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Tonelli's theorem for nonnegative measurable functions on a sigma-finite product
Statement
Let and be sigma-finite measure spaces, and let be product-measurable. Then and are measurable, and
Facts & Assumptions
Given: Sigma-finite measure spaces and , and a product-measurable function .
Sections of a product-measurable function are measurable. (Every section of a product-measurable function is measurable)
For a measurable set , the indicator function satisfies (For sigma-finite measures, the two section-measure integrals of a measurable set agree)
Every nonnegative measurable function admits an increasing sequence of nonnegative simple functions converging pointwise to it. (Every nonnegative measurable function admits an explicit increasing sequence of simple approximations)
Monotone convergence passes increasing limits through the integral. (Monotone convergence for the integral)
Proof
If is a nonnegative simple function, write with and measurable sets . Applying [L2] to each indicator and summing yields The inner integral functions are measurable because the same is true for each and simple combinations preserve measurability.
Choose simple functions by [L3]. Then for each and one has and , so [L4] gives Applying [L4] once more to the equalities of step 1.1 yields the stated measurability and the equality of all three integrals.
Depends on
- For sigma-finite factors, the product measure exists, has the rectangle formula, is sigma-finite, and is unique
- Every section of a product-measurable function is measurable
- For sigma-finite measures, the two section-measure integrals of a measurable set agree
- Every nonnegative measurable function admits an explicit increasing sequence of simple approximations
- Monotone convergence for the integral
Used by
- The graph of a measurable function Rⁿ to R is Lebesgue null Corollary
- The diagonal under Lebesgue times counting measure shows that Tonelli needs sigma-finiteness Counterexample
- Cavalieri computes the area of the unit disc from its sections Example
- Tonelli and the geometric series compute int₀¹ int₀¹ 1/(1-xy) dx dy = pi²/6 Example
- Tonelli and the plane polar formula give int_R e^-x² dx = sqrt(pi) Example
- FALSE: Tonelli's theorem still holds without any sigma-finiteness hypothesis False statement
- To use Fubini safely, first use Tonelli on |f| Remark
- Fubini's theorem for L¹ functions on a sigma-finite product Theorem
- Polar coordinates decompose Lebesgue measure into rⁿ⁻¹ dr d sigma Theorem
- The region under a nonnegative measurable function is product-measurable and has measure equal to the integral Theorem
- Tonelli and Fubini for the completed product, with only almost-everywhere section measurability Theorem
Dependency tree · two levels
28 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Terence Tao, An Introduction to Measure Theory, Theorem 1.7.18 (standard reference, not scraped)
- Gerald B. Folland, Real Analysis, 2nd ed., Theorem 2.37 (standard reference, not scraped)