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FALSE: Tonelli's theorem still holds without any sigma-finiteness hypothesis
Statement
For arbitrary measure spaces, every nonnegative product-measurable function satisfies Tonelli's theorem.
Facts & Assumptions
Given: Lebesgue measure on , counting measure on , the diagonal , and the indicator function .
Tonelli's theorem holds on sigma-finite product spaces. (Tonelli's theorem for nonnegative measurable functions on a sigma-finite product)
Counting measure on the uncountable set is not sigma-finite in the sense of Finite, sigma-finite, and semifinite measures.
For every , the diagonal sections are and .
Refutation
The diagonal is closed in , so is a nonnegative measurable function; by [A1], it lives on a product space outside the sigma-finite scope of [L1].
For fixed , [A2] gives , so
For fixed , [A2] gives , so
Steps 1.2 and 1.3 give unequal iterated integrals for the same nonnegative measurable function on a non-sigma-finite product space. Hence the displayed universal claim is false, and [L1] cannot be extended by simply deleting sigma-finiteness.
Depends on
Used by
Nothing in the library uses this result yet.
Dependency tree · two levels
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Sources
- Gerald B. Folland, Real Analysis, 2nd ed., remark after Theorem 2.37 (standard reference, not scraped)