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Triangular Borel maps scale Euclidean volume

Statement

Assume the Axiom of Choice (The Axiom of Choice). Let n≥1, let a1,…,an>0 be real numbers, and for i=1,…,n let ψi:R n−i→R be a Borel function, where R 0 is a one-point space so that ψn is a constant. Define the triangular map

T:Rn⟶Rn,T(x)i=aixi+ψi(xi+1,…,xn)(i=1,…,n).

Then T is a bijection, T and T−1 are Borel maps, T(E) is a Borel set for every Borel E⊆Rn, and

vol⁡(T(E))=(∏i=1nai)vol⁡(E).

Equivalently, the inverse triangular map scales volume by (∏iai)−1, and both identities hold with +∞ allowed.

Facts & Assumptions

Given: The Axiom of Choice, an integer n≥1, positive reals a1,…,an, Borel functions ψi as in the statement, and a Borel set E⊆Rn. Put φi:=ψi/ai and Si(x):=x+φi(xi+1,…,xn)ei for i=1,…,n, and let A(x)i:=aixi be the diagonal scaling.

[A1]

The Axiom of Choice implies the Axiom of Countable Choice (AC implies DC implies countable choice), so the countable-choice hypotheses of [F2] and [F4] are discharged for the whole argument; no further choice is used.

[F1]

Tonelli's theorem: for sigma-finite measure spaces and a product-measurable f≥0, the integral over the product equals either iterated integral (Tonelli's theorem for nonnegative measurable functions on a sigma-finite product).

[F2]

Under the identification Rm+n=Rm×Rn, the product measure λm×λn agrees with Lebesgue measure λm+n on every Borel set (On Borel subsets of R^{m+n}, the product lambda_m times lambda_n agrees with lambda_{m+n}).

[F3]

Lebesgue measure is translation invariant: λn(E+h)=λn(E) for every Lebesgue measurable E, and E is measurable if and only if E+h is (Lebesgue outer measure, Lebesgue measurability and Lebesgue measure are unchanged by translation).

[F4]

For nonzero real c, λn(cE)=∣c∣nλn(E) for every Lebesgue measurable E, and E is measurable if and only if cE is (For a nonzero real c, dilation by c multiplies Lebesgue outer measure by ∣c∣n, and reflection in the origin preserves it).

Proof

1.1given

The factors satisfy T=A∘S for the shear S given by S(x)i=xi+φi(xi+1,…,xn): indeed A(S(x))i=aiS(x)i=aixi+ψi(xi+1,…,xn).

1.2given

For points written as (u,t,v)∈Ri−1×R×Rn−i, the shear is Si(u,t,v)=(u,t+φi(v),v), a bijection whose inverse (u,t,v)↦(u,t−φi(v),v) is Borel because φi is Borel; hence Si(F) is Borel for every Borel F, and for a Borel set F the t-section at fixed (u,v) is the translate of the section of F by φi(v).

1.3given

The sections of a Borel set F⊆Ri−1×R×Rn−i are Borel sets, because they are the preimages of F under the continuous maps t↦(u,t,v); in particular they are Lebesgue measurable and [F3] applies to them.

1.4given

The diagonal scaling factors as A=D1∘⋯∘Dn with Di multiplying only the i-th coordinate by ai, and each Di is an invertible linear bijection whose inverse is Borel, so Di(F) is Borel for every Borel F.

2.1F1F2F3step 1.2step 1.3

For each i and every Borel F⊆Rn one has vol⁡(Si(F))=vol⁡(F): writing f=1Si(F) and using [F2] and [F1], the volume is the iterated integral ∫∫∫f(u,t,v) du dt dv, whose t-integrand at fixed (u,v) equals 1F(u,t−φi(v),v), and its integral over t equals the t-length of the section of F at (u,v) by [F3] and step 1.3; integrating the unchanged section lengths over (u,v) with [F1] returns vol⁡(F).

2.2A1F4step 1.4

For each i and every Borel F⊆Rn, with f=1Di(F) the t-integrand at fixed (u,v) equals 1F(u,t/ai,v), whose integral over t is the length of the section of F scaled by ai by [F4] in dimension one; the countable-choice hypothesis is supplied by [A1].

2.3step 1.2step 1.1

The shear S=Sn∘⋯∘S1: applying S1,…,Sn in that order changes the i-th coordinate by φi(xi+1,…,xn) while the higher coordinates are still the original ones, and S is a Borel bijection with Borel inverse.

3.1F1F2step 2.2

Integrating the section identity of step 2.2 over the remaining coordinates with [F1] and [F2] gives vol⁡(Di(F))=aivol⁡(F) for every Borel F.

3.2step 2.1step 2.3

For every Borel F one has vol⁡(S(F))=vol⁡(F) and S(F) Borel, by applying step 2.1 to the factors of the composition in step 2.3.

4.1step 1.1step 1.4step 3.1step 3.2

Consequently T=A∘S satisfies vol⁡(T(E))=vol⁡(A(S(E)))=(∏iai)vol⁡(S(E))=(∏iai)vol⁡(E), and T(E) is Borel, by steps 1.4, 3.1, 3.2 and the factorization of step 1.1.

5.1step 4.1algebra∎

The backward recursion xi=ai−1(yi−ψi(xi+1,…,xn)), run from i=n down to i=1, exhibits T−1 as a composition of Borel functions, so T is a bijection with Borel inverse; applying the identity of step 4.1 to T−1, which is again a triangular map with coefficients ai−1 and Borel data from the same recursion, gives vol⁡(T−1(F))=(∏iai)−1vol⁡(F) for Borel F, and T and T−1 being Borel in both directions makes each a Borel isomorphism.

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