MEASURE THEORY
Volume 3
D.H.Fremlin
By the same author:
Topological Riesz Spaces and Measure Theory, Cambridge University Press, 1974.
Consequences of Martin’s Axiom, Cambridge University Press, 1982.
Companions to the present volume:
Measure Theory, vol. 1, Torres Fremlin, 2000.
Measure Theory, vol. 2, Torres Fremlin, 2001.
First printing May 2002
MEASURE THEORY
Volume 3
Measure Algebras
D.H.Fremlin
Reader in Mathematics, University of Essex
Dedicated by the Author
to the Publisher
This book may be ordered from the publisher at the address below. For price and means of pay
ment see the author’s Web page http://www.essex.ac.uk/maths/staff/fremlin/mtsales.htm,
or enquire from fremdh@essex.ac.uk.
First published in 2002
by Torres Fremlin, 25 Ireton Road, Colchester CO3 3AT, England
c ( D.H.Fremlin 2002
The right of D.H.Fremlin to be identiﬁed as author of this work has been asserted in accordance with
the Copyright, Designs and Patents Act 1988. This work is issued under the terms of the Design Science
License as published in http://dsl.org/copyleft/dsl.txt. For the source ﬁles see http://www.essex.
ac.uk/maths/staff/fremlin/mt3.2002/readme.txt.
Library of Congress classiﬁcation QA312.F72
AMS 2000 classiﬁcation 28A99
ISBN 0953812936
Typeset by /
´
oT
E
X
Printed in England by Biddles Short Run Books, King’s Lynn
5
Contents
General Introduction 10
Introduction to Volume 3 11
Chapter 31: Boolean algebras
Introduction 13
311 Boolean algebras 13
Boolean rings and algebras; ideals and ring homomorphisms to Z
2
; Stone’s theorem; the operations
∪, ∩ , ., \ and the relation ⊆ ; topology of the Stone space; Boolean algebras as complemented
distributive lattices.
312 Homomorphisms 21
Subalgebras; ideals; Boolean homomorphisms; the ordering determines the ring structure; quotient al
gebras; extension of homomorphisms; homomorphisms and Stone spaces.
313 Ordercontinuity 30
General distributive laws; orderclosed sets; orderclosures; Monotone Class Theorem; orderpreserving
functions; ordercontinuity; orderdense sets; ordercontinuous Boolean homomorphisms; regularly em
bedded subalgebras.
314 Ordercompleteness 40
Dedekind completeness and σcompleteness; quotients, subalgebras, principal ideals; ordercontinuous
homomorphisms; extension of homomorphisms; LoomisSikorski representation of a σcomplete algebra
as a quotient of a σalgebra of sets; regular open algebras; Stone spaces; Dedekind completion of a
Boolean algebra.
315 Products and free products 51
Simple product of Boolean algebras; free product of Boolean algebras; algebras of sets and their quotients.
316 Further topics 59
The countable chain condition; weak (σ, ∞)distributivity; Stone spaces; atomic and atomless Boolean
algebras.
Chapter 32: Measure algebras
Introduction 68
321 Measure algebras 68
Measure algebras; elementary properties; the measure algebra of a measure space; Stone spaces.
322 Taxonomy of measure algebras 72
Totally ﬁnite, σﬁnite, semiﬁnite and localizable measure algebras; relation to corresponding types of
measure space; completions and c.l.d. versions of measures; semiﬁnite measure algebras are weakly
(σ, ∞)distributive; subspace measures; simple products of measure algebras; Stone spaces of localizable
measure algebras; localizations of semiﬁnite measure algebras.
323 The topology of a measure algebra 82
Deﬁning a topology and uniformity on a measure algebra; continuity of algebraic operations; orderclosed
sets; Hausdorﬀ and metrizable topologies, complete uniformities; closed subalgebras.
324 Homomorphisms 88
Homomorphisms induced by measurable functions; ordercontinuous and continuous homomorphisms;
the topology of a semiﬁnite measure algebra is determined by the algebraic structure; measurepreserving
homomorphisms.
325 Free products and product measures 95
The measure algebra of a product measure; the localizable measure algebra free product of two semiﬁnite
measure algebras; the measure algebra of a product of probability measures; the probability algebra free
product of probability algebras; factorizing through subproducts.
326 Additive functionals on Boolean algebras 104
Additive, countably additive and completely additive functionals; Jordan decomposition; Hahn decom
position.
327 Additive functionals on measure algebras 116
Absolutely continuous and continuous additive functionals; RadonNikod´ ym theorem; the standard ex
tension of a continuous additive functional on a closed subalgebra.
6
Chapter 33: Maharam’s theorem
Introduction 123
331 Classiﬁcation of homogeneous measure algebras 123
Relatively atomless algebras; onestep extension of measurepreserving homomorphisms; Maharam type
of a measure algebra; Maharamtypehomogeneous probability algebras of the same Maharam type are
isomorphic; the measure algebra of 0, 1¦
κ
is homogeneous.
332 Classiﬁcation of localizable measure algebras 132
Any localizable measure algebra is isomorphic to a simple product of homogeneous totally ﬁnite algebras;
exact description of isomorphism types; closed subalgebras.
333 Closed subalgebras 142
Relative Maharam types; extension of measurepreserving Boolean homomorphisms; complete classiﬁ
cation of closed subalgebras of probability algebras as triples (A, ¯ µ, C).
334 Products 158
Maharam types of product measures.
Chapter 34: Liftings
Introduction 162
341 The lifting theorem 162
Liftings and lower densities; strictly localizable spaces have lower densities; construction of a lifting from
a density; complete strictly localizable spaces have liftings; liftings and Stone spaces.
342 Compact measure spaces 174
Inner regular measures; compact classes; compact and locally compact measures; perfect measures.
343 Realization of homomorphisms 182
Representing homomorphisms between measure algebras by functions; possible when target measure
space is locally compact; countably separated measures and uniqueness of representing functions; the
split interval; perfect measures.
344 Realization of automorphisms 190
Simultaneously representing countable groups of automorphisms of measure algebras by functions –
countably separated measure spaces, measures on 0, 1¦
I
; characterization of Lebesgue measure as a
measure space; strong homogeneity of usual measure on 0, 1¦
I
.
345 Translationinvariant liftings 200
Translationinvariant liftings on R
r
and 0, 1¦
I
; there is no t.i. Borel lifting on R.
346 Consistent liftings 208
Liftings of product measures which respect the product structure; translationinvariant liftings on 0, 1¦
I
;
products of Maharamtypehomogeneous probability spaces; lower densities respecting product struc
tures; consistent liftings; the Stone space of Lebesgue measure.
Chapter 35: Riesz spaces
Introduction 219
351 Partially ordered linear spaces 219
Partially ordered linear spaces; positive cones; suprema and inﬁma; positive linear operators; order
continuous linear operators; Riesz homomorphisms; quotient spaces; reduced powers; representation of
p.o.l.ss as subspaces of reduced powers of R; Archimedean spaces.
352 Riesz spaces 226
Riesz spaces; identities; general distributive laws; Riesz homomorphisms; Riesz subspaces; orderdense
subspaces and ordercontinuous operators; bands; the algebra of complemented bands; the algebra of
projection bands; principal bands; falgebras.
353 Archimedean and Dedekind complete Riesz spaces 237
Orderdense subspaces; bands; Dedekind (σ)complete spaces; orderclosed Riesz subspaces; order units;
falgebras.
354 Banach lattices 246
Riesz norms; Fatou norms; the Levi property; ordercontinuous norms; orderunit norms; Mspaces; are
isomorphic to C(X) for compact Hausdorﬀ X; Lspaces; uniform integrability in Lspaces.
355 Spaces of linear operators 255
Orderbounded linear operators; the space L
∼
(U; V ); ordercontinuous operators; extension of order
continuous operators; the space L
×
(U; V ); ordercontinuous norms.
7
356 Dual spaces 264
The spaces U
∼
, U
×
, U
∗
; biduals, embeddings U→V
×
where V ⊆U
∼
; perfect Riesz spaces; L and
Mspaces; uniformly integrable sets in the dual of an Mspace; relative weak compactness in Lspaces.
Chapter 36: Function spaces
Introduction 275
361 S 276
Additive functions on Boolean rings; the space S(A); universal mapping theorems for linear operators
on S; the map T
π
: S(A)→S(B) induced by a ring homomorphism π : A → B; projection bands in S(A);
identifying S(A) when A is a quotient of an algebra of sets.
362 S
∼
287
Bounded additive functionals on A identiﬁed with orderbounded linear functionals on S(A); the L
space S
∼
and its bands; countably additive, completely additive, absolutely continuous and continuous
functionals; uniform integrability in S
∼
.
363 L
∞
298
The space L
∞
(A), as an Mspace and falgebra; universal mapping theorems for linear operators on L
∞
;
T
π
: L
∞
(A)→L
∞
(B); representing L
∞
when A is a quotient of an algebra of sets; integrals with respect
to ﬁnitely additive functionals; projection bands in L
∞
; (L
∞
)
∼
and its bands; Dedekind completeness of
A and L
∞
; representing σcomplete Mspaces; the generalized HahnBanach theorem; the BanachUlam
problem.
364 L
0
314
The space L
0
(A); representing L
0
when A is a quotient of a σalgebra of sets; algebraic operations on
L
0
; action of Borel measurable functions on L
0
; identifying L
0
(A) with L
0
(µ) when A is a measure
algebra; embedding S and L
∞
in L
0
; suprema and inﬁma in L
0
; Dedekind completeness in A and L
0
;
multiplication in L
0
; projection bands; T
π
: L
0
(A)→L
0
(B); simple products; *regular open algebras;
*the space C
∞
(X).
365 L
1
335
The space L
1
(A, ¯ µ); identiﬁcation with L
1
(µ);
a
u; the RadonNikod´ ym theorem again;
wT
π
ud¯ ν =
ud¯ µ; the duality between L
1
and L
∞
; additive functions on A and linear operators on L
1
; T
π
:
L
1
(A, ¯ µ)→L
1
(B, ¯ ν) and P
π
: L
1
(B, ¯ ν)→L
1
(A, ¯ µ); conditional expectations; bands in L
1
; varying ¯ µ.
366 L
p
351
The spaces L
p
(A, ¯ µ); identiﬁcation with L
p
(µ); L
q
as the dual of L
p
; the spaces M
0
and M
1,0
; T
π
:
M
0
(A, ¯ µ)→M
0
(B, ¯ ν) and P
π
: M
1,0
(B, ¯ ν)→M
1,0
(A, ¯ µ); conditional expectations; the case p = 2.
367 Convergence in measure 360
Order*convergence of sequences in lattices; in Riesz spaces; in Banach lattices; in quotients of spaces
of measurable functions; in C(X); Lebesgue’s Dominated Convergence Theorem and Doob’s Martingale
Theorem; convergence in measure in L
0
(A); and pointwise convergence; deﬁned by the Riesz space struc
ture; positive linear operators on L
0
; convergence in measure and the canonical projection (L
1
)
∗∗
→L
1
.
368 Embedding Riesz spaces in L
0
375
Extension of ordercontinuous Riesz homomorphisms into L
0
; representation of Archimedean Riesz
spaces as subspaces of L
0
; Dedekind completion of Riesz spaces; characterizing L
0
spaces as Riesz
spaces; weakly (σ, ∞)distributive Riesz spaces.
369 Banach function spaces 386
Riesz spaces separated by their ordercontinuous duals; representing U
×
when U⊆L
0
; Kakutani’s repre
sentation of Lspaces as L
1
spaces; extended Fatou norms; associate norms; L
τ
∼
= (L
τ
)
×
; Fatou norms
and convergence in measure; M
∞,1
and M
1,∞
,  
∞,1
and  
1,∞
; L
τ
1
+L
τ
2
.
Chapter 37: Linear operators between function spaces
Introduction 402
371 The ChaconKrengel theorem 402
L
∼
(U; V ) = L
×
(U; V ) = B(U; V ) for Lspaces U and V ; the class T
(0)
¯ µ,¯ ν
of  
1
decreasing,  
∞
decreasing
linear operators from M
1,0
(A, ¯ µ) to M
1,0
(B, ¯ ν).
372 The ergodic theorem 407
The Maximal Ergodic Theorem and the Ergodic Theorem for operators in T
(0)
¯ µ,¯ µ
; for inversemeasure
preserving functions φ : X→X; limit operators as conditional expectations; applications to continued
fractions; mixing and ergodic transformations.
8
373 Decreasing rearrangements 422
The classes T , T
×
; the space M
0,∞
; decreasing rearrangements u
∗
; u
∗

p
= u
p
;
[Tuv[ ≤
u
∗
v
∗
if T ∈ T ; the very weak operator topology and compactness of T ; v is expressible as Tu, where T ∈ T ,
iﬀ
t
0
v
∗
≤
t
0
u
∗
for every t; ﬁnding T such that
Tuv =
u
∗
v
∗
; the adjoint operator from T
(0)
¯ µ,¯ ν
to
T
(0)
¯ ν,¯ µ
.
374 Rearrangementinvariant spaces 440
T invariant subspaces of M
1,∞
, and T invariant extended Fatou norms; relating T invariant norms
on diﬀerent spaces; rearrangementinvariant sets and norms; when rearrangementinvariance implies
T invariance.
375 Kwapien’s theorem 451
Linear operators on L
0
spaces; if B is measurable, a positive linear operator from L
0
(A) to L
0
(B) can
be assembled from Riesz homomorphisms.
376 Integral operators 457
Kernel operators; free products of measure algebras and tensor products of L
0
spaces; tensor products
of L
1
spaces; abstract integral operators (i) as a band in L
×
(U; V ) (ii) represented by kernels belonging
to L
0
(A
´
⊗B) (iii) as operators converting weakly convergent sequences into order*convergent sequences;
operators into Mspaces or out of Lspaces; disintegrations.
Chapter 38: Automorphism groups
Introduction 477
381 Automorphism groups of Boolean algebras 477
Assembling an automorphism; elements supporting an automorphism; cyclic automorphisms; exchanging
involutions; the support of an automorphism; full subgroups of Aut A; expressing an automorphism as a
product of involutions; subgroups of Aut A with many involutions; normal subgroups of full groups with
many involutions; simple groups.
382 Automorphism groups of measure algebras 488
Measurepreserving automorphisms as products of involutions; normal subgroups of Aut A and Aut
¯ µ
A.
383 Outer automorphisms 492
If G ≤ Aut A, H ≤ Aut B have many involutions, any isomorphism between G to H arises from an
isomorphism between A and B; if A is nowhere rigid, Aut A has no outer automorphisms; applications
to localizable measure algebras.
384 Entropy 502
Entropy of a partition of unity in a probability algebra; conditional entropy; entropy of a measure
preserving homomorphism; calculation of entropy (KolmogorovSinaˇı theorem); Bernoulli shifts; isomor
phic homomorphisms and conjugacy classes in Aut
¯ µ
A; almost isomorphic inversemeasurepreserving
functions.
385 More about entropy 515
Periodic and aperiodic parts of an endomorphism; the HalmosRokhlinKakutani lemma; the Shannon
McMillanBreiman theorem; various lemmas.
386 Ornstein’s theorem 528
Bernoulli partitions; ﬁnding Bernoulli partitions with elements of given measure (Sinaˇı’s theorem); ad
justing Bernoulli partitions; Ornstein’s theorem (Bernoulli shifts of the same ﬁnite entropy are isomor
phic); Ornstein’s and Sinaˇı’s theorems in the case of inﬁnite entropy.
387 Dye’s theorem 551
Full subgroups of Aut A; and orbits of inversemeasurepreserving functions; induced automorphisms of
principal ideals; von Neumann transformations; von Neumann transformations generating a given full
subgroup; classiﬁcation of full subgroups generated by a single automorphism.
Chapter 39: Measurable algebras
Introduction 567
391 Kelley’s theorem 567
Measurable algebras; strictly positive additive functionals and weak (σ, ∞)distributivity; additive func
tionals subordinate to or dominating a given functional; intersection numbers; existence of strictly
positive additive functionals; σlinked Boolean algebras; Gaifman’s example.
392 Submeasures 575
Submeasures; exhaustive, uniformly exhaustive and Maharam submeasures; the KaltonRoberts theorem
(a strictly positive uniformly exhaustive submeasure provides a strictly positive additive functional).
9
393 The Control Measure Problem 579
Forms of the Control Measure Problem; strictly positive Maharam submeasures, exhaustive submeasures,
exhaustive submeasures on the clopen algebra of 0, 1¦
N
; absolute continuity of submeasures; countable
atomless Boolean algebras; topologies on Boolean algebras; topologies on L
0
spaces; vector measures;
examples of submeasures.
394 Kawada’s theorem 595
Full local semigroups; τequidecomposability; fully nonparadoxical subgroups of Aut A; ]b : a and
]b : a; invariant additive functions from A to L
∞
(C), where C is the ﬁxedpoint algebra of a group;
invariant additive functionals and measures; ergodic fully nonparadoxical groups.
395 The HajianIto theorem 610
Invariant measures on measurable algebras; weakly wandering elements.
Appendix to Volume 3
Introduction 613
3A1 Set theory 613
Calculation of cardinalities; coﬁnal sets, coﬁnalities; notes on the use of Zorn’s Lemma; the natural
numbers as ﬁnite ordinals; lattice homomorphisms; the Marriage Lemma.
3A2 Rings 615
Rings; subrings, ideals, homomorphisms, quotient rings, the First Isomorphism Theorem; products.
3A3 General topology 618
Hausdorﬀ, regular, completely regular, zerodimensional, extremally disconnected, compact and locally
compact spaces; continuous functions; dense subsets; meager sets; Baire’s theorem for locally compact
spaces; products; Tychonoﬀ’s theorem; the usual topologies on 0, 1¦
I
, R
I
; cluster points of ﬁlters;
topology bases; uniform convergence of sequences of functions; onepoint compactiﬁcations.
