Measure, Integration & Real Analysis · Problem 5A.1

Product Measures — Sheldon Axler

Mathematics — Measure Theory · product-sigma-algebra-rectangle-membership

Problem

Suppose (X,S)(X, \mathcal{S}) and (Y,T)(Y, \mathcal{T}) are measurable spaces. Prove that if AA is a nonempty subset of XX and BB is a nonempty subset of YY such that A×B∈S⊗TA \times B \in \mathcal{S} \otimes \mathcal{T}, then A∈SA \in \mathcal{S} and B∈TB \in \mathcal{T}.

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