Tail integral formula for expectation ($\mathbb{E}Y={\int }_0^{\infty }\mathbb{P}(Y>t)dt$)

For a nonnegative random variable, $Y={\int }_0^{\infty }{1}_{\{Y>t\}}dt$ pointwise, including when $Y=\infty$. Tonelli's theorem permits taking expectation under the integral and proves the formula in the extended nonnegative reals. This relates finiteness of a Brownian exit time expectation to integrability of its survival probability.