3A4 Uniformities 622
Uniform spaces; and pseudometrics; uniform continuity; subspaces; product uniformities; Cauchy ﬁlters
and completeness; extending uniformly continuous functions; completions.
3A5 Normed spaces 625
The HahnBanach theorem in analytic and geometric forms; cones and convex sets; weak and weak*
topologies; reﬂexive spaces; Uniform Boundedness Theorem; completions; normed algebras; compact
linear operators; Hilbert spaces.
3A6 Groups 628
Involutions; inner and outer automorphisms; normal subgroups.
References for Volume 3 629
Index to Volumes 13
Principal topics and results 633
General index 641
10
General introduction In this treatise I aim to give a comprehensive description of modern abstract measure
theory, with some indication of its principal applications. The ﬁrst two volumes are set at an introductory
level; they are intended for students with a solid grounding in the concepts of real analysis, but possibly with
rather limited detailed knowledge. As the book proceeds, the level of sophistication and expertise demanded
will increase; thus for the volume on topological measure spaces, familiarity with general topology will be
assumed. The emphasis throughout is on the mathematical ideas involved, which in this subject are mostly
to be found in the details of the proofs.
My intention is that the book should be usable both as a ﬁrst introduction to the subject and as a reference
work. For the sake of the ﬁrst aim, I try to limit the ideas of the early volumes to those which are really
essential to the development of the basic theorems. For the sake of the second aim, I try to express these ideas
in their full natural generality, and in particular I take care to avoid suggesting any unnecessary restrictions
in their applicability. Of course these principles are to to some extent contradictory. Nevertheless, I ﬁnd that
most of the time they are very nearly reconcilable, provided that I indulge in a certain degree of repetition.
For instance, right at the beginning, the puzzle arises: should one develop Lebesgue measure ﬁrst on the
real line, and then in spaces of higher dimension, or should one go straight to the multidimensional case? I
believe that there is no single correct answer to this question. Most students will ﬁnd the onedimensional
case easier, and it therefore seems more appropriate for a ﬁrst introduction, since even in that case the
technical problems can be daunting. But certainly every student of measure theory must at a fairly early
stage come to terms with Lebesgue area and volume as well as length; and with the correct formulations, the
multidimensional case diﬀers from the onedimensional case only in a deﬁnition and a (substantial) lemma.
So what I have done is to write them both out (''114115). In the same spirit, I have been uninhibited,
when setting out exercises, by the fact that many of the results I invite students to look for will appear in
later chapters; I believe that throughout mathematics one has a better chance of understanding a theorem
if one has previously attempted something similar alone.
As I write this Introduction (December 2001), the plan of the work is as follows:
Volume 1: The Irreducible Minimum
Volume 2: Broad Foundations
Volume 3: Measure Algebras
Volume 4: Topological Measure Spaces
Volume 5: Settheoretic Measure Theory.
Volume 1 is intended for those with no prior knowledge of measure theory, but competent in the elementary
techniques of real analysis. I hope that it will be found useful by undergraduates meeting Lebesgue measure
for the ﬁrst time. Volume 2 aims to lay out some of the fundamental results of pure measure theory
(the RadonNikod´ ym theorem, Fubini’s theorem), but also gives short introductions to some of the most
important applications of measure theory (probability theory, Fourier analysis). While I should like to
believe that most of it is written at a level accessible to anyone who has mastered the contents of Volume 1,
I should not myself have the courage to try to cover it in an undergraduate course, though I would certainly
attempt to include some parts of it. Volumes 3 and 4 are set at a rather higher level, suitable to postgraduate
courses; while Volume 5 will assume a wideranging competence over large parts of analysis and set theory.
There is a disclaimer which I ought to make in a place where you might see it in time to avoid paying for
this book. I make no attempt to describe the history of the subject. This is not because I think the history
uninteresting or unimportant; rather, it is because I have no conﬁdence of saying anything which would not
be seriously misleading. Indeed I have very little conﬁdence in anything I have ever read concerning the
history of ideas. So while I am happy to honour the names of Lebesgue and Kolmogorov and Maharam in
more or less appropriate places, and I try to include in the bibliographies the works which I have myself
consulted, I leave any consideration of the details to those bolder and better qualiﬁed than myself.
The work as a whole is not yet complete; and when it is ﬁnished, it will undoubtedly be too long
to be printed as a single volume in any reasonable format. I am therefore publishing it one part at a
time. However, drafts of most of the rest are available on the Internet; see http://www.essex.ac.uk/
maths/staff/fremlin/mt.htm for detailed instructions. For the time being, at least, printing will be in
short runs. I hope that readers will be energetic in commenting on errors and omissions, since it should be
possible to correct these relatively promptly. An inevitable consequence of this is that paragraph references
may go out of date rather quickly. I shall be most ﬂattered if anyone chooses to rely on this book as a source
Introduction to Volume 3 11
for basic material; and I am willing to attempt to maintain a concordance to such references, indicating
where migratory results have come to rest for the moment, if authors will supply me with copies of papers
which use them.
I mention some minor points concerning the layout of the material. Most sections conclude with lists of
‘basic exercises’ and ‘further exercises’, which I hope will be generally instructive and occasionally enter
taining. How many of these you should attempt must be for you and your teacher, if any, to decide, as no
two students will have quite the same needs. I mark with a >>> those which seem to me to be particularly
important. But while you may not need to write out solutions to all the ‘basic exercises’, if you are in any
doubt as to your capacity to do so you should take this as a warning to slow down a bit. The ‘further
exercises’ are unbounded in diﬃculty, and are uniﬁed only by a presumption that each has at least one
solution based on ideas already introduced. Occasionally I add a ﬁnal ‘problem’, a question to which I do
not know the answer and which seems to arise naturally in the course of the work.
The impulse to write this book is in large part a desire to present a uniﬁed account of the subject.
Crossreferences are correspondingly abundant and wideranging. In order to be able to refer freely across
the whole text, I have chosen a reference system which gives the same code name to a paragraph wherever
it is being called from. Thus 132E is the ﬁfth paragraph in the second section of the third chapter of
Volume 1, and is referred to by that name throughout. Let me emphasize that crossreferences are supposed
to help the reader, not distract her. Do not take the interpolation ‘(121A)’ as an instruction, or even a
recommendation, to lift Volume 1 oﬀ the shelf and hunt for '121. If you are happy with an argument as it
stands, independently of the reference, then carry on. If, however, I seem to have made rather a large jump,
or the notation has suddenly become opaque, local crossreferences may help you to ﬁll in the gaps.
Each volume will have an appendix of ‘useful facts’, in which I set out material which is called on
somewhere in that volume, and which I do not feel I can take for granted. Typically the arrangement of
material in these appendices is directed very narrowly at the particular applications I have in mind, and is
unlikely to be a satisfactory substitute for conventional treatments of the topics touched on. Moreover, the
ideas may well be needed only on rare and isolated occasions. So as a rule I recommend you to ignore the
appendices until you have some direct reason to suppose that a fragment may be useful to you.
During the extended gestation of this project I have been helped by many people, and I hope that my
friends and colleagues will be pleased when they recognise their ideas scattered through the pages below.
But I am especially grateful to those who have taken the trouble to read through earlier drafts and comment
on obscurities and errors.
Introduction to Volume 3
One of the ﬁrst things one learns, as a student of measure theory, is that sets of measure zero are
frequently ‘negligible’ in the straightforward sense that they can safely be ignored. This is not quite a
universal principle, and one of my purposes in writing this treatise is to call attention to the exceptional
cases in which ‘negligible’ sets are important. But very large parts of the theory, including some of the topics
already treated in Volume 2, can be expressed in an appropriately abstract language in which negligible sets
have been factored out. This is what the present volume is about. A ‘measure algebra’ is a quotient of an
algebra of measurable sets by an ideal of negligible sets; that is, the elements of the measure algebra are
equivalence classes of measurable sets. At the cost of an extra layer of abstraction, we obtain a language
which can give concise and elegant expression to a substantial proportion of the ideas of measure theory,
and which oﬀers insights almost everywhere in the subject.
It is here that I embark wholeheartedly on ‘pure’ measure theory. I think it is fair to say that the
applications of measure theory to other branches of mathematics are more often through measure spaces
rather than measure algebras. Certainly there will be in this volume many theorems of wide importance
outside measure theory; but typically their usefulness will be in forms translated back into the language of
the ﬁrst two volumes. But it is also fair to say that the language of measure algebras is the only reasonable
way to discuss large parts of a subject which, as pure mathematics, can bear comparison with any.
In the structure of this volume I can distinguish seven ‘working’ and two ‘accessory’ chapters. The
‘accessory’ chapters are 31 and 35. In these I develop the theories of Boolean algebras and Riesz spaces (=
vector lattices) which are needed later. As in Volume 2 you have a certain amount of choice in the order in
12 Introduction to Volume 3
which you take the material. Everything except Chapter 35 depends on Chapter 31, and everything except
Chapters 31 and 35 depends on Chapter 32. Chapters 33, 34 and 36 can be taken in any order, but Chapter
36 relies on Chapter 35. (I do not mean that Chapter 33 is never referred to in Chapter 34, nor even that
no results from Chapter 33 are relied on in the later chapters. What I mean is that their most important
ideas are accessible without learning the material of Chapter 33 properly.) Chapter 37 depends on Chapters
35 and 36. Chapter 38 would be diﬃcult to make sense of without some notion of what has been done in
Chapter 33. Chapter 39 uses fragments of Chapters 35 and 36.
The ﬁrst half of the volume follows almost the only line permitted by the structure of the subject. If we
are going to study measure algebras at all, we must know the relevant facts about Boolean algebras (Chapter
31) and how to translate what we know about measure spaces into the new language (Chapter 32). Then
we must get a proper grip on the two most important theorems: Maharam’s theorem on the classiﬁcation of
measure algebras (Chapter 33) and the von NeumannMaharam lifting theorem (Chapter 34). Since I am
now writing for readers who are committed – I hope, happily committed – to learning as much as they can
about the subject, I take the space to push these ideas as far as they can easily go, giving a full classiﬁcation
of closed subalgebras of probability algebras, for instance ('333), and investigating special types of lifting
(''345346). I mention here three sections interpolated into Chapter 34 (''342344) which attack a subtle
and important question: when can we expect homomorphisms between measure algebras to be realizable in
terms of transformations between measure spaces, as discussed brieﬂy in '235 and elsewhere.
Chapters 36 and 37 are devoted to reworking the ideas of Chapter 24 on ‘function spaces’ in the more
abstract context now available, and relating them to the general Riesz spaces of Chapter 35. I am concerned
here not to develop new structures, nor even to prove striking new theorems, but rather to oﬀer new ways
of looking at the old ones. Only in the Ergodic Theorem ('372) do I come to a really important new result.
Chapter 38 looks at two questions, both obvious ones to ask if you have been trained in twentiethcentury
pure mathematics: what does the automorphism group of a measure algebra look like, and inside such an
automorphism group, what do the conjugacy classes look like? (The second question is a fancy way of asking
how to decide, given two automorphisms of one of the structures considered in this volume, whether they
are really diﬀerent, or just copies of each other obtained by looking at the structure a diﬀerent way up.)
Finally, in Chapter 39, I discuss what is known about the question of which Boolean algebras can appear
as measure algebras.
Concerning the prerequisites for this volume, we certainly do not need everything in Volume 2. The
important chapters there are 21, 23, 24, 25 and 27. If you are approaching this volume without having
read the earlier parts of this treatise, you will need the RadonNikod´ ym theorem and product measures
(of arbitrary families of probability spaces), for Maharam’s theorem; a simple version of the martingale
theorem, for the lifting theorem; and an acquaintance with L
p
spaces (particularly, with L
0
spaces) for
Chapter 36. But I would recommend the resultsonly versions of Volumes 1 and 2 in case some reference
is totally obscure. Outside measure theory, I call on quite a lot of terms from general topology, but none
of the ideas needed are diﬃcult (Baire’s and Tychonoﬀ’s theorems are the deepest); they are sketched in
''3A3 and 3A4. We do need some functional analysis for Chapters 36 and 39, but very little more than was
already used in Volume 2, except that I now call on versions of the HahnBanach theorem ('3A5).
In this volume I assume that readers have substantial experience in both real and abstract analysis, and
I make few concessions which would not be appropriate when addressing active researchers, except that
perhaps I am a little gentler when calling on ideas from set theory and general topology than I should be
with my own colleagues, and I continue to include all the easiest exercises I can think of. I do maintain
my practice of giving proofs in very full detail, not so much because I am trying to make them easier, but
because one of my purposes here is to provide a complete account of the ideas of the subject. I hope that
the result will be accessible to most doctoral students who are studying topics in, or depending on, measure
theory.
311B Boolean algebras 13
Chapter 31
Boolean algebras
The theory of measure algebras naturally depends on certain parts of the general theory of Boolean
algebras. In this chapter I collect those results which will be useful later. Since many students encounter
the formal notion of Boolean algebra for the ﬁrst time in this context, I start at the beginning; and indeed I
include in the Appendix ('3A2) a brief account of the necessary part of the theory of rings, as not everyone
will have had time for this bit of abstract algebra in an undergraduate course. But unless you ﬁnd the
algebraic theory of Boolean algebras so interesting that you wish to study it for its own sake – in which case
you should perhaps turn to Sikorski 64 or Koppelberg 89 – I do not think it would be very sensible to
read the whole of this chapter before proceeding to the main work of the volume in Chapter 32. Probably
'311 is necessary to get an idea of what a Boolean algebra looks like, and a glance at the statements of
the theorems in '312 would be useful, but the later sections can wait until you have need of them, on the
understanding that apparently innocent formal manipulations may depend on concepts which take some
time to master. I hope that the crossreferences will be suﬃciently welltargeted to make it possible to read
this material in parallel with its applications.
311 Boolean algebras
In this section I try to give a suﬃcient notion of the character of abstract Boolean algebras to make the
calculations which will appear on almost every page of this volume seem both elementary and natural. The
principal result is of course M.H.Stone’s theorem: every Boolean algebra can be expressed as an algebra of
sets (311E). So the section divides naturally into the ﬁrst part, proving Stone’s theorem, and the second,
consisting of elementary consequences of the theorem and a little practice in using the insights it oﬀers.
311A Deﬁnitions (a) A Boolean ring is a ring (A, +, .) in which a
2
= a for every a ∈ A.
(b) A Boolean algebra is a Boolean ring A with a multiplicative identity 1 = 1
A
; I allow 1 = 0 in this
context.
Remark For notes on those parts of the elementary theory of rings which we shall need, see '3A2.
I hope that the rather arbitrary use of the word ‘algebra’ here will give no diﬃculties; it gives me the
freedom to insist that the ring ¦0¦ should be accepted as a Boolean algebra.
311B Examples (a) For any set X, ({X, ´, ∩) is a Boolean algebra; its zero is ∅ and its multiplicative
identity is X. PPP We have to check the following, which are all easily established, using Venn diagrams or
otherwise:
A´B ⊆ X for all A, B ⊆ X,
(A´B)´C = A´(B´C) for all A, B, C ⊆ X,
so that ({X, ´) is a semigroup;
A´∅ = ∅´A = A for every A ⊆ X,
so that ∅ is the identity in ({X, ´);
A´A = ∅ for every A ⊆ X,
so that every element of {X is its own inverse in ({X, ´), and ({X, ´) is a group;
A´B = B´A for all A, B ⊆ X,
so that ({X, ´) is an abelian group;
A∩ B ⊆ X for all A, B ⊆ X,
(A∩ B) ∩ C = A∩ (B ∩ C) for all A, B, C ⊆ X,
so that ({X, ∩) is a semigroup;
A∩ (B´C) = (A∩ B)´(A∩ C), (A´B) ∩ C = (A∩ C)´(B ∩ C) for all A, B, C ⊆ X,
so that ({X, ´, ∩) is a ring;
14 Boolean algebras 311B
A∩ A = A for every A ⊆ X,
so that ({X, ´, ∩) is a Boolean ring;
A∩ X = X ∩ A = A for every A ⊆ X,
so that ({X, ´, ∩) is a Boolean algebra and X is its identity. QQQ
(b) Recall that an ‘algebra of subsets of X’ (136E) is a family Σ ⊆ {X such that ∅ ∈ Σ, X ` E ∈ Σ for
every E ∈ Σ, and E ∪ F ∈ Σ for all E, F ∈ Σ. In this case (Σ, ´, ∩) is a Boolean algebra with zero ∅ and
identity X. PPP If E, F ∈ Σ, then
E ∩ F = X ` ((X ` E) ∪ (X ` F)) ∈ Σ,
E´F = (E ∩ (X ` F)) ∪ (F ∩ (X ` E)) ∈ Σ.
Because ∅ and X = X ` ∅ both belong to Σ, we can work through the identities in (a) above to see that Σ,
like {X, is a Boolean algebra. QQQ
(c) Consider the ring Z
2
= ¦0, 1¦, with its ring operations +
2
, given by setting
0 +
2
0 = 1 +
2
1 = 0, 0 +
2
1 = 1 +
2
0 = 1,
0 0 = 0 1 = 1 0 = 0, 1 1 = 1.
I leave it to you to check, if you have not seen it before, that this is a ring. Because 0 0 = 0 and 1 1 = 1,
it is a Boolean algebra.
311C Proposition Let A be a Boolean ring.
(a) a +a = 0, that is, a = −a, for every a ∈ A.
(b) ab = ba for all a, b ∈ A.
proof (a) If a ∈ A, then
a +a = (a +a)(a +a) = a
2
+a
2
+a
2
+a
2
= a +a +a +a,
so we must have 0 = a +a.
(b) Now for any a, b ∈ A,
a +b = (a +b)(a +b) = a
2
+ab +ba +b
2
= a +ab +ba +b,
so
0 = ab +ba = ab +ab
and ab = ba.
