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TheoremStatement: Literature-sourcedProof: AI-adaptedSession-authored (Fable 5 assisted)precheck passjudge pass (z-ai/glm-5.2)audited 2026-07-27
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Fubini for double series: if ijaij\sum_i \sum_j |a_{ij}| converges then both iterated sums and the sum along every bijection NN×N\mathbb{N} \to \mathbb{N} \times \mathbb{N} converge to one and the same value

Statement

Let a:N×NRa : \mathbb{N} \times \mathbb{N} \to \mathbb{R} be a doubly indexed array of reals, written aija_{ij}. Assume:

(H) for every ii the series jaij\sum_j |a_{ij}| converges, with sum AiA_i; and the series iAi\sum_i A_i converges, with sum LL.

Then, with J:NN×NJ : \mathbb{N} \to \mathbb{N} \times \mathbb{N} any bijection (N×NN\mathbb{N} \times \mathbb{N} \approx \mathbb{N}, Injection, surjection, bijection):

  1. naJ(n)\sum_n a_{J(n)} converges absolutely (Absolutely convergent and conditionally convergent series, and the general starting index), and its sum SS is the same for every such bijection (Dirichlet's rearrangement theorem: an absolutely convergent series converges unconditionally, and every rearrangement of it has the same sum);
  2. for every ii the series jaij\sum_j a_{ij} converges, say to RiR_i; the series iRi\sum_i R_i converges absolutely; and i=0Ri=S\sum_{i=0}^{\infty} R_i = S;
  3. for every jj the series iaij\sum_i |a_{ij}| converges and iaij\sum_i a_{ij} converges, say to CjC_j; the series jCj\sum_j C_j converges absolutely; and j=0Cj=S\sum_{j=0}^{\infty} C_j = S.

In particular the two iterated sums exist and agree:

i=0(j=0aij)  =  j=0(i=0aij)  =  n=0aJ(n).\sum_{i=0}^{\infty}\Bigl(\sum_{j=0}^{\infty} a_{ij}\Bigr) \;=\; \sum_{j=0}^{\infty}\Bigl(\sum_{i=0}^{\infty} a_{ij}\Bigr) \;=\; \sum_{n=0}^{\infty} a_{J(n)} .

The hypothesis is on the absolute values, and it is stated as an iterated condition, not as an unqualified "double sum". Each row must be absolutely summable, and the row totals must themselves be summable. Without it the two iterated sums may both exist and differ, which is FALSE: whenever both iterated sums of a double array exist, they are equal.

Facts & Assumptions

Given: An array a:N×NRa : \mathbb{N} \times \mathbb{N} \to \mathbb{R} satisfying (H), with row totals AiA_i and L=i=0AiL = \sum_{i=0}^{\infty} A_i, and a bijection J:NN×NJ : \mathbb{N} \to \mathbb{N} \times \mathbb{N}.

[L1]

Finite sums: the empty sum is 00, k<n+1xk=k<nxk+xn\sum_{k<n+1}x_k = \sum_{k<n}x_k + x_n, finite sums are additive, monotone in their terms, and may be split at any intermediate index (Finite sums and finite products, by recursion, Laws of finite sums and finite products).

[L2]

For a series of nonnegative terms, convergence is equivalent to the range of the partial sums being bounded above; then the sum is the supremum of that range, every partial sum is at most the sum, and the partial sums converge to it (A series of nonnegative terms converges iff its partial sums are bounded, and then the sum is their supremum, Series, partial sums, convergence and the sum, divergence, and the tail series).

[L4]

k<nxkk<nxk\bigl|\sum_{k<n}x_k\bigr| \le \sum_{k<n}|x_k| (Triangle inequality for finite sums).

[L5]

Absolute value: x0|x| \ge 0, xxx-|x| \le x \le |x|, and x=0|x| = 0 exactly when x=0x = 0 (Basic properties of the absolute value).

[L6]

The principle of induction on N\mathbb{N} (The principle of mathematical induction).

[L7]

A bijection is an injective surjection; N×N\mathbb{N} \times \mathbb{N} admits a bijection with N\mathbb{N} (Injection, surjection, bijection, N×NN\mathbb{N} \times \mathbb{N} \approx \mathbb{N}).

