In the context of Lebesgue integration, the theorem is called Tonelli's theorem. That link also has an example of a function where iterated integrations lead to different results (but for an unbounded function over a bounded domain).
We've learned about improper double integrals and I've a couple of questions :-)
If a function is non-negative or non-positive then if we integrate it over an unbounded domain, the outcome won't depend on what type of exaustion we chose.. do you know what theorem is that ?
I've tried to think a function that didn't satisfy that condition and its integration depends on the type of exaustion but I could think of one (is there a method for doing this?)
thank you in advance
In the context of Lebesgue integration, the theorem is called Tonelli's theorem. That link also has an example of a function where iterated integrations lead to different results (but for an unbounded function over a bounded domain).