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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 ()). Let . Under the identification the Lebesgue measure is the completion of the product measure .
Facts & Assumptions
Given: The Axiom of Countable Choice and positive integers .
On Borel sets, agrees with . (On Borel subsets of R^{m+n}, the product lambda_m times lambda_n agrees with lambda_{m+n})
Assuming countable choice, the full Lebesgue sigma-algebra is the completion of the Borel Lebesgue measure. ( is exactly the completion of the restriction of to the Borel sets)
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)
Assuming countable choice, Euclidean Lebesgue measure is sigma-finite. (Lebesgue measure is sigma-finite, and every metrically bounded subset of has finite outer measure)
Assuming countable choice, Euclidean Lebesgue measure is complete. (Assuming countable choice, is a sigma-algebra containing every elementary set and is a complete measure extending elementary volume)
The completed product measure is the completion of the product measure. (The completed product measure)
Proof
Let and . By [L2], choose Borel cores and Borel null hulls such that and . The slabs and are Euclidean null: for example, , and [L1], [L3], and [L4] give Euclidean measure to each Borel rectangle in this union. Since [L2] makes Euclidean Lebesgue measurable.
Step 1.1 puts every measurable rectangle in , so . Let be the restriction of to this product sigma-algebra. For the rectangle in step 1.1, completeness [L5] and the null symmetric difference give ; [L1] and [L2] identify this with . Thus has the product rectangle formula. By [L4] the factors are sigma-finite, so uniqueness in [L3] gives .
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 . Conversely, if , [L2] gives a Borel and a Borel null set with . The Borel sets belong to the product sigma-algebra, and [L1] and step 2.1 give . Hence belongs to the completion of the product measure. The domains and measures therefore coincide, which is exactly the completion claim of [L6].
Depends on
- On Borel subsets of R^{m+n}, the product lambda_m times lambda_n agrees with lambda_{m+n}
- $\mathcal{L}(\mathbb{R}^n)$ is exactly the completion of the restriction of $\lambda_n$ to the Borel sets
- For sigma-finite factors, the product measure exists, has the rectangle formula, is sigma-finite, and is unique
- Lebesgue measure is sigma-finite, and every metrically bounded subset of $\mathbb{R}^n$ has finite outer measure
- Assuming countable choice, $\mathcal{L}(\mathbb{R}^n)$ is a sigma-algebra containing every elementary set and $\lambda_n$ is a complete measure extending elementary volume
- The completed product measure
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
Used by
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Sources
- Terence Tao, An Introduction to Measure Theory, Example 1.7.13 (standard reference, not scraped)
- Gerald B. Folland, Real Analysis, 2nd ed., Section 2.6 opening paragraph (standard reference, not scraped)