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Riemann--Fubini on product rectangles, with lower and upper section integrals and content-zero exceptional sections

Statement

Let A⊆Rp and B⊆Rq be nondegenerate closed rectangles, and let f:A×B→R be Riemann integrable. Then the four lower and upper section-integral functions of Sections, lower and upper section integrals, and iterated Riemann integrals on product rectangles and Jordan sets are Riemann integrable and ∫AℓB=∫AuB=∫A×Bf=∫BℓA=∫BuA.

If the B-sections are integrable outside a content-zero set N⊆A, every bounded exceptionally completed function h with h(x)=∫Bfx for x∉N is integrable and ∫A×Bf=∫Ah. The same assertion holds with the coordinate blocks exchanged. In particular, when every section in an order is integrable, the ordinary iterated integral in that order exists and equals the multiple integral. The theorem does not assert that every section of an integrable function is integrable.

Facts & Assumptions

Given: Nondegenerate rectangles A,B and a Riemann-integrable f:A×B→R.

[L1]

Product-grid Darboux sums bound the outer Darboux sums of the lower and upper section-integral functions (A product grid bounds the Darboux sums of the lower and upper section-integral functions).

[L2]

A bounded f:Q→R on a nondegenerate rectangle is Riemann integrable if and only if, for every ε>0, some grid P satisfies U(f,P)−L(f,P)<ε (Riemann's criterion on a nondegenerate rectangle in Rm: integrability is equivalent to arbitrarily small Darboux gaps).

[L3]

A content-zero set has finite cube covers of arbitrarily small total volume (Measure zero and content zero in Rm by countable and finite cube covers).

[L4]

Proof

technique · direct
1.1

Given ε>0, [L2] supplies a grid of A×B with Darboux gap below ε. Its coordinate grids form a product grid, and [L1] places the lower and upper Darboux gaps of both ℓB and uB inside that same gap.

L1L2given
2.1

By [L2], both ℓB and uB are integrable. The inequalities in [L1], applied to grids with gaps tending to zero, give ∫AℓB≥∫A×Bf and ∫AuB≤∫A×Bf; since ℓB≤uB, all three values are equal. The same argument after exchanging A and B gives the other two equalities.

L2step 1.1algebra
3.1

Suppose h=∫Bfx outside a content-zero N. There h=ℓB=uB. If M bounds ∣h∣,∣ℓB∣,∣uB∣, a finite cube cover of N with arbitrarily small total volume, refined into an outer grid, bounds the upper integral of ∣h−ℓB∣ by 2M times that volume. The criterion [L2] therefore makes h−ℓB integrable with integral 0, and linearity gives ∫Ah=∫AℓB=∫A×Bf. The exchanged assertion is identical.

L2L3L4step 2.1algebra∎

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