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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 and standard-Borel spaces for , with their finite product sigma-algebra.
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).
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).
Metrics are nonnegative and satisfy separation, symmetry and the triangle inequality; their open balls induce the metric topology, and completeness means that every Cauchy sequence has a limit in the space (Metric space: iff , symmetry, and the triangle inequality; pseudometric and ultrametric, Nonnegativity of a metric is a consequence of the other axioms, not an axiom, Open ball, closed ball and sphere in a metric space, The metric topology: a set is open when every one of its points has a ball around it inside the set; closed means open complement, Complete metric space: every Cauchy sequence converges in the space).
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 , is countably infinite, Both and are dense in , and every nonempty open subset of is uncountable).
Finite product-open rectangles form a basis of the product topology, the coordinate projections have open preimages of open sets, and the empty product is a singleton (The product set of functions choosing a point in each factor, the projections, the box topology, and the product topology as the initial topology of the projections; the empty product is a one-point space, Basis and subbasis for a topology, and the topology generated by a family of sets).
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
Given: The finite indexed family in the Statement. No choice axiom is assumed.
If , 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.
For any finite family of sigma-algebras, their recursive product is the sigma-algebra generated by all full measurable rectangles . This follows by induction from [F6]. The zero and one cases follow directly from the definitions. At the successor stage, let be generated by the full -rectangles. For any measurable last-coordinate set , the class of in the preceding product space for which is a sigma-algebra: it contains the whole space since the whole-space rectangle times is a full rectangle, complements subtract from that rectangle, and countable unions commute with the product by . It contains every preceding full rectangle, so the inductive hypothesis gives every preceding product-measurable . Thus all recursive generating rectangles belong to . 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.
Assume and all factors nonempty. For each , [F1] provides a Polish presentation ; use only finite choice [F2] to select these finitely many presentations, compatible complete metrics , nonempty countable dense subsets , and surjective enumerations of the from [F4]. The product map is a bijection from onto , with inverse obtained by the finitely many . The product is nonempty by finite choice.
Put . This is a metric: symmetry and separation are inherited, and for nonnegative , proves the triangle inequality from that of . Balls of radius less than are unchanged, so its topology agrees with that of . A -Cauchy sequence is -Cauchy by testing every tolerance less than ; its -limit is also its -limit. Hence is complete. Define on . Finite sums of the metric inequalities prove that is a metric.
The metric induces the product topology. For every and , the product of coordinate -balls of radius lies in by the finite sum inequality. Conversely, given a basic product-open neighbourhood of , choose positive coordinate radii with ; a single positive radius smaller than every makes its -ball lie in that rectangle. These are only finite selections. Both neighbourhood comparisons establish equality of the two topologies.
If is -Cauchy, each coordinate sequence is -Cauchy since . Its unique limit exists by step 3.1. The finite tuple lies in . Given , each coordinate error is eventually less than , and the maximum of the finitely many thresholds makes . Thus is complete.
In each factor, the balls for centred in with positive rational radii form a countable basis. Indeed, for choose with ; choose with and a rational between and . Then 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 , 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.
The product of the chosen dense sets is countable: the coordinate enumerations give a surjection from onto , and the domain is at most countable by [F4]. It is dense in , because a nonempty basic rectangle meets each , and finite choice selects a point in the product of those intersections. Hence is separable and, by the topology and completeness proved above, Polish.
Write . Every basic rectangle from step 5.2 belongs to , so every open subset of belongs to as a countable union. Minimality of the Borel sigma-algebra gives . For the reverse inclusion, fix and let . Preimages preserve complements and countable unions, so this is a sigma-algebra, and it contains every open by the projection property in [F5]. Hence it contains by [F6]. Every Borel rectangle is the finite intersection of these Borel cylinders, and is therefore Borel in . Step 1.2 now gives , proving both inclusions.
The bijection of step 2.1 carries each full measurable rectangle in to a full Borel rectangle in , and conversely, by the exact measurable-isomorphism property of every 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 ; step 6.2 identifies this with . The Polish space 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.
