Tonelli's Theorem
Tonelli's Theorem is a result in measure theory that provides conditions under which the order of integration can be interchanged. Specifically, it applies to non-negative measurable functions, allowing us to switch the order of integration when evaluating double integrals. This is particularly useful in simplifying calculations in various fields, including probability and statistics.
The theorem is named after the Italian mathematician Leonida Tonelli, who contributed significantly to the development of measure theory in the early 20th century. Tonelli's Theorem ensures that if a function is non-negative, the integral of the function over a product space can be computed by integrating one variable at a time.