Tutorial 6: Product Spaces 1

6. Product Spaces
In the following, I is a non-empty set.
Denition 50 Let (
i
)
iI
be a family of sets, indexed by a non-
empty set I. We call Cartesian product of the family (
i
)
iI
the
set, denoted
iI

i
, and dened by:

iI

= : I
iI

i
, (i)
i
, i I
In other words,
iI

i
is the set of all maps dened on I, with
values in
iI

i
, such that (i)
i
for all i I.
Theorem 25 (Axiom of choice) Let (
i
)
iI
be a family of sets,
indexed by a non-empty set I. Then,
iI

i
is non-empty, if and
only if
i
is non-empty for all i I
1
.
1
When I is nite, this theorem is traditionally derived from other axioms.
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Tutorial 6: Product Spaces 2
Exercise 1.
1. Let be a set and suppose that
i
= , i I. We use the
notation
I
instead of
iI

i
. Show that
I
is the set of all
maps : I .
2. What are the sets R
R
+
, R
N
, [0, 1]
N
,

R
R
?
3. Suppose I = N

. We sometimes use the notation

+
n=1

n
in-
stead of
nN

n
. Let o be the set of all sequences (x
n
)
n1
such that x
n

n
for all n 1. Is o the same thing as the
product
+
n=1

n
?
4. Suppose I = N
n
= 1, . . . , n, n 1. We use the notation

1
. . .
n
instead of
i{1,...,n}

i
. For
1
. . .
n
, it
is customary to write (
1
, . . . ,
n
) instead of , where we have

i
= (i). What is your guess for the denition of sets such as
R
n
,

R
n
, Q
n
, C
n
.
5. Let E, F, G be three sets. Dene E F G.
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Tutorial 6: Product Spaces 3
Denition 51 Let I be a non-empty set. We say that a family of
sets (I

, where ,= , is a partition of I, if and only if:

(i) , I

,=
(ii) ,

, ,=

=
(iii) I =

Exercise 2. Let (
i
)
iI
be a family of sets indexed by I, and (I

be a partition of the set I.

1. For each , recall the denition of
iI

i
.
2. Recall the denition of

(
iI

i
).
3. Dene a natural bijection :
iI

(
iI

i
).
4. Dene a natural bijection : R
p
R
n
R
p+n
, for all n, p 1.
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Tutorial 6: Product Spaces 4
Denition 52 Let (
i
)
iI
be a family of sets, indexed by a non-
empty set I. For all i I, let c
i
be a set of subsets of
i
. We dene
a rectangle of the family (c
i
)
iI
, as any subset A of
iI

i
, of the
form A =
iI
A
i
where A
i
c
i

i
for all i I, and such that
A
i
=
i
except for a nite number of indices i I. Consequently, the
set of all rectangles, denoted H
iI
c
i
, is dened as:

iI
c
i

=
_

iI
A
i
: A
i
c
i

i
, A
i
,=
i
for nitely many i I
_
Exercise 3. (
i
)
iI
and (c
i
)
iI
being as above:
1. Show that if I = N
n
and
i
c
i
for all i = 1, . . . , n, then
c
1
H . . . H c
n
= A
1
. . . A
n
: A
i
c
i
, i I.
2. Let A be a rectangle. Show that there exists a nite subset J
of I such that: A =
iI

i
: (j) A
j
, j J for
some A
j
s such that A
j
c
j
, for all j J.
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Tutorial 6: Product Spaces 5
Denition 53 Let (
i
, T
i
)
iI
be a family of measurable spaces, in-
dexed by a non-empty set I. We call measurable rectangle , any
rectangle of the family (T
i
)
iI
. The set of all measurable rectangles
is given by
2
:

iI
T
i

=
_

iI
A
i
: A
i
T
i
, A
i
,=
i
for nitely many i I
_
Denition 54 Let (
i
, T
i
)
iI
be a family of measurable spaces, in-
dexed by a non-empty set I. We dene the product -algebra of
(T
i
)
iI
, as the -algebra on
iI

i
, denoted
iI
T
i
, and generated
by all measurable rectangles, i.e.