Depends on
- Standard Borel spaces
- The product sigma-algebra and its finite iterates
- Polish spaces are separable completely metrizable spaces
- Separability: the existence of an at most countable dense subset
- Complete metric space: every Cauchy sequence converges in the space
- Metric space: $d(x,y) = 0$ iff $x = y$, symmetry, and the triangle inequality; pseudometric and ultrametric
- The metric topology: a set is open when every one of its points has a ball around it inside the set; closed means open complement
- Open ball, closed ball and sphere in a metric space
- Nonnegativity of a metric is a consequence of the other axioms, not an axiom
- The product set $\prod_{i \in I} X_i$ of functions choosing a point in each factor, the projections, the box topology, and the product topology as the initial topology of the projections; the empty product is a one-point space
- Basis and subbasis for a topology, and the topology generated by a family of sets
- The Borel sigma-algebra of a topological space
- Sigma-algebras
- Every natural-number-indexed list of nonempty sets has a choice function on its family of values
- 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 $\mathbb{N}$
- $\mathbb{Q}$ is countably infinite
- Both $\mathbb{Q}$ and $\mathbb{R} \setminus \mathbb{Q}$ are dense in $\mathbb{R}$, and every nonempty open subset of $\mathbb{R}$ is uncountable
- The principle of mathematical induction
Used by
- ABC Metropolis–Hastings on simulator-augmented states Algorithm
- Rao–Blackwellized particle filter Algorithm
- Sequential ABC importance-resampling with tolerance populations Algorithm
- Augmented ABC tolerance target Definition
- Filtering, predictive, and smoothing laws in a finite-horizon state-space model Definition
- General finite-horizon state-space models by kernels Definition
- Positive regression dependence on true-null coordinates (PRDS) Definition
- Changing a conditional kernel on a null fiber leaves information unchanged Example
- Coarsening the conditioning variable can increase conditional mutual information Example
- A geometrically ergodic chain has an all-start standard-Borel observation factor Lemma
- Adjacent iid vector functionals admit a finite-moment strong approximation Lemma
- Closed witness codings and completion measurability of Borel projections Lemma
- Conditional mutual-information chain rule and data processing for standard-Borel variables Lemma
- Derivative of squared W2 distance along a finite-action continuity equation Lemma
- Geometric Markov chains admit delayed adjacent-iid split tours with spare moments Lemma
- Gluing two Euclidean couplings Lemma
- Mutual information tensorizes over a memoryless vector channel Lemma
- Nonlinear path extension is a probability kernel Lemma
- One-sided semiconvex characteristics give W2 uniqueness and stability Lemma
- Random-cut stationary ergodic block-channel approximation Lemma
- The same-marginal conditional-product law is well-defined Lemma
- A finite-group hierarchical model has a conditional law of its latent tuple Theorem
- ABC Metropolis–Hastings preserves its augmented tolerance target Theorem
- Advanced adaptive composition for standard-Borel outputs Theorem
- Assuming the Axiom of Choice, Kolmogorov extension for arbitrary families of standard Borel coordinate spaces Theorem
- Existence of a Dirichlet process by normalized gamma Poisson random measure Theorem
- Filtering and finite-horizon smoothing laws exist Theorem
- Finite-alphabet conditional entropy is version-invariant and obeys its chain rule Theorem
- Finite-horizon state-space kernel law exists and is unique Theorem
- Mutual-information chain rule without subtracting infinities Theorem
- Self-mutual-information entropy on countable and non-atomic laws Theorem
- Superposition for finite-action Euclidean continuity equations Theorem
- The finite linear-Gaussian state-space path is jointly Gaussian Theorem
- The natural-effect mediation formula under independent errors Theorem
- The sum of exponential-family statistics is sufficient for an IID sample Theorem
Dependency tree · two levels
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Sources
- Biskup, MATH 275D notes, Lemma 2.8 (standard reference, not scraped)