Help: Exchange of limit and expectation



Hi, all,

Please give me a help. If I have a sequence of random variables {X_n},
X_n>=0 and
if I know the limit of X_n and the limit of E(X_n) are bounded (where
E(X_n) is monotonically
increasing), what's the condition for lim(E(X_n))=E(lim(X_n))? or if it
always holds, how to
prove it?

Thanks a lot!
-Cloud

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