[L10]

Proof

technique · direct
1.1

Rectangles are bounded by LL. For all P,QNP, Q \in \mathbb{N} one has i<Pj<Qaiji<PAiL\sum_{i<P}\sum_{j<Q}|a_{ij}| \le \sum_{i<P} A_i \le L, since each inner sum is a partial sum of the convergent nonnegative series jaij\sum_j |a_{ij}| and so is at most AiA_i, and finite sums are monotone.

givenL1L2
1.2

Single points. Let d:N×NRd : \mathbb{N}\times\mathbb{N} \to \mathbb{R} vanish except at one pair (p,q)(p,q), let NNN \in \mathbb{N} and let ρ\rho be injective on {n:n<N}\{n : n<N\} with values in N×N\mathbb{N}\times\mathbb{N}. If (p,q)=ρ(n0)(p,q) = \rho(n_0) for some (necessarily unique) n0<Nn_0 < N, then n<Ndρ(n)=dpq\sum_{n<N} d_{\rho(n)} = d_{pq}; otherwise n<Ndρ(n)=0\sum_{n<N} d_{\rho(n)} = 0. Both follow by splitting the sum at n0n_0 and at n0+1n_0+1, all remaining terms being 00.

L1L7
1.3

List dominated by a rectangle. For every NNN \in \mathbb{N}, every array (cij)(c_{ij}) of nonnegative reals, all P,QNP, Q \in \mathbb{N} and every injective ρ\rho on {n:n<N}\{n : n<N\} with values in {(i,j):i<P, j<Q}\{(i,j) : i<P,\ j<Q\}, one has n<Ncρ(n)i<Pj<Qcij\sum_{n<N} c_{\rho(n)} \le \sum_{i<P}\sum_{j<Q} c_{ij}. Induction on NN, everything else universally quantified: at N=0N = 0 the left side is 00 and the right side is nonnegative; and passing from NN to N+1N+1, put (p,q):=ρ(N)(p,q) := \rho(N) and let cc'' agree with cc except that cpq:=0c''_{pq} := 0, so that the induction hypothesis applied to cc'' and ρ\rho restricted gives n<Ncρ(n)i<Pj<Qcijcpq\sum_{n<N} c_{\rho(n)} \le \sum_{i<P}\sum_{j<Q}c_{ij} - c_{pq}, the subtraction coming from splitting the outer sum at pp and the inner one at qq; adding cpqc_{pq} closes the induction.

L1L6
1.4

Bounding indices. For every NN there are P,QP, Q with J(n){(i,j):i<P, j<Q}J(n) \in \{(i,j) : i<P,\ j<Q\} for all n<Nn < N; and for all P,QP, Q there is NN with {(i,j):i<P, j<Q}{J(n):n<N}\{(i,j) : i<P,\ j<Q\} \subseteq \{J(n) : n<N\}. Both are inductions using that the order on N\mathbb{N} is total, so that finitely many naturals have a strict upper bound; the second uses surjectivity of JJ to name, for each pair, the index mapping onto it.

L6L7
1.5

For every ii the series jaij\sum_j a_{ij} converges, since jaij\sum_j |a_{ij}| does; write RiR_i for its sum, so RiAi|R_i| \le A_i by [L4] and [L10]. Hence iRi\sum_i |R_i| converges by comparison with iAi\sum_i A_i, and iRi\sum_i R_i converges absolutely.

givenL2L3L4L8L10
1.6

Let ε>0\varepsilon > 0 be real. Choose P01P_0 \ge 1 with Li<P0Ai<εL - \sum_{i<P_0} A_i < \varepsilon, possible because the partial sums of iAi\sum_i A_i converge to LL; then choose, for each i<P0i < P_0, an index QiQ_i with Aij<Qiaij<ε/P0A_i - \sum_{j<Q_i}|a_{ij}| < \varepsilon/P_0, and let Q0Q_0 be an upper bound of the finitely many QiQ_i, so that Aij<Q0aij<ε/P0A_i - \sum_{j<Q_0}|a_{ij}| < \varepsilon/P_0 for every i<P0i < P_0.

givenL2L6choose
2.1

Rectangle to list. Let cc be an array, let P,Q,NNP, Q, N \in \mathbb{N} and let ρ\rho be injective on {n:n<N}\{n : n<N\} with {(i,j):i<P, j<Q}{ρ(n):n<N}\{(i,j) : i<P,\ j<Q\} \subseteq \{\rho(n) : n<N\}. Let cc' agree with cc on that rectangle and vanish off it. Then i<Pj<Qcij=n<Ncρ(n)\sum_{i<P}\sum_{j<Q} c_{ij} = \sum_{n<N} c'_{\rho(n)}. This is proved by induction on PP, with an inner induction on QQ: enlarging the rectangle by one column adds the single term cPQc_{PQ} to the left side, and changes cc' by an array vanishing except at (P,Q)(P,Q), which by step 1.2 adds exactly cPQc_{PQ} to the right side; at P=0P = 0 or Q=0Q = 0 both sides are 00.

