Alphabeta Math
DefinitionDefinition: AI-adaptedProof: Not applicableSession-authored (Fable 5 assisted)audited 2026-08-11
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Sections, lower and upper section integrals, and iterated Riemann integrals on product rectangles and Jordan sets

Definition

Let p,q1p,q\ge1, let ARpA\subseteq\mathbb R^p and BRqB\subseteq\mathbb R^q be nondegenerate closed rectangles, and let f:A×BRf:A\times B\to\mathbb R be bounded. For xAx\in A and yBy\in B, the sections of ff are fx:BR,fx(y):=f(x,y),fy:AR,fy(x):=f(x,y).f_x:B\to\mathbb R,\quad f_x(y):=f(x,y),\qquad f^y:A\to\mathbb R,\quad f^y(x):=f(x,y). Their lower and upper section integrals are the everywhere-defined bounded functions B(x):=Bfx,uB(x):=Bfx,A(y):=Afy,uA(y):=Afy,\ell_B(x):=\underline{\int_B}f_x,\quad u_B(x):=\overline{\int_B}f_x,\qquad \ell_A(y):=\underline{\int_A}f^y,\quad u_A(y):=\overline{\int_A}f^y, using The lower and upper Darboux integrals over a nondegenerate rectangle in Rm\mathbb{R}^m. They are defined even when the corresponding section is not Riemann integrable, and always satisfy BuB\ell_B\le u_B and AuA\ell_A\le u_A.

If every fxf_x is integrable and the function xBfxx\mapsto\int_B f_x is integrable on AA, define the ordinary iterated integral in the BB-then-AA order by A(Bf(x,y)dy)dx:=A(xBfx).\int_A\left(\int_B f(x,y)\,dy\right)dx:=\int_A\left(x\mapsto\int_B f_x\right). The other order is defined symmetrically. More generally, if the sections are integrable outside a content-zero set NAN\subseteq A, any bounded function h:ARh:A\to\mathbb R satisfying h(x)=Bfxh(x)=\int_Bf_x for xNx\notin N is an exceptionally completed section-integral function. Its integral, when it exists, is independent of its values on NN.

Let now ERp+qE\subseteq\mathbb R^{p+q} be a bounded Jordan set and g:ERg:E\to\mathbb R be bounded. Its section at xRpx\in\mathbb R^p is Ex:={yRq:(x,y)E},gx:ExR,gx(y):=g(x,y).E_x:=\{y\in\mathbb R^q:(x,y)\in E\},\qquad g_x:E_x\to\mathbb R,\quad g_x(y):=g(x,y). Empty sections have integral 00. For a nonempty Jordan section, Exgx\int_{E_x}g_x means the Jordan-set integral of The Riemann integral of a bounded function over a bounded Jordan measurable set. Section integrals over a Jordan set and their iterated integrals are defined by first choosing factor rectangles with EA×BE\subseteq A\times B and applying the preceding conventions to the zero extension of gg. Independence of those rectangles is proved in Fubini over a bounded Jordan set when all but a content-zero family of sections are integrable.

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