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Fubuni's theorem

Statement

Given an integrable function f:2f: \mathbb{R}^2 \to \mathbb{R}, then xf(x,y)x \mapsto f(x,y) is integrable for almost all y.

Furthermore, we define F(y)=f(x,y)dxF(y) = \int f(x,y)dx for almost all yy, and FF is integrable and:

2f(x,y)d(x,y)=(f(x,y)dx)dy\int_{\mathbb{R}^2} f(x,y) d(x,y) = \int_\mathbb{R}(\int_\mathbb{R} f(x,y) dx) dy.

and a similar statement holds in the other variable.

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all these pages adapted with probably insufficient credit from my university's lecture notes