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Finite products of standard Borel spaces are standard Borel

Statement

Every finite product of standard Borel spaces, with its finite product sigma-algebra, is standard Borel.

Facts & Assumptions

Given: A natural number n and standard-Borel spaces (Ej,Ej) for j<n, with their finite product sigma-algebra.

[F1]

A standard-Borel space admits a bijection to a Polish space transporting exactly its measurable sets to Borel sets. A Polish space is separable and has some compatible complete metric; separability means that some at-most-countable subset meets every nonempty open set (Standard Borel spaces, Polish spaces are separable completely metrizable spaces, Separability: the existence of an at most countable dense subset).

[F2]

Selecting data for a natural-number-indexed finite family of nonempty sets is a theorem of ZF and requires no choice axiom (Every natural-number-indexed list of nonempty sets has a choice function on its family of values).

[F4]

Finite powers of at-most-countable sets and products of two such sets are at most countable. A nonempty at-most-countable set admits a surjective enumeration. The rationals are countable and dense in the reals (Every finite power of an at most countable set is at most countable, A product of two at most countable sets is at most countable, A nonempty set is at most countable iff it is a surjective image of N, Q is countably infinite, Both Q and R∖Q are dense in R, and every nonempty open subset of R is uncountable).

[F6]

The Borel sigma-algebra is generated by open sets; sigma-algebras are closed under complements and countable unions. Finite product sigma-algebras are recursively generated by measurable rectangles, with the full singleton sigma-algebra for the empty product (The Borel sigma-algebra of a topological space, Sigma-algebras, The product sigma-algebra and its finite iterates). Induction on natural numbers is valid (The principle of mathematical induction).

Proof

technique · finite complete product metrics, a countable rectangle basis, and transport of the generated sigma-algebras

Given: The finite indexed family (Ej,Ej)j<n in the Statement. No choice axiom is assumed.

1.1F1F3F5F6given

If n=0, the product is the singleton with its full two-element sigma-algebra by [F5,F6]; the unique metric on a singleton is complete and its singleton set is dense, so it is Polish and standard Borel. If a factor is empty, the product is empty and its sigma-algebra is {∅}; the empty metric is complete and the empty set is dense in the empty topology, so the empty space is Polish and standard Borel. These settle both boundary cases.

1.2F6algebra

For any finite family of sigma-algebras, their recursive product is the sigma-algebra generated by all full measurable rectangles ∏j<nAj. This follows by induction from [F6]. The zero and one cases follow directly from the definitions. At the successor stage, let T be generated by the full (n+1)-rectangles. For any measurable last-coordinate set B, the class of A in the preceding product space for which A×B∈T is a sigma-algebra: it contains the whole space since the whole-space rectangle times B is a full rectangle, complements subtract from that rectangle, and countable unions commute with the product by B. It contains every preceding full rectangle, so the inductive hypothesis gives every preceding product-measurable A. Thus all recursive generating rectangles belong to T. Conversely every full rectangle is a recursive generating rectangle because its preceding rectangle is measurable. This proves equality at the successor and hence at every finite stage.

2.1F1F2F4step 1.1construct

Assume n≥1 and all factors nonempty. For each j<n, [F1] provides a Polish presentation hj:Ej→Pj; use only finite choice [F2] to select these finitely many presentations, compatible complete metrics dj, nonempty countable dense subsets Dj, and surjective enumerations of the Dj from [F4]. The product map h(x)j=hj(xj) is a bijection from ∏j<nEj onto P=∏j<nPj, with inverse obtained by the finitely many hj−1. The product is nonempty by finite choice.

3.1F3step 2.1algebra

Put δj(x,y)=min⁡{1,dj(x,y)}. This is a metric: symmetry and separation are inherited, and for nonnegative a,b, min⁡(1,a+b)≤min⁡(1,a)+min⁡(1,b) proves the triangle inequality from that of dj. Balls of radius less than 1 are unchanged, so its topology agrees with that of dj. A δj-Cauchy sequence is dj-Cauchy by testing every tolerance less than 1; its dj-limit is also its δj-limit. Hence δj is complete. Define D(x,y)=∑j<nδj(xj,yj) on P. Finite sums of the metric inequalities prove that D is a metric.

