Fubini's Theorem

★★★★★Graduate+

📖Definition

Conditions under which order of integration can be exchanged in multiple integrals

∬f d(μ×ν) = ∫(∫f(x,y) dν(y)) dμ(x) = ∫(∫f(x,y) dμ(x)) dν(y)

Condition: f integrable or non-negative

예제 1

Double integral computation

예제 2

Independent expectation decomposition

Multivariable integration

Probability

Fourier transform

#푸비니#Fubini#이중적분#iterated