \int (\lim f_n)$
I explicitly split conditions "2" and "3", while in textbooks they are often combined into a single one ($f_n$ dominated by integrable function $g$)
I'm wondering whether $\lim (\int f_n) = \int (\lim f_n)$ (allowing both side being equal $+\infty$) if we require just conditions "1" and "2".
The theorem is not true if $g$ is not integrable.
Take the sequence $f_n:=1_{(n,n+1)} \to 0$
and $g(x)=1$ on the real line with the Lebesgue measure.