How statement and proof provenance work
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The product measure can also be constructed from the rectangle algebra by Caratheodory extension
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). The page's main theorem chain defines the sigma-finite product measure through sections and iterated integrals. There is a second standard construction. Its additional input is the separate verification, carried out in the references above, that the rectangle rule extends consistently to a premeasure on the algebra of Finite disjoint unions of measurable rectangles form an algebra generating the product sigma-algebra. Once that premeasure has been established, Assuming countable choice, a premeasure extends through its induced outer measure extends it to the generated product sigma-algebra; the extension theorem does not itself supply the premeasure verification.
When the rectangle premeasure is sigma-finite, Assuming countable choice, the Carathéodory domain is the completion of the sigma-finite extension identifies the full Caratheodory domain with the completion of that generated extension. Uniqueness of the product measure itself is supplied separately by the main product-measure theorem later on this page, not by either cited Caratheodory result.
Depends on
- Finite disjoint unions of measurable rectangles form an algebra generating the product sigma-algebra
- Assuming countable choice, a premeasure extends through its induced outer measure
- Assuming countable choice, the Carathéodory domain is the completion of the sigma-finite extension
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
Used by
Nothing in the library uses this result yet.
Dependency tree · two levels
23 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- John K. Hunter, Measure Theory, Proposition 5.11 and Definitions 5.12-5.13 (standard reference, not scraped)
- Terence Tao, An Introduction to Measure Theory, Section 1.7.3 (standard reference, not scraped)