Solution

ID: past-exam-of-the-probability-statistics-and-options-i-course-of-the-university-of-oxford/2011/d/2/solution

For sigma-finite measures, Tonelli's theorem states that the double integral of a nonnegative measurable function equals either iterated integral, allowing . Fubini's theorem states that if a measurable function is absolutely integrable, its sections are integrable almost everywhere, both iterated integrals exist, and they equal the double integral.
Assign any value at , which does not affect Lebesgue integrability. Near that corner set and . Then , , and the absolute Jacobian determinant is . On , the full range is , so
The remaining part of the unit square has and is harmless. The improper power integral is finite precisely when . Under the given restriction,
For those values, the change preserves the square and changes the sign of . Absolute integrability justifies this change of variables, giving
For the positive and negative parts each diverge, so symmetry does not define a Lebesgue integral.

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