TheoremBase

Translation-Invariant Measures on ℝⁿ Are Multiples of Lebesgue Measure

A translation-invariant measure on the Borel sets of ℝⁿ that is finite on the open unit cube is c times Lebesgue measure, where c is the measure of that cube.

Statement

In the setting of Product Measures, Lebesgue Measure on ℝⁿ and Image Measures: Notation, assume the axiom of dependent choice. Let n∈Nn\in\mathbb{N} and let u=(1,…,1)∈Rn\mathbf{u}=(1,\dots,1)\in\mathbb{R}^{n}, so that R(0,u)R(0,\mathbf{u}) is the open unit cube.

Multiples of Lebesgue measure. Let μ\mu be a measure on (Rn,B(Rn))(\mathbb{R}^{n},\mathcal{B}(\mathbb{R}^{n})) such that

μ(B+a)=μ(B)(B∈B(Rn), a∈Rn)\mu(B+a)=\mu(B)\qquad(B\in\mathcal{B}(\mathbb{R}^{n}),\ a\in\mathbb{R}^{n})

and c=μ(R(0,u))<∞c=\mu(R(0,\mathbf{u}))<\infty. Then

μ(B)=c λn(B)(B∈B(Rn)),\mu(B)=c\,\lambda_{n}(B)\qquad(B\in\mathcal{B}(\mathbb{R}^{n})),

the product in [0,∞][0,\infty].

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