iI
T
i

=
_

iI
T
i
_
2
Note that
i
F
i
for all i I.
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Tutorial 6: Product Spaces 6
Exercise 4.
1. Suppose I = N
n
. Show that T
1
. . . T
n
is generated by all
sets of the form A
1
. . . A
n
, where A
i
T
i
for all i = 1, . . . , n.
2. Show that B(R) B(R) B(R) is generated by sets of the form
AB C where A, B, C B(R).
3. Show that if (, T) is a measurable space, B(R
+
) T is the
-algebra on R
+
generated by sets of the form BF where
B B(R
+
) and F T.
Exercise 5. Let (
i
)
iI
be a family of non-empty sets and c
i
be a
subset of the power set T(
i
) for all i I.
1. Give a generator of the -algebra
iI
(c
i
) on
iI

i
.
2. Show that:

iI
c
i
_

iI
(c
i
)
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Tutorial 6: Product Spaces 7
3. Let A be a rectangle of the family ((c
i
))
iI
. Show that if A is
not empty, then the representation A =
iI
A
i
with A
i
(c
i
)
is unique. Dene J
A
= i I : A
i
,=
i
. Explain why J
A
is a
well-dened nite subset of I.
4. If A H
iI
(c
i
), Show that if A = , or A ,= and J
A
= ,
then A (H
iI
c
i
).
Exercise 6. Everything being as before, Let n 0. We assume that
the following induction hypothesis has been proved:
A

iI
(c
i
), A ,= , cardJ
A
= n A
_

iI
c
i
_
We assume that A is a non empty measurable rectangle of ((c
i
))
iI
with cardJ
A
= n + 1. Let J
A
= i
1
, . . . , i
n+1
be an extension of J
A
.
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Tutorial 6: Product Spaces 8
For all B
i
1
, we dene:
A
B

=

iI

A
i
where each

A
i
is equal to A
i
except

A
i
1
= B. We dene the set:

=
_
B
i
1
: A
B

_

iI
c
i
__
1. Show that A

i
1
,= , cardJ
A

i
1
= n and that A

i
1
H
iI
(c
i
).
2. Show that
i
1
.
3. Show that for all B
i
1
, we have A

i
1
\B
= A

i
1
A
B
.
4. Show that B
i
1
B .
5. Let B
n

i
1
, n 1. Show that A
B
n
=
n1
A
B
n
.
6. Show that is a -algebra on
i
1
.
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Tutorial 6: Product Spaces 9
7. Let B c
i
1
, and for i I dene

B
i
=
i
for all is except

B
i
1
= B. Show that A
B
= A

i
1
(
iI

B
i
).
8. Show that (c
i
1
) .
9. Show that A = A
A
i
1
and A (H
iI
c
i
).
10. Show that H
iI
(c
i
) (H
iI
c
i
).
11. Show that (H
iI
c
i
) =
iI
(c
i
).
Theorem 26 Let (
i
)
iI
be a family of non-empty sets indexed by a
non-empty set I. For all i I, let c
i
be a set of subsets of
i
. Then,
the product -algebra
iI
(c
i
) on the Cartesian product
iI

i
is
generated by the rectangles of (c
i
)
iI
, i.e. :

iI
(c
i
) =
_

iI
c
i
_
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Tutorial 6: Product Spaces 10
Exercise 7. Let T
R
denote the usual topology in R. Let n 1.
1. Show that T
R
H . . . H T
R
= A
1
. . . A
n
: A
i
T
R
.
2. Show that B(R) . . . B(R) = (T
R
H . . . H T
R
).
3. Dene (
2
= ]a
1
, b
1
] . . . ]a
n
, b
n
] : a
i
, b
i
R. Show that
(
2
o H . . . H o, where o = ]a, b] : a, b R, but that the
inclusion is strict.
4. Show that o H . . . H o ((
2
).
5. Show that B(R) . . . B(R) = ((
2
).
Exercise 8. Let and

be two non-empty sets. Let A be a subset

of such that ,= A ,= . Let c = A T() and c

= T(

).
1. Show that (c) = , A, A
c
, .
2. Show that (c

) = ,

.
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Tutorial 6: Product Spaces 11
3. Dene ( = E F , E c, F c

and show that ( = .

