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Concept# Fubini's theorem

Summary

In mathematical analysis, Fubini's theorem is a result that gives conditions under which it is possible to compute a double integral by using an iterated integral, introduced by Guido Fubini in 1907. One may switch the order of integration if the double integral yields a finite answer when the integrand is replaced by its absolute value.
Fubini's theorem implies that two iterated integrals are equal to the corresponding double integral across its integrands. Tonelli's theorem, introduced by Leonida Tonelli in 1909, is similar, but applies to a non-negative measurable function rather than one integrable over their domains.
A related theorem is often called Fubini's theorem for infinite series, which states that if is a doubly-indexed sequence of real numbers, and if is absolutely convergent, then
Although Fubini's theorem for infinite series is a special case of the more general Fubini's theorem, it is not appropriate to characterize it as a logical consequence of Fubini's theorem. This is because some properties of measures, in particular sub-additivity, are often proved using Fubini's theorem for infinite series. In this case, Fubini's general theorem is a logical consequence of Fubini's theorem for infinite series.
The special case of Fubini's theorem for continuous functions on a product of closed bounded subsets of real vector spaces was known to Leonhard Euler in the 18th century. extended this to bounded measurable functions on a product of intervals. Levi conjectured that the theorem could be extended to functions that were integrable rather than bounded, and this was proved by . gave a variation of Fubini's theorem that applies to non-negative functions rather than integrable functions.
If X and Y are measure spaces with measures, there are several natural ways to define a product measure on their product.
The product X × Y of measure spaces (in ) has as its measurable sets the σ-algebra generated by the products A × B of measurable subsets of X and Y.

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