sto
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Let
R1, R2, R3, ... be a countable collection of separable metric spaces.
R := R1 x R2 x .... be their product, equipped with the product metric.
p_k:R -> R_k be the projection p_k(x) = x_k for any x in R.
Define the sigma field S (resp S_k) of Borel sets in R (resp R_k) to be
the sigma field generated by the open subsets of R (resp R_k).
Define the product sigma field S1 x S2 x ... to be the sigma field
generated by the family of cylinder sets { p_k^-1(E_k) : k in 1,2,3,...,
E_k subset R_k, E_k open}.
Does S = S1 x S2 x ....?
I think it does. If A is any open subset of R, then for any
x=(x_1,x_2,...) in A, there exists some e > 0 such that the open ball
B(x,e) is contained in A. Because each R_k is separable we can, for
each k, choose some q_k in R_k from a countable dense subset of R_k such
that the distance D( x_k, q_k ) < e / 2. Letting q = (q_1,q_2, ...), it
follows that x in B(q,e/2) subset B(x,e) subset A. Since there are only
countably many such balls, we conclude that every open subset of R is a
countable union of open balls. Furthermore, because of the product
metric on R, each open ball in R is a (countable) cartesian product of
open balls in R_k. Consequently, each open ball B(q,e) can be written
as the countable intersection of the sets p_1^-1( B_1(q_1,e) ),
p_2^-1(B_2(q_2,e)),... Because each of the sets p_k^-1(B_k(q_k,e)) is
contained in the family of cylinder sets { p_k^-1(E_k) : k in 1,2,3,...,
E_k subset R_k, E_k open}, and because this family generates S1 x S2
x..., we conclude that the product sigma field S1 x S2 X ... contains
all the open sets and therefore contains S.
On the other hand, because each set in the family { p_k^-1(E_k) : k in
1,2,3,..., E_k subset R_k, E_k open} is open in R, and S contains all
the open subsets of R, it follows that S contains S1 x S2 x ...
Is this proof correct? Or at least is the statement S = S1 x S2 x ...
correct?
Thanks,
-sto