theorem
for
X1,
X2 being non
empty set for
S1 being
SigmaField of
X1 for
S2 being
SigmaField of
X2 for
M1 being
sigma_Measure of
S1 for
M2 being
sigma_Measure of
S2 for
A being
Element of
sigma (measurable_rectangles (S1,S2)) for
f being
PartFunc of
[:X1,X2:],
ExtREAL st
M1 is
sigma_finite &
M2 is
sigma_finite & (
f is
nonnegative or
f is
nonpositive ) &
A = dom f &
f is
A -measurable holds
(
Integral (
(Prod_Measure (M1,M2)),
f)
= Integral (
M2,
(Integral1 (M1,f))) &
Integral (
(Prod_Measure (M1,M2)),
f)
= Integral (
M1,
(Integral2 (M2,f))) )
by Lm16, Lm18, Lm17, Lm19;