Questions tagged [measure-theory]
Questions about abstract measure and Lebesgue integral theory. Also concerns such properties as measurability of maps and sets.
3,073 questions
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Measures on complete metric spaces for which all meager sets are null
On a complete metric space the collection of meager and comeager sets form a $\sigma$-algebra. There is a 'natural' measure you can put on this $\sigma$-algebra where the measure of a meager set is 0 ...
- 3,816
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0
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103
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measures in infinite dimension space of entire functions [closed]
It is known that there is no canonical generalization of Lebesgue measure in infinite dimension of function spaces. Since it seems that the space of (transcendental) entire function seems improtant ...
- 1,706
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0
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225
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Zero measurability of the set of roots of a collection of polynomials
Let $f_i :[0,1]^d \to \mathbb R$ for $i=0,1,\dots,n$ be smooth functions. Consider polynomials $$p_a(x) = \sum_{i=0}^n f_i(a) x^i$$ in $\mathbb R[x]$ indexed by $a \in [0,1]^d$.
Let $\text{Zer}(p_a)$ ...
- 1,731
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3
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What is the Dunford Integral and why is it useful?
Wikipedia http://en.wikipedia.org/wiki/Pettis_integral defines the Pettis Integral for Banach space valued functions wrt to some measure space by duality.
It calls the Pettis & Bochner integral ...
CommunityBot
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76
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Measure on infinite dimesional $L^p$ space relating size in norm to size in measure
Let $A$ be a bounded set in an infinite dimensional $L^p$ space. Fix an $\epsilon>0$. Is there a Borel measure $M$ such that
$$ M(B(x,\epsilon)) \geq C, \quad \forall x \in A$$
for some $C>0$ ...
- 111
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0
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46
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The Minkowski $(N-1)$- dimensional upper constant of a closed curve?
Let $\Omega\subset \mathbb R^N$ be open bounded smooth boundary. Let $S\subset \Omega$ be a $N-1$ rectifiable set with $\mathcal H^{N-1}(S)<+\infty$. It is well know that if $S$ is not closed, then ...
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Baire's simple limit theorem "almost everywhere"
The Baire's simple limit theorem states that if the functions $f_n : \mathbb{R} \to \mathbb{R}$ are continuous and converge everywhere to a function $f$ then $f$ has a dense set of continuity points. ...
CommunityBot
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1
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The topological duals of spaces of finite measures
In volume 1 of "Linear Operators", Dunford and Schwartz say that (footnote F1, page 374)
"No completely satisfactory representation for the conjugate space of $ba(S, \Sigma)$, $ca(S, \Sigma)$ or $...
- 3,816
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1
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Normalization of Gaussian w.r.t. Gaussian in a Banach space
I would like to compute
$$\int_X \exp\left(-\frac{1}{2}(Au)^2\right)\mathrm d\mu_0(u)$$
with a linear and continuous operator on a Banach space $A:X\to \mathbb R$ (in my case $X=C([0,1])$) and $\mu_0$ ...
- 34.7k
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0
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Extending a Baire-to-Baire-Kernel to a Borel-to-Borel Kernel
It is well known that a finite measure on the Baire $\sigma$-algebra of a, say, compact Hausdorff space can be extended to a unique regular measure defined on the Borel $\sigma$-algebra. The Baire $\...
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1
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Product of two non-measurable sets
Let $A\subset\mathbb{R}^p$ and $B\subset\mathbb{R}^q$, it’s not difficult to show that $$m^*(A\times B)\leq m^*(A)\cdot m^*(B)$$, where $m^*()$stands for the outter measure in Lebesgue meaning.
If A ...
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1
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1
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Decomposition of $L^2$-spaces and singular measures
If $\langle \Omega, \mathfrak{F}, \mathbb{P}\rangle$ is a measure space and $L^2$ is the corresponding $L^2$ space and
$$
K\oplus K^{\perp} \cong L^2(\mathfrak{F},\mathbb{P}).
$$
Then let:
$$
\...
