Monday, 21 July 2014

integration - Multiple integrals with Lebesgue theory?

From two measurable spaces (Ω1,A,μ) and (Ω2,B,ν), we can define another measurable space denoted (Ω1×Ω2,AB,μν) 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 R2R×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 :



R2fdμR2=R×Rfϕ1dμR×R"


I don't know if that really makes sense :/ But... I don't agree the following definition of Rn as R×R××R (n times), because set theory does not allow to write this... moreover I am not fond of "recursive definition" of Rn (like that : Rn=Rn1×R), and consequently, of product measure space on n-dimensionals :(

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