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The Euclidean Lebesgue measure is the completion of the product of the factor Lebesgue measures

Statement

Assume the Axiom of Countable Choice (The Axiom of Countable Choice (ACω)). Let m,n1. Under the identification Rm+n=Rm×Rn, the Lebesgue measure λm+n is the completion of the product measure λm×λn.

Facts & Assumptions

Given: The Axiom of Countable Choice and positive integers m,n.

[L1]

On Borel sets, λm×λn agrees with λm+n. (On Borel subsets of R^{m+n}, the product lambda_m times lambda_n agrees with lambda_{m+n})

[L2]

Assuming countable choice, the full Lebesgue sigma-algebra is the completion of the Borel Lebesgue measure. (L(Rn) is exactly the completion of the restriction of λn to the Borel sets)

[L3]

For sigma-finite factors, the product measure is the unique measure on the product sigma-algebra with the rectangle formula. (For sigma-finite factors, the product measure exists, has the rectangle formula, is sigma-finite, and is unique)

[L4]

Assuming countable choice, Euclidean Lebesgue measure is sigma-finite. (Lebesgue measure is sigma-finite, and every metrically bounded subset of Rn has finite outer measure)

[L6]

The completed product measure is the completion of the product measure. (The completed product measure)

Proof

technique · direct
1.1

Let AL(Rm) and BL(Rn). By [L2], choose Borel cores A0,B0 and Borel null hulls Z,W such that AA0Z and BB0W. The slabs Z×Rn and Rm×W are Euclidean null: for example, Z×Rn=k1Z×[k,k]n, and [L1], [L3], and [L4] give Euclidean measure 0 to each Borel rectangle in this union. Since (A×B)(A0×B0)(Z×Rn)(Rm×W), [L2] makes A×B Euclidean Lebesgue measurable.

L1L2L3L4algebra
2.1

Step 1.1 puts every measurable rectangle in L(Rm+n), so L(Rm)L(Rn)L(Rm+n). Let ρ be the restriction of λm+n to this product sigma-algebra. For the rectangle in step 1.1, completeness [L5] and the null symmetric difference give ρ(A×B)=λm+n(A0×B0); [L1] and [L2] identify this with λm(A)λn(B). Thus ρ has the product rectangle formula. By [L4] the factors are sigma-finite, so uniqueness in [L3] gives ρ=λm×λn.

step 1.1L1L2L3L4L5
3.1

Because the product sigma-algebra is contained in the complete Euclidean Lebesgue sigma-algebra and the measures agree there by step 2.1, its completion is contained in L(Rm+n). Conversely, if EL(Rm+n), [L2] gives a Borel C and a Borel null set Z with ECZ. The Borel sets C,Z belong to the product sigma-algebra, and [L1] and step 2.1 give (λm×λn)(Z)=λm+n(Z)=0. Hence E belongs to the completion of the product measure. The domains and measures therefore coincide, which is exactly the completion claim of [L6].

L1L2L5L6step 2.1

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