Solution

ID: past-exam-of-the-options-ii-course-of-the-university-of-oxford/2009/d/d4/ii/solution

Both terms of each one-dimensional section are integrable by a positive scaling substitution, since . For fixed ,
For fixed ,
The strict inequalities hold because and the measurable integrand is strictly positive on each nonempty interval. If were integrable on the stated product domain, Fubini's theorem would make both iterated integrals finite and equal. But the first order of integration would give a strictly negative value, and the other a strictly positive value. This contradiction proves is not integrable on that product.

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