Iterated integral in the context of Function of several real variables

Fubini's theorem is a theorem in measure theory that gives conditions under which a double integral can be computed as an iterated integral, i.e. by integrating in one variable at a time. Intuitively, just as the volume of a loaf of bread is the same whether one sums over standard slices or over long thin slices, the value of a double integral does not depend on the order of integration when the hypotheses of the theorem are satisfied. The theorem is named after Guido Fubini, who proved a general result in 1907; special cases were known earlier through results such as Cavalieri's principle, which was used by Leonhard Euler.

More formally, the theorem states that if a function is Lebesgue integrable on a rectangle ${\displaystyle X\times Y}$, then one can evaluate the double integral as an iterated integral:$${\displaystyle \,\iint \limits _{X\times Y}f(x,y)\,\mathrm {d} (x,y)=\int _{X}\left(\int _{Y}f(x,y)\,\mathrm {d} y\right)\mathrm {d} x=\int _{Y}\left(\int _{X}f(x,y)\,\mathrm {d} x\right)\mathrm {d} y.}$$ This formula is generally not true for the Riemann integral (however, it is true if the function is continuous on the rectangle; in multivariable calculus, this weaker result is sometimes also called Fubini's theorem).