- 29.8k
6
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1
answer
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Intuition behind the non-Borel Lusin example
Among the concrete examples of a non-borel subset of $\mathbb{R}$,
I know only the Lusin example.
This is the set $L$ of all irrational numbers whose
continued fraction representation $(a_0,a_1,\...
- 20.5k
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Can the integration of integrable sections of a measurable function of two variables ever result in a non-measurable function?
I spent some time searching MathOverflow for a problem that would resemble the one given below, but it turned out to be a rather futile endeavor. I was led to this problem in my attempts to construct ...
CommunityBot
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0
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Asymptotical control of the measure of tubes covering subsets of fixed Hausdorff dimension
(A version of this question was posted on math stack exchange)
Let $M$ be a $C^1$ submanifold of dimension $n$ of $\mathbb{R}^N$, and denote $\mu$ the standard surface measure on $M$.
Consider a ...
CommunityBot
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3
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2
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240
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Measures with finite mass relative to a fixed measure
Fix a function $f\in L^1_\text{loc}(\mathbb{R}^n)$. Let
$$
L^1_\text{rel}[f]=\{ g\in L^1_\text{loc}(\mathbb{R}^n) : \|g-f\|_1<\infty\}.$$
be space of functions which differ from $f$ by an $L^1$ ...
CommunityBot
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1
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Continuity sets as generator of the $\sigma$-algebra generated by cylinders
On $(\mathbb{R}, \mathcal{B})$ given any finite measure $\mu$ the sets of the form (continuity sets) $$\{A \in \mathcal{B} : \mu(\partial A) = 0\}$$ generate the Borel $\sigma$-algebra $\mathcal{B}$. ...
CommunityBot
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1
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Stokes theorem for manifolds with boundary as disjoint union of submanifolds
Looking at the generalizations of Stokes theorem, I did find a version for manifold with corners, but I was surprised this generalization doesn't contain a simple example such as the cone. So my ...
- 18.7k
2
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4
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610
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How to generalize normal number theorem
The Borel number theorem states that with respect to Lebesgue measure, almost all real numbers are normal numbers. It is sometimes stated in the context of the compact interval $[0,1]$, where one ...
CommunityBot
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1
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How to prove the equality on the Fourier transformation of measure? [closed]
I cannot prove the following equality on the Fourier transformation of measure:
let $\mu$ be a finite Borel measure on $R^d,$ then
$$\lim\limits_{T\to \infty}\frac{1}{(2T)^d}\int_{[-T,T]^d}|\widehat{\...
- 31.5k
1
vote
0
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188
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Regular measure in finite Borel sets [closed]
I have a question concerning
these lecture notes, https://www.math.leidenuniv.nl/~vangaans/jancol1.pdf
In the proof of the proposition 2.3 (page 3), there are two steps:
1) define the family $\...
- 6,045
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votes
1
answer
389
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On the surface area of a set
I have a question about an estimate of the surface area of a set.
Let $B(r)$ denotes the open ball of $\mathbb{R}^{d}$ centered at origin with radius $r>0$. Let $F:\mathbb{R}^{d} \to \mathbb{R}^{d}...
- 16.6k
4
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0
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173
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Continuous doubling weight vanishing on set of positive measure?
If $I$ is a bounded interval in $\mathbb{R}$, let $2I$ denote an interval with the same center point but double the length.
A doubling measure on $\mathbb{R}$ is a (non-trivial, locally finite, Borel)...
- 43.2k
2
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0
answers
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Maximizing the sum of a decreasing function over a separated set
Fix $d>0$. Let $f:[0,\infty)\to(0,\infty)$ be a decreasing function of $x$ for $x\geq d$. Let $S_d\subset\mathbb{R}^n$ represent a set of points containing the origin such that the (Euclidean) ...
CommunityBot
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Lawvere's 'Categories of space and of quantity" - the universal coefficient theorem
This is a continuation of this question about the paper Categories of Space and of Quantity by W. Lawvere.
