We present here some counterexamples around the Fubini theorem.
We recall Fubini’s theorem for integrable functions:
let \(X\) and \(Y\) be \(\sigma\)-finite measure spaces and suppose that \(X \times Y\) is given the product measure. Let \(f\) be a measurable function for the product measure. Then if \(f\) is \(X \times Y\) integrable, which means that \(\displaystyle \int_{X \times Y} \vert f(x,y) \vert d(x,y) < \infty\), we have \[\int_X \left( \int_Y f(x,y) dy \right) dx = \int_Y \left( \int_X f(x,y) dx \right) dy = \int_{X \times Y} f(x,y) d(x,y)\]
Let's see what happens when some hypothesis of Fubini's theorem are not fulfilled. Continue reading Counterexamples around Fubini’s theorem