theorem Th1:
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
E being
Element of
sigma (measurable_rectangles (S1,S2)) for
f being
b7 -measurable PartFunc of
[:X1,X2:],
ExtREAL st
M1 is
sigma_finite &
M2 is
sigma_finite &
dom f = E holds
(
Integral (
M1,
(Integral2 (M2,|.f.|)))
= Integral (
(Prod_Measure (M1,M2)),
|.f.|) &
Integral (
M2,
(Integral1 (M1,|.f.|)))
= Integral (
(Prod_Measure (M1,M2)),
|.f.|) )