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.

All labels observed (3)

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Statements (45)

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 for integrable (not necessarily non‑negative) functions ⓘ
linked to: Fubini's theorem
concerns Fubini–Tonelli type results ⓘ
linked to: Fubini's theorem

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 on Euclidean spaces ⓘ
linked to: Lebesgue measure

general σ‑finite measure spaces ⓘ
implies monotone convergence of partial integrals in some applications ⓘ
influenced functional analysis ⓘ
modern probability theory ⓘ
isSpecialCaseOf Fubini–Tonelli theorem ⓘ
linked to: Fubini's 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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Referenced by (5)

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 theorem ⓘ
linked to: Tonelli's theorem
Fubini's theorem → relatesTo → Tonelli's theorem ⓘ
Fubini's theorem → comparedWith → Tonelli's theorem for nonnegative functions ⓘ
linked to: Tonelli's theorem
measure theory → usesConcept → Tonelli theorem ⓘ
linked to: Tonelli's theorem