Denote by (lambda) Lebesgue measure on ((0, infty)). Prove that the following iterated integrals exist and that
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Denote by \(\lambda\) Lebesgue measure on \((0, \infty)\). Prove that the following iterated integrals exist and that
\[\int_{(0, \infty)} \int_{(0, \infty)} e^{-x y} \sin x \sin y \lambda(d x) \lambda(d y)=\int_{(0, \infty)} \int_{(0, \infty)} e^{-x y} \sin x \sin y \lambda(d y) \lambda(d x) .\]
Does this imply that the double integral exists?
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