Measure, Integration & Real Analysis · Problem 8C.15
Real and Complex Measures — Sheldon Axler
Mathematics — Measure Theory · no-translation-invariant-measure-infinite-dimensional
Problem
Suppose V is an infinite-dimensional Hilbert space. Prove that there does not exist a translation invariant measure on the Borel subsets of V that assigns positive but finite measure to each open ball in V.
[A subset of V is called a Borel set if it is in the smallest σ-algebra containing all the open subsets of V. A measure μ on the Borel subsets of V is called translation invariant if μ(f+E)=μ(E) for every f∈V and every Borel set E of V.]