n. (Measure theory) the theorem that if (X,Σ,μ) and (Y,T,ν) are sigma-finite measure spaces, and F is a non-negative (Σ×T)- measurable function, then
∫∫F (x, y) μ(dx) ν(dy) = ∫∫F (x, y) ν(dy) μ(dx) = ∫∫ Fd(μ × ν).
Compare Fubini's theorem.