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In mathematics, Fubini's theorem on differentiation, named after Guido Fubini, is a result in real analysis concerning the differentiation of series of monotonic functions. It can be proven by using Fatou's lemma and the properties of null sets.[1]

Statement

Assume I is an interval and that for every natural number k, fk:I is an increasing function. If,

s(x):=k=1fk(x)

exists for all xI, then,

s(x)=k=1fk(x)

almost everywhere in I.[1]

In general, if we don't suppose fk is increasing for every k, in order to get the same conclusion, we need a stricter condition like uniform convergence of k=1nfk(x) on I for every n.[2]

References

  1. 1.0 1.1 Jones, Frank (2001), Lebesgue Integration on Euclidean Space, Jones and Bartlett publishers, pp. 527–529.
  2. Rudin, Walter (1976), Principles of Mathematical Analysis, McGraw-Hill, p. 152.