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An important and fundamental axiom in set theory sometimes called Zermelo's axiom of choice. It was formulated by Zermelo in 1904 and states that, given any set of mutually disjoint nonempty sets, there exists at least one set that contains exactly one element in common with each of the nonempty sets. The axiom of choice is related to the first of Hilbert's problems.
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Non-Borel sets without axiom of choice
Measure theory without the Axiom of Choice (not even countable choice) is discussed in Fremlin, Measure Theory, Volume 5, Chapter 56. This is freely available online. Thanks to MO and ex-falso-quodlib …