We present here some counterexamples around the Fubini theorem.
We recall Fubini’s theorem for integrable functions:
let X and Y be σ-finite measure spaces and suppose that X×Y is given the product measure. Let f be a measurable function for the product measure. Then if f is X×Y integrable, which means that ∫X×Y|f(x,y)|d(x,y)<∞, we have ∫X(∫Yf(x,y)dy)dx=∫Y(∫Xf(x,y)dx)dy=∫X×Yf(x,y)d(x,y)
Let's see what happens when some hypothesis of Fubini's theorem are not fulfilled. Continue reading Counterexamples around Fubini’s theorem