TheoremBase

The Borel Sigma-Algebra of a Product of Two Separable Metric Spaces is the Product Sigma-Algebra

For two separable metric spaces, the Borel sets of the product metric space are exactly the sets of the product sigma-algebra of the two Borel sigma-algebras.

Statement

In the setting of The Real Numbers: Standing Notation and Background, let (Y,dY)(Y,d_{Y}) and (Z,dZ)(Z,d_{Z}) be separable metric spaces, let Y×ZY\times Z carry the product metric dY×Zd_{Y\times Z}, a metric by claim 1 of The Product Metric is a Metric, and write B(Y)\mathcal{B}(Y), B(Z)\mathcal{B}(Z) and B(Y×Z)\mathcal{B}(Y\times Z) for the Borel σ\sigma-algebras of (Y,dY)(Y,d_{Y}), (Z,dZ)(Z,d_{Z}) and (Y×Z,dY×Z)(Y\times Z,d_{Y\times Z}).

The Borel σ\sigma-algebra of the product is the product σ\sigma-algebra:

B(Y×Z)=B(Y)⊗B(Z).\mathcal{B}(Y\times Z)=\mathcal{B}(Y)\otimes\mathcal{B}(Z).

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