An iterated integral performs successive one-variable integrals. In the displayed expression, is held fixed during the inner integration over , and the result is then integrated over . The inner bounds may depend on that fixed outer variable. By contrast, an inner bound depending on an already integrated variable does not specify such a nested operation without further interpretation. For example, the triangle , gives , or, in the other order, . Fubini's theorem and Tonelli's theorem supply conditions under which these iterated expressions equal the same multiple integral.

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