Fubini’s theorem for Daniell integrals

Abstract

We show that in the theory of Daniell integration iterated integrals may always be formed, and the order of integration may always be interchanged. By this means, we discuss product integrals and show that the related Fubini theorem holds in full generality. The results build on a density theorem on Riesz tensor products due to Fremlin, and on the Fubini–Stone theorem.