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The $M$ in the WMT looks like the $g$ in DCT/General DCT. Is there some relationship such as

$$g_n = \sum_{k=1}^{n} M_k$$ ?

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BCLC
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    They play similar roles in the proofs but since the theorems hypothesise and conclude about different convergence modes ($L^1$ vs $L^\infty$), the analogy doesn't help much in practice. – Max Freiburghaus Dec 10 '16 at 00:43
  • @MaxFreiburghaus thanks! Post as answer? – BCLC Dec 10 '16 at 04:53

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They play similar roles in the proofs but since the theorems make conclusions about different convergence modes ($L^1$-convergence vs uniform convergence), the analogy doesn't help much in practice.

Max Freiburghaus
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