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A strongly open set which is not measurable in the weak operator topology

Let $H$ be a non-separable Hilbert space and $\{e_i\}_{i\in I}$ be an orthonormal basis for $H$. Let $J$ be a uncountable proper subset in $I$. Let us put $$E=\{x\in B(H): \lVert xe_j\rVert <1: \...