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Summary Double sequences are important extension of the ordinary notion of a sequence. In this article we formalized three types of limits of double sequences and the theory of these limits.

Summary. The goal of this article is to prove Egoroff's Theorem [13].However, there are not enough theorems related to sequence of measurable functions in Mizar Mathematical Library. So we proved many theorems about them. At the end of this article, we showed Egoroff's theorem.

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