Proof of Fubini's Theorem: Integrating h(x,y)

Join the discussion
Registration is free. Start your own thread to ask a follow-up.
2 replies · 2K views
grossgermany
Messages
53
Reaction score
0
What's the proof of this fundamental theorem?
Let (X,B,u) and (Y,C,v) be sigma finite measure spaces, Let f in L1(X,B,u) and g in L1(Y,C,v). Let h(x,y)=f(x)g(y).
Then, h is in L1(XxY,BxC,uxv) and
[tex]\int hd(u\times v)=\int fdu \int gdv[/tex]

should be an easy application of fubini,but i really have no idea to how work it out
 
Last edited:
Physics news on Phys.org
i know the trick must has something to do with
hx=g(y)
hy=f(x)
but then h=hx*hy, why is it in L1?