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Without sigma-finiteness, the rectangle formula need not determine a unique product measure
Statement refuted
The rectangle formula determines at most one product measure even without sigma-finiteness.
Counterexample
Let be Lebesgue measure on , let be counting measure on , let , and let be the two measures on the product sigma-algebra supplied by the standard non-sigma-finite Lebesgue/counting construction in the listed Tao source.
Facts & Assumptions
Given: Lebesgue measure on , counting measure on , and the diagonal .
The listed Tao source's standard non-sigma-finite Lebesgue/counting construction yields measures on the product sigma-algebra such that on measurable rectangles and .
Verification
By [L1], and agree on every measurable rectangle.
The same fact [L1, step 1.1] gives , so the two measures are distinct. Therefore the rectangle formula does not determine a unique product measure without sigma-finiteness.
Used by
Nothing in the library uses this result yet.
Dependency tree · 0 levels
Nothing. This result depends on no other item in the library.
Sources
- Terence Tao, An Introduction to Measure Theory, Remark 1.7.12 (standard reference, not scraped)