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On Borel subsets of R^{m+n}, the product lambda_m times lambda_n agrees with lambda_{m+n}
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). Let . Under the identification the product measure and the Euclidean Lebesgue measure agree on every Borel subset of .
Facts & Assumptions
Given: The Axiom of Countable Choice, positive integers , and the identification .
The Borel sigma-algebra on is . (The Borel product of R^m and R^n is the Borel sigma-algebra of R^{m+n})
The product measure on sigma-finite spaces exists and satisfies the rectangle formula. (For sigma-finite factors, the product measure exists, has the rectangle formula, is sigma-finite, and is unique)
Assuming countable choice, Lebesgue measure of a box is the product of its side lengths. (A box in with parameters is Lebesgue measurable of measure , whichever of its faces are included)
Assuming countable choice, Lebesgue measure is sigma-finite and finite on bounded sets. (Lebesgue measure is sigma-finite, and every metrically bounded subset of has finite outer measure)
Two measures that agree on a sigma-finite generating pi-system agree on the generated sigma-algebra. (Measures agreeing on a generating pi-system are equal under an increasing finite-measure exhaustion from that pi-system)
Rational half-open boxes in form a sigma-finite generating pi-system for .
Proof
Let be a rational half-open box. Split it as with and . Then step 2 of [L2] and [L3] give
By [L4], both measures are sigma-finite on the pi-system of [A1]. Step 1.1 shows that they agree there, and [L1] identifies the generated sigma-algebra with . Therefore [L5] implies on every Borel set.
Depends on
- The Borel product of R^m and R^n is the Borel sigma-algebra of R^{m+n}
- For sigma-finite factors, the product measure exists, has the rectangle formula, is sigma-finite, and is unique
- A translation-invariant measure on the Borel sets of $\mathbb{R}^n$ giving the unit cube measure one is the restriction of Lebesgue measure
- A box in $\mathbb{R}^n$ with parameters $a_i\le b_i$ is Lebesgue measurable of measure $\prod_{i<n}(b_i-a_i)$, whichever of its faces are included
- Lebesgue measure is sigma-finite, and every metrically bounded subset of $\mathbb{R}^n$ has finite outer measure
- Measures agreeing on a generating pi-system are equal under an increasing finite-measure exhaustion from that pi-system
- Pi-systems
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
Used by
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Sources
- Terence Tao, An Introduction to Measure Theory, Corollary 1.7.19 (standard reference, not scraped)