Reference Request - Fubini's Theorem

163 Views Asked by At

Where can I find a straight-forward proof of Fubini's theorem for the Lebesgue integral on $\mathbb R^n$?

1

There are 1 best solutions below

0
On

Stein-Shakarchi's Princeton Lecture Series in Analysis III has a good proof.

Some probability books do a quicker job via the use of more auxiliary results. Jacob Rosenthal's First look at Rigorous Probability would be my rec.

Wheeden and Zygmund's Measure and Integral is a classic text.

I'd comment that proofs of Fubini's Theorem tend to be lengthy in nature. As far as "straight-forward" is concerned, I'd say the lengthier proofs also tend to be more direct which may be what you want when you say "straight-forward"?