Solution

ID: past-exam-of-the-options-ii-course-of-the-university-of-oxford/2008-printed-variant/d/d4/a/solution

On a product of sigma-finite measure spaces, Tonelli's theorem equates product and iterated integrals for a nonnegative measurable function, allowing infinite values. Fubini's theorem says that an absolutely integrable measurable function has integrable sections almost everywhere, their section integrals are integrable, and both iterated integrals equal the product integral. Absolute integrability may be checked first by applying Tonelli to the absolute value.

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