Tell me more ×
Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. It's 100% free, no registration required.

$(\Omega_i, \mathcal{F}_i), i \in I$ are measurable spaces. $\prod_{i \in I} \mathcal{F}_i$ is the product $\sigma$-algebra of $\mathcal{F}_i, i \in I$.

For any $A \in \prod_{i \in I} \mathcal{F}_i$ and $k \in I$, is $\{\omega_k \in \Omega_k: \exists \omega_i \in I/\{k\}, (\omega_i)_{i \in I} \in A\}$ measurable relative to $\mathcal{F}_k$? If not, how about when $I$ is countable or finite?

For any $A \in \prod_{i \in I} \Omega_i$, if its projection onto any component space defined as above is measurable, will $A \in \prod_{i\in I} \mathcal{F}_i$?

Thanks!


Added: For any $A \in \prod_{i \in I} \Omega_i$, if all of its sections onto the component spaces are measurable, will $A \in \prod_{i\in I} \mathcal{F}_i$? A section of $A$ determined by $(\omega_i)_{i \in I/\{k\}}$ is defined as $\{\omega_k \in \Omega_k: (\omega_i)_{i \in I} \in A \}$.

share|improve this question
1  
For the first question, see the discussion here: mathoverflow.net/questions/34142/… – Byron Schmuland Nov 3 '11 at 18:05

2 Answers

up vote 2 down vote accepted

The answer to the second question is "no". Take $\Omega_1=\Omega_2=\{0,1\}$ and let ${\cal F}_1=\{\emptyset,\{0\},\{1\},\{0,1\}\}$ and ${\cal F}_2=\{\emptyset,\{0,1\}\}$. The diagonal in $\Omega_1\times\Omega_2$ is not measurable with respect to the product $\sigma$-algebra ${\cal F}_1\times {\cal F}_2$, but its projection either way is the whole space.

share|improve this answer
Byron: Thanks! What is "the diagonal in $\Omega_1 \times \Omega_2$? – Ethan Nov 3 '11 at 18:10
1  
The diagonal is $\{(0,0),(1,1)\}$. – Byron Schmuland Nov 3 '11 at 18:11
Thanks! What about "for any $A \in \prod_{i \in I} \Omega_i$, if all of its sections onto the component spaces are measurable, will $A \in \prod_{i\in I} \mathcal{F}_i$?" A section of $A$ determined by $(\omega_i)_{i \in I/\{k\}}$ is defined as $\{\omega_k \in \Omega_k: (\omega_i)_{i \in I} \in A \}$. – Ethan Nov 3 '11 at 18:17
1  
Again, no. See Gerald Edgar's answer here: mathoverflow.net/questions/72922/… – Byron Schmuland Nov 3 '11 at 18:26

The answer to the first question is no in general. Let $V\subset\mathbb{R}$ be non-Lebesgue measurable and $W\subset\mathbb{R}$ of measure zero. Then $A=V\times W\subset\mathbb{R^2}$ is Lebesgue measurable in $\mathbb{R^2}$ (since has outer measure $0$ and Lebesgue measure is complete), and the projection of $A$ on the first component of $\mathbb{R^2}$ is $V$.

Edit

As noted in the comments, Lebesgue measure on $\mathbb{R^2}$ is not the product of Lebesgue measure on $\mathbb{R}$, but its completion. So the answer above is not correct.

share|improve this answer
Borel $\sigma$-algebra on $\mathbb{R}^2$ is the product $\sigma$-algebra of Borel $\sigma$-algebras on $\mathbb{R}$. Is Lebesgue $\sigma$-algebra on $\mathbb{R}^2$ the product $\sigma$-algebra of Lebesgue $\sigma$-algebras on $\mathbb{R}$? – Ethan Nov 3 '11 at 18:03
2  
Does that example really work? I mean: in the question no measures are involved and the product $\sigma$-algebra of Lebesgue measure is not the Lebesgue $\sigma$-algebra on the product and I don't see how you can conclude that your set is measurable with respect to the product $\sigma$-algebra. I think one has to work a bit harder to come up with a counterexample. See analytic sets – t.b. Nov 3 '11 at 18:05
@Ethan I have edited my answer. – Julián Aguirre Nov 3 '11 at 20:13

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Not the answer you're looking for? Browse other questions tagged or ask your own question.