The monotone convergence theorem states that if pointwise for measurable functions, then is measurable and , allowing infinity.
Apply it to the partial sums . They are nonnegative, measurable, and increase pointwise to . Finite additivity of the integral and monotone convergence yield
The assumed finite sum of integrals makes integrable. This proves the series-integration rule needed below directly from the stated theorem, without assuming an additional interchange theorem.

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