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Exercise 1.1.4 (Elementary measure of a product is product of elementary measures)
Let , and let be elementary sets. Show that is elementary, and
Answers
First we demonstrate that is elementary in . By Lemma 1.1.2 we can write and for some disjoint boxes . Then
Since the product of two boxes can be written as a box itself for for and for , we conclude that the Cartesian product of two elementary sets is again elementary. Furthermore,
by finite additivity
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 we have . By the definition of box measure and by the previous argument
Using the result in the last equation proves the assertion.