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Math and science::Analysis::Tao::08. Infinite sets

Fubini's theorem for infinite series

The extension of Fubini's theorem to infinite series is not a straightforward process. The proof acts as a summary of concepts including infinite series, series, limits, supremum and functions.

Let f:N×NN be a function such that (n,m)N×Nf(n,m) is absolutely convergent. Then we have

n=0(m=0f(n,m))=[...]=[...]=m=0(n=0f(n,m))

In other words, we can switch the order of infinite sums provided that the entire sum is absolutely convergent.