Solution

ID: past-exam-of-the-options-i-for-mathematics-and-philosophy-course-of-the-university-of-oxford/2013/d/2/solution

Fubini's theorem states that an absolutely integrable measurable function on a product of two -finite measure spaces has integrable sections almost everywhere, the corresponding iterated integrals exist, and both orders equal its product integral. In particular, for ,
To establish integrability of the nonnegative function here, first use Tonelli's theorem: for a nonnegative measurable function the product integral equals either iterated integral with infinity allowed. This avoids assuming the conclusion needed for Fubini's theorem.
If , for every fixed . If , it is
The outer integral is finite exactly when , that is, . In that case
For the outer integral diverges, including logarithmic divergence at . Nonnegativity means finiteness of this integral is exactly absolute integrability; after proving it, Fubini's theorem allows either order.

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