step 1.2L1L6
2.2

By step 1.3 and step 1.4, every partial sum n<NaJ(n)\sum_{n<N}|a_{J(n)}| is at most i<Pj<QaijL\sum_{i<P}\sum_{j<Q}|a_{ij}| \le L; hence naJ(n)\sum_n |a_{J(n)}| converges, with sum ΛL\Lambda \le L, and naJ(n)\sum_n a_{J(n)} converges, say to SS. Any two bijections NN×N\mathbb{N} \to \mathbb{N}\times\mathbb{N} differ by a bijection of N\mathbb{N}, so by [L9] the value SS does not depend on JJ; this is claim 1.

step 1.1step 1.3step 1.4L2L8L9
2.3

Write D:=i<P0j<Q0aijD := \sum_{i<P_0}\sum_{j<Q_0} a_{ij} and E:=i<P0j<Q0aijE := \sum_{i<P_0}\sum_{j<Q_0} |a_{ij}|. By step 1.6 and monotonicity, E>i<P0(Aiε/P0)=i<P0Aiε>L2εE > \sum_{i<P_0}(A_i - \varepsilon/P_0) = \sum_{i<P_0}A_i - \varepsilon > L - 2\varepsilon, so LE<2εL - E < 2\varepsilon.

step 1.6L1
2.4

By step 1.4 fix NN with {(i,j):i<P0, j<Q0}{J(n):n<N}\{(i,j) : i<P_0,\ j<Q_0\} \subseteq \{J(n) : n<N\}, and by step 1.4 again fix PP0P \ge P_0, QQ0Q \ge Q_0 with J(n)J(n) in the rectangle {(i,j):i<P, j<Q}\{(i,j) : i<P,\ j<Q\} for all n<Nn<N.

step 1.4choose
2.5

The transposed array aijT:=ajia^{\mathsf{T}}_{ij} := a_{ji} satisfies (H): its ii-th row total is jaji\sum_j |a_{ji}|, which converges because its partial sums j<Qaji\sum_{j<Q}|a_{ji}| are bounded by LL by step 1.1; and the partial sums i<Pjaji\sum_{i<P}\sum_j |a_{ji}| are limits of the rectangle sums i<Pj<Qaji\sum_{i<P}\sum_{j<Q}|a_{ji}|, again bounded by LL by step 1.1, so the series of row totals converges.

step 1.1L1L2L10
3.1

For every NN, Sn<NaJ(n)Λn<NaJ(n)\bigl|S - \sum_{n<N}a_{J(n)}\bigr| \le \Lambda - \sum_{n<N}|a_{J(n)}|: for M>NM > N the triangle inequality gives n<MaJ(n)n<NaJ(n)n<MaJ(n)n<NaJ(n)Λn<NaJ(n)\bigl|\sum_{n<M}a_{J(n)} - \sum_{n<N}a_{J(n)}\bigr| \le \sum_{n<M}|a_{J(n)}| - \sum_{n<N}|a_{J(n)}| \le \Lambda - \sum_{n<N}|a_{J(n)}|, and letting MM grow, the limit preserves the two non-strict inequalities bounding the left side.

step 2.2L1L4L10
3.2

Let aa' agree with aa on the rectangle {(i,j):i<P0, j<Q0}\{(i,j) : i<P_0,\ j<Q_0\} and vanish off it. By step 2.1, D=n<NaJ(n)D = \sum_{n<N} a'_{J(n)} and E=n<NaJ(n)E = \sum_{n<N} |a'_{J(n)}|; since aJ(n)aJ(n)|a'_{J(n)}| \le |a_{J(n)}| termwise, monotonicity gives En<NaJ(n)ΛLE \le \sum_{n<N}|a_{J(n)}| \le \Lambda \le L.

step 2.1step 2.2step 2.4L1L2
4.1

By step 3.1 and step 3.2, Sn<NaJ(n)Λn<NaJ(n)LE<2ε\bigl|S - \sum_{n<N} a_{J(n)}\bigr| \le \Lambda - \sum_{n<N}|a_{J(n)}| \le L - E < 2\varepsilon.