311D Lemma Let A be a Boolean ring, I an ideal of A (3A2E), and a ∈ A ` I. Then there is a ring
homomorphism φ : A →Z
2
such that φa = 1 and φd = 0 for every d ∈ I.
proof (a) Let 1 be the family of those ideals J of A which include I and do not contain a. Then 1 has a
maximal element K say. PPP Apply Zorn’s lemma. Since I ∈ 1, 1 = ∅. If . is a nonempty totally ordered
subset of 1, then set J
∗
=
¸
.. If b, c ∈ J
∗
and d ∈ A, then there are J
1
, J
2
∈ . such that b ∈ J
1
and
c ∈ J
2
; now J = J
1
∪ J
2
is equal to one of J
1
, J
2
, so belongs to ., and 0, b + c, bd all belong to J, so all
belong to J
∗
. Thus J
∗
A; of course I ⊆ J
∗
and a / ∈ J
∗
, so J
∗
∈ 1 and is an upper bound for . in 1. As
. is arbitrary, the hypotheses of Zorn’s lemma are satisﬁed and 1 has a maximal element. QQQ
(b) For b ∈ A set K
b
= ¦d : d ∈ A, bd ∈ K¦. The following are easy to check:
(i) K ⊆ K
b
for every b ∈ A, because K is an ideal.
(ii) K
b
A for every b ∈ A. PPP 0 ∈ K ⊆ K
b
. If d, d
t
∈ K
b
and c ∈ A then
b(d +d
t
) = bd +bd
t
, b(dc) = (bd)c
belong to K, so d +d
t
, dc ∈ K
b
. QQQ
(iii) If b ∈ A and a / ∈ K
b
, then K
b
∈ 1 so K
b
= K.
311Fc Boolean algebras 15
(iv) Now a
2
= a / ∈ K, so a / ∈ K
a
and K
a
= K.
(v) If b ∈ A ` K then b / ∈ K
a
, that is, ba = ab / ∈ K, and a / ∈ K
b
; consequently K
b
= K.
(vi) If b, c ∈ A ` K then c / ∈ K
b
so bc / ∈ K.
(vii) If b, c ∈ A ` K then
bc(b +c) = b
2
c +bc
2
= bc +bc = 0 ∈ K,
so b +c ∈ K
bc
. By (vi) and (v), K
bc
= K so b +c ∈ K.
(c) Now deﬁne φ : A → Z
2
by setting φd = 0 if d ∈ K, φd = 1 if d ∈ A ` K. Then φ is a ring
homomorphism. PPP
(i) If b, c ∈ K then b +c, bc ∈ K so
φ(b +c) = 0 = φb +
2
φc, φ(bc) = 0 = φb φc.
(ii) If b ∈ K, c ∈ A ` K then
c = (b +b) +c = b + (b +c) / ∈ K
so b +c / ∈ K, while bc ∈ K, so
φ(b +c) = 1 = φb +
2
φc, φ(bc) = 0 = φb φc.
(iii) Similarly,
φ(b +c) = 1 = φb +
2
φc, φ(bc) = 0 = φb φc
if b ∈ A ` K and c ∈ K.
(iv) If b, c ∈ A ` K, then by (bvi) and (bvii) we have b +c ∈ K, bc / ∈ K so
φ(b +c) = 0 = φb +
2
φc, φ(bc) = 1 = φb φc.
Thus φ is a ring homomorphism. QQQ
(d) Finally, if d ∈ I then d ∈ K so φd = 0; and φa = 1 because a / ∈ K.
311E M.H.Stone’s Theorem: ﬁrst form Let A be any Boolean ring, and let Z be the set of ring
homomorphisms from A onto Z
2
. Then we have an injective ring homomorphism a →´a : A → {Z, setting
´a = ¦z : z ∈ Z, z(a) = 1¦. If A is a Boolean algebra, then
´
1
A
= Z.
proof (a) If a, b ∈ A, then
¯
a+b = ¦z : z(a+b) = 1¦ = ¦z : z(a) +
2
z(b) = 1¦ = ¦z : ¦z(a), z(b)¦ = ¦0, 1¦¦ = ´a´
´
b,
´
ab = ¦z : z(ab) = 1¦ = ¦z : z(a)z(b) = 1¦ = ¦z : z(a) = z(b) = 1¦ = ´a ∩
´
b.
Thus a →´a is a ring homomorphism.
(b) If a ∈ A and a = 0, then by 311D, with I = ¦0¦, there is a z ∈ Z such that z(a) = 1, that is, z ∈ ´a;
so that ´a = ∅. This shows that the kernel of a →´a is ¦0¦, so that the homomorphism is injective (3A2Db).
(c) If A is a Boolean algebra, and z ∈ Z, then there is some a ∈ A such that z(a) = 1, so that
z(1
A
)z(a) = z(1
A
a) = 0 and z(1
A
) = 0; thus
´
1
A
= Z.
311F Remarks (a) For any Boolean ring A, I will say that the Stone space of A is the set Z of nonzero
ring homomorphisms from A to Z
2
, and the canonical map a →´a : A → {Z is the Stone representation.
(b) Because the map a → ´a : A → {Z is an injective ring homomorphism, A is isomorphic, as Boolean
ring, to its image c = ¦´a : a ∈ A¦, which is a subring of {Z. Thus the Boolean rings {X of 311Ba are
leading examples in a very strong sense.
(c) I have taken the set Z of the Stone representation to be actually the set of homomorphisms from A
onto Z
2
. Of course we could equally well take any set which is in a natural onetoone correspondence with
Z; a popular choice is the set of maximal ideals of A, since a subset of A is a maximal ideal iﬀ it is the
kernel of a member of Z, which is then uniquely deﬁned.
16 Boolean algebras 311G
311G The operations ∪ , \ , . on a Boolean ring Let A be a Boolean ring.
(a) Using the Stone representation, we can see that the elementary operations ∪, ∩, `, ´ of set theory
all correspond to operations on A. If we set
a ∪ b = a +b +ab, a ∩ b = ab, a \ b = a +ab, a .b = a +b
for a, b ∈ A, then we see that
¯
a∪b = ´a´
´
b´(´a ∩
´
b) = ´a ∪
´
b,
¯
a∩b = ´a ∩
´
b,
´
a\b = ´a `
´
b,
¯
a.b = ´a´
´
b.
Consequently all the familiar rules for manipulation of ∩, ∪, etc. will apply also to ∩ , ∪ , and we shall have,
for instance,
a ∩ (b ∪ c) = (a ∩ b) ∪ (a ∩ c), a ∪ (b ∩ c) = (a ∪ b) ∩ (a ∪ c)
for any members a, b, c of any Boolean ring A.
(b) Still importing terminology from elementary set theory, I will say that a set A ⊆ A is disjoint if
a ∩ b = 0, that is, ab = 0, for all distinct a, b ∈ A; and that an indexed family 'a
i
`
i∈I
in A is disjoint if
a
i
∩ a
j
= 0 for all distinct i, j ∈ I. (Just as I allow ∅ to be a member of a disjoint family of sets, I allow
0 ∈ A or a
i
= 0 in the present context.)
(c) A partition of unity in A will be either a disjoint set C ⊆ A such that there is no nonzero a ∈ A
such that a ∩ c = 0 for every c ∈ C or a disjoint family 'c
i
`
i∈I
in A such that there is no nonzero a ∈ A
such that a ∩ c
i
= 0 for every i ∈ I. (In the ﬁrst case I allow 0 ∈ C, and in the second I allow c
i
= 0.)
(d) If C and D are two partitions of unity, I say that C reﬁnes D if for every c ∈ C there is a d ∈ D
such that cd = d. Note that if C reﬁnes D and D reﬁnes E then C reﬁnes E. PPP If c ∈ C, there is a d ∈ D
such that cd = c; now there is an e ∈ E such that de = d; in this case,
ce = (cd)e = c(de) = cd = c;
as c is arbitrary, C reﬁnes E. QQQ
311H The order structure of a Boolean ring Again treating a Boolean ring A as an algebra of
sets, we have a natural ordering on it, setting a ⊆ b if ab = a, so that a ⊆ b iﬀ ´a ⊆
´
b. This translation makes
it obvious that ⊆ is a partial ordering on A, with least element 0, and with greatest element 1 iﬀ A is a
Boolean algebra. Moreover, A is a lattice (deﬁnition: 2A1Ad), with a ∪ b = sup¦a, b¦, a ∩ b = inf¦a, b¦ for
all a, b ∈ A. Generally, for a
0
, . . . , a
n
∈ A,
sup
i≤n
a
i
= a
0
∪ . . . ∪ a
n
, inf
i≤n
a
i
= a
0
∩ . . . ∩ a
n
;
suprema and inﬁma of ﬁnite subsets A correspond to unions and intersections of the corresponding families
in the Stone space. (But suprema and inﬁma of inﬁnite subsets of A are a very diﬀerent matter; see '313
below.)
It may be obvious, but it is nevertheless vital to recognise that when A is a ring of sets then ⊆ agrees
with ⊆.
311I The topology of a Stone space: Theorem Let Z be the Stone space of a Boolean ring A, and
let T be
¦G : G ⊆ Z and for every z ∈ G there is an a ∈ A such that z ∈ ´a ⊆ G¦.
Then T is a topology on Z, under which Z is a locally compact zerodimensional Hausdorﬀ space, and
c = ¦´a : a ∈ A¦ is precisely the set of compact open subsets of Z. A is a Boolean algebra iﬀ Z is compact.
311J Boolean algebras 17
proof (a) Because c is closed under ∩, and
¸
c = Z (recall that Z is the set of surjective homomorphisms
from A to Z
2
, so that every z ∈ Z is somewhere nonzero and belongs to some ´a), c is a topology base, and
T is a topology.
(b) T is Hausdorﬀ. PPP Take any distinct z, w ∈ Z. Then there is an a ∈ A such that z(a) = w(a);
let us take it that z(a) = 1, w(a) = 0. There is also a b ∈ A such that w(b) = 1, so that w(b + ab) =
w(b) +
2
w(a)w(b) = 1 and w ∈ (b +ab)´; also
a(b +ab) = ab +a
2
b = ab +ab = 0,
so
´a ∩ (b +ab)´ = (a(b +ab))´ =
´
0 = ∅,
and ´a, (b +ab)´ are disjoint members of T containing z, w respectively. QQQ
(c) If a ∈ A then ´a is compact. PPP Let T be an ultraﬁlter on Z containing ´a. For each b ∈ A,
z
0
(b) = lim
z→J
z(b) must be deﬁned in Z
2
, since one of the sets ¦z : z(b) = 0¦, ¦z : z(b) = 1¦ must belong
to T. If b, c ∈ A, then the set
F = ¦z : z(b) = z
0
(b), z(c) = z
0
(c), z(b +c) = z
0
(b +c), z(bc) = z
0
(bc)¦
belongs to T, so is not empty; take any z
1
∈ F; then
z
0
(b +c) = z
1
(b +c) = z
1
(b) +
2
z
1
(c) = z
0
(b) +
2
z
0
(c),
z
0
(bc) = z
1
(bc) = z
1
(b)z
1
(c) = z
0
(b)z
0
(c).
As b, c are arbitrary, z
0
: A → Z
2
is a ring homomorphism. Also z
0
(a) = 1, because ´a ∈ T, so z
0
∈ ´a.
Now let G be any open subset of Z containing z
0
; then there is a b ∈ A such that z
0
⊆
´
b ⊆ G; since
lim
z→J
z(b) = z
0
(b) = 1, we must have
´
b = ¦z : z(b) = 1¦ ∈ T and G ∈ T. Thus T converges to z
0
. As T
is arbitrary, ´a is compact (2A3R). QQQ
(d) This shows that ´a is a compact open set for every a ∈ A. Moreover, since every point of Z belongs to
some ´a, every point of Z has a compact neighbourhood, and Z is locally compact. Every ´a is closed (because
it is compact, or otherwise), so c is a base for T consisting of openandclosed sets, and T is zerodimensional.
(e) Now suppose that E ⊆ Z is an open compact set. If E = ∅ then E =
´
0. Otherwise, set
( = ¦´a : a ∈ A, ´a ⊆ E¦.
Then ( is a family of open subsets of Z and
¸
( = E, because E is open. But E is also compact, so there
is a ﬁnite (
0
⊆ ( such that E =
¸
(
0
. Express (
0
as ¦´a
0
, . . . , ´a
n
¦. Then
E = ´a
0
∪ . . . ∪ ´a
n
= (a
0
∪ . . . ∪ a
n
)´.
This shows that every compact open subset of Z is of the form ´a for some a ∈ A.
(f ) Finally, if A is a Boolean algebra then Z =
´
1 is compact, by (c); while if Z is compact then (e) tells
us that Z = ´a for some a ∈ A, and of course this a must be a multiplicative identity for A, so that A is a
Boolean algebra.
311J We have a kind of converse of Stone’s theorem.
Proposition Let X be a locally compact zerodimensional Hausdorﬀ space. Then the set A of openand
compact subsets of X is a subring of {Z. If Z is the Stone space of A, there is a unique homeomorphism
θ : Z → X such that ´a = θ
−1
[a] for every a ∈ A.
proof (a) Because X is Hausdorﬀ, all its compact sets are closed, so every member of A is closed. Conse
quently a ∪ b, a ` b, a ∩ b and a´b belong to A for all a, b ∈ A, and A is a subring of {X.
It will be helpful to know that A is a base for the topology of X. PPP If G ⊆ X is open and x ∈ G,
then (because X is locally compact) there is a compact set K ⊆ X such that x ∈ int K; now (because X is
zerodimensional) there is an openandclosed set a ⊆ X such that x ∈ a ⊆ G∩ int K; because a is a closed
subset of a compact subset of X, it is compact, and belongs to A, while x ∈ a ⊆ G. QQQ
18 Boolean algebras 311J
(b) Let R ⊆ Z X be the relation
¦(z, x): for every a ∈ A, x ∈ a ⇐⇒ z(a) = 1¦.
Then R is the graph of a bijective function θ : Z → X.
PPP (i) If z ∈ Z and x, x
t
∈ X are distinct, then, because X is Hausdorﬀ, there is an open set G ⊆ X
containing x and not containing x
t
; because A is a base for the topology of X, there is an a ∈ A such that
x ∈ a ⊆ G, so that x
t
/ ∈ a. Now either z(a) = 1 and (z, x
t
) / ∈ R, or z(a) = 0 and (z, x) / ∈ R. Thus R is the
graph of a function θ with domain included in Z and taking values in X.
(ii) If z ∈ Z, there is an a
0
∈ A such that z(a
0
) = 1. Consider / = ¦a : z(a) = 1¦. This is a family
of closed subsets of X containing the compact set a
0
, and a ∩ b ∈ / for all a, b ∈ /. So
¸
/ is not empty
(3A3Db); take x ∈
¸
/. Then x ∈ a whenever z(a) = 1. On the other hand, if z(a) = 0, then
z(a
0
` a) = z(a
0
´(a ∩ a
0
)) = z(a
0
) +
2
z(a
0
)z(a) = 1,
so x ∈ a
0
` a and x / ∈ a. Thus (z, x) ∈ R and θ(z) = x is deﬁned. As z is arbitrary, the domain of θ is the
whole of Z.
(iii) If x ∈ X, deﬁne z : A → Z
2
by setting z(a) = 1 if x ∈ a, 0 otherwise. It is elementary to check
that z is a ring homomorphism form A to Z
2
. To see that it takes the value 1, note that because A is a
base for the topology of X there is an a ∈ A such that x ∈ a, so that z(a) = 1. So z ∈ Z, and of course
(z, x) ∈ R. As x is arbitrary, θ is surjective.
(iv) If z, z
t
∈ Z and θ(z) = θ(z
t
), then, for any a ∈ A,
z(a) = 1 ⇐⇒ θ(z) ∈ a ⇐⇒ θ(z
t
) ∈ a ⇐⇒ z
t
(a) = 1,
so z = z
t
. Thus θ is injective. QQQ
(c) For any a ∈ A,
θ
−1
[a] = ¦z : θ(z) ∈ a¦ = ¦z : z(a) = 1¦ = ´a.
It follows that θ is a homeomorphism. PPP (i) If G ⊆ X is open, then (because A is a base for the topology
of X) G =
¸
¦a : a ∈ A, a ⊆ G¦ and
θ
−1
[G] =
¸
¦θ
−1
[a] : a ∈ A, a ⊆ G¦ =
¸
¦´a : a ∈ A, a ⊆ G¦
is an open subset of Z. As G is arbitrary, θ is continuous. (ii) On the other hand, if G ⊆ X and θ
−1
[G] is
open, then θ
−1
[G] is of the form
¸
a∈.
´a for some / ⊆ A, so that G =
¸
/ is an open set in X. Accordingly
θ is a homeomorphism. QQQ
(d) Finally, I must check the uniqueness of θ. But of course if
˜
θ : Z → X is any function such that
˜
θ
−1
[a] = ´a for every a ∈ A, then the graph of
˜
θ must be R, so
˜
θ = θ.
311K Remark Thus we have a correspondence between Boolean rings and zerodimensional locally
compact Hausdorﬀ spaces which is (up to isomorphism, on the one hand, and homeomorphism, on the
other) onetoone. Every property of Boolean rings which we study will necessarily correspond to some
property of zerodimensional locally compact Hausdorﬀ spaces.
311L Complemented distributive lattices I have introduced Boolean algebras through the theory
of rings; this seems to be the quickest route to them from an ordinary undergraduate course in abstract
algebra. However there are alternative approaches, taking the order structure rather than the algebraic
operations as fundamental, and for the sake of an application in Chapter 35 I give the details of one of these.
Proposition Let A be a lattice such that
(i) (a ∨ b) ∧ c = (a ∧ c) ∨ (b ∧ c) for all a, b, c ∈ A;
(ii) there is a bijection a → a
t
: A → A which is orderreversing, that is, a ≤ b iﬀ b
t
≤ a
t
, and
such that a
tt
= a for every a;
(iii) A has a least element 0 and a ∧ a
t
= 0 for every a ∈ A.
