Function for which the iterated integrals differ
Builds on Fubini's theoremIterated integral
Counterexample
One could guess that the two iterated integrals of a function over a square are always equal when both exist. This is false. Let on . Then
Remarks
For fixed , . So the inner integral is , and its integral over is . Since , the other order gives . The function is not integrable on the square: . So Fubini's theorem does not apply. A discrete example is if , if , and otherwise, on the positive integers. The two iterated sums are and .
Reading path
To understand this page from the ground up, read these 9 pages in order. The foundations come first.
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- no evidence level
- Euclidean space object
- Function concept
- Function of several variables concept
- Iterated integral definition
- Limit of a function of several variables concept
- Continuity in R^n definition
- Double integral definition
- Fubini's theorem statement
- Function for which the iterated integrals differ counterexample
Further reading
- Web https://en.wikipedia.org/wiki/Fubini%27s_theorem, Failure of Fubini's theorem for non-integrable functions
- Web https://en.wikipedia.org/wiki/Iterated_integral, Lack of commutativity
About this page
| Tag | 0GJZE2E4RX |
|---|---|
| URI | m2://0GJZE2E4RX |
| Aliases | fubini-counterexample |
| Kind | counterexample |
| Writing | W0 stub |
| MSC | 26B15 |
| Uses | Fubini's theorem, Iterated integral |
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