Iterated integral 2026-10-18
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.
The stated bounds depend on , so must be held fixed while the integral over is performed. The intended iterated integral isThe original PDF places the two sets of bounds beside the opposite integral signs relative to the printed . That placement cannot be read literally as a conventional nested integral; the dependence of the lower bound on , and the explicit instruction to integrate over first, specify the intended region unambiguously.