as part of a proof in a paper i have statement, i cannot figure out how to proof:
Assume $(c_k)_{k\in \mathbb{N}}$ is a sequence of nonnegative random variables and $g: (-1,1] \to \mathbb{R}$ is a function such that
$f(x,\omega):= \sum_{k=0}^{\infty}c_k(\omega)x^k$
$\mathbb{E}(f(x,\cdot) \leq g(x)$
for all $x\in (-1,1]$.
Then
$\mathbb{E}(f(x,\cdot)= \sum_{k=0}^{\infty}\mathbb{E}(c_k)(\omega)x^k $
for all $x\in (-1,1]$.
The only explanation in the paper is ...apply Fubinin's theorem..., but i can't find one which can be applied here.