Weighted dilation kernel
ID: weighted-dilation-kernel
Let be a Borel measurable function in L1 space on , and let be measurable real functions of with and . The joint integrand is measurable, and Tonelli's theorem followed by Lebesgue substitution on an interval givesFor each fixed , substitute in the inner integral. The absolute Jacobian is , leaving . Integrating in proves the formula and absolute integrability. Fubini's theorem then permits both orders of signed integration, givingThe one-dimensional sections are integrable for almost every value of the other variable; the theorem does not assert integrability of every section.
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