4. Show that c H c

= A

.
5. Show that (c) (c

) = , A

, A
c

.
6. Conclude that (c) (c

) ,= (() = ,

.
Exercise 9. Let n 1 and p 1 be two positive integers.
1. Dene T = B(R) . . . B(R)
. .
n
, and ( = B(R) . . . B(R)
. .
p
.
Explain why T ( can be viewed as a -algebra on R
n+p
.
2. Show that T( is generated by sets of the form A
1
. . . A
n+p
where A
i
B(R), i = 1, . . . , n +p.
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Tutorial 6: Product Spaces 12
3. Show that:
B(R). . .B(R)
. .
n+p
= (B(R). . .B(R))
. .
n
(B(R). . .B(R))
. .
p
Exercise 10. Let (
i
, T
i
)
iI
be a family of measurable spaces. Let
(I

, where ,= , be a partition of I. Let =

iI

i
and

(
iI

i
).
1. Dene a natural bijection between T() and T(

).
2. Show that through such bijection, A =
iI
A
i
, where
A
i

i
, is identied with A

(
iI

A
i
)

.
3. Show that H
iI
T
i
= H

(H
iI

T
i
).
4. Show that
iI
T
i
=

(
iI

T
i
).
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Tutorial 6: Product Spaces 13
Denition 55 Let be set and / be a set of subsets of . We call
topology generated by /, the topology on , denoted T (/), equal
to the intersection of all topologies on , which contain /.
Exercise 11. Let be a set and / T().
1. Explain why T (/) is indeed a topology on .
2. Show that T (/) is the smallest topology T such that / T .
3. Show that the metric topology on a metric space (E, d) is gen-
erated by the open balls / = B(x, ) : x E, > 0.
Denition 56 Let (
i
, T
i
)
iI
be a family of topological spaces, in-
dexed by a non-empty set I. We dene the product topology of
(T
i
)
iI
, as the topology on
iI

i
, denoted
iI
T
i
, and generated by
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Tutorial 6: Product Spaces 14
all rectangles of (T
i
)
iI
, i.e.
_
iI
T
i

= T
_

iI
T
i
_
Exercise 12. Let (
i
, T
i
)
iI
be a family of topological spaces.
1. Show that U
iI
T
i
, if and only if:
x U , V H
iI
T
i
, x V U
2. Show that H
iI
T
i

iI
T
i
.
3. Show that
iI
B(
i
) = (H
iI
T
i
).
4. Show that
iI
B(
i
) B(
iI

i
).
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Tutorial 6: Product Spaces 15
Exercise 13. Let n 1 be a positive integer. For all x, y R
n
, let:
(x, y)

=
n

i=1
x
i
y
i
and we put |x| =
_
(x, x).
1. Show that for all t R, |x +ty|
2
= |x|
2
+t
2
|y|
2
+ 2t(x, y).
2. From |x +ty|
2
0 for all t, deduce that [(x, y)[ |x|.|y|.
3. Conclude that |x +y| |x| +|y|.
Exercise 14. Let (
1
, T
1
), . . . , (
n
, T
n
), n 1, be metrizable topo-
logical spaces. Let d
1
, . . . , d
n
be metrics on
1
, . . . ,
n
, inducing the
topologies T
1
, . . . , T
n
respectively. Let =
1
. . .
n
and T be
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Tutorial 6: Product Spaces 16
the product topology on . For all x, y , we dene:
d(x, y)

