Tonelli's theorem

E284676

Tonelli's theorem is a fundamental result in measure theory that justifies interchanging the order of integration for non-negative measurable functions in iterated Lebesgue integrals.

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Predicate Object
instanceOf theorem in measure theory
appliesTo Lebesgue integrable functions
non‑negative measurable functions
assumes measurability of the function on the product space
σ‑finite measure spaces
category theorem about Lebesgue integration
theorem about product measures
clarifies conditions under which iterated integrals are well defined
comparedWith Fubini's theorem
surface form: Fubini's theorem for integrable (not necessarily non‑negative) functions
concerns Fubini's theorem
surface form: Fubini–Tonelli type results

iterated Lebesgue integrals
product measures
conclusion x↦∫_Y f(x,y) dν(y) is μ‑measurable
y↦∫_X f(x,y) dμ(x) is ν‑measurable
field integration theory
measure theory
real analysis
guarantees equality of iterated integrals for non‑negative measurable functions
possibility of interchanging the order of integration for non‑negative measurable functions
that iterated integrals equal the integral over the product space for non‑negative measurable functions
historicalPeriod 20th‑century mathematics
holdsFor Lebesgue measure
surface form: Lebesgue measure on Euclidean spaces

general σ‑finite measure spaces
implies monotone convergence of partial integrals in some applications
influenced functional analysis
modern probability theory
isSpecialCaseOf Fubini's theorem
surface form: Fubini–Tonelli theorem
namedAfter Leonida Tonelli
oftenPresentedWith Fubini's theorem in analysis textbooks
relatedConcept absolute convergence of integrals
dominated convergence theorem
monotone convergence theorem
product σ‑algebra
relatesTo Fubini's theorem
requires measurability with respect to the product σ‑algebra
non‑negativity of the integrand
statedIn terms of integrals over X×Y and iterated integrals over X and Y
typicalAssumption (X,Σ,μ) and (Y,T,ν) are σ‑finite measure spaces
f:X×Y→[0,∞] is Σ⊗T‑measurable
typicalFormulation ∫_{X×Y} f d(μ×ν) = ∫_X (∫_Y f dν) dμ = ∫_Y (∫_X f dμ) dν for non‑negative measurable f
usedFor analysis of multiple integrals
establishing convergence of integrals
justifying change of order of integration
probability theory on product spaces
stochastic processes

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Full triples — surface form annotated when it differs from this entity's canonical label.

Lebesgue integration relatedTo Tonelli's theorem
monotone convergence theorem usedToProve Tonelli's theorem
this entity surface form: Tonelli theorem
Fubini's theorem relatesTo Tonelli's theorem
Fubini's theorem comparedWith Tonelli's theorem
this entity surface form: Tonelli's theorem for nonnegative functions
measure theory usesConcept Tonelli's theorem
this entity surface form: Tonelli theorem