Tonelli's theorem

Interchange of integrals for nonnegative measurable functions on a product measure space.
Tonelli’s theorem

Tonelli’s theorem: Let (X,Σ,μ)(X,\Sigma,\mu) and (Y,T,ν)(Y,\mathcal T,\nu) be σ\sigma-finite measure spaces, and let f:X×Y[0,]f:X\times Y\to[0,\infty] be (ΣT)(\Sigma\otimes\mathcal T)-measurable. Then the functions xYf(x,y)dν(y)andyXf(x,y)dμ(x) x\mapsto \int_Y f(x,y)\,d\nu(y) \quad\text{and}\quad y\mapsto \int_X f(x,y)\,d\mu(x) 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 ++\infty.

Here μ×ν\mu\times\nu is the on the , and the integrals are of a nonnegative . Tonelli’s theorem is the nonnegative-function counterpart of , which applies under an absolute integrability hypothesis.