=

_
n

i=1
(d
i
(x
i
, y
i
))
2
1. Show that d : R
+
is a metric on .
2. Show that U is open in , if and only if, for all x U there
are open sets U
1
, . . . , U
n
in
1
, . . . ,
n
respectively, such that:
x U
1
. . . U
n
U
3. Let U T and x U. Show the existence of > 0 such that:
(i = 1, . . . , n d
i
(x
i
, y
i
) < ) y U
4. Show that T T
d

.
5. Let U T
d

and x U. Show the existence of > 0 such that:

x B(x
1
, ) . . . B(x
n
, ) U
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Tutorial 6: Product Spaces 17
6. Show that T
d

T .
7. Show that the product topological space (, T ) is metrizable.
8. For all x, y , dene:
d

(x, y)

=
n

i=1
d
i
(x
i
, y
i
)
d

(x, y)

= max
i=1,...,n
d
i
(x
i
, y
i
)
Show that d

, d

are metrics on .
9. Show the existence of

and

> 0, such that we have

and

.
10. Show that d

and d

also induce the product topology on .

Exercise 15. Let (
n
, T
n
)
n1
be a sequence of metrizable topological
spaces. For all n 1, let d
n
be a metric on
n
inducing the topology
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Tutorial 6: Product Spaces 18
T
n
. Let =
+
n=1

n
be the Cartesian product and T be the product
topology on . For all x, y , we dene:
d(x, y)

=
+

n=1
1
2
n
(1 d
n
(x
n
, y
n
))
1. Show that for all a, b R
+
, we have 1 (a +b) 1 a +1 b.
2. Show that d is a metric on .
3. Show that U is open in , if and only if, for all x U, there
is an integer N 1 and open sets U
1
, . . . , U
N
in
1
, . . . ,
N
respectively, such that:
x U
1
. . . U
N

+

n=N+1

n
U
4. Show that d(x, y) < 1/2
n
d
n
(x
n
, y
n
) 2
n
d(x, y).
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Tutorial 6: Product Spaces 19
5. Show that for all U T and x U, there exists > 0 such that
d(x, y) < y U.
6. Show that T T
d

.
7. Let U T
d

and x U. Show the existence of > 0 and N 1,

such that:
N

n=1
1
2
n
(1 d
n
(x
n
, y
n
)) < y U
8. Show that for all U T
d

and x U, there is > 0 and N 1

such that:
x B(x
1
, ) . . . B(x
N
, )
+

n=N+1

n
U
9. Show that T
d

T .
10. Show that the product topological space (, T ) is metrizable.
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Tutorial 6: Product Spaces 20
Denition 57 Let (, T ) be a topological space. A subset H of T
is called a countable base of (, T ), if and only if H is at most
countable, and has the property:
U T , H

H , U =
_
V H

V
Exercise 16.
1. Show that H = ]r, q[ : r, q Q is a countable base of (R, T
R
).
2. Show that if (, T ) is a topological space with countable base,
and

, then the induced topological space (

, T
|
) also
has a countable base.
3. Show that [1, 1] has a countable base.
4. Show that if (, T ) and (S, T
S
) are homeomorphic, then (, T )
has a countable base if and only if (S, T
S
) has a countable base.
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Tutorial 6: Product Spaces 21
5. Show that (

R, T

R
) has a countable base.
Exercise 17. Let (
n
, T
n
)
n1
be a sequence of topological spaces
with countable base. For n 1, Let V
k
n
: k I
n
be a countable
base of (
n
, T
n
) where I
n
is a nite or countable set. Let =

n=1

n
be the Cartesian product and T be the product topology on . For
all p 1, we dene:
H
p

