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The Gauss map preserves Gauss measure
Example
Assume countable choice. On put and for . The Borel probability with density relative to Lebesgue measure is -invariant. The same map preserves its completion. This example proves measure preservation only.
Facts & Assumptions
A nonnegative measurable density defines a measure by integration over sets. The indefinite integral of a nonnegative measurable function is a measure.
The logarithm has derivative on the positive reals. The natural logarithm has derivative 1/x and equals the integral from 1 to x of 1/t.
The logarithm is continuous, strictly increasing, vanishes at one, and obeys the quotient law. Order, continuity, range, and the product, quotient, and reciprocal laws for the natural logarithm.
Continuous functions on closed bounded intervals are bounded and Riemann integrable. A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion.
The Riemann integral of an integrable derivative is the primitive difference, including one-sided endpoint derivatives. The second fundamental theorem: if is differentiable on with and is integrable, then .
Under countable choice, bounded Riemann integrable functions have the same Lebesgue integral. A bounded Riemann integrable function on a closed bounded interval is Lebesgue measurable and has the same integral.
At most countable sets are Lebesgue measurable and null under countable choice. Every at most countable subset of is Lebesgue null; in particular .
It suffices to check a measurable self-map on a generating pi-system for a finite measure. Measure preservation can be checked on a generating pi-system.
A measure-preserving transformation extends to the completed measure space. Compositions, iterates and completions preserve invariance.
Rational points are dense in the real line. Both and are dense in , and every nonempty open subset of is uncountable.
The rationals are countable. is countably infinite.
Verification
Given: Assume countable choice. On put and for . The Borel probability with density relative to Lebesgue measure is -invariant. The same map preserves its completion. This example proves measure preservation only.
By [F3], , so is positive, bounded by , and continuous on . By [F4] it is Riemann integrable on every closed subinterval. The derivative of is by [F2], using the translated difference quotient, also one-sided at subinterval endpoints. Thus [F5] and [F6] yield for . Singletons and countable sets have zero density integral because they are null by [F7] and is bounded. Consequently endpoints do not change this interval value. By [F1] the density defines a Borel measure, and the value with is one; removing the endpoint 1 does not change it.
The Borel sets , , partition . On , , and on the singleton it is zero. Each branch is the restriction of a continuous real function and takes values in , so for every open subset of its inverse image is a countable union of Borel branch inverse images and possibly . This proves Borel measurability. For , the exact inverse image is . The displayed intervals are pairwise disjoint because . The only endpoint outside is 1 when .
Using the interval integral of step 1.1 and countable additivity, is times the sum over of . The quotient law [F3] and the identity rewrite the partial sum through as . All original summands are nonnegative. Continuity of at 1 gives the limit , so . For , the preimage is , an explicitly enumerated countable null set, and both masses are zero. The full space also has equal inverse-image mass one.
The family consisting of , the empty set, and all with is a pi-system. It generates the Borel sets of : complements give , and increasing unions of initial closed intervals give ; intersections give ordinary open intervals, which form a countable rational-endpoint base for the interval topology. Conversely all generators are Borel. The measure is finite and is measurable, so [F8] applies to step 2.1 and proves preservation for every Borel set. By [F9] the map is measurable and preserving on the completion as well. Countable choice is inherited in the Lebesgue/Riemann comparison, null-set and completion suppliers; the branch sums and partial-sum telescoping make no choices. The rational-base assertion uses [F10]. The rational-base assertion uses [F11].
The corresponding inverse-branch density calculation can also be seen directly. On , the inverse branch is , with . Hence . The algebraic identity gives the partial sum , tending to . This verifies the density balance numerically; the interval proof in steps 1.1–3.1 already establishes measure preservation without assuming a change-of-variables theorem. The separate endpoint computations in step 2.1 account for .
Depends on
- The indefinite integral of a nonnegative measurable function is a measure
- The natural logarithm has derivative 1/x and equals the integral from 1 to x of 1/t
- Order, continuity, range, and the product, quotient, and reciprocal laws for the natural logarithm
- A continuous function on $[a,b]$ is Riemann integrable, by Heine-Cantor and Riemann's criterion
- The second fundamental theorem: if $G$ is differentiable on $[a,b]$ with $G' = f$ and $f$ is integrable, then $\int_a^b f = G(b)-G(a)$
- A bounded Riemann integrable function on a closed bounded interval is Lebesgue measurable and has the same integral
- Every at most countable subset of $\mathbb{R}^n$ is Lebesgue null; in particular $\lambda_1(\mathbb{Q})=0$
- Measure preservation can be checked on a generating pi-system
- Compositions, iterates and completions preserve invariance
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- Both $\mathbb{Q}$ and $\mathbb{R} \setminus \mathbb{Q}$ are dense in $\mathbb{R}$, and every nonempty open subset of $\mathbb{R}$ is uncountable
- $\mathbb{Q}$ is countably infinite
Used by
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Sources
- E–W Lemma 3.5, Gauss measure (standard reference, not scraped)