\(\DeclarePairedDelimiterX{\Set}[2]{\{}{\}}{#1 \nonscript\;\delimsize\vert\nonscript\; #2}\) \( \DeclarePairedDelimiter{\set}{\{}{\}}\) \( \DeclarePairedDelimiter{\parens}{\left(}{\right)}\) \(\DeclarePairedDelimiterX{\innerproduct}[1]{\langle}{\rangle}{#1}\) \(\newcommand{\ip}[1]{\innerproduct{#1}}\) \(\newcommand{\bmat}[1]{\left[\hspace{2.0pt}\begin{matrix}#1\end{matrix}\hspace{2.0pt}\right]}\) \(\newcommand{\barray}[1]{\left[\hspace{2.0pt}\begin{matrix}#1\end{matrix}\hspace{2.0pt}\right]}\) \(\newcommand{\mat}[1]{\begin{matrix}#1\end{matrix}}\) \(\newcommand{\pmat}[1]{\begin{pmatrix}#1\end{pmatrix}}\) \(\newcommand{\mathword}[1]{\mathop{\textup{#1}}}\)
Needs:
Real Integrals
Extended Real Numbers
Needed by:
Iterated Integrals
Links:
Sheet PDF
Graph PDF

Iterated Rectangular Integrals

Why

Toward a theorem for iterated integrals, we show a result for rectangular functions.

Result

Let $(X, \mathcal{A} , \mu )$ and $(Y, \mathcal{B} , \nu )$ be $\sigma $-finite measurable spaces. Let $E \in \mathcal{A} \times \mathcal{B} $. Let $\mu = \mu _1 \times \mu _2$ be the product measure on the product sigma algebra $\mathcal{A} _1 \times \mathcal{A} _2$. Let $f: X_1 \times X_2 \to \eri$ be the indicator of $E$. Then: TODO

Copyright © 2023 The Bourbaki Authors — All rights reserved — Version 13a6779cc About Show the old page view