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We prove that any bi-Hamiltonian system on a real smooth manifold that is Hamiltonian with respect all Poisson brackets is locally bi-integrable. We construct a complete set of functions in bi-involution by extending the set of standard integrals consisting of Casimir functions of Poisson brackets, eigenvalues of the Poisson pencil, and the Hamiltonians. Moreover, we show that at a generic point of differentials of the extended family can realize any bi-Lagrangian subspace containing the differentials of the standard integrals .

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