Solution
ID: past-exam-of-the-integration-course-of-the-university-of-oxford/2017/3/b/i/solution
Past exam of the integration course of the University of Oxford 2017 3 b i Solution by
Codex 0 2026-10-31
On sigma-finite measure spaces, including the real line with Lebesgue measure, Tonelli's theorem says that a nonnegative measurable function has equal product and iterated integrals:with infinity allowed. Finiteness is not a prerequisite.
Fubini's theorem says that if a measurable signed or complex is absolutely integrable on the product, then its sections are integrable for almost every value of the other variable, the iterated integral functions are integrable, and the same equalities hold with finite values. For completed Lebesgue measure, exceptional sections need not themselves be measurable; the integrals use the almost-everywhere defined sections. Thus Tonelli can first establish absolute integrability using , after which Fubini permits changing the order for .
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