Homepage Solution manuals Terence Tao An Introduction to Measure Theory Exercise 1.1.4 (Elementary measure of a product is product of elementary measures)

Exercise 1.1.4 (Elementary measure of a product is product of elementary measures)

Let d1,d2 , and let E1 d1,E2 d2 be elementary sets. Show that E1 × E2 d1+d2 is elementary, and

md1+d2 (E1 × E2) = md1 (E1) × md2 (E2).

Answers

First we demonstrate that E1 × E2 is elementary in d1+d2. By Lemma 1.1.2 we can write E1 = B1 Bk and E2 = C1 Ck for some disjoint boxes Bi,Cj. Then

E1 × E2 = ( i=1kB i) × ( j=1k Cj) = i=1k j=1k Bi × Cj

Since the product of two boxes i=1d1[ai,bi] ×j=1d2[cj,dj] can be written as a box itself l=1d1+d2[el,fl] for el,fl = al,bl for l = 1,,d1 and el+d1,fl+d1 = cl,dl for l = 1,,d2, we conclude that the Cartesian product of two elementary sets is again elementary. Furthermore,

md1+d2 (E1 × E2) = md1+d2 ( i=1k j=1k Bi × Cj)

by finite additivity

= i=1k j=1k md1+d2 (Bi × Cj)

As usual, we reduced the general theorem assertion made about elementary sets to a simpler assertion made about boxes. In other words, we have to demonstrate that for two boxes B,C we have md1+d2(B × C) = md1(B) × md2(C). By the definition of box measure and by the previous argument

md1+d2 (B × C) = md1+d2 ( l=1d1+d2 [el,fl]) = l=1d1+d2 fl el = l=1d1 (fl el) × l=d1d2 (fl el) = md1 (B) × md2 (C)

Using the result in the last equation proves the assertion.

User profile picture
2020-03-29 00:00
Comments