If two functions of a real variable are integrable over two intervals, say of t, T, respectively, then the product of the two functions should be integrable over the rectangular product of the two intervals of t and T. For the Lebesgue integral, definable using non-negative functions alone, the proof is easy. For non-absolute integrals such as the Perron, Cesaro-Perron, and Marcinkiewicz-Zygmund integrals we have difficulties since the functions cannot be assumed non-negative. But the present paper gives a proof. [a, b], [a, /?]
of the real line, respectively, then f(t) that is, (1) / f(t)
0.[26], page 63, Theorem 7, is more general, but the assumption of bounded variation shows that we are again dealing with absolute integrals. The problem ought to be easy even when the integrals are not absolute, but the changing of sign of / and