Measure, Integration & Real Analysis · Problem 8C.15

Real and Complex Measures — Sheldon Axler

Mathematics — Measure Theory · no-translation-invariant-measure-infinite-dimensional

Problem

Suppose VV is an infinite-dimensional Hilbert space. Prove that there does not exist a translation invariant measure on the Borel subsets of VV that assigns positive but finite measure to each open ball in VV. [A subset of VV is called a Borel set if it is in the smallest σ\sigma-algebra containing all the open subsets of VV. A measure μ\mu on the Borel subsets of VV is called translation invariant if μ(f+E)=μ(E)\mu(f + E) = \mu(E) for every f∈Vf \in V and every Borel set EE of VV.]

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