Part a.) By construction, it's straight-forward to see that since for any $x \geq 0 \hspace{0.25cm} \exists n \in \mathbb{N}$ such that $x \in [n,n+1)$, that $f_x(y) = a_n - a_n = 0$ for all $x \geq 0$. Thus, certainly:
$$\forall x, \int_{\mathbb{R}} f_x(y) dy = 0$$
...and therefore:
$$\int_\mathbb{R} \int_\mathbb{R} f_x(y) dy \hspace{0.1cm} dx = 0$$
Part b.) By construction again, you'll observe that since every $y \geq 0$ is between an $n \in \mathbb{Z}$ and $n+1$, that:
$$\int_{\mathbb{R}} f^y(x) \chi_{[n,n+1)}(y) dx = a_n - a_{n-1}$$
(Aside from the $n=0$ case, where the integral simply evaluates to $a_0$.) Thus, since:
$$a_n = \sum_{k \leq n} b_k$$
We can see:
$$a_n - a_{n-1} = b_n$$
...and finally, since these were constructed to be piecewise-constant functions:
$$\int_{\mathbb{R}} \int_{\mathbb{R}} f^y(x)dx \hspace{0.1cm} dy = \sum_{n=0}^\infty \int_{[n,n+1)} \Big(\int_{\mathbb{R}} f^y(x)dx\Big) dy \hspace{0.1cm} = \ldots$$
$$\ldots = a_0 + \sum_{n=1}^\infty (a_n - a_{n-1}) \hspace{0.25cm} = \hspace{0.25cm} \sum_{n=0}^\infty b_n = s < \infty$$
Part c.) Lastly, since $b_n > 0 \hspace{0.25cm} \forall n$, observe that $a_n > a_0 = b_0 > 0 \hspace{0.25cm} \forall n$. Thus,
$$ \int_{\mathbb{R}} \int_{\mathbb{R}} |f(x,y)| dx \hspace{0.1cm} dy \hspace{0.25cm} > \hspace{0.25cm} a_0 + 2\sum_{n=1}^\infty a_0 \hspace{0.25cm} = \hspace{0.25cm} \infty$$
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