4.1F2F3F5step 3.1algebra

The metric D induces the product topology. For every x and ε>0, the product of coordinate δj-balls of radius ε/n lies in BD(x,ε) by the finite sum inequality. Conversely, given a basic product-open neighbourhood ∏j<nUj of x, choose positive coordinate radii rj with Bδj(xj,rj)⊆Uj; a single positive radius smaller than every rj makes its D-ball lie in that rectangle. These are only finite selections. Both neighbourhood comparisons establish equality of the two topologies.

5.1F3step 3.1step 4.1algebra

If (x(k))k is D-Cauchy, each coordinate sequence is δj-Cauchy since δj(xj(k),xj(l))≤D(x(k),x(l)). Its unique limit xj exists by step 3.1. The finite tuple x=(xj)j<n lies in P. Given ε>0, each coordinate error is eventually less than ε/n, and the maximum of the finitely many thresholds makes D(x(k),x)<ε. Thus D is complete.

5.2F3F4F5step 2.1step 4.1algebra

In each factor, the balls for δj centred in Dj with positive rational radii form a countable basis. Indeed, for x∈U choose ε>0 with Bδj(x,ε)⊆U; choose a∈Dj with δj(x,a)<ε/4 and a rational r between δj(x,a) and ε−δj(x,a). Then x∈Bδj(a,r)⊆U by the triangle inequality. Centres and radii have countable enumerations, so [F4] enumerates this basis. Finite products of the basis members form a countable product basis: a tuple of their natural indices is in Nn, and every basic neighbourhood contains one of these boxes. Every product-open set is therefore the union of the members of this fixed countable rectangle basis contained in it; no point-indexed selection is made.

6.1F1F2F4F5step 2.1step 4.1step 5.1algebra

The product of the chosen dense sets is countable: the coordinate enumerations give a surjection from Nn onto ∏j<nDj, and the domain is at most countable by [F4]. It is dense in P, because a nonempty basic rectangle meets each Dj, and finite choice selects a point in the product of those intersections. Hence P is separable and, by the topology and completeness proved above, Polish.

6.2F5F6step 5.2step 1.2algebra

Write S=⨂j<nB(Pj). Every basic rectangle from step 5.2 belongs to S, so every open subset of P belongs to S as a countable union. Minimality of the Borel sigma-algebra gives B(P)⊆S. For the reverse inclusion, fix j<n and let Cj={A⊆Pj:πj−1(A)∈B(P)}. Preimages preserve complements and countable unions, so this is a sigma-algebra, and it contains every open A by the projection property in [F5]. Hence it contains B(Pj) by [F6]. Every Borel rectangle is the finite intersection of these Borel cylinders, and is therefore Borel in P. Step 1.2 now gives S⊆B(P), proving both inclusions.

7.1F1F6step 1.1step 2.1step 6.1step 1.2step 6.2∎

The bijection h of step 2.1 carries each full measurable rectangle in ∏Ej to a full Borel rectangle in P, and conversely, by the exact measurable-isomorphism property of every hj in [F1]. Since images and inverse images under a bijection preserve complements and countable unions, step 1.2 identifies the transported finite product sigma-algebra with ⨂j<nB(Pj); step 6.2 identifies this with B(P). The Polish space P and this bijection are thus a Polish presentation of the given product. Together with step 1.1 this proves the unchanged Statement, without AC or Countable Choice.

Remarks

The only selections are over the given natural-number-indexed finite family: presentations, metrics, dense sets and enumerations, and finitely many points or radii. Finite choice is proved in ZF. No infinite family of presentations or enumerations is selected, and no countable union of unspecified countable sets is used. The countable product basis is explicitly indexed by a fixed finite power of the naturals. The original source citation records the known Statement; the complete local proof above supplies the metric, countability, sigma-algebra and transport details. These local repair checks are not a new publication audit.

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