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Fubini's Theorem

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Fubini's Theorem :-       In the world of mathematics integration plays an important role . So we have discussed the advance form of integration which results the famous theorem Fubini's Theorem. Statement:              If a double integral , I = ∫∫ f dx dy                                                         R   exists over a rectangle R = [a,b;c,d] , and if     d    ∫ f dy also exists , for each fixed x in [a,b] ,    c                                              b      d    then the iterated integral ∫ dx ∫ f dy exists                                                 a       c    and is equal to double integral I. Proof :       Let ε  be any positive number.   Since the upper integral , Iᵘ is the infimum of the upper sums , there exists a partition P of R such that                 Σ Σ Mᵢⱼ ΔRᵢⱼ < Iᵘ + ε                 i  j    or         Σ Σ Mᵢⱼ Δxᵢ Δyⱼ < Iᵘ + ε    ...........(1)