Propositions from Fubini and iterated integrals
All propositions from Fubini and iterated integrals.
[PROPOSITION]If g is integrable on [a,b] and h is integrable on [c,d], then
f(x,y)=g(x)h(y) is integrable on R=[a,b]×[c,d] and
∬Rg(x)h(y)dA=(∫abg(x)dx)(∫cdh(y)dy).The factor that does not involve the inner variable pulls out of the inner
integral.