As intuitively clear by the very broad (and tentative) definitions suggested by W. Lawvere, ...
CommunityBot
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4
votes
0
answers
95
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Approximating martingales given marginal distributions
Let $(\mu_0,\mu_1)$ be a vector of probability measures on $\mathbb R$ that are of finite first moment, i.e.
$$\int_{\mathbb{R}}|x|\mu_i(dx)~<~+\infty \mbox{ for } i=0,1$$
and increasing in ...
- 1,835
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63
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Sensitivity of a function against its random arguments
Let $g:R^{n+m} \to R$ be a deterministic function of some independent random variables $x_1,\ldots,x_n$ with distributions $f_{x_1}(x),\ldots,f_{x_n}(x)$ and some deterministic variables $z_1,\ldots,...
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Support of a Measure with Characteristic Functional Continuous in $L_p$, $1\leq p <2$?
Let $\mathcal{S}(\mathbb{R})$ be the space of smooth and rapidly decaying functions and $\mathcal{S}'(\mathbb{R})$ its dual, the space of tempered distributions. Let $\mathscr{P}$ be a probability ...
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1
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398
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Is the lower Minkowski content additive in any sense?
Proposition 3.3.2 in the book The geometry of domains in space by S. Krantz and H. Parks states that if the sets $A$ and $B$ are separated by a positive distance, then $\mathcal{M}_*^K(A \cup B) = \...
- 41.1k
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More refined versions of Brunn–Minkowski inequality and/or Prékopa–Leindler inequality
Brunn-Minkowski inequality lower bounds the measure of a Minkowski sum by the measures of the summands. Its statement reads as follows:
Let $n$ ≥ 1 and let $μ$ denote the Lebesgue measure on $\...
- 6,337
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2
answers
449
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Dominating measure with bounded Radon-Nikodym density
Suppose I am given a countable family $(\mu_n)$ of finite Borel-measures on a compact interval $[0,T]$. Can I find a dominating measure $\mu$ (with $\mu_n \ll \mu$ for all $n$), such that all Radon-...
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1
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Taking away the "almost sure" [closed]
Given an arbitrary sequence of random variables (or say measurable functions on a finite-measure space) $\xi_n$, one can show by a truncation and Borel-Cantelli argument that there always exists a ...
- 5,169
11
votes
1
answer
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Restrictions of null/meager ideal
Let I denote the null (resp. meager) ideal on reals. Is it consistent that for any pair of non null (resp. meager) sets A and B, there is a null (resp. meager) preserving bijection between A and B? In ...
- 3,038
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1
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Which complete Boolean algebras arise as the algebras of projections of commutative von Neumann algebras?
Projections in an arbitrary commutative von Neumann algebra form a complete Boolean algebra.
Moreover, a morphism of commutative von Neumann algebras induces
a continuous morphism of the corresponding ...
CommunityBot
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1
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Does there exist a Penalized Conditional Expectation?
In my recent work I've become interested in working with the minimizer of
$$
\mathbb{E}[(Y-Z)^2] + \lambda P(Z),
$$
$Y$ is an observed random variable, $P$ is a positive-convex penalty function, $Z$ ...
- 4,529
2
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1
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Existence of ε-optimal Borel measurable policies in stochastic control
I am reading the book "Stochastic Optimal Control: The Discrete Time Case", by Bertsekas and Shreve (hereafter called "the Book"), and I recently observed that a statement made in page 10 of the book (...
- 29.8k
4
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1
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Conditions for supremum and conditional Expectation to commute
I am working with a continuous process $Y_t$ generating the filtration $(F_t)$ and have (for simplicity) two stopping times $\tau_1$ and $\tau_2$ such that $\tau_2 \leq \tau_1$ and $U:\Bbb R\...
CommunityBot
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3
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2
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495
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Differentiate a growing volume
Let me motivate my question with this example.
