On the regular convergence of multiple series of numbers and multiple integrals of locally integrable functions over R^m_+

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Abstract: We investigate the regular convergence of the m-multiple series sum^infty_{j_1=0} sum^infty_{j_2=0}...sum^infty_{j_m=0} c_{j_1, j_2,..., j_m}leqno(*) of complex numbers, where mge2 is a fixed integer. We prove Fubini's theorem in the discrete setting as follows. If the multiple series (*) converges regularly, then its sum in Pringsheim's sense can be computed by successive summation. We introduce and investigate the regular convergence of the m-multiple integral int^infty_0 int^infty_0...int^infty_0 f(t_1, t_2,..., t_m) dt_1 dt_2...dt_m,leqno(**) where is a locally integrable function in Lebesgue's sense over the closed positive octant . Our main result is a generalized version of Fubini's theorem on successive integration formulated in Theorem 4.1 as follows. If , the multiple integral (**) converges regularly, and m=p+q, where m,pinN+, then the finite limit lim_{v_{p+1},..., v_m o infty} int^{v_1}_{u_1} int^{v_2}_{u_2}...int^{v_p}_{u_p} int^{v_{p+1}}_0...int^{v_m}_0 f(t_1, t_2,..., t_m) dt_1 dt_2...dt_m =:J(u_1, v_1; u_2, v_2;...; u_p, v_p), quad 0le u_kle v_k<infty, k=1,2,..., p, exists uniformly in each of its variables, and the finite limit lim_{v_1, v_2,..., v_p o infty} J(0, v_1; 0, v_2;...; 0, v_p)=I also exists, where I is the limit of the multiple integral (**) in Pringsheim's sense.












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