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Tonelli and Fubini for the completed product, with only almost-everywhere section measurability

Statement

Assume the Axiom of Countable Choice (The Axiom of Countable Choice (ACω)), and let μ×ν be the completed product of two sigma-finite measure spaces.

  1. If f:X×Y[0,] is μ×ν-measurable, then for μ-almost every x the section fx is B-measurable, for ν-almost every y the section fy is A-measurable, and fdμ×ν=X(Yfxdν)dμ=Y(Xfydμ)dν.
  2. If fL1(μ×ν), the same almost-everywhere section-measurability conclusion holds and the same equality of integrals is valid.

Facts & Assumptions

Given: The Axiom of Countable Choice, two sigma-finite measure spaces, their completed product μ×ν, and either a nonnegative μ×ν-measurable function f or an integrable function fL1(μ×ν).

[L1]

Assuming countable choice, a function measurable for a completion is almost everywhere equal to one measurable for the original sigma-algebra. (A function measurable for a completion is almost everywhere equal to one measurable for the original sigma-algebra)

[L4]

On a complete measure space, almost-everywhere equality with a measurable function implies measurability. (On a complete measure space, equality almost everywhere preserves measurability)

[L5]

Integrable complex functions have integrable real and imaginary parts. (Integrable real and complex functions, and their integrals)

Proof

technique · direct
1.1

By [L1], choose a product-measurable function g such that f=g almost everywhere for μ×ν. Let N:={(x,y):f(x,y)g(x,y)}, so μ×ν(N)=0. By the completion definition, choose a product-measurable null set Z with NZ.

L1choose
1.2

Apply the nonnegative case of [L2] to 1Z. Since [L2] gives (μ×ν)(Z)=0, Tonelli yields Xν(Zx)dμ=0,Yμ(Zy)dν=0. Hence ν(Zx)=0 for μ-almost every x and μ(Zy)=0 for ν-almost every y. Because NxZx and NyZy, the equalities fx=gx and fy=gy fail only on null sections of the completed factor spaces. For such x, the section fx is almost everywhere equal to the measurable section gx, so [L4] makes fx B-measurable; similarly for fy.

L2L4
2.1

In the nonnegative case, apply Tonelli from [L2] to g. Since f=g almost everywhere on the complete product space, the completed integral of f equals that of g, and the section integrals agree for the almost-everywhere parameters isolated in step 1.2. This proves part 1.

L2step 1.2
3.1

If fL1(μ×ν), apply [L1] separately to Ref and Imf. This gives product-measurable real-valued functions u,v such that u=Ref and v=Imf almost everywhere. Put g:=u+iv. Then g is product-measurable, g=f almost everywhere, and [L3] applied to f and g shows gL1(μ×ν). The L1 case of [L2] applies to g, step 1.2 transfers the almost-everywhere section measurability from g to f, and [L3] transfers the equality of integrals from g to f. This proves part 2.

L1L2L3L5step 1.2

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