=
_
V
k
1
1
. . . V
k
p
p

+

n=p+1

n
: (k
1
, . . . , k
p
) I
1
. . . I
p
_
and we put H =
p1
H
p
.
1. Show that for all p 1, H
p
T .
2. Show that H T .
3. For all p 1, show the existence of an injection j
p
: H
p
N
p
.
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Tutorial 6: Product Spaces 22
4. Show the existence of a bijection
2
: N
2
N.
5. For p 1, show the existence of an bijection
p
: N
p
N.
6. Show that H
p
is at most countable for all p 1.
7. Show the existence of an injection j : H N
2
.
8. Show that H is a nite or countable set of open sets in .
9. Let U T and x U. Show that there is p 1 and U
1
, . . . , U
p
open sets in
1
, . . . ,
p
such that:
x U
1
. . . U
p

n=p+1

n
U
10. Show the existence of some V
x
H such that x V
x
U.
11. Show that H is a countable base of the topological space (, T ).
12. Show that
+
n=1
B(
n
) B().
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Tutorial 6: Product Spaces 23
13. Show that H
+
n=1
B(
n
).
14. Show that B() =
+
n=1
B(
n
)
Theorem 27 Let (
n
, T
n
)
n1
be a sequence of topological spaces
with countable base. Then, the product space (
+
n=1

n
,
+
n=1
T
n
) has
a countable base and:
B
_
+

n=1

n
_
=
+

n=1
B(
n
)
Exercise 18.
1. Show that if (, T ) has a countable base and n 1:
B(
n
) = B() . . . B()
. .
n
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Tutorial 6: Product Spaces 24
2. Show that B(

R
n
) = B(

R) . . . B(

R).
3. Show that B(C) = B(R) B(R).
Denition 58 We say that a metric space (E, d) is separable, if
and only if there exists a nite or countable dense subset of E, i.e.
a nite or countable subset A of E such that E =

A, where

A is the
closure of A in E.
Exercise 19. Let (E, d) be a metric space.
1. Suppose that (E, d) is separable. Let H = B(x
n
,
1
p
) : n, p 1,
where x
n
: n 1 is a countable dense subset in E. Show that
H is a countable base of the metric topological space (E, T
d
E
).
2. Suppose conversely that (E, T
d
E
) has a countable base H. For
all V H such that V ,= , take x
V
V . Show that the set
x
V
: V H , V ,= is at most countable and dense in E.
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Tutorial 6: Product Spaces 25
3. For all x, y, x

, y

E, show that:
[d(x, y) d(x

, y

)[ d(x, x

) +d(y, y

)
4. Let T
EE
be the product topology on E E. Show that the
map d : (E E, T
EE
) (R
+
, T
R
+) is continuous.
5. Show that d : (E E, B(E E)) (

R, B(

R)) is measurable.
6. Show that d : (EE, B(E)B(E)) (

R, B(

R)) is measurable,
whenever (E, d) is a separable metric space.
7. Let (, T) be a measurable space and f, g : (, T) (E, B(E))
be measurable maps. Show that : (, T) EE dened by
() = (f(), g()) is measurable with respect to the product
-algebra B(E) B(E).
8. Show that if (E, d) is separable, then : (, T) (

R, B(

R))
dened by () = d(f(), g()) is measurable.
9. Show that if (E, d) is separable then f = g T.
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Tutorial 6: Product Spaces 26
10. Let (E
n
, d
n
)
n1
be a sequence of separable metric spaces. Show
that the product space
+
n=1
E
n
is metrizable and separable.
Exercise 20. Prove the following theorem.
Theorem 28 Let (
i
, T
i
)
iI
be a family of measurable spaces and
(, T) be a measurable space. For all i I, let f
i
:
i
be a map,
and dene f :
iI

i
by f() = (f
i
())
iI
. Then, the map:
f : (, T)
_

iI

i
,

iI
T
i
_
is measurable, if and only if each f
i
: (, T) (
i
, T
i
) is measurable.
Exercise 21.
1. Let , : R
2
R with (x, y) = x + y and (x, y) = x.y.
Show that both and are continuous.
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Tutorial 6: Product Spaces 27
2. Show that , : (R
2
, B(R)B(R))(

R, B(

R)) are measurable.

3. Let (, T) be a measurable space, and f, g : (, T) (R, B(R))
be measurable maps. Using the previous results, show that f +g
and f.g are measurable with respect to T and B(R).
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