Warm-Up: Interchanging the Order of Integration

This chapter confirms the efficacy of this by now classic technique of integration, that is, interchanging the order of integration to evaluate some well-behaved integrals. These integrals indeed satisfy Fubini’s theorem for bivariate integrals. Some of the results are stunning and unexpected from this age-old method of integration. The chapter concludes with some interesting exercises that the reader is encouraged to attempt.