Then A has a Boolean algebra structure for which a ⊆ b iﬀ a ≤ b.
311X Boolean algebras 19
proof (a) Write 1 for 0
t
; if a ∈ A, then a
t
≥ 0 so a = a
tt
≤ 0
t
= 1, and 1 is the greatest element of A.
If a, b ∈ A then, because
t
is an orderreversing bijection, a
t
∨ b
t
= (a ∧ b)
t
. PPP For c ∈ A,
a
t
∨ b
t
≤ c ⇐⇒ a
t
≤ c &b
t
≤ c ⇐⇒ c
t
≤ a &c
t
≤ b
⇐⇒ c
t
≤ a ∧ b ⇐⇒ (a ∧ b)
t
≤ c. QQQ
Similarly, a
t
∧ b
t
= (a ∨ b)
t
. If a, b, c ∈ A then
(a ∧ b) ∨ c = ((a
t
∨ b
t
) ∧ c
t
)
t
= ((a
t
∧ c
t
) ∨ (b
t
∧ c
t
))
t
= (a ∨ c) ∧ (b ∨ c).
(b) Deﬁne addition and multiplication on A by setting
a +b = (a ∧ b
t
) ∨ (a
t
∧ b), ab = a ∧ b
for a, b ∈ A.
(c)(i) If a, b ∈ A then
(a +b)
t
= (a
t
∨ b) ∧ (a ∨ b
t
) = (a
t
∧ a) ∨ (a
t
∧ b
t
) ∨ (b ∧ a) ∨ (b ∧ b
t
)
= 0 ∨ (a
t
∧ b
t
) ∨ (b ∧ a) = (a
t
∧ b
t
) ∨ (a ∧ b).
So if a, b, c ∈ A then
(a +b) +c = ((a +b) ∧ c
t
) ∨ ((a +b)
t
∧ c)
= (((a ∧ b
t
) ∨ (a
t
∧ b)) ∧ c
t
) ∨ (((a
t
∧ b
t
) ∨ (a ∧ b)) ∧ c)
= (a ∧ b
t
∧ c
t
) ∨ (a
t
∧ b ∧ c
t
) ∨ (a
t
∧ b
t
∧ c) ∨ (a ∧ b ∧ c);
as this last formula is symmetric in a, b and c, it is also equal to a + (b +c). Thus addition is associative.
(ii) For any a ∈ A,
a + 0 = 0 +a = (a
t
∧ 0) ∨ (a ∧ 0
t
) = 0 ∨ (a ∧ 1) = a,
so 0 is the additive identity of A. Also
a +a = (a ∧ a
t
) ∨ (a
t
∧ a) = 0 ∨ 0 = 0
so each element of A is its own additive inverse, and (A, +) is a group. It is abelian because ∨, ∧ are
commutative.
(d) Because ∧ is associative and commutative, (A, ) is a commutative semigroup; also 1 is its identity,
because a ∧ 1 = a for every a ∈ A. As for the distributive law in A,
ab +ac = (a ∧ b ∧ (a ∧ c)
t
) ∨ ((a ∧ b)
t
∧ a ∧ c)
= (a ∧ b ∧ (a
t
∨ c
t
)) ∨ ((a
t
∨ b
t
) ∧ a ∧ c)
= (a ∧ b ∧ a
t
) ∨ (a ∧ b ∧ c
t
) ∨ (a
t
∧ a ∧ c) ∨ (b
t
∧ a ∧ c)
= (a ∧ b ∧ c
t
) ∨ (b
t
∧ a ∧ c)
= a ∧ ((b ∧ c
t
) ∨ (b
t
∧ c)) = a(b +c)
for all a, b, c ∈ A. Thus (A, +, ) is a ring; because a ∧ a = a for every a, it is a Boolean ring.
(e) For a, b ∈ A,
a ⊆ b ⇐⇒ ab = a ⇐⇒ a ∧ b = a ⇐⇒ a ≤ b,
so the order relations of A coincide.
Remark It is the case that the Boolean algebra structure of A is uniquely determined by its order structure,
but I delay the proof to the next section (312L).
311X Basic exercises (a) Let A
0
, . . . , A
n
be sets. Show that
A
0
´. . . ´A
n
= ¦x : #(¦i : i ≤ n, x ∈ A
i
¦) is odd¦.
20 Boolean algebras 311Xb
(b) Let X be a set, and Σ ⊆ {X. Show that the following are equiveridical: (i) Σ is an algebra of subsets
of X; (ii) Σ is a subring of {X (that is, contains ∅ and is closed under ´ and ∩) and contains X; (iii) ∅ ∈ Σ,
X ` E ∈ Σ for every E ∈ Σ, and E ∩ F ∈ Σ for all E, F ∈ Σ.
(c) Let A be any Boolean ring. Let a → a
t
be any bijection between A and a set B disjoint from A. Set
B = A ∪ B, and extend the addition and multiplication of A to form binary operations on B by using the
formulae
a +b
t
= a
t
+b = (a +b)
t
, a
t
+b
t
= a +b,
a
t
b = b +ab, ab
t
= a +ab, a
t
b
t
= (a +b +ab)
t
.
Show that B is a Boolean algebra and that A is an ideal in B.
>>>(d) Let A be a Boolean ring, and K a ﬁnite subset of A. Show that the subring of A generated by K
has at most 2
2
#(K)
members, being the set of sums of products of members of K.
>>>(e) Show that any ﬁnite Boolean ring is isomorphic to {X for some ﬁnite set X (and, in particular, is
a Boolean algebra).
(f ) Let A be any Boolean ring. Show that
a ∪ (b ∩ c) = (a ∩ b) ∪ (a ∩ c), a ∪ (b ∩ c) = (a ∩ b) ∪ (a ∩ c)
for all a, b, c ∈ A directly from the deﬁnitions in 311G, without using Stone’s theorem.
>>>(g) Let A be any Boolean ring. Show that if we regard the Stone space Z of A as a subset of ¦0, 1¦
A
,
then the topology of Z (311I) is just the subspace topology induced by the ordinary product topology of
¦0, 1¦
A
.
(h) Let I be any set, and set X = ¦0, 1¦
I
with its usual topology (3A3K). Show that for a subset E of
X the following are equiveridical: (i) E is openandcompact; (ii) E is determined by coordinates in a ﬁnite
subset of I (deﬁnition: 254M); (iii) E belongs to the algebra of subsets of X generated by ¦E
i
: i ∈ I¦,
where E
i
= ¦x : x(i) = 1¦ for each i.
(i) Let (A, ≤) be a lattice such that (α) A has a least element 0 and a greatest element 1 (β) for every
a, b, c ∈ A, a ∨ (b ∧ c) = (a ∨ b) ∧ (a ∨ c) and a ∧ (b ∨ c) = (a ∧ b) ∨ (a ∧ c) (γ) for every a ∈ A there is an
a
t
∈ A such that a ∨ a
t
= 1 and a ∧ a
t
= 0. Show that there is a Boolean algebra structure on A for which
≤ agrees with ⊆ .
311Y Further exercises (a) Let A be a Boolean ring, and B the Boolean algebra constructed by the
method of 311Xc. Show that the Stone space of B can be identiﬁed with the onepoint compactiﬁcation
(3A3O) of the Stone space of A.
(b) Let (A, ∨, ∧, 0, 1) be such that (i) (A, ∨) is a commutative semigroup with identity 0 (ii) (A, ∧) is a
commutative semigroup with identity 1 (iii) a ∧(b ∨c) = (a ∧b) ∨(a ∧c), a ∨(b ∧c) = (a ∨b) ∧(a ∨c) for all
a, b, c ∈ A (iv) a ∨a = a ∧a = a for every a ∈ A (v) for every a ∈ A there is an a
t
∈ A such that a ∨a
t
= 1,
a ∧ a
t
= 0. Show that there is a Boolean algebra structure on A for which ∨ = ∪ , ∧ = ∩ .
311 Notes and comments My aim in this section has been to get as quickly as possible to Stone’s theorem,
since this is surely the best route to a picture of general Boolean algebras; they are isomorphic to algebras
of sets. This means that all their elementary algebraic properties – indeed, all their ﬁrstorder properties
– can be eﬀectively studied in the context of elementary set theory. In 311G311H I describe a few of the
ways in which the Stone representation suggests algebraic properties of Boolean algebras.
You should not, however, come too readily to the conclusion that Boolean algebras will never be able to
surprise you. In this book, in particular, we shall need to work a good deal with suprema and inﬁma of
inﬁnite sets in Boolean algebras, for the ordering of 311H; and even though this corresponds to the ordering
⊆ of ordinary sets, we ﬁnd that (supA)´ is suﬃciently diﬀerent from
¸
a∈A
´a to need new kinds of intuition.
312B Homomorphisms 21
(The point is that
¸
a∈A
´a is an open set in the Stone space, but need not be compact if A is inﬁnite, so
may well be smaller than (sup A)´, even when supA is deﬁned in A.) There is also the fact that Stone’s
theorem depends crucially on a fairly strong form of the axiom of choice (employed through Zorn’s Lemma
in the argument of 311D). Of course I shall be using the axiom of choice without scruple throughout this
volume. But it should be clear that such results as 312B312C in the next section cannot possibly need the
axiom of choice for their proofs, and that to use Stone’s theorem in such a context is slightly misleading.
Nevertheless, it is so useful to be able to regard a Boolean algebra as an algebra of sets – especially when
dealing with only ﬁnitely many elements of the algebra at a time – that henceforth I will almost always use
the symbols ., ∩ for the addition and multiplication of a Boolean ring, and will use ∪ , \ , ⊆ without
further comment, just as if I were considering ∪, ` and ⊆ in the Stone space. (In 311Gb I have given a
deﬁnition of ‘disjointness’ in a Boolean algebra based on the same idea.) Even without the axiom of choice
this approach can be justiﬁed, once we have observed that ﬁnitelygenerated Boolean algebras are ﬁnite
(311Xd), since relatively elementary methods show that any ﬁnite Boolean algebra is isomorphic to {X for
some ﬁnite set X.
I have taken a Boolean algebra to be a particular kind of commutative ring with identity. Of course
there are other approaches. If we wish to think of the order relation as primary, then 311L and 311Xi are
reasonably natural. Other descriptions can be based on a list of the properties of the binary operations ∪ ,
∩ and the complementation operation a → a
t
= 1 \ a, as in 311Yb. I give extra space to 311L only because
this is well adapted to an application in 352Q below.
312 Homomorphisms
I continue the theory of Boolean algebras with a section on subalgebras, ideals and homomorphisms.
From now on, I will relegate Boolean rings which are not algebras to the exercises; I think there is no need
to set out descriptions of the triﬂing modiﬁcations necessary to deal with the extra generality. The ﬁrst part
of the section (312A312K) concerns the translation of the basic concepts of ring theory into the language
which I propose to use for Boolean algebras. 312L shows that the order relation on a Boolean algebra deﬁnes
the algebraic structure, and in 312M312N I give a fundamental result on the extension of homomorphisms.
I end the section with results relating the previous ideas to the Stone representation of a Boolean algebra
(312O312S).
312A Subalgebras Let A be a Boolean algebra. I will use the phrase subalgebra of A to mean a
subring of A containing its multiplicative identity 1 = 1
A
.
312B Proposition Let A be a Boolean algebra, and B a subset of A. Then the following are equiv
eridical, that is, if one is true so are the others:
(i) B is a subalgebra of A;
(ii) 0 ∈ B, a ∪ b ∈ B for all a, b ∈ B, and 1 \ a ∈ B for all a ∈ B;
(iii) B = ∅, a ∩ b ∈ B for all a, b ∈ B, and 1 \ a ∈ B for all a ∈ B.
proof (a)(i)⇒(iii) If B is a subalgebra of A, and a, b ∈ B, then of course we shall have
0, 1 ∈ B, so B = ∅,
a ∩ b ∈ B, 1 \ a = 1 .a ∈ B.
(b)(iii)⇒(ii) If (iii) is true, then there is some b
0
∈ B; now 1 \ b
0
∈ B, so
0 = b
0
∩ (1 \ b
0
) ∈ B.
If a, b ∈ B, then
a ∪ b = 1 \ ((1 \ a) ∩ (1 \ b)) ∈ B.
So (ii) is true.
22 Boolean algebras 312B
(c)(ii)⇒(i) If (ii) is true, then for any a, b ∈ B,
a ∩ b = 1 \ ((1 \ a) ∪ (1 \ b)) ∈ B,
a .b = (a ∩ (1 \ b)) ∪ (b ∩ (1 \ a)) ∈ B,
so (because also 0 ∈ B) B is a subring of A, and
1 = 1 \ 0 ∈ B,
so B is a subalgebra.
Remark Thus an algebra of subsets of a set X, as deﬁned in 136E or 311Bb, is just a subalgebra of the
Boolean algebra {X.
312C Ideals in Boolean algebras: Proposition If A is a Boolean algebra, a set I ⊆ A is an ideal of
A iﬀ 0 ∈ I, a ∪ b ∈ I for all a, b ∈ I, and a ∈ I whenever b ∈ I and a ⊆ b.
proof (a) Suppose that I is an ideal. Then of course 0 ∈ I. If a, b ∈ I then a ∩ b ∈ I so a ∪ b =
(a .b) .(a ∩ b) ∈ I. If b ∈ I and a ⊆ b then a = a ∩ b ∈ I.
(b) Now suppose that I satisﬁes the conditions proposed. If a, b ∈ I then
a .b ⊆ a ∪ b ∈ I
so a .b ∈ I, while of course −a = a ∈ I, and also 0 ∈ I, by hypothesis; thus I is a subgroup of (A, .).
Finally, if a ∈ I and b ∈ A then
a ∩ b ⊆ a ∈ I,
so b ∩ a = a ∩ b ∈ I; thus I is an ideal.
Remark Thus what I have called an ‘ideal of subsets of X’ in 232Xc is just an ideal in the Boolean algebra
{X.
312D Principal ideals Of course, while an ideal I in a Boolean algebra A is necessarily a subring, it
is not as a rule a subalgebra, except in the special case I = A. But if we say that a principal ideal of A is
the ideal A
a
generated by a single element a of A, we have a special phenomenon.
312E Proposition Let A be a Boolean algebra, and a any element of A. Then the principal ideal A
a
of A generated by a is just ¦b : b ∈ A, b ⊆ a¦, and (with the inherited operations ∩ A
a
A
a
, .A
a
A
a
)
is a Boolean algebra in its own right, with multiplicative identity a.
proof b ⊆ a iﬀ b ∩ a = a, so that
A
a
= ¦b : b ⊆ a¦ = ¦b ∩ a : b ∈ A¦
is an ideal of A, and of course it is the smallest ideal of A containing a. Being an ideal, it is a subring; the
idempotent relation b ∩ b = b is inherited from A, so it is a Boolean ring; and a is plainly its multiplicative
identity.
312F Boolean homomorphisms Now suppose that A and B are two Boolean algebras. I will use the
phrase Boolean homomorphism to mean a function π : A → B which is a ring homomorphism (that is,
π(a .b) = πa .πb, π(a ∩ b) = πa ∩ πb for all a, b ∈ A) which is uniferent, that is, π(1
A
) = 1
B
.
312G Proposition Let A, B and C be Boolean algebras.
(a) If π : A →B is a Boolean homomorphism, then π[A] is a subalgebra of B.
(b) If π : A → B and θ : B → C are Boolean homomorphisms, then θπ : A → C is a Boolean
homomorphism.
(c) If π : A →B is a bijective Boolean homomorphism, then π
−1
: B →A is a Boolean homomorphism.
proof These are all immediate consequences of the corresponding results for ring homomorphisms (3A2D).
312K Homomorphisms 23
312H Proposition Let A and B be Boolean algebras, and π : A → B a function. Then the following
are equiveridical:
(i) π is a Boolean homomorphism;
(ii) π(a ∩ b) = πa ∩ πb and π(1
A
\ a) = 1
B
\ πa for all a, b ∈ A;
(iii) π(a ∪ b) = πa ∪ πb and π(1
A
\ a) = 1
B
\ πa for all a, b ∈ A;
(iv) π(a ∪ b) = πa ∪ πb and πa ∩ πb = 0
B
whenever a, b ∈ A and a ∩ b = 0
A
, and π(1
A
) = 1
B
.
proof (i)⇒(iv) If π is a Boolean homomorphism then of course π(1
A
) = 1
B
; also, given that a ∩ b = 0 in A,
πa ∩ πb = π(a ∩ b) = π(0
A
) = 0
B
,
π(a ∪ b) = π(a .b) = πa .πb = πa ∪ πb.
(iv)⇒(iii) Assume (iv), and take a, b ∈ A. Then
πa = π(a ∩ b) ∪ π(a \ b), πb = π(a ∩ b) ∪ π(b \ a),
so
π(a ∪ b) = πa ∪ π(b \ a) = π(a ∩ b) ∪ π(a \ b) ∪ π(b \ a) = πa ∪ πb.
Taking b = 1 \ a, we must have
1
B
= π(1
A
) = πa ∪ π(1
A
\ a), 0
B
= πa ∩ π(1
A
\ a),
so π(1
A
` a) = 1
B
\ πa. Thus (iii) is true.
(iii)⇒(ii) If (iii) is true and a, b ∈ A, then
π(a ∪ b) = π(1
A
\ ((1
A
\ a) ∩ (1
A
\ b)))
= 1
B
\ ((1
B
\ πa) ∩ (1
B
\ πb))) = πa ∪ πb.
So (ii) is true.
(ii)⇒(i) If (ii) is true, then
π(a .b) = π((1
A
\ ((1
A
\ a) ∩ (1
A
\ b)) ∩ (1
A
\ (a ∩ b)))
= (1
B
\ ((1
B
\ πa) ∩ (1
B
\ πb)) ∩ (1
B
\ (πa ∩ πb))) = πa .πb
for all a, b ∈ A, so π is a ring homomorphism; and now
π(1
A
) = π(1
A
\ 0
A
) = 1
B
\ π(0
A
) = 1
B
\ 0
B
= 1
B
,
so that π is a Boolean homomorphism.
