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Let $\phi:[a,b]\rightarrow \mathbb{R}$ and $\psi:[a,b]\rightarrow \mathbb{R}$ integrable functions, then $f:A\rightarrow \mathbb{R}$ defined on $A=[a,b]\times [c,d]\subset \mathbb{R}^{2}$ for $f(x,y)=\phi(x)\psi(y)$ is integrable and $$\int_{A}f(x,y)dxdy=\bigg(\int_{a}^{b}\phi(x)dx\bigg)\bigg(\int_{c}^{d}\psi(y)dy\bigg).$$ I don't know how to proof the integrability of $f(x,y)$, proved this is enough to use the Fubini's theorem.

Someone can help me? any tips? Thanks !

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  • $\begingroup$ Which version of Fubini are you allowed to use? $\endgroup$ May 19, 2019 at 14:10

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Using Tonelli's theorem: $$\int_A |f(x, y)|dxdy = \left(\int_a^b|\phi(x)|dx\right)\cdot\left(\int_c^d |\psi(y)|dy \right)<\infty $$so that $f$ is integrable.

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  • $\begingroup$ Okey, but how i proof the integrability of $f(x,y)=\phi(x)\psi(y)$ on $A=[a.b]\times[c,d]$? $\endgroup$ May 19, 2019 at 18:25
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    $\begingroup$ @MárioBezerra it is the proof $\endgroup$
    – Jakobian
    May 19, 2019 at 21:07

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