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A translation-invariant measure on the Borel sets of Rn giving the unit cube measure one is the restriction of Lebesgue measure

Statement

Let n1 and assume the Axiom of Countable Choice (The Axiom of Countable Choice (ACω)). Let μ be a measure on (Rn,B(Rn)) (Measures on sigma-algebras) such that μ(E+h)=μ(E) for every Borel set E and every hRn, and μ((0,1]n)=1. Then

μ(E)  =  λn(E)for every EB(Rn).

The hypothesis is meaningful because a translate of a Borel set is Borel, and it is satisfied by the restriction of λn to B(Rn), so the theorem says that measure is the only one satisfying it. Finiteness on bounded sets is a consequence of the normalisation, not a further hypothesis.

Facts & Assumptions

Given: A natural number n1, the Axiom of Countable Choice, and a translation-invariant measure μ on B(Rn) with μ((0,1]n)=1.

[L1]

If μ is a measure on the Borel sets of Rn that is translation invariant and gives the unit cube measure 1, then μ(Q)=2kn for every dyadic cube Q of generation k (A translation-invariant Borel measure giving the unit cube measure one gives each generation-k dyadic cube measure 2kn, Dyadic cubes of generation k in Rn).

[L2]

Every open URn is the union of an at most countable family of pairwise disjoint dyadic cubes (Every open subset of Rn is the union of a countable pairwise disjoint family of dyadic cubes).

[L4]

Assuming countable choice, every Borel subset of Rn is Lebesgue measurable (Assuming countable choice, every Borel subset of Rn is Lebesgue measurable) and λn is a measure on L(Rn) with λn(B)=vol(B) for every half-open box (Assuming countable choice, L(Rn) is a sigma-algebra containing every elementary set and λn is a complete measure extending elementary volume).

[L5]

Every set R with RRR is Lebesgue measurable with λn(R)=i<n(biai) (A box in Rn with parameters aibi is Lebesgue measurable of measure i<n(biai), whichever of its faces are included).

[L6]

λn(E+h)=λn(E) for every subset E, E is Lebesgue measurable if and only if E+h is, and λn(E+h)=λn(E) for measurable E (Lebesgue outer measure, Lebesgue measurability and Lebesgue measure are unchanged by translation, Translation of a subset of Rn).

[F1]

Let P be a pi-system on X generating A, and let μ,ν be measures on (X,A) that agree on P; suppose there is an increasing sequence (Pn) in P with X=nPn and μ(Pn)=ν(Pn)<+ for every n; then μ=ν on A (Measures agreeing on a generating pi-system are equal under an increasing finite-measure exhaustion from that pi-system).

[F2]

A pi-system on X is a nonempty family PP(X) closed under binary intersections (Pi-systems).

[F3]

The Borel sigma-algebra of X is the sigma-algebra generated by its open sets (The Borel sigma-algebra of a topological space), and σX(E) is the unique smallest sigma-algebra on X containing E (Nonempty intersections of sigma-algebras are sigma-algebras, so the generated sigma-algebra exists and is minimal); a sigma-algebra is closed under complements and countable unions (Sigma-algebras).

[F5]

A measure is countably additive on pairwise disjoint measurable sequences (Measures on sigma-algebras), and an at most countable family may be presented as a sequence (Finite, countably infinite, countable, uncountable).

[F6]

Every complete ordered field F is Archimedean: for every xF there is a natural number n1 with x<n1F (Every complete ordered field is Archimedean).

Proof

technique · direct
1.1

A translate of a Borel set is Borel: the family of ERn whose translate E+h is Borel contains every open set, since d2(x+h,y+h)=d2(x,y) makes B(x,r)+h=B(x+h,r) and hence U+h open for open U, and it is a sigma-algebra because translation commutes with complements and with countable unions; minimality of B(Rn) over the open sets finishes it.

F3F4
1.2

The open subsets of Rn form a pi-system generating B(Rn): the family is nonempty and closed under binary intersections, and the Borel sigma-algebra is by definition the one it generates.

F2F3F4
1.3

The restriction of λn to the Borel sets is a measure satisfying the two hypotheses, by translation invariance and by λn((0,1]n)=1.

L4L5L6
2.1

By the dyadic lemma both μ and λn give a generation-k dyadic cube the value 2kn, the latter because a dyadic cube is a half-open box of that volume.

step 1.3L1L3L4
3.1

Both measures therefore agree on every open set: such a set is the union of an at most countable pairwise disjoint family of dyadic cubes, which may be presented as a sequence, and countable additivity gives the same value for the two measures.

step 2.1L2F5
4.1

The open cubes Pk:={x:xi<k+1 for every i<n} form an increasing sequence of open sets with union Rn, by the Archimedean property, and μ(Pk)=λn(Pk)=(2k+2)n<+ by step 3.1 and the box theorem; the uniqueness theorem for a sigma-finite generating pi-system therefore gives μ=λn on B(Rn), and step 1.1 makes the invariance hypothesis meaningful throughout.

step 1.1step 1.2step 3.1L5F1F6

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