Solution
ID: past-exam-of-the-integration-course-of-the-university-of-oxford/2014/3/a/solution
Past exam of the integration course of the University of Oxford 2014 3 a Solution by
Codex 0 2026-10-31
Fubini's theorem: if is a measurable absolutely integrable function on , then its sections are integrable for almost every fixed value of the other coordinate, the resulting section-integral functions are integrable, andAll three integrals are finite. Values of an inner integral on an exceptional null set can be assigned arbitrarily.
Tonelli's theorem: if is measurable and nonnegative, the same equality holds for its nonnegative product and iterated integrals, allowing the common value . No advance absolute integrability assumption is needed. On a completed Lebesgue measure product, the section and measurability assertions are interpreted almost everywhere.
Thus Tonelli's theorem can first establish that ; after this, Fubini's theorem permits signed integration in either order.
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