The evolution of the phase space density of particle beams in external fields is found proceeding from the continuity equation in the six-dimensional (6D) phase space (mu-space). The Robinson theorem, which includes the Liouville theorem as a special case, was proved in a more simple and consistent alternative way valid for arbitrary external fields, averaged fields of the beam (self-generated electro-magnetic fields except intrabeam scattering) and arbitrary frictional forces (linear, nonlinear). It includes particle accelerators as a special case. The limits of the applicability of the Robinson theorem in case of cooling of excited ions having a finite living time are presented.