Tonelli's theorem
Interchange of integrals for nonnegative measurable functions on a product measure space.
Tonelli’s theorem
Tonelli’s theorem: Let and be -finite measure spaces, and let be -measurable. Then the functions are measurable and [ \int_{X\times Y} f,d(\mu\times\nu)
\int_X\Big(\int_Y f(x,y),d\nu(y)\Big),d\mu(x)
\int_Y\Big(\int_X f(x,y),d\mu(x)\Big),d\nu(y), ] where all three integrals are allowed to be .
Here is the product measure on the Cartesian product , and the integrals are Lebesgue integrals of a nonnegative measurable function . Tonelli’s theorem is the nonnegative-function counterpart of Fubini's theorem , which applies under an absolute integrability hypothesis.