Finite iterated integrals without joint integrability

ID: finite-iterated-integrals-without-joint-integrability

Define the displayed function away from the origin and set . Every section in either coordinate is integrable on and is an odd function, so both orders of iterated integrals on are zero. However, on the annulus , polar integration gives
Thus the function is not Lebesgue integrable jointly. Reflection interchanges its positive part and negative part, whose integrals are both infinite. Existence and even agreement of finite iterated integrals do not establish the absolute integrability hypothesis of Fubini's theorem.

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