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TauCeti.Analysis.Contour.Cycle.Fubini

Fubini's theorem for integrals over cycles #

For cycles C and D and a function F z w jointly continuous on the product of their traces, the two iterated integrals agree:

∫_C (∫_D F z w dw) dz = ∫_D (∫_C F z w dz) dw.

Iterated cycle integrals arise in the holomorphic functional calculus, where the product of two resolvent integrals over nested cycles is a double integral over both cycles.

Main results #

theorem TauCeti.Contour.Cycle.integral_integral_swap {E : Type u_1} [NormedAddCommGroup E] [NormedSpace ℂ E] {F : ℂ → ℂ → E} {C D : Cycle} (hF : ContinuousOn (Function.uncurry F) (C.trace ×ˢ D.trace)) :
(integral fun (z : ℂ) => (integral (F z)) D) C = (integral fun (w : ℂ) => (integral fun (z : ℂ) => F z w) C) D

Fubini's theorem for cycles. For a function F continuous on the product of the traces of two cycles C and D,

∫_C (∫_D F z w dw) dz = ∫_D (∫_C F z w dz) dw.