Let be a natural number, let be the Borel -algebra on Euclidean space , and let be Lebesgue measure on the Borel -algebra of the real line.
Lebesgue measure on is the measure on satisfying
for all Borel subsets of , the product being formed in with the conventions of Measure, Measure Space, and Probability Measure extended by for . Exactly one measure on the -algebra of Finite Products of Lebesgue Measure and Coordinate Integration on has these values, by claim 1 there, and by claim 5 of The Borel Sigma-Algebra of a Euclidean Space as a Product, and Measurability of Projections, Sequentially Continuous Maps, and Open and Closed Sets; is that measure. For it is itself.
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