312I Proposition If A, B are Boolean algebras and π : A → B is a Boolean homomorphism, then
πa ⊆ πb whenever a ⊆ b in A.
proof
a ⊆ b =⇒ a ∩ b = a =⇒ πa ∩ πb = πa =⇒ πa ⊆ πb.
312J Proposition Let A be a Boolean algebra, and a any member of A. Then the map b → a ∩ b is a
surjective Boolean homomorphism from A onto the principal ideal A
a
generated by a.
proof This is an elementary veriﬁcation.
312K Quotient algebras: Proposition Let A be a Boolean algebra and I an ideal of A. Then the
quotient ring A/I (3A2F) is a Boolean algebra, and the canonical map a → a
•
: A → A/I is a Boolean
homomorphism, so that
(a .b)
•
= a
•
.b
•
, (a ∪ b)
•
= a
•
∪ b
•
, (a ∩ b)
•
= a
•
∩ b
•
, (a \ b)
•
= a
•
\ b
•
for all a, b ∈ A.
24 Boolean algebras 312K
(b) The order relation on A/I is deﬁned by the formula
a
•
⊆ b
•
⇐⇒ a \ b ∈ I.
For any a ∈ A,
¦u : u ⊆ a
•
¦ = ¦b
•
: b ⊆ a¦.
proof (a) Of course the map a → a
•
= ¦a .b : b ∈ I¦ is a ring homomorphism (3A2F). Because
(a
•
)
2
= (a
2
)
•
= a
•
for every a ∈ A, A/I is a Boolean ring; because 1
•
is a multiplicative identity, it is a Boolean algebra, and
a → a
•
is a Boolean homomorphism. The formulae given are now elementary.
(b) We have
a
•
⊆ b
•
⇐⇒ a
•
\ b
•
= 0 ⇐⇒ a \ b ∈ I.
Now
¦u : u ⊆ a
•
¦ = ¦u ∩ a
•
: u ∈ A/I¦ = ¦(b ∩ a)
•
: b ∈ A¦ = ¦b
•
: b ⊆ a¦.
312L The above results are both repetitive and nearly trivial. Now I come to something with a little
more meat to it.
Proposition If A and B are Boolean algebras and π : A → B is a bijection such that πa ⊆ πb whenever
a ⊆ b, then π is a Boolean algebra isomorphism.
proof (a) Because π is surjective, there must be c
0
, c
1
∈ A such that πc
0
= 0
B
, πc
1
= 1
B
; now π(0
A
) ⊆ πc
0
,
πc
1
⊆ π(1
A
), so we must have π(0
A
) = 0
B
, π(1
A
) = 1
B
.
(b) If a ∈ A, then πa ∪ π(1
A
\ a) = 1
B
. PPP There is a c ∈ A such that πc = 1
B
\ (πa ∪ π(1
A
\ a)). Now
π(c ∩ a) ⊆ πc ∩ πa = 0
B
, π(c \ a) ⊆ πc ∩ π(1
A
\ a) = 0
B
;
as π is injective, c ∩ a = c \ a = 0
A
and c = 0
A
, πc = 0
B
, πa ∪ π(1
A
\ a) = 1
B
. QQQ
(c) If a ∈ A, then πa ∩ π(1
A
\ a) = 0
B
. PPP It may be clear to you that this is just a dual form of (b). If not,
I repeat the argument in the form now appropriate. There is a c ∈ A such that πc = 1
B
\ (πa ∩ π(1
A
\ a)).
Now
π(c ∪ a) ⊇ πc ∪ πa = 1
B
, π(c ∪ (1
A
\ a)) ⊇ πc ∪ π(1
A
\ a) = 1
B
;
as π is injective, c ∪ a = c ∪ (1
A
\ a) = 1
A
and c = 1
A
, πc = 1
B
, πa ∩ π(1
A
\ a) = 0
B
. QQQ
(d) Putting (b) and (c) together, we have π(1
A
\ a) = 1
B
\ πa for every a ∈ A. Now π(a ∪ b) = πa ∪ πb
for every a, b ∈ A. PPP Surely πa ∪ πb ⊆ π(a ∪ b). Let c ∈ A be such that πc = π(a ∪ b) \ (πa ∪ πb). Then
π(c ∩ a) ⊆ πc ∩ πa = 0
B
, π(c ∩ b) ⊆ πc ∩ πb = 0
B
,
so c ∩ a = c ∩ b = 0 and c ⊆ 1
A
\ (a ∪ b); accordingly
πc ⊆ π(1
A
\ (a ∪ b)) = 1
B
\ π(a ∪ b);
as also πc ⊆ π(a ∪ b), πc = 0
B
and π(a ∪ b) = πa ∪ πb. QQQ
(e) So the conditions of 312H(iii) are satisﬁed and π is a Boolean homomorphism; being bijective, it is
an isomorphism.
312M I turn next to a fundamental lemma on the construction of homomorphisms. We need to start
with a proper description of a certain type of subalgebra.
Lemma Let A be a Boolean algebra, and A
0
a subalgebra of A; let c be any member of A. Then
A
1
= ¦(a ∩ c) ∪ (b \ c) : a, b ∈ A
0
¦
is a subalgebra of A; it is the subalgebra of A generated by A
0
∪ ¦c¦.
312N Homomorphisms 25
proof We have to check the following:
a = (a ∩ c) ∪ (a \ c) ∈ A
1
for every a ∈ A
0
, so A
0
⊆ A
1
; in particular, 0 ∈ A
1
.
1 \ ((a ∩ c) ∪ (b \ c)) = ((1 \ a) ∩ c) ∪ ((1 \ b) \ c) ∈ A
1
for all a, b ∈ A
0
, so 1 \ d ∈ A
1
for every d ∈ A
1
.
(a ∩ c) ∪ (b \ c) ∪ (a
t
∩ c) ∪ (b
t
\ c) = ((a ∪ a
t
) ∩ c) ∪ ((b ∪ b
t
) \ c) ∈ A
1
for all a, b, a
t
, b
t
∈ A
0
, so d ∪ d
t
∈ A
1
for all d, d
t
∈ A
1
. Thus A
1
is a subalgebra of A (using 312B).
c = (1 ∩ c) ∪ (0 \ c) ∈ A
1
,
so A
1
includes A
0
∪¦c¦; and ﬁnally it is clear that any subalgebra of A including A
0
∪¦c¦, being closed under
∩ , ∪ and complementation, must include A
1
, so that A
1
is the subalgebra of A generated by A
0
∪ ¦c¦.
312N Lemma Let A and B be Boolean algebras, A
0
a subalgebra of A, π : A
0
→ B a Boolean
homomorphism, and c ∈ A. If v ∈ B is such that πa ⊆ v ⊆ πb whenever a, b ∈ A
0
and a ⊆ c ⊆ b, then there
is a unique Boolean homomorphism π
1
from the subalgebra A
1
of A generated by A
0
∪ ¦c¦ such that π
1
extends π and π
1
c = v.
proof (a) The basic fact we need to know is that if a, a
t
, b, b
t
∈ A
0
and
(a ∩ c) ∪ (b \ c) = d = (a
t
∩ c) ∪ (b
t
\ c),
then
(πa ∩ v) ∪ (πb \ v) = (πa
t
∩ v) ∪ (πb
t
\ v).
PPP We have
a ∩ c = d ∩ c = a
t
∩ c.
Accordingly (a .a
t
) ∩ c = 0 and c ⊆ 1 \ (a .a
t
). Consequently (since a .a
t
surely belongs to A
0
)
v ⊆ π(1 \ (a .a
t
)) = 1 \ (πa .πa
t
),
and
πa ∩ v = πa
t
∩ v.
Similarly,
b \ c = d \ c = b
t
\ c,
so
(b .b
t
) \ c = 0, b .b
t
⊆ c, π(b .b
t
) ⊆ v
and
πb \ v = πb
t
\ v.
Putting these together, we have the result. QQQ
(b) Consequently, we have a function π
1
deﬁned by writing
π
1
((a ∩ c) ∪ (b \ c)) = (πa ∩ v) ∪ (πb \ c)
for all a, b ∈ A
0
; and 312M tells us that the domain of π
1
is just A
1
. Now π
1
is a Boolean homomorphism.
PPP This amounts to running through the proof of 312M again.
(i) If a, b ∈ A
0
, then
π
1
(1 \ ((a ∩ c) ∪ (b \ c))) = π
1
(((1 \ a) ∩ c) ∪ ((1 \ b) \ c))
= (π(1 \ a) ∩ v) ∪ (π(1 \ b) \ v)
= ((1 \ πa) ∩ v) ∪ ((1 \ πb) \ v)
= 1 \ ((πa ∩ v) ∪ (πb \ v)) = 1 \ π
1
((a ∩ c) ∪ (b \ c)).
26 Boolean algebras 312N
So π
1
(1 \ d) = 1 \ π
1
d for every d ∈ A
1
.
(ii) If a, b, a
t
, b
t
∈ A
0
, then
π
1
((a ∩ c) ∪ (b \ c) ∪ (a
t
∩ c) ∪ (b
t
\ c)) = π
1
(((a ∪ a
t
) ∩ c) ∪ ((b ∪ b
t
) \ c))
= (π(a ∪ a
t
) ∩ v) ∪ (π(b ∪ b
t
) \ v)
= ((πa ∪ πa
t
) ∩ v) ∪ ((πb ∪ πb
t
) \ v)
= (πa ∩ v) ∪ (πb \ v) ∪ (πa
t
∩ v) ∪ (πb
t
\ v)
= π
1
((a ∩ c) ∪ (b \ c)) ∪ π
1
((a
t
∩ v) ∪ (b
t
\ v)).
So π
1
(d ∪ d
t
) = π
1
d ∪ π
1
d
t
for all d, d
t
∈ A
1
.
By 312H(iii), π
1
is a Boolean homomorphism. QQQ
(c) If a ∈ A
0
, then
π
1
a = π
1
((a ∩ c) ∪ (a \ c)) = (πa ∩ v) ∪ (πa \ v) = πa,
so π
1
extends π. As for the action of π
1
on c,
π
1
c = π
1
((1 ∩ c) ∪ (0 \ c)) = (π1 ∩ v) ∪ (π0 \ v) = (1 ∩ v) ∪ (0 \ v) = v,
as required.
(d) Finally, the formula of (b) is the only possible deﬁnition for any Boolean homomorphism from A
1
to
B which will extend π and take c to v. So π
1
is unique.
312O Homomorphisms and Stone spaces Because the Stone space Z of a Boolean algebra A (311E)
can be constructed explicitly from the algebraic structure of A, it must in principle be possible to describe
any feature of the Boolean structure of A in terms of Z. In the next few paragraphs I work through the
most important identiﬁcations.
Proposition Let A be a Boolean algebra, and Z its Stone space; write ´a ⊆ Z for the openandclosed set
corresponding to a ∈ A. Then there is a onetoone correspondence between ideals I of A and open sets
G ⊆ Z, given by the formulae
G =
¸
a∈I
´a, I = ¦a : ´a ⊆ G¦.
proof (a) For any ideal I A, set H(I) =
¸
a∈I
´a; then H(I) is a union of open subsets of Z, so is open.
For any open set G ⊆ Z, set J(G) = ¦a : a ∈ A, ´a ⊆ G¦; then J(G) satisﬁes the conditions of 312C, so is
an ideal of A.
(b) If I A, then J(H(I)) = I. PPP (i) If a ∈ I, then ´a ⊆ H(I) so a ∈ J(H(I)). (ii) If a ∈ J(H(I)), then
´a ⊆ H(I) =
¸
b∈I
´
b. Because ´a is compact and all the
´
b are open, there must be ﬁnitely many b
0
, . . . , b
n
∈ I
such that ´a ⊆
´
b
0
∪ . . . ∪
´
b
n
. But now a ⊆ b
0
∪ . . . ∪ b
n
∈ I, so a ∈ I. QQQ
(c) If G ⊆ Z is open, then H(J(G)) = G. PPP (i) If z ∈ G, then (because ¦´a : a ∈ A¦ is a base for the
topology of Z) there is an a ∈ A such that z ∈ ´a ⊆ G; now a ∈ J(G) and z ∈ H(J(G)). (ii) If z ∈ H(J(G)),
there is an a ∈ J(G) such that z ∈ ´a; now ´a ⊆ G, so z ∈ G. QQQ
This shows that the maps G → J(G), I → H(I) are two halves of a onetoone correspondence, as
required.
312P Theorem Let A, B be Boolean algebras, with Stone spaces Z, W; write ´a ⊆ Z,
´
b ⊆ W for the
openandclosed sets corresponding to a ∈ A, b ∈ B. Then we have a onetoone correspondence between
Boolean homomorphisms π : A →B and continuous functions φ : W → Z, given by the formula
πa = b ⇐⇒ φ
−1
[´a] =
´
b.
proof (a) Recall that I have constructed Z, W as the sets of Boolean homomorphisms from A, B to
Z
2
(311E). So if π : A → B is any Boolean homomorphism, and w ∈ W, ψ
π
(w) = wπ is a Boolean
homomorphism from A to Z
2
(312Gb), and belongs to Z. Now ψ
−1
π
[´a] = ´ πa for every a ∈ A. PPP
312R Homomorphisms 27
ψ
−1
π
[´a] = ¦w : ψ
π
(w) ∈ ´a¦ = ¦w : wπ ∈ ´a¦ = ¦w : wπ(a) = 1¦ = ¦w : w ∈ ´ πa¦. QQQ
Consequently ψ
π
is continuous. PPP Let G be any open subset of Z. Then G =
¸
¦´a : ´a ⊆ G¦, so
ψ
−1
π
[G] =
¸
¦ψ
−1
π
[´a] : ´a ⊆ G¦ =
¸
¦´ πa : ´a ⊆ G¦
is open. As G is arbitrary, ψ
π
is continuous. QQQ
(b) If φ : W → Z is continuous, then for any a ∈ A the set φ
−1
[´a] must be an openandclosed set in
W; consequently there is a unique member of B, call it θ
φ
a, such that φ
−1
[´a] =
¯
θ
φ
a. Observe that, for any
w ∈ W and a ∈ A,
w(θ
φ
a) = 1 ⇐⇒ w ∈
¯
θ
φ
a ⇐⇒ φ(w) ∈ ´a ⇐⇒ (φ(w))(a) = 1,
so φ(w) = wθ
φ
.
Now θ
φ
is a Boolean homomorphism. PPP (i) If a, b ∈ A then
θ
φ
(a ∪ b)´ = φ
−1
[(a ∪ b)´] = φ
−1
[´a ∪
´
b] = φ
−1
[´a] ∪ φ
−1
[
´
b] =
¯
θ
φ
a ∪
´
θ
φ
b = (θ
φ
a ∪ θ
φ
b)´,
so θ
φ
(a ∪ b) = θ
φ
a ∪ θ
φ
b. (ii) If a ∈ A, then
θ
φ
(1 \ a)´ = φ
−1
[(1 \ a)´] = φ
−1
[Z ` ´a] = W ` φ
−1
[´a] = W `
¯
θ
φ
a = (1 \ θ
φ
a)´,
so θ
φ
(1 \ a) = 1 \ θ
φ
a. (iii) By 312H, θ
φ
is a Boolean homomorphism. QQQ
(c) For any Boolean homomorphism π : A →B, π = θ
ψ
π
. PPP For a ∈ A,
(θ
ψ
π
a)´ = ψ
−1
π
[´a] = ´ πa,
so θ
ψ
π
a = a. QQQ
(d) For any continuous function φ : W → Z, φ = ψ
θ
φ
. PPP For any w ∈ W,
ψ
θ
φ
(w) = wθ
φ
= φ(w). QQQ
(e) Thus π → ψ
π
, φ → θ
φ
are the two halves of a onetoone correspondence, as required.
312Q Theorem Let A, B, C be Boolean algebras, with Stone spaces Z, W and V . Let π : A → B
and θ : B → C be Boolean homomorphisms, with corresponding continuous functions φ : W → Z and
ψ : V → W. Then the Boolean homomorphism θπ : A → C corresponds to the continuous function
φψ : V → Z.
proof For any a ∈ A,
¯
θπa = (θ(πa))´ = ψ
−1
[´ πa] = ψ
−1
[φ
−1
[´a]] = (φψ)
−1
[´a].
312R Proposition Let A and B be Boolean algebras, with Stone spaces Z and W, and π : A → B a
Boolean homomorphism, with associated continuous function φ : W → Z. Then
(a) π is injective iﬀ φ is surjective;
(b) π is surjective iﬀ φ is injective.
proof (a) If a ∈ A, then
´a ∩ φ[W] = ∅ ⇐⇒ φ(w) / ∈ ´a for every w ∈ W
⇐⇒ (φ(w))(a) = 0 for every w ∈ W
⇐⇒ w(πa) = 0 for every w ∈ W
⇐⇒ πa = 0.
Now W is compact, so φ[W] is also compact, therefore closed, and
28 Boolean algebras 312R
φ is not surjective ⇐⇒ Z ` φ[W] = ∅
⇐⇒ there is a nonzero a ∈ A such that ´a ⊆ Z ` φ[W]
⇐⇒ there is a nonzero a ∈ A such that πa = 0
⇐⇒ π is not injective
(3A2Db).
(b)(i) If π is surjective and w, w
t
are distinct members of W, then there is a b ∈ B such that w ∈
´
b
and w
t
/ ∈
´
b. Now b = πa for some a ∈ A, so φ(w) ∈ ´a and φ(w
t
) / ∈ ´a, and φ(w) = φ(w
t
). As w and w
t
are
arbitrary, φ is injective.
