TheoremBase

Null Sets of a Product Measure, and Exchanging the Factors

A product-measurable set is null for μ⊗ν exactly when almost all of its sections are ν-null, and the image of ν⊗μ under the swap (y,x) ↦ (x,y) is μ⊗ν.

Statement

In the setting of Product Measures, Lebesgue Measure on ℝⁿ and Image Measures: Notation, let (X,F,μ)(X,\mathcal{F},\mu) and (Y,G,ν)(Y,\mathcal{G},\nu) be measure spaces with μ\mu and ν\nu σ\sigma-finite.

Sets of measure zero. For every E∈F⊗GE\in\mathcal{F}\otimes\mathcal{G},

(μ⊗ν)(E)=0  ⟺  ν(Ex)=0 for μ-almost every x∈X  ⟺  μ(Ey)=0 for ν-almost every y∈Y.(\mu\otimes\nu)(E)=0\iff\nu(E_{x})=0\text{ for }\mu\text{-almost every }x\in X\iff\mu(E^{y})=0\text{ for }\nu\text{-almost every }y\in Y.

Exchanging the factors. Let s:Y×X→X×Ys:Y\times X\to X\times Y be the function s(y,x)=(x,y)s(y,x)=(x,y), which is (G⊗F)/(F⊗G)(\mathcal{G}\otimes\mathcal{F})/(\mathcal{F}\otimes\mathcal{G})-measurable (The Product σ-Algebra: Rectangles, Generators, Sections, Projections, Pairings and the Swap (viii), with the two factors exchanged). Then

(ν⊗μ)∘s−1=μ⊗ν.(\nu\otimes\mu)\circ s^{-1}=\mu\otimes\nu.

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