Interchanging limit and integral: Let fn:[a,b]→Rf_n:[a,b]\to\mathbb{R} be for every nn, and suppose fn→ff_n\to f on [a,b][a,b]. Then ff is and

lim⁡n→∞∫abfn(x) dx  =  ∫abf(x) dx.\lim_{n\to\infty}\int_a^b f_n(x)\,dx \;=\; \int_a^b f(x)\,dx.
Remarks

This is a basic continuity property of the with respect to uniform convergence, and it is the key step behind .