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fantispug
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[SOLVED] Using the product measure
Edit: I think I've solved it. I don't know how to delete the thread.
Let [tex](X,A,\mu)[/tex] be the Lebesgue measure on [0,1] and [tex](Y,B,\nu)=[/tex]([0,1],Power set of [0,1],counting measure). If D=[tex]\{(x,y)\in X\timesY|x=y\}[/tex] and f be the characteristic function of D. Show that D is [tex]\mu\times\nu[/tex] measurable (i.e. with respect to the complete product measure obtained via the Catheodory extension theorem)
In the Catheodory extension theorem the measurable sets are defined as the sets E that satisfy
[tex]\mu\times\nu(B)=\mu\times\nu(B\capE)+\mu\times\nu(B\capE^{c})[/tex]
Where
[tex]\mu\times\nu(B)=\inf\{\sum_{i=1}^{\infty}\mu(A_i)\nu(B_i)|B\subseteq\bigcup_{i=1}^{\infty} A_i \times B_i | A_i \in X | B_i \in Y\}[/tex]
If [tex]B\capD[/tex] is countable then [tex]\mu\times\nu(B\capD)=0[/tex] and it is straight forward to show (via subadditivity and monotonicity of [tex]\mu\times\nu[/tex]) that
[tex]\mu\times\nu(B)=\mu\times\nu(B\capE)+\mu\times\nu(B\capE^{c})[/tex]
Similarly if [tex]\mu\times\nu(B\capD)=\infty[/tex] then the measurability condition holds. I'm not sure that this is necessarily the case if the intersection is uncountable though. It is certainly the case if the intersection contains a (diagonalised) interval.
So I'm stuck. I need to cover the case where the intersection is uncountable (and not containing a diagonalised interval e.g. the diagonalised cantor set), or approach this from a different road. I have the feeling there may be a better route of proof but I can't think of one.
Edit: I think I've solved it. I don't know how to delete the thread.
Homework Statement
Let [tex](X,A,\mu)[/tex] be the Lebesgue measure on [0,1] and [tex](Y,B,\nu)=[/tex]([0,1],Power set of [0,1],counting measure). If D=[tex]\{(x,y)\in X\timesY|x=y\}[/tex] and f be the characteristic function of D. Show that D is [tex]\mu\times\nu[/tex] measurable (i.e. with respect to the complete product measure obtained via the Catheodory extension theorem)
Homework Equations
In the Catheodory extension theorem the measurable sets are defined as the sets E that satisfy
[tex]\mu\times\nu(B)=\mu\times\nu(B\capE)+\mu\times\nu(B\capE^{c})[/tex]
Where
[tex]\mu\times\nu(B)=\inf\{\sum_{i=1}^{\infty}\mu(A_i)\nu(B_i)|B\subseteq\bigcup_{i=1}^{\infty} A_i \times B_i | A_i \in X | B_i \in Y\}[/tex]
The Attempt at a Solution
If [tex]B\capD[/tex] is countable then [tex]\mu\times\nu(B\capD)=0[/tex] and it is straight forward to show (via subadditivity and monotonicity of [tex]\mu\times\nu[/tex]) that
[tex]\mu\times\nu(B)=\mu\times\nu(B\capE)+\mu\times\nu(B\capE^{c})[/tex]
Similarly if [tex]\mu\times\nu(B\capD)=\infty[/tex] then the measurability condition holds. I'm not sure that this is necessarily the case if the intersection is uncountable though. It is certainly the case if the intersection contains a (diagonalised) interval.
So I'm stuck. I need to cover the case where the intersection is uncountable (and not containing a diagonalised interval e.g. the diagonalised cantor set), or approach this from a different road. I have the feeling there may be a better route of proof but I can't think of one.
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