(ii) If φ is injective and b ∈ B, then K = φ[
´
b], L = φ[W`
´
b] are disjoint compact subsets of Z. Consider
I = ¦a : a ∈ A, L ∩ ´a = ∅¦. Then
¸
a∈I
´a = Z ` L ⊇ K. Because K is compact and every ´a is open, there
is a ﬁnite family a
0
, . . . , a
n
∈ I such that K ⊆ ´a
0
∪ . . . ∪ ´a
n
. Set a = a
0
∪ . . . ∪ a
n
. Then ´a = ´a
0
∪ . . . ∪ ´a
n
includes K and is disjoint from L. So ´ πa = φ
−1
[´a] includes
´
b and is disjoint from W `
´
b; that is, ´ πa =
´
b and
πa = b. As b is arbitrary, π is surjective.
312S Principal ideals If A is a Boolean algebra and a ∈ A, we have a natural surjective Boolean
homomorphism b → b ∩ a : A →A
a
, the principal ideal generated by a (312J). Writing Z for the Stone space
of A and Z
a
for the Stone space of A
a
, this homomorphism must correspond to an injective continuous
function φ : Z
a
→ Z (312Rb). Because Z
a
is compact and Z is Hausdorﬀ, φ must be a homeomorphism
between Z
a
and its image φ[Z
a
] ⊆ Z (3A3Dd). To identify φ[Z
a
], note that it is compact, therefore closed,
and that
Z ` φ[Z
a
] =
¸
¦
´
b : b ∈ A,
´
b ∩ φ[Z
a
] = ∅¦
=
¸
¦
´
b : φ
−1
[
´
b] = ∅¦ =
¸
¦
´
b : b ∩ a = 0¦ = Z ` ´a,
so that φ[Z
a
] = ´a. It is therefore natural to identify Z
a
with the openandclosed set ´a ⊆ Z.
312X Basic exercises (a) Let A be a Boolean ring, and B a subset of A. Show that B is a subring
of A iﬀ 0 ∈ B and a ∪ b, a \ b ∈ B for all a, b ∈ B.
(b) Let A be a Boolean algebra and B a subset of A. Show that B is a subalgebra of A iﬀ 1 ∈ B and
a \ b ∈ B for all a, b ∈ B.
(c) Let A be a Boolean algebra. Suppose that I ⊆ A ⊆ A are such that 1 ∈ A, a ∩ b ∈ I for all a, b ∈ I
and a \ b ∈ A whenever a, b ∈ A and b ⊆ a. Show that A includes the subalgebra of A generated by I.
(Hint: 136Xf.)
(d) Show that if A is a Boolean ring, a set I ⊆ A is an ideal of A iﬀ 0 ∈ I, a ∪ b ∈ I for all a, b ∈ I, and
a ∈ I whenever b ∈ I and a ⊆ b.
(e) Let A and B be Boolean algebras, and φ : A →B a function such that (i) φ(a) ⊆ φ(b) whenever a ⊆ b
(ii) φ(a) ∩ φ(b) = 0
B
whenever a ∩ b = 0
A
(iii) φ(a) ∪ φ(b) ∪ φ(c) = 1
B
whenever a ∪ b ∪ c = 1
A
. Show that φ
is a Boolean homomorphism.
(f ) Let A be a Boolean ring, and a any member of A. Show that the map b → a∩b is a ring homomorphism
from A onto the principal ideal A
a
generated by a.
(g) Let A
1
and A
2
be Boolean rings, and let B
1
, B
2
be the Boolean algebras constructed from them
by the method of 311Xc. Show that any ring homomorphism from A
1
to A
2
has a unique extension to a
Boolean homomorphism from B
1
to B
2
.
312 Notes Homomorphisms 29
(h) Let A and B be Boolean rings, A
0
a subalgebra of A, π : A
0
→B a ring homomorphism, and c ∈ A.
Show that if v ∈ B is such that πa \ v = πb ∩ v = 0 whenever a, b ∈ A
0
and a \ c = b ∩ c = 0, then there is
a unique ring homomorphism π
1
from the subring A
1
of A generated by A
0
∪ ¦c¦ such that π
1
extends π
0
and π
1
c = v.
(i) Let A be a Boolean ring, and Z its Stone space. Show that there is a onetoone correspondence
between ideals I of A and open sets G ⊆ Z, given by the formulae G =
¸
a∈I
´a, I = ¦a : ´a ⊆ G¦.
(j) Let A be a Boolean algebra, and suppose that A is the subalgebra of itself generated by A
0
∪ ¦c¦,
where A
0
is a subalgebra of A and c ∈ A. Let Z be the Stone space of A and Z
0
the Stone space of A
0
. Let
ψ : Z → Z
0
be the continuous surjection corresponding to the embedding of A
0
in A. Show that ψ´c and
ψZ ` ´c are injective.
Now let B be another Boolean algebra, with Stone space W, and π : A
0
→B a Boolean homomorphism,
with corresponding function φ : W → Z
0
. Show that there is a continuous function φ
1
: W → Z such that
ψφ
1
= φ iﬀ there is an openandclosed set V ⊆ W such that φ[V ] ⊆ ψ[´c] and φ[W ` V ] ⊆ ψ[Z ` ´c].
(k) Let A be a Boolean algebra, with Stone space Z, and I an ideal of A, corresponding to an open set
G ⊆ Z. Show that the Stone space of the quotient algebra A/I may be identiﬁed with Z ` G.
312Y Further exercises (a) Find a function φ : {¦0, 1, 2¦ →Z
2
such that φ(1 \ a) = 1 \ φa for every
a ∈ {¦0, 1, 2¦ and φ(a) ⊆ φ(b) whenever a ⊆ b, but φ is not a Boolean homomorphism.
(b) Let A be the Boolean ring of ﬁnite subsets of N. Show that there is a bijection π : A → A such that
πa ⊆ πb whenever a ⊆ b but π is not a ring homomorphism.
(c) Let A, B be Boolean rings, with Stone spaces Z, W. Show that we have a onetoone correspondence
between ring homomorphisms π : A →Band continuous functions φ : H → Z, where H ⊆ W is an open set,
such that φ
−1
[K] is compact for every compact set K ⊆ Z, given by the formula πa = b ⇐⇒ φ
−1
[´a] =
´
b.
(d) Let A, B, C be Boolean rings, with Stone spaces Z, W and V . Let π : A →B and θ : B →C be ring
homomorphisms, with corresponding continuous functions φ : H → Z and ψ : G → W. Show that the ring
homomorphism θπ : A →C corresponds to the continuous function φψ : ψ
−1
[H] → Z.
(e) Let A and B be Boolean rings, with Stone spaces Z and W, and π : A → B a ring homomorphism,
with associated continuous function φ : H → Z. Show that π is injective iﬀ φ[H] is dense in Z, and that π
is surjective iﬀ φ is injective and H = W.
(f ) Let A be a Boolean ring and a ∈ A. Show that the Stone space of the principal ideal A
a
of A generated
by a can be identiﬁed with the compact open set ´a in the Stone space of A. Show that the identity map is
a ring homomorphism from A
a
to A, and corresponds to the identity function on ´a.
312 Notes and comments The deﬁnitions of ‘subalgebra’ and ‘Boolean homomorphism’ (312A, 312F),
like that of ‘Boolean algebra’, are a triﬂe arbitrary, but will be a convenient way of mandating appropriate
treatment of multiplicative identities. I run through the work of 312A312J essentially for completeness;
once you are familiar with Boolean algebras, they should all seem obvious. 312L has a little bit more to it.
It shows that the order structure of a Boolean algebra deﬁnes the ring structure, in a fairly strong sense.
I call 312N a ‘lemma’, but actually it is the most important result in this section; it is the basic tool we have
for extending a homomorphism from a subalgebra to a slightly larger one, and with Zorn’s Lemma (another
‘lemma’ which deserves a capital L) will provide us with general methods of constructing homomorphisms.
In 312O312S I describe the basic relationships between the Boolean homomorphisms and continuous
functions on Stone spaces. 312P312Q show that, in the language of category theory, the Stone representation
provides a ‘contravariant functor’ from the category of Boolean algebras with Boolean homomorphisms to the
category of topological spaces with continuous functions. Using 311I311J, we know exactly which topological
spaces appear, the zerodimensional compact Hausdorﬀ spaces; and we know also that the functor is faithful,
that is, that we can recover Boolean algebras and homomorphisms from the corresponding topological spaces
30 Boolean algebras 312 Notes
and continuous functions. There is an agreeable duality in 312R. All of this can be done for Boolean rings,
but there are some extra complications (312Yc312Yf).
To my mind, the very essence of the theory of Boolean algebras is the fact that they are abstract rings,
but at the same time can be thought of ‘locally’ as algebras of sets. Consequently we can bring two
quite separate kinds of intuition to bear. 312N gives an example of a ringtheoretic problem, concerning the
extension of homomorphisms, which has a resolution in terms of the order relation, a concept most naturally
described in terms of algebrasofsets. It is very much a matter of taste and habit, but I myself ﬁnd that a
Boolean homomorphism is easiest to think of in terms of its action on ﬁnite subalgebras, which are directly
representable as {X for some ﬁnite X (311Xe); the corresponding continuous map between Stone spaces is
less helpful. I oﬀer 312Xj, the Stonespace version of 312N, for you to test your own intuitions on.
313 Ordercontinuous homomorphisms
Because a Boolean algebra has a natural partial order (311H), we have corresponding notions of upper
bounds, lower bounds, suprema and inﬁma. These are particularly important in the Boolean algebras
arising in measure theory, and the inﬁnitary operations ‘sup’ and ‘inf’ require rather more care than the
basic binary operations ‘ ∪ ’, ‘ ∩ ’, because intuitions from elementary set theory are sometimes misleading.
I therefore take a section to work through the most important properties of these operations, together with
the homomorphisms which preserve them.
313A Relative complementation: Proposition Let A be a Boolean algebra, e a member of A, and
A a nonempty subset of A.
(a) If supA is deﬁned in A, then inf¦e \ a : a ∈ A¦ is deﬁned and equal to e ` supA.
(b) If inf A is deﬁned in A, then sup¦e \ a : a ∈ A¦ is deﬁned and equal to e ` inf A.
proof (a) Writing a
0
for supA, we have e \ a
0
⊆ e \ a for every a ∈ A, so e \ a
0
is a lower bound for
C = ¦e \ a : a ∈ A¦. Now suppose that c is any lower bound for C. Then (because A is not empty) c ⊆ e,
and
a = (a \ e) ∪ (e \ (e \ a)) ⊆ (a
0
\ e) ∪ (e \ c)
for every a ∈ A. Consequently a
0
⊆ (a
0
\ e) ∪ (e \ c) is disjoint from c and
c = c ∩ e ⊆ e \ a
0
.
Accordingly e \ a
0
is the greatest lower bound of C, as claimed.
(b) This time set a
0
= inf A, C = ¦e \ a : a ∈ A¦. As before, e \ a
0
is surely an upper bound for C. If c
is any upper bound for C, then
e \ c ⊆ e \ (e \ a) = e ∩ a ⊆ a
for every a ∈ A, so e \ c ⊆ a
0
and e \ a
0
⊆ c. As c is arbitrary, e \ a
0
is indeed the least upper bound of C.
Remark In the arguments above I repeatedly encourage you to treat ∩ , ∪ , \ , ⊆ as if they were the
corresponding operations and relation of basic set theory. This is perfectly safe so long as we take care that
every manipulation so justiﬁed has only ﬁnitely many elements of the Boolean algebra in hand at once.
313B General distributive laws: Proposition Let A be a Boolean algebra.
(a) If e ∈ A and A ⊆ A is a nonempty set such that supA is deﬁned in A, then sup¦e ∩ a : a ∈ A¦ is
deﬁned and equal to e ∩ supA.
(b) If e ∈ A and A ⊆ A is a nonempty set such that inf A is deﬁned in A, then inf¦e ∪ a : a ∈ A¦ is
deﬁned and equal to e ∪ inf A.
(c) Suppose that A, B ⊆ A are nonempty and supA, sup B are deﬁned in A. Then sup¦a ∩ b : a ∈ A, b ∈
B¦ is deﬁned and is equal to supA∩ supB.
(d) Suppose that A, B ⊆ A are nonempty and inf A, inf B are deﬁned in A. Then inf¦a ∪ b : a ∈ A, b ∈ B¦
is deﬁned and is equal to inf A∪ inf B.
313C Ordercontinuous homomorphisms 31
proof (a) Set
B = ¦e \ a : a ∈ A¦, C = ¦e \ b : b ∈ B¦ = ¦e ∩ a : a ∈ A¦.
Using 313A, we have
inf B = e \ supA, sup C = e \ inf B = e ∩ supA,
as required.
(b) Set a
0
= inf A, B = ¦e ∪ a : a ∈ A¦. Then e ∪ a
0
⊆ e ∪ a for every a ∈ A, so e ∪ a
0
is a lower bound
for B. If c is any lower bound for B, then c \ e ⊆ a for every a ∈ A, so c \ e ⊆ a
0
and c ⊆ e ∪ a
0
; thus e ∪ a
0
is the greatest lower bound for B, as claimed.
(c) By (a), we have
a ∩ supB = sup
b∈B
a ∩ b
for every a ∈ A, so
sup
a∈A,b∈B
a ∩ b = sup
a∈A
(a ∩ supB) = sup A∩ supB,
using (a) again.
(d) Similarly, using (b) twice,
inf
a∈A,b∈B
a ∪ b = inf
a∈A
(a ∪ inf B) = inf A∪ inf B.
313C As always, it is worth developing a representation of the concepts of sup and inf in terms of
Stone spaces.
Proposition Let A be a Boolean algebra, and Z its Stone space; for a ∈ A write ´a for the corresponding
openandclosed subset of Z.
(a) If A ⊆ A and a
0
∈ A then a
0
= supA in A iﬀ ´a
0
=
¸
a∈A
´a.
(b) If A ⊆ A is nonempty and a
0
∈ A then a
0
= inf A in A iﬀ ´a
0
= int
¸
a∈A
´a.
(c) If A ⊆ A is nonempty then inf A = 0 in A iﬀ
¸
a∈A
´a is nowhere dense in Z.
proof (a) For any b ∈ A,
b is an upper bound for A ⇐⇒ ´a ⊆
´
b for every a ∈ A
⇐⇒
¸
a∈A
´a ⊆
´
b ⇐⇒
¸
a∈A
´a ⊆
´
b
because
´
b is certainly closed in Z. It follows at once that if ´a
0
is actually equal to
¸
a∈A
´a then a
0
must be
the least upper bound of A in A. On the other hand, if a
0
= supA, then
¸
a∈A
´a ⊆ ´a
0
. ??? If ´a
0
=
¸
a∈A
´a,
then ´a
0
`
¸
a∈A
´a is a nonempty open set in Z, so includes
´
b for some nonzero b ∈ A; now ´a ⊆ ´a
0
`
´
b, so
a ⊆ a
0
\ b for every a ∈ A, and a
0
\ b is an upper bound for A strictly less than a
0
. XXX Thus ´a
0
must be
exactly
¸
a∈A
´a.
(b) Take complements: setting a
1
= 1 \ a
0
, we have
a
0
= inf A ⇐⇒ a
1
= sup
a∈A
1 \ a
(by 313A)
⇐⇒ ´a
1
=
¸
a∈A
Z ` ´a
⇐⇒ ´a
0
= Z `
¸
a∈A
Z ` ´a = int
¸
a∈A
´a.
(c) Since
¸
a∈A
´a is surely a closed set, it is nowhere dense iﬀ it has empty interior, that is, iﬀ 0 = inf A.
32 Boolean algebras 313D
313D I started the section with the results above because they are easily stated and of great importance.
But I must now turn to some new deﬁnitions, and I think it may help to clarify the ideas involved if I give
them in their own natural context, even though this is far more general than we have any immediate need
for here.
Deﬁnitions Let P be a partially ordered set and C a subset of P.
(a) C is orderclosed if supA ∈ C whenever A is a nonempty upwardsdirected subset of C such that
supA is deﬁned in P, and inf A ∈ C whenever A is a nonempty downwardsdirected subset of C such that
inf A is deﬁned in P.
(b) C is sequentially orderclosed if sup
n∈N
p
n
∈ C whenever 'p
n
`
n∈N
is a nondecreasing sequence in
C such that sup
n∈N
p
n
is deﬁned in P, and inf
n∈N
p
n
∈ C whenever 'p
n
`
n∈N
is a nonincreasing sequence in
C such that inf
n∈N
p
n
is deﬁned in P.
Remark I hope it is obvious that an orderclosed set is sequentially orderclosed.
313E Orderclosed subalgebras and ideals Of course, in the very special cases of a subalgebra
or ideal of a Boolean algebra, the concepts ‘orderclosed’ and ‘sequentially orderclosed’ have expressions
simpler than those in 313D. I spell them out.
(a) Let B be a subalgebra of a Boolean algebra A.
(i) The following are equiveridical:
(α) B is orderclosed in A;
(β) supB ∈ B whenever B ⊆ B and supB is deﬁned in A;
(β
t
) inf B ∈ B whenever B ⊆ B and inf B is deﬁned in A;
(γ) supB ∈ B whenever B ⊆ B is nonempty and upwardsdirected and supB is deﬁned in A;
(γ
t
) inf B ∈ B whenever B ⊆ B is nonempty and downwardsdirected and inf B is deﬁned in A.
