4

Let $A, B$ be sets and $x_{n,m}$ $n \in A, m \in B$ be a doubly infinite sequence of extended non-negative reals indexed by A and B. Show that

$\sum_{(n,m) \in A \times B} (x_{n,m})$ = $\sum_{n \in A} \sum_{m \in B} (x_{n,m})$ = $\sum_{m \in B} \sum_{n \in A} (x_{n,m})$

I started this proof but have one step I am not sure of. To start, we can observe that if A or B is uncountable then either: a) at least one of the sums is $\infty$, so we are done; or b) the number of non-zero elements is at most countable, which puts us in the case of countable sets.

Here's the step I am unsure of: If A and B are both countable, they can each be mapped to the positive integers, so instead of indexing $x_{n,m}$ by $A \times B$ we can consider them to be indexed by the positive integers. Then this is just Tonelli's Theorem in its original form and we invoke it to complete the proof.

I like this approach which avoids repeating all the work to prove Tonelli's theorem directly, but I'm unsure if it is correct. I am concerned that by mapping A and B into the integers, we are imposing an ordering on the $x_{n,m}$ without knowing that we can reorder them and still get the same sum. Then again, A and B were not ordered to begin with, so we are perhaps assuming that the ordering does not matter? Tonelli's theorem itself seems to say that the ordering does not matter if all the terms are positive.

Can anyone enlighten me?

Betty Mock
  • 3,532
  • What is your definition of $\sum_{(n,m) \in A \times B}$? It can be the integral in the product measure of the counting measure, the limit of a net or choosing some particular bijection to $\mathbb{N}$ and making the sum (or something else). Depending on the definition, the approaches can be different. You tagged the question as real analysis (not measure theory) and mentioned the possibility of $A$ and $B$ being uncountable so the definition is not clear. (Sorry for the small "spam", the comment editing functionality sometimes tricks me). – Aloizio Macedo Dec 28 '15 at 01:42
  • A good question. I'm studying from a book and no definition is given. Yes either set could be uncountable, and I was a bit sloppy there, because the sum could be finite if enough of them are zero (but that just dumps you into the countable case). If it is the 3rd, I don't think there is even anything to be proved. I was assuming the left side was the sum of individual elements indexed by A x B, which might be your first definition. I don't know what your second definition means. I didn't tag it as measure theory because we haven't defined meansures yet, but that is where we are headed.. – Betty Mock Dec 28 '15 at 02:28
  • There's a definition for the sum of uncountably many non-negative reals here: http://math.stackexchange.com/questions/106102/use-of-sum-for-uncountable-indexing-set -- as the sup over all the finite sums. Also well known that for this sum to be finite, there must be no more than a countable number of non-zero elements. – Betty Mock Jan 07 '16 at 22:29

0 Answers0