associativity Definition and 1 Threads

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    Associativity of product sigma algebras

    This is an exercise from Folland's book. Here's my attempt at showing ##\mathcal M_1\otimes\mathcal M_2\otimes\mathcal M_3=(\mathcal M_1\otimes\mathcal M_2)\otimes\mathcal M_3##. ##\subset##: since every measurable rectangle ##A_1 \times A_2## belongs to ##\mathcal M_1 \otimes \mathcal M_2##...
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