Let and be sigma-finite measure spaces, and let be measurable for the product sigma-algebra. Ifthen its sections are integrable for almost every fixed coordinate, the resulting section integrals are integrable, andValues on the exceptional null sets can be assigned arbitrarily. The complex-valued version follows by real and imaginary parts.[ref]
Measure, Integration & Real Analysis by Sheldon Axler. §5B, Theorem5.32, printed pp132–133
A useful order of reasoning is to apply Tonelli theorem to first. Once that nonnegative double integral is finite, Fubini justifies either signed order. For on , absolute integrability is immediate and either order gives . Merely obtaining two finite iterated signed integrals does not prove joint integrability; finite iterated integrals without joint integrability gives an explicit counterexample. The absolute-value hypothesis prevents hidden cancellation of infinite positive and negative contributions.
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