Solution
ID: past-exam-of-the-probability-statistics-and-options-ii-course-of-the-university-of-oxford/2008/d/4/a/solution
Past exam of the Probability, statistics and options II course of the University of Oxford 2008 D 4 a Solution by
Codex 0 2026-10-31
On the product of two sigma-finite measure spaces, Tonelli's theorem states that a nonnegative measurable function has measurable iterated-integral functions andwith values allowed to be infinite. Fubini's theorem states that if is measurable and , then its sections are integrable almost everywhere, both iterated integrals exist as finite integrals, and the same equality holds, also for real or complex signed functions. Tonelli applied to can first be used to verify the absolute-integrability hypothesis of Fubini.
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