step 3.1step 2.3step 3.2
4.2

Also n<NaJ(n)D=n<N(aa)J(n)n<N(aa)J(n)i<Pj<Q(aa)ij=i<Pj<QaijELE<2ε\bigl|\sum_{n<N}a_{J(n)} - D\bigr| = \bigl|\sum_{n<N}(a - a')_{J(n)}\bigr| \le \sum_{n<N}|(a-a')_{J(n)}| \le \sum_{i<P}\sum_{j<Q}|(a-a')_{ij}| = \sum_{i<P}\sum_{j<Q}|a_{ij}| - E \le L - E < 2\varepsilon, the middle inequality by step 1.3 and the following equality by splitting the iterated sum at P0P_0 and at Q0Q_0, the array aaa - a' agreeing with aa off the small rectangle and vanishing on it.

step 1.1step 2.1step 1.3step 2.3step 2.4step 3.2L1L4
4.3

For each i<P0i < P_0, Rij<Q0aijAij<Q0aij<ε/P0\bigl|R_i - \sum_{j<Q_0}a_{ij}\bigr| \le A_i - \sum_{j<Q_0}|a_{ij}| < \varepsilon/P_0, by the argument of step 3.1 applied to the row ii; summing over i<P0i < P_0 gives i<P0RiD<ε\bigl|\sum_{i<P_0}R_i - D\bigr| < \varepsilon.

step 3.1step 1.6L1L4
4.4

Writing ΣR\Sigma R for the sum of iRi\sum_i R_i, the same argument applied to the series iRi\sum_i R_i and the comparison RiAi|R_i| \le A_i gives ΣRi<P0Rii=0Rii<P0RiLi<P0Ai<ε\bigl|\Sigma R - \sum_{i<P_0}R_i\bigr| \le \sum_{i=0}^{\infty}|R_i| - \sum_{i<P_0}|R_i| \le L - \sum_{i<P_0}A_i < \varepsilon.

step 3.1step 1.5step 1.6L1L2
5.1

Combining step 4.1, step 4.2, step 4.3 and step 4.4, ΣRS<ε+ε+2ε+2ε=6ε|\Sigma R - S| < \varepsilon + \varepsilon + 2\varepsilon + 2\varepsilon = 6\varepsilon. As ε>0\varepsilon > 0 was arbitrary and ΣRS0|\Sigma R - S| \ge 0, this forces ΣR=S\Sigma R = S, which with step 1.5 is claim 2.

step 1.5step 4.1step 4.2step 4.3step 4.4L5
6.1

Applying claims 1 and 2 to aTa^{\mathsf{T}} and to the bijection JTJ^{\mathsf{T}} obtained by exchanging the coordinates of JJ gives claim 3, since aJT(n)T=aJ(n)a^{\mathsf{T}}_{J^{\mathsf{T}}(n)} = a_{J(n)} for every nn, so the two linear series are the same series and have the same sum SS.

step 2.2step 5.1step 2.5L7

Remarks

  • What the finite bookkeeping of steps 1.2 to 1.5 does, and why it is proved. Three facts are needed and none of them is among the laws of Laws of finite sums and finite products, all of which compare sums term by term over the same index range: that a sum along an injective list picks up an isolated term exactly once; that an iterated sum over a rectangle equals the sum along any injective list containing that rectangle, of the array cut down to it; and that a sum of nonnegative terms along an injective list into a rectangle is at most the iterated sum over the rectangle. Each is proved by zeroing out one entry at a time, which keeps the argument inside those laws.

  • Where the hypothesis is used. Only through step 1.1, which bounds every rectangle by LL, and through step 1.6, which makes a single rectangle capture all but 2ε2\varepsilon of the total mass. Everything else is bookkeeping. This is why the hypothesis has to be an absolute one: for a signed array no rectangle captures the mass, and the two iterated sums can disagree.

  • The independence of the enumeration is Dirichlet's rearrangement theorem: an absolutely convergent series converges unconditionally, and every rearrangement of it has the same sum and nothing more. Two bijections NN×N\mathbb{N} \to \mathbb{N}\times\mathbb{N} differ by a bijection of N\mathbb{N}, and an absolutely convergent series is unconditionally convergent. So the "sum of the array" is a well-defined real number attached to the array itself, and the theorem says the two iterated sums compute it.

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