Past exam of the options II course of the University of Oxford / 2010 / D / D3 / 1

Apply the monotone convergence theorem to $s_N={\sum }_{k=1}^N|a_k|$. Its limit $s$ satisfiesThus $s$ is finite almost everywhere, which proves absolute convergence of ${\sum }_k{a}_k$ almost everywhere. Define its sum $a$ there, and set $a=0$ on the exceptional null set. Then $|a|\le s$, so $a$ is integrable. The partial sums of ${\sum }_k{a}_k$ are also dominated by $s$; dominated convergence givesThe series of integrals converges absolutely, since $|\int a_k|\le \int |a_k|$.