From two measurable spaces (Ω1,A,μ) and (Ω2,B,ν), we can define another measurable space denoted (Ω1×Ω2,A⊗B,μ⊗ν) in wich we can establish double integrals and related theorems (as Fubini-Tonelli & Fubini-Lebesgue).
My question is : how to extend "product measure space" for n-dimensional spaces Rn defined as R{1,...,n} ? Does an isomorphism preserve "measurability" of subsets ?
For example, suppose that R2≅R×R through cannonical injection ϕ:(xi)i∈{1,2}↦(x1,x2).
If these sets are equiped of the associated borelian σ-algebra, I think that ϕ is measurable... (sorry if I'm wrong, because I'm currently overviewing my courses on Measure and Integration).
If ϕ is actually measurable, what the measures on R2 and R×R have to satisfy to get :
``\int_{\mathbb R^2} f\,\mathrm d\mu_{\mathbb R^2} = \int_{\mathbb R \times \mathbb R} f\circ \phi^{-1} \;\mathrm d\mu_{\mathbb R \times \mathbb R} "
I don't know if that really makes sense :/ But... I don't agree the following definition of \mathbb R^n as \mathbb R \times \mathbb R \times \cdots\times \mathbb R (n times), because set theory does not allow to write this... moreover I am not fond of "recursive definition" of \mathbb R^n (like that : \mathbb R^n = \mathbb R^{n-1} \times \mathbb R), and consequently, of product measure space on n-dimensionals :(
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