PPP Of course (β) ⇒ (γ). If (γ) is true and B ⊆ B is any set with a supremum in A, then B
t
=
¦0¦ ∪ ¦b
0
∪ . . . ∪ b
n
: b
0
, . . . , b
n
∈ B¦ is a nonempty upwardsdirected set with the same upper bounds as
B, so supB = sup B
t
∈ B. Thus (γ) ⇒ (β) and (β), (γ) are equiveridical. Next, if (β) is true and B ⊆ B is
a set with an inﬁmum in A, then B
t
= ¦1 \ b : b ∈ B¦ ⊆ B and sup B
t
= 1 \ inf B is deﬁned, so sup B
t
and
inf B belong to B . Thus (β) ⇒ (β
t
). In the same way, (γ
t
) ⇐⇒ (β
t
) ⇒ (β) and (β), (β
t
), (γ), (γ
t
) are all
equiveridical. But since we also have (α) ⇐⇒ (γ)&(γ
t
), (α) is equiveridical with the others. QQQ
Replacing the sets B above by sequences, the same arguments provide conditions for B to be sequentially
orderclosed, as follows.
(ii) The following are equiveridical:
(α) B is sequentially orderclosed in A;
(β) sup
n∈N
b
n
∈ B whenever 'b
n
`
n∈N
is a sequence in B and sup
n∈N
b
n
is deﬁned in A;
(β
t
) inf
n∈N
b
n
∈ B whenever 'b
n
`
n∈N
is a sequence in B and inf
n∈N
b
n
is deﬁned in A;
(γ) sup
n∈N
b
n
∈ B whenever 'b
n
`
n∈N
is a nondecreasing sequence in B and sup
n∈N
b
n
is deﬁned in
A;
(γ
t
) inf
n∈N
b
n
∈ B whenever 'b
n
`
n∈N
is a nonincreasing sequence in B and inf
n∈N
b
n
is deﬁned in
A.
(b) Now suppose that I is an ideal of A. Then if A ⊆ I is nonempty all lower bounds of A necessarily
belong to I; so that
I is orderclosed iﬀ supA ∈ I whenever A ⊆ I is nonempty, upwardsdirected and has a
supremum in A;
I is sequentially orderclosed iﬀ sup
n∈N
a
n
∈ I whenever 'a
n
`
n∈N
is a nondecreasing sequence
in I with a supremum in A.
Moreover, because I is closed under ∪ ,
I is orderclosed iﬀ sup A ∈ I whenever A ⊆ I has a supremum in A;
I is sequentially orderclosed iﬀ sup
n∈N
a
n
∈ I whenever 'a
n
`
n∈N
is a sequence in I with a
supremum in A.
313G Ordercontinuous homomorphisms 33
(c) If A = {X is a power set, then a sequentially orderclosed subalgebra of A is just a σalgebra of sets,
while a sequentially orderclosed ideal of A is a what I have called a σideal of sets (112Db). If A is itself a
σalgebra of sets, then a sequentially orderclosed subalgebra of A is a ‘σsubalgebra’ in the sense of 233A.
Accordingly I will normally use the phrases σsubalgebra, σideal for sequentially orderclosed subal
gebras and ideals of Boolean algebras.
313F Orderclosures and generated sets (a) It is an immediate consequence of the deﬁnitions that
(i) if o is any nonempty family of subalgebras of a Boolean algebra A, then
¸
o is a subalgebra of A;
(ii) if T is any nonempty family of orderclosed subsets of a partially ordered set P, then
¸
T is an
orderclosed subset of P;
(iii) if T is any nonempty family of sequentially orderclosed subsets of a partially ordered set P, then
¸
T is a sequentially orderclosed subset of P.
(b) Consequently, given any Boolean algebra A and a subset B of A, we have a smallest subalgebra B of
A including B, being the intersection of all the subalgebras of A which include B; a smallest σsubalgebra
B
σ
of A including B, being the intersection of all the σsubalgebras of A which include B; and a smallest
orderclosed subalgebra B
τ
of A including B, being the intersection of all the orderclosed subalgebras of
A which include B. We call B, B
σ
and B
τ
the subalgebra, σsubalgebra and orderclosed subalgebra
generated by B. (I shall return to this in 331E.)
(c) If A is a Boolean algebra and B any subalgebra of A, then the smallest orderclosed subset B of A
which includes B is again a subalgebra of A (so is the orderclosed subalgebra of A generated by B). PPP (i)
The set ¦b : 1 \ b ∈ B¦ is orderclosed (use 313A) and includes B, so includes B; thus 1 \ b ∈ B for every
b ∈ B. (ii) If c ∈ B, the set ¦b : b ∪ c ∈ B¦ is orderclosed (use 313Bb) and includes B, so includes B; thus
b ∪ c ∈ B whenever b ∈ B and c ∈ B. (iii) If c ∈ B, the set ¦b : b ∪ c ∈ B¦ is orderclosed and includes B
(by (ii)), so includes B; thus b ∪ c ∈ B whenever b, c ∈ B. (iv) By 312B, B is a subalgebra of A. QQQ
313G This is a convenient moment at which to spell out an abstract version of the Monotone Class
Theorem (136B).
Lemma Let A be a Boolean algebra.
(a) Suppose that 1 ∈ I ⊆ A ⊆ A and that
a ∩ b ∈ I for all a, b ∈ I,
b \ a ∈ A whenever a, b ∈ A and a ⊆ b.
Then A includes the subalgebra of A generated by I.
(b) If moreover sup
n∈N
a
n
∈ A for every nondecreasing sequence 'a
n
`
n∈N
in A with a supremum in A,
then A includes the σsubalgebra of A generated by I.
(c) And if supC ∈ A whenever C ⊆ A is an upwardsdirected set with a supremum in A, then A includes
the orderclosed subalgebra of A generated by I.
proof (a)(i) Let P be the family of all sets J such that I ⊆ J ⊆ A and a ∩ b ∈ J for all a, b ∈ J. Then
I ∈ P and if Q ⊆ P is upwardsdirected and not empty,
¸
Q ∈ P. By Zorn’s Lemma, P has a maximal
element B.
(ii) Now
B = ¦c : c ∈ A, c ∩ b ∈ A for every b ∈ B¦.
PPP If c ∈ B, then of course c ∩ b ∈ B ⊆ A for every b ∈ B, because B ∈ P. If c ∈ A ` B, consider
J = B∪ ¦c ∩ b : b ∈ B¦.
Then c = c ∩ 1 ∈ J so J properly includes B and cannot belong to P. On the other hand, if b
1
, b
2
∈ B,
b
1
∩ b
2
∈ B ⊆ J, (c ∩ b
1
) ∩ b
2
= b
1
∩ (c ∩ b
2
) = (c ∩ b
1
) ∩ (c ∩ b
2
) = c ∩ (b
1
∩ b
2
) ∈ J,
so c
1
∩ c
2
∈ J for all c
1
, c
2
∈ J; and of course I ⊆ B ⊆ J. So J cannot be a subset of A, and there must be
a b ∈ B such that c ∩ b / ∈ A. QQQ
34 Boolean algebras 313G
(iii) Consequently c \ b ∈ B whenever b, c ∈ B and b ⊆ c. PPP If a ∈ B, then b ∩ a, c ∩ a ∈ B ⊆ A and
b ∩ a ⊆ c ∩ a, so
(c \ b) ∩ a = (c ∩ a) \ (b ∩ a) ∈ A
by the hypothesis on A. By (ii), c ` b ∈ B. QQQ
(iv) It follows that B is a subalgebra of A. PPP If b ∈ B, then
b ⊆ 1 ∈ I ⊆ B,
so 1 \ b ∈ B. If a, b ∈ B, then
a ∪ b = 1 \ ((1 \ a) ∩ (1 \ b)) ∈ B.
0 = 1 \ 1 ∈ B, so that the conditions of 312B(ii) are satisﬁed. QQQ
Now the subalgebra of A generated by I is included in B and therefore in A, as required.
(b) Now suppose that sup
n∈N
a
n
belongs to A whenever 'a
n
`
n∈N
is a nondecreasing sequence in A with
a supremum in A. Then B, as deﬁned in part (a) of the proof, is a σsubalgebra of A. PPP Let 'b
n
`
n∈N
be a
nondecreasing sequence in B with a supremum c in A. Then for any b ∈ B, 'b
n
∩ b`
n∈N
is a nondecreasing
sequence in A with a supremum c ∩ b in A (313Ba). So c ∩ b ∈ A. As b is arbitrary, c ∈ B, by the criterion
in (aii) above. As 'b
n
`
n∈N
is arbitrary, B is a σsubalgebra, by 313Ea. QQQ
Accordingly the σsubalgebra of A generated by I is included in B and therefore in A.
(c) Finally, if supC ∈ A whenever C is a nonempty upwardsdirected subset of A with a least upper
bound in A, B is orderclosed. PPP Let C ⊆ B be a nonempty upwardsdirected set with a supremum c in
A. Then for any b ∈ B, ¦c ∩ b : c ∈ C¦ is a nonempty upwardsdirected set in A with supremum c ∩ b in A.
So c ∩ b ∈ A. As b is arbitrary, c ∈ B. As C is arbitrary, B is orderclosed in A. QQQ
Accordingly the orderclosed subalgebra of A generated by I is included in B and therefore in A.
313H Deﬁnitions It is worth distinguishing various types of supremum and inﬁmumpreserving func
tion. Once again, I do this in almost the widest possible context. Let P and Q be two partially ordered sets,
and φ : P → Q an orderpreserving function, that is, a function such that φ(p) ≤ φ(q) in Q whenever
p ≤ q in P.
(a) I say that φ is ordercontinuous if (i) φ(supA) = sup
p∈A
φ(p) whenever A is a nonempty upwards
directed subset of P and supA is deﬁned in P (ii) φ(inf A) = inf
p∈A
φ(p) whenever A is a nonempty
downwardsdirected subset of P and inf A is deﬁned in P.
(b) I say that φ is sequentially ordercontinuous or σordercontinuous if (i) φ(p) = sup
n∈N
φ(p
n
)
whenever 'p
n
`
n∈N
is a nondecreasing sequence in P and p = sup
n∈N
p
n
in P (ii) φ(p) = inf
n∈N
φ(p
n
)
whenever 'p
n
`
n∈N
is a nonincreasing sequence in P and p = inf
n∈N
p
n
in P.
Remark You may feel that one of the equivalent formulations in Proposition 313Lb gives a clearer idea of
what is really being demanded of φ in the ordinary cases we shall be looking at.
313I Proposition Let P, Q and R be partially ordered sets, and φ : P → Q, ψ : Q → R orderpreserving
functions.
(a) ψφ : P → R is orderpreserving.
(b) If φ and ψ are ordercontinuous, so is ψφ.
(c) If φ and ψ are sequentially ordercontinuous, so is ψφ.
(d) φ is ordercontinuous iﬀ φ
−1
[B] is orderclosed for every orderclosed B ⊆ Q.
proof (a)(c) I think the only point that needs remarking is that if A ⊆ P is upwardsdirected, then
φ[A] ⊆ Q is upwardsdirected, because φ is orderpreserving. So if sup A is deﬁned in P and φ, ψ are
ordercontinuous, we shall have
ψ(φ(supA)) = ψ(supφ[A]) = supψ[φ[A]].
(d)(i) Suppose that φ is ordercontinuous and that B ⊆ Q is orderclosed. Let A ⊆ φ
−1
[B] be a non
empty upwardsdirected set with supremum p ∈ P. Then φ[A] ⊆ B is nonempty and upwardsdirected,
because φ is orderpreserving, and φ(p) = sup φ[A] because φ is ordercontinuous. Because B is orderclosed,
313L Ordercontinuous homomorphisms 35
φ(p) ∈ B and p ∈ φ
−1
[B]. Similarly, if A ⊆ φ
−1
[B] is nonempty and downwardsdirected, and inf A is
deﬁned in P, then φ(inf A) = inf φ[A] ∈ B and inf A ∈ φ
−1
[B]. Thus φ
−1
[B] is orderclosed; as B is
arbitrary, φ satisﬁes the condition.
(ii) Now suppose that φ
−1
[B] is orderclosed in P whenever B ⊆ Q is orderclosed in Q. Let A ⊆ P
be a nonempty upwardsdirected subset of P with a supremum p ∈ P. Then φ(p) is an upper bound of
φ[A]. Let q be any upper bound of φ[A] in Q. Consider B = ¦r : r ≤ q¦; then B ⊆ Q is upwardsdirected
and orderclosed, so φ
−1
[B] is orderclosed. Also A ⊆ φ
−1
[B] is nonempty and upwardsdirected and has
supremum p, so p ∈ φ
−1
[B] and φ(p) ∈ B, that is, φ(p) ≤ q. As q is arbitrary, φ(p) = sup φ[A]. Similarly,
φ(inf A) = inf φ[A] whenever A ⊆ P is nonempty, downwardsdirected and has an inﬁmum in P; so φ is
ordercontinuous.
313J It is useful to introduce here the following notion.
Deﬁnition Let A be a Boolean algebra. A set D ⊆ A is orderdense if for every nonzero a ∈ A there is
a nonzero d ∈ D such that d ⊆ a.
Remark Many authors use the simple word ‘dense’ where I have insisted on the phrase ‘orderdense’. In
the work of this treatise it will be important to distinguish clearly between this concept of ‘dense’ set and
the topological concept (2A3U); typically, in those contexts in which both appear, an orderdense set can
be in some sense much smaller than a topologically dense set.
313K Lemma If A is a Boolean algebra and D ⊆ A is orderdense, then for any a ∈ A there is a
disjoint C ⊆ D such that supC = a; in particular, a = sup¦d : d ∈ D, d ⊆ a¦ and there is a partition of
unity C ⊆ D.
proof Set D
a
= ¦d : d ∈ D, d ⊆ a¦. Applying Zorn’s lemma to the family ( of disjoint sets C ⊆ D
a
, we
have a maximal C ∈ (. Now if b ∈ A and b ⊇ a, there is a d ∈ D such that 0 = d ⊆ a \ b. Because C is
maximal, there must be a c ∈ C such that c ∩ d = 0, so that c ⊆ b. Turning this round, any upper bound of
C must include a, so that a = supC. It follows at once that a = sup D
a
.
Taking a = 1 we obtain a partition of unity included in D.
313L Proposition Let A and B be Boolean algebras and π : A →B a Boolean homomorphism.
(a) π is orderpreserving.
(b) The following are equiveridical:
(i) π is ordercontinuous;
(ii) whenever A ⊆ A is nonempty and downwardsdirected and inf A = 0 in A, then inf π[A] = 0 in B;
(iii) whenever A ⊆ A is nonempty and upwardsdirected and supA = 1 in A, then sup π[A] = 1 in B;
(iv) whenever A ⊆ A and sup A is deﬁned in A, then π(supA) = sup π[A] in B;
(v) whenever A ⊆ A and inf A is deﬁned in A, then π(inf A) = inf π[A] in B;
(vi) whenever C ⊆ A is a partition of unity, then π[C] is a partition of unity in B.
(c) The following are equiveridical:
(i) π is sequentially ordercontinuous;
(ii) whenever 'a
n
`
n∈N
is a nonincreasing sequence in A and inf
n∈N
a
n
= 0 in A, then inf
n∈N
πa
n
= 0
in B;
(iii) whenever A ⊆ A is countable and supA is deﬁned in A, then π(supA) = sup π[A] in B;
(iv) whenever A ⊆ A is countable and inf A is deﬁned in A, then π(inf A) = inf π[A] in B;
(v) whenever C ⊆ A is a countable partition of unity, then π[C] is a partition of unity in B.
proof (a) This is 312I.
(b)(i)⇒(ii) is trivial, as π0 = 0.
(ii)⇒(iv) Assume (ii), and let A be any subset of A such that c = supA is deﬁned in A. If A = ∅,
then c = 0 and supπ[A] = 0 = πc. Otherwise, set
A
t
= ¦a
0
∪ . . . ∪ a
n
: a
0
, . . . , a
n
∈ A¦, C = ¦c ` a : a ∈ A
t
¦.
36 Boolean algebras 313L
Then A
t
is upwardsdirected and has the same upper bounds as A, so c = sup A
t
and 0 = inf C, by 313Aa.
Also C is downwardsdirected, so inf π[C] = 0 in B. But now
π[C] = ¦πc \ πa : a ∈ A
t
¦ = ¦πc \ b : b ∈ π[A
t
]¦,
π[A
t
] = ¦πa
0
∪ . . . ∪ πa
n
: a
0
, . . . , a
n
∈ A¦ = ¦b
0
∪ . . . ∪ b
n
: b
0
, . . . , b
n
∈ π[A]¦,
because π is a Boolean homomorphism. Again using 313Aa and the fact that b ⊆ πc for every b ∈ π[A
t
], we
get
πc = sup π[A
t
] = supπ[A].
As A is arbitrary, (iv) is satisﬁed.
(iv)⇒(v) If A ⊆ A and c = inf A is deﬁned in A, then 1 \ c = sup
a∈A
1 \ a, so
πc = 1 \ π(1 \ c) = 1 \ sup
a∈A
π(1 \ a) = inf
a∈A
1 \ π(1 \ a) = inf
a∈A
πa.
(v)⇒(ii) is trivial, because π0 = 0.
(iv)⇒(iii) is similarly trivial.
(iii)⇒(vi) Assume (iii), and let C be a partition of unity in A. Then C
t
= ¦c
0
∪ . . . ∪ c
n
: c
0
, . . . , c
n
∈
C¦ is upwardsdirected and has supremum 1, so supπ[C
t
] = 1. But (because π is a Boolean homomorphism)
π[C] and π[C
t
] have the same upper bounds, so sup π[C] = 1, as required.
(vi)⇒(ii) Assume (vi), and let A ⊆ A be a set with inﬁmum 0. Set
D = ¦d : d ∈ A, ∃a ∈ A, d ∩ a = 0¦.
Then D is orderdense in A. PPP If e ∈ A\ ¦0¦, then there is an a ∈ A such that e ⊆ a, so that e \ a is a
nonzero member of D included in e. QQQ Consequently there is a partition of unity C ⊆ D, by 313K. But
now if b is any lower bound for π[A] in B, we must have b ∩ πd = 0 for every d ∈ D, so πc ⊆ 1 \ b for every
c ∈ C, and 1 \ b = 1, b = 0. Thus inf π[A] = 0. As A is arbitrary, (ii) is satisﬁed.
