Let be Borel measures on for x-axis and y-axis. Let . a)show is measurable on . b)Evaluate , , and . i have no idea how to do this. any help would be appreciated.
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Let , for We have and because is measurable we have the result.
Originally Posted by girdav Let , for We have and because is measurable we have the result. how do you show that is a measurable function? and i am still not sure how to do these iterated integrals. please help.
It's the sum of two measurable functions. I think you can use Fubini because you have a -finite space .
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