I am having trouble understanding why Fubini's theorem can be used in a certain proof.
We define the Fourier transform of a function $f$ as \begin{equation} \hat{f}(y):=\frac{1}{\sqrt{2\pi}}\int_{-\infty}^{\infty}f(x)e^{-ixy}\ dx. \end{equation}
The theorem states the following.
Theorem. Let $f\in L_1(\mathbb{R})$, let $\hat{f}(y)$ be an odd function. Then
- $\hat{f}(y)=\frac{-i}{\sqrt{2\pi}}\int_{-\infty}^{\infty}f(x)\sin{xy}\ dx$.
- $\forall \ a>0\ \left|\int_{a}^{+\infty}\frac{\hat{f}(y)}{y}\ dy\right|\leq M$, where $M$ depends only of $f$.
Proof.
- I understand the proof of the first statement.
- Here we apply Fubini's theorem. \begin{equation} \left|\int_{a}^{+\infty}\frac{\hat{f}(y)}{y}\ dy\right|=\left| \int_{a}^{+\infty}\int_{-\infty}^{+\infty}\frac{f(x)\sin{xy}}{\sqrt{2\pi}y}\ dx\ dy \right|=\left| \int_{-\infty}^{+\infty}\int_{a}^{+\infty}\frac{f(x)\sin{xy}}{\sqrt{2\pi}y}\ dy\ dx \right|=\left| \int_{-\infty}^{+\infty}f(x)\int_{ax}^{+\infty}\frac{\sin{u}}{\sqrt{2\pi}u}\ du\ dx \right|\leq C||f||_{L_1(\mathbb{R})}, \end{equation}
since the integral $\int_{-\infty}^{+\infty}\frac{\sin{u}}{u}\ du$ converges.
It is, however, not clear to me why we can use Fubini's theorem here. In order to use it, the function $g(x,y):=\left| \frac{f(x)\sin{xy}}{y} \right|$ has to be integrable in the Lebesgue sense on $\mathbb{R}\times [a,+\infty)$. Which is not the case, since by Fubini's other theorem the integral \begin{equation} \int_{-\infty}^{+\infty}\int_{a}^{+\infty}\left| \frac{f(x)\sin{xy}}{\sqrt{2\pi}y}\right| \ dy\ dx \end{equation} would have to converge. Which is not the case, since the integral \begin{equation} \int_{b}^{+\infty}\left| \frac{\sin{u}}{u}\ \right| du \end{equation} diverges.
What is my mistake here and why can we apply Fubini's theorem in the proof?