The volume integral of a ball $\int_{B(0,R)} dx$ can be written as an integral over the surface of balls, i.e.
$$\int_{B(0,R)} dx = \int_0^R \int_{\...
- 43.2k
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3
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2k
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Finitely additive translation invariant measure on $\mathcal P(\mathbb R)$
We know that a countably additive translation invariant measure with $\mu([0,1]) = 1$ cannot be defined on the power set of $\mathbb R$. This is because $[0,1]$ can be partitioned into countably many ...
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2
answers
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common dominating measure for a family of measures
Given a family $\{\mu \}_{i\in I}$ on a Polish space (complete, separable metric space) $X$. When does there exist a measure $\lambda$ such that
$$\mu_i=f_i \lambda$$
where the $f_i$ are densities (...
- 4,034
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votes
3
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Measure induced on [0, 1] by infinite tosses of biased coin
It is well-known that one can get the Lebesgue measure on [0, 1] by tossing a fair coin infinitely (countably) many times and mapping each sequence to a real number written out in binary.
I was ...
CommunityBot
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1
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1
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510
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Total variation distance between multinomial laws
Can someone help me with the following problem:
Let $P_n$ and $Q_n$ two multinomial laws with parameters $(p,n)$ and $(q,n)$, where $p$ and $q$ are two probability measures on some measurable space ...
- 1
5
votes
1
answer
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Measurable $\epsilon$-optimal selection with an analytically measurable stochastic kernel
Let $(X, \mathcal{X})$ and $(A, \mathcal{A})$ be standard Borel spaces, $D \subseteq X \times A$ be an analytic set, and $D_x := \{a \in A : (x, a) \in D\}$ denote the $x$-section of $D$ at $x \in X$.
...
CommunityBot
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2
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Arithmetic products of Cantor sets.
Let $A,B\subseteq \mathbb{R}$ be two Cantor sets. What is known about the arithmetic product
$AB=\lbrace ab|a\in A, b\in B\rbrace$? In particular, what is known in the case that the sets are self-...
- 7,817
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2
answers
1k
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Differentiate an integral (Lebesgue integral)
Let $f:[0,1]\to\mathbb{R}$ be a bounded (Lebesgue) measurable function.
Consider the function $$w(p)=\int_0^1|f|^p\,d\mu$$.
Is $w(p)$ differentiable at any $0<p<\infty$? I.e. does $w'(p)$ ...
- 60.6k
2
votes
1
answer
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Convergence a.e and $L^1$ boundedness implies convergence in which sense? [closed]
Let $(f_n)$ be a sequence bounded in $L^1 (a,b)$ such that there exists $f$ with $f_n \to f$ a.e.
In which other senses is true that $f_n \to f$? Is is true in $L^1(a,b)$? If there was weak ...
- 752
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1
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414
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Common extension of two sigma-additive measures
Let $\mathcal{A_1}$ and $\mathcal{A_2}$ be $\sigma$-algebras of subsets of some space X. Suppose $\mu_j$ is probabilistic measure on $\mathcal{A}_j$ for $j=1,2$.
Question: What are the necessary and ...
- 9,641
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1
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283
views
Absolutely continuity in variation of constant formula
We are talking here about the initial value problem on some Hilbert space $H$
$$y'(t)=Ay(t)+f(t), \\ y(0)=y_0 \in D(A).$$(Problem 1.13 in the reference)
Then $y(t)=e^{At}y_0 + \int_0^t e^{A(t-s)}f(s) ...
- 6,045
3
votes
1
answer
347
views
Subgroups of finite non-zero Haar measure of abelian locally compact groups
Is it true that every subgroup of finite non-zero Haar measure of an abelian locally compact group should be open and compact? This is obviously true for the case of discrete abelian groups. Thanks.
6
votes
1
answer
250
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Joint measurability of metric
I am trying to understand in which metric spaces the metric is jointly measurable.
There exist a metric space $(X,d)$ for which the Borel $\sigma$-algebra, does not coincide with the product Borel $\...
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