Suppose f(m,n) is a double sequence in $\mathbb R$. Under what condition do we have $\lim\limits_{n\to\infty}\sum\limits_{m=1}^\infty f(m,n)=\sum\limits_{m=1}^\infty \lim\limits_{n\to\infty} f(m,n)$? Thanks!
A fairly general set of conditions, sufficient for many applications, is given by the hypotheses of dominated convergence. (Note that sums are just integrals with respect to the counting measure on $\mathbb{N}$, so dominated convergence applies with no modification.) 

Without domination, the idea is that lumps of positive mass can "escape to infinity" when one attempts to interchange sum and limit. Here is a basic example: let $f_{m,n} = 1$ if $m = n$ and $0$ otherwise. Then $\sum_{m=1}^{\infty} f(m, n) = 1$ for all $n$, so the LHS is $1$, but $\lim_{n \to \infty} f(m, n) = 0$, so the RHS is $0$. The point of domination is to prevent these lumps of mass from escaping. 
