Solution

ID: past-exam-of-the-integration-course-of-the-university-of-oxford/2017/2/b/iii/solution

Use the power series of the exponential function:
Each term is a Lebesgue integrable function, and
The sum of these nonnegative integrals is at most . Applying integration of a series with summable L1 norms, just proved in part (ii), therefore justifies exchanging the series and the integral:
The absolute-integral bound is the justification; pointwise convergence of the exponential series alone would not suffice.

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