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Every section of a product-measurable set is measurable
Statement
Let and be measurable spaces. If , then for every and for every .
Facts & Assumptions
Given: Measurable spaces and , and a set .
The product sigma-algebra is generated by the measurable rectangles. (The product sigma-algebra and its finite iterates)
The generated sigma-algebra is the smallest sigma-algebra containing the generating family. (Nonempty intersections of sigma-algebras are sigma-algebras, so the generated sigma-algebra exists and is minimal)
For fixed , and for fixed ,
For fixed , and the analogous formulas hold for vertical sections.
Proof
Fix and let be the family of sets such that . By [A1], every measurable rectangle belongs to . By [A2], is a sigma-algebra on . Since [L1] says is generated by the measurable rectangles, [L2] gives . Therefore .
Fix and let be the family of sets such that . The same argument shows that is a sigma-algebra containing all measurable rectangles, hence all of . Therefore . Since and were arbitrary, every horizontal and vertical section of is measurable.
Depends on
Used by
- A nonmeasurable subset of a null line shows that the product of complete measures need not be complete Counterexample
- FALSE: if every horizontal and vertical section is measurable, then the set is product-measurable False statement
- FALSE: the product Lebesgue sigma-algebra is the full Euclidean Lebesgue sigma-algebra False statement
- FALSE: the product of two complete measure spaces is complete False statement
- For sigma-finite measures, the section-measure functions are measurable Proposition
- Every section of a product-measurable function is measurable Theorem
Dependency tree · two levels
8 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 5.2 (standard reference, not scraped)