(v)&(iv)⇒(i) is trivial.
(c) We can use nearly identical arguments, remembering only to interpolate the word ‘countable’ from
time to time. I spell out the new version of (ii)⇒(iii), even though it requires no more than an adaptation
of the language. Assume (ii), and let A be a countable subset of A with a supremum c ∈ A. If A = ∅, then
c = 0 so πc = 0 = supπ[A]. Otherwise, let 'a
n
`
n∈N
be a sequence running over A; set a
t
n
= a
0
∪ . . . ∪ a
n
and
c
n
= c \ a
t
n
for each n. Then 'a
t
n
`
n∈N
is nondecreasing, with supremum c, and 'c
n
`
n∈N
is nonincreasing,
with inﬁmum 0; so inf
n∈N
πc
n
= 0 and
sup
n∈N
πa
n
= sup
n∈N
πa
t
n
= πc.
For (v)⇒(ii), however, a diﬀerent idea is involved. Assume (v), and suppose that 'a
n
`
n∈N
is a non
increasing sequence in A with inﬁmum 0. Set c
0
= 1 \ a
0
, c
n
= a
n−1
\ a
n
for n ≥ 1; then C = ¦c
n
: n ∈ N¦
is a partition of unity in A (because if c ∩ c
n
= 0 for every n, then c ⊆ a
n
for every n), so π[C] is a partition
of unity in B. Now if b ≤ πa
n
for every n, b ∩ πc
n
for every n, so b = 0; thus inf
n∈N
πa
n
= 0. As 'a
n
`
n∈N
is
arbitrary, (ii) is satisﬁed.
313M The following result is perfectly elementary, but it will save a moment later on to have it spelt
out.
Lemma Let A and B be Boolean algebras and π : A →B an ordercontinuous Boolean homomorphism.
(a) If D is an orderclosed subalgebra of B, then π
−1
[D] is an orderclosed subalgebra of A.
(b) If C is the orderclosed subalgebra of A generated by C ⊆ A, then the orderclosed subalgebra D of
B generated by π[C] includes π[C].
(c) Now suppose that π is surjective and that C ⊆ A is such that the orderclosed subalgebra of A
generated by C is A itself. Then the orderclosed subalgebra of B generated by π[C] is B.
proof (a) Setting C = π
−1
[D]: if a, a
t
∈ C then π(a ∩ b) = πa ∩ πb, π(a .a
t
) = πa .πa
t
∈ D, so a ∩ a
t
,
a .a
t
∈ C; π1 = 1 ∈ D so 1 ∈ C; thus C is a subalgebra of A. By 313Id, C is orderclosed.
313R Ordercontinuous homomorphisms 37
(b) By (a), π
−1
[D] is an orderclosed subalgebra of A. It includes C so includes C, and π[C] ⊆ D.
(c) In the language of (b), we have C = A, so D must be B.
313N Deﬁnition The phrase regular embedding is sometimes used to mean an injective order
continuous Boolean homomorphism; a subalgebra B of a Boolean algebra A is said to be regularly em
bedded in A if the identity map from Bto A is ordercontinuous, that is, if whenever b ∈ Bis the supremum
(in B) of B ⊆ B, then b is also the supremum in A of B; and similarly for inﬁma. One important case is
when B is orderdense (313O); another is in 314G314H below.
313O Proposition Let A be a Boolean algebra and B an orderdense subalgebra of A. Then B is
regularly embedded in A. In particular, if B ⊆ B and c ∈ B then c = supB in B iﬀ c = supB in A.
proof I have to show that the identity homomorphism ι : B → A is ordercontinuous. ??? Suppose, if
possible, otherwise. By 313L(bii), there is a nonempty set B ⊆ B such that inf B = 0 in B but B = ι[B]
has a nonzero lower bound a ∈ A. In this case, however (because B is orderdense) there is a nonzero
d ∈ B with d ⊆ a, in which case d is a nonzero lower bound for B in B. XXX
313P The most important use of these ideas to us concerns quotient algebras (313Q); I approach by
means of a superﬁcially more general result.
Theorem Let A and B be Boolean algebras and π : A →B a Boolean homomorphism with kernel I.
(a)(i) If π is ordercontinuous then I is orderclosed.
(ii) If π[A] is regularly embedded in B and I is orderclosed then π is ordercontinuous.
(b)(i) If π is sequentially ordercontinuous then I is a σideal.
(ii) If π[A] is regularly embedded in B and I is a σideal then π is sequentially ordercontinuous.
proof (a)(i) If A ⊆ I is upwardsdirected and has a supremum c ∈ A, then πc = sup π[A] = 0, so c ∈ I. As
remarked in 313Eb, this shows that I is orderclosed.
(ii) We are supposing that the identity map from π[A] to B is ordercontinuous, so it will be enough to
show that π is ordercontinuous when regarded as a map from A to π[A]. Suppose that A ⊆ A is nonempty
and downwardsdirected and that inf A = 0. ??? Suppose, if possible, that 0 is not the greatest lower bound
of π[A] in π[A]. Then there is a c ∈ A such that 0 = πc ⊆ πa for every a ∈ A. Now
π(c \ a) = πc \ πa = 0
for every a ∈ A, so c \ a ∈ I for every a ∈ A. The set C = ¦c \ a : a ∈ A¦ is upwardsdirected and has
supremum c; because I is orderclosed, c = supC ∈ I, and πc = 0, contradicting the speciﬁcation of c. XXX
Thus inf π[A] = 0 in either π[A] or B. As A is arbitrary, π is ordercontinuous, by the criterion (ii) of 313Lb.
(b) Argue in the same way, replacing each set A by a sequence.
313Q Corollary Let A be a Boolean algebra and I an ideal of A; write π for the canonical map from
A to A/I.
(a) π is ordercontinuous iﬀ I is orderclosed.
(b) π is sequentially ordercontinuous iﬀ I is a σideal.
proof π[A] = A/I is surely regularly embedded in A/I.
313R For ordercontinuous homomorphisms, at least, there is an elegant characterization in terms of
Stone spaces.
Proposition Let A and B be Boolean algebras, and π : A → B a Boolean homomorphism. Let Z and W
be their Stone spaces, and φ : W → Z the corresponding continuous function (312P). Then the following
are equiveridical:
(i) π is ordercontinuous;
(ii) φ
−1
[M] is nowhere dense in W for every nowhere dense set M ⊆ Z;
(iii) int φ[H] = ∅ for every nonempty open set H ⊆ W.
38 Boolean algebras 313R
proof (a)(i)⇒(iii) Suppose that π is ordercontinuous. ??? Suppose, if possible, that H ⊆ W is a nonempty
open set and int φ[H] = ∅. Let b ∈ B` ¦0¦ be such that
´
b ⊆ H. Then φ[
´
b] has empty interior; but also it
is a closed set, so its complement is dense. Set A = ¦a : a ∈ A, ´a ∩ φ[
´
b] = ∅¦. Then
¸
a∈A
´a = Z ` φ[
´
b] is a
dense open set, so supA = 1 in A (313Ca). Because π is ordercontinuous, supπ[A] = 1 in B (313L(biii)),
and there is an a ∈ A such that πa ∩ b = 0. But this means that
´
b ∩ φ
−1
[´a] = ∅ and φ[
´
b] ∩ ´a = ∅, contrary
to the deﬁnition of A. XXX
Thus there is no such set H, and (iii) is true.
(b)(iii)⇒(ii) Now assume (iii). If M ⊆ Z is nowhere dense, set N = φ
−1
[M], so that N ⊆ W is a closed
set. If H = int N, then int φ[H] ⊆ int M = ∅, so (iii) tells us that H is empty; thus N and φ
−1
[M] are
nowhere dense, as required by (ii).
(c)(ii)⇒(i) Assume (ii), and let A ⊆ A be a nonempty set such that inf A = 0 in A. Then M =
¸
a∈A
´a
has empty interior in Z (313Cb), so (being closed) is nowhere dense, and φ
−1
[M] is also nowhere dense. If
b ∈ B` ¦0¦, then
´
b ⊆ φ
−1
[M] =
¸
a∈A
φ
−1
[´a] =
¸
a∈A
´ πa,
so b is not a lower bound for π[A]. This shows that inf π[A] = 0 in B. As A is arbitrary, π is ordercontinuous
(313L(bii)).
313X Basic exercises (a) Use 313C to give alternative proofs of 313A and 313B.
(b) Let P be a partially ordered set. Show that there is a topology on P for which the closed sets are
just the orderclosed sets.
(c) Let P be a partially ordered set, Q ⊆ P an orderclosed set, and R a subset of Q which is orderclosed
in Q when Q is given the partial ordering induced by that of P. Show that R is orderclosed in P.
>>>(d) Let A be a Boolean algebra. Suppose that 1 ∈ I ⊆ A and that a ∩ b ∈ I for all a, b ∈ I. (i) Let
B be the intersection of all those subsets A of A such that I ⊆ A and b \ a ∈ A whenever a, b ∈ A and
a ⊆ b. Show that B is a subalgebra of A. (ii) Let B
σ
be the intersection of all those subsets A of A such
that I ⊆ A, b \ a ∈ A whenever a, b ∈ A and a ⊆ b and sup
n∈N
b
n
∈ A whenever 'b
n
`
n∈N
is a nondecreasing
sequence in A with a supremum in A. Show that B
σ
is a σsubalgebra of A. (iii) Let B
τ
be the intersection
of all those subsets A of A such that I ⊆ A, b \ a ∈ A whenever a, b ∈ A and a ⊆ b and sup B ∈ A whenever
B is a nonempty upwardsdirected subset of A with a supremum in A. Show that B
τ
is an orderclosed
subalgebra of A. (iv) Hence give a proof of 313G not relying on Zorn’s Lemma or any other use of the axiom
of choice.
(e) Let A be a Boolean algebra, and Ba subalgebra of A. Let B
σ
be the smallest sequentially orderclosed
subset of A including B. Show that B
σ
is a subalgebra of A.
>>>(f ) Let X be a set, and / a subset of {X. Show that / is an orderclosed subalgebra of {X iﬀ it is of
the form ¦f
−1
[F] : F ⊆ Y ¦ for some set Y , function f : X → Y .
(g) Let P and Q be partially ordered sets, and φ : P → Q an orderpreserving function. Show that φ is
sequentially ordercontinuous iﬀ φ
−1
[C] is sequentially orderclosed in A for every sequentially orderclosed
C ⊆ B.
(h) For partially ordered sets P and Q, let us call a function φ : P → Q monotonic if it is either
orderpreserving or orderreversing. State and prove deﬁnitions and results corresponding to 313H, 313I and
313Xg for general monotonic functions.
>>>(i) Let A be a Boolean algebra. Show that the operations (a, b) → a ∪ b and (a, b) → a ∩ b are order
continuous operations from AA to A, if we give AA the product partial order, saying that (a, b) ≤ (a
t
, b
t
)
iﬀ a ⊆ a
t
and b ⊆ b
t
.
313Yf Ordercontinuous homomorphisms 39
(j) Let A be a Boolean algebra. Show that if a subalgebra of A is orderdense then it is dense in the
topology of 313Xb.
>>>(k) Let A be a Boolean algebra and A ⊆ A any disjoint set. Show that there is a partition of unity in
A including A.
>>>(l) Let A, B be Boolean algebras and π
1
, π
2
: A → B two ordercontinuous Boolean homomorphisms.
Show that ¦a : π
1
a = π
2
a¦ is an orderclosed subalgebra of A.
(m) Let A and B be Boolean algebras and π
1
, π
2
: A → B two Boolean homomorphisms. Suppose that
π
1
and π
2
agree on some orderdense subset of A, and that one of them is ordercontinuous. Show that they
are equal. (Hint: if π
1
is ordercontinuous, π
2
a ⊇ π
1
a for every a.)
(n) Let A and B be Boolean algebras, A
0
an orderdense subalgebra of A, and π : A → B a Boolean
homomorphism. Show that π is ordercontinuous iﬀ πA
0
: A
0
→B is ordercontinuous.
>>>(o) Let A be a Boolean algebra. For A ⊆ A set A
⊥
= ¦b : a ∩ b = 0 ∀ a ∈ A¦. (i) Show that A
⊥
is an
orderclosed ideal of A. (ii) Show that a set A ⊆ A is an orderclosed ideal of A iﬀ A = A
⊥⊥
. (iii) Show
that if I ⊆ A is an orderclosed ideal then ¦a
•
: a ∈ I
⊥
¦ is an orderdense ideal in the quotient algebra A/I.
(p) Let A and B be Boolean algebras, with Stone spaces Z and W; let π : A → B be a Boolean
homomorphism, and φ : W → Z the corresponding continuous function. Show that the following are
equiveridical: (i) π is ordercontinuous; (ii) int φ
−1
[F] = φ
−1
[int F] for every closed F ⊆ Z (iii) φ
−1
[G] =
φ
−1
[G] for every open G ⊆ Z.
313Y Further exercises (a) Prove 313A313C for general Boolean rings.
(b) Let A and B be Boolean algebras, with Stone spaces Z and W, and π : A → B a Boolean homo
morphism, with associated continuous function φ : W → Z. Show that π is sequentially ordercontinuous
iﬀ φ
−1
[M] is nowhere dense for every nowhere dense zero set M ⊆ Z.
(c) Let P be any partially ordered set, and let T be the topology of 313Xb. (i) Show that a sequence
'p
n
`
n∈N
in P is Tconvergent to p ∈ P iﬀ every subsequence of 'p
n
`
n∈N
has a monotonic subsubsequence
with supremum or inﬁmum equal to p. (ii) Show that a subset A of P is sequentially orderclosed, in the
sense of 313Db, iﬀ the Tlimit of any Tconvergent sequence in A belongs to A. (iii) Suppose that A is an
upwardsdirected subset of P with supremum p
0
∈ P. For a ∈ A set F
a
= ¦p : a ≤ p ∈ A¦, and let T
be the ﬁlter on P generated by ¦F
a
: a ∈ A¦. Show that T → p
0
for T. (iv) Show that if Q is another
partially ordered set, endowed with a topology S in the same way, then a monotonic function φ : P → Q is
ordercontinuous iﬀ it is continuous for the topologies T and S, and is sequentially ordercontinuous iﬀ it is
sequentially continuous for these topologies.
(d) Let U be a Banach lattice (242G, 354Ab). Show that its norm is ordercontinuous in the sense of
242Yc (or 354Dc) iﬀ its restriction to ¦u : u ≥ 0¦ is ordercontinuous in the sense of 313Ha.
(e) Let A and B be Boolean algebras with Stone spaces Z and W respectively, π : A → B a Boolean
homomorphism and φ : W → Z the corresponding continuous function. Show that π[A] is orderdense in B
iﬀ φ is irreducible, that is, φ[F] = φ[W] for any proper closed subset F of W.
(f ) Let A and B be Boolean algebras with Stone spaces Z and W respectively, π : A → B a Boolean
homomorphism and φ : W → Z the corresponding continuous function. Show that the following are
equiveridical: (i) π is injective and ordercontinuous; (ii) for M ⊆ Z, M is nowhere dense iﬀ φ
−1
[M] is
nowhere dense.
40 Boolean algebras 313 Notes
313 Notes and comments I give ‘elementary’ proofs of 313A313B because I believe that they help to
exhibit the relevant aspects of the structure of Boolean algebras; but various abbreviations are possible,
notably if we allow ourselves to use the Stone representation (313Xa). 313A and 313Bab can be expressed
by saying that the Boolean operations ∪ , ∩ and \ are (separately) ordercontinuous. Of course, \ is order
reversing, rather than orderpreserving, in the second variable; but the natural symmetry in the concept of
partial order means that the ideas behind 313H313I can be applied equally well to orderreversing functions
(313Xh). In fact, ∪ and ∩ can be regarded as ordercontinuous functions on the product space (313Bcd,
313Xi). Clearly 313Bcd can be extended into forms valid for any ﬁnite sequence A
0
, . . . , A
n
of subsets of
A in place of A, B. But if we seek to go to inﬁnitely many subsets of A we ﬁnd ourselves saying something
new; see 316G316J below.
Proposition 313C, and its companions 313R, 313Xp and 313Yb, are worth studying not only as a useful
technique, but also in order to understand the diﬀerence between supA, where A is a set in a Boolean
algebra, and
¸
/, where / is a family of sets. Somehow sup A can be larger, and inf A smaller, than one’s
ﬁrst intuition might suggest, corresponding to the fact that not every subset of the Stone space corresponds
to an element of the Boolean algebra.
I should like to use the words ‘orderclosed’ and ‘sequentially orderclosed’ to mean closed, or sequentially
closed, for some more or less canonical topology. The diﬃculty is that while a great many topologies can be
deﬁned from a partial order (one is described in 313Xb and 313Yc, and another in 367Yc), none of them has
such preeminence that it can be called ‘the’ ordertopology. Accordingly there is a degree of arbitrariness
in the language I use here. Nevertheless (sequentially) orderclosed subalgebras and ideals are of such
importance that they seem to deserve a concise denotation. The same remarks apply to (sequential) order
continuity. Concerning the term ‘orderdense’ in 313J, this has little to do with density in any topological
sense, but the word ‘dense’, at least, is established in this context.
With all these deﬁnitions, there is a good deal of scope for possible interrelations. The most important
to us is 313Q, which will be used repeatedly (typically, with A an algebra of sets), but I think it is worth
having the expanded version in 313P available.
I take the opportunity to present an abstract form of an important lemma on σalgebras generated by
families closed under ∩ (136B, 313Gb). This time round I use the Zorn’s Lemma argument in the text
and suggest the alternative, ‘elementary’ method in the exercises (313Xd). The two methods are opposing
extremes in the sense that the Zorn’s Lemma argument looks for maximal subalgebras included in A (which
are not unique, and have to be picked out using the axiom of choice) and the other approach seeks minimal
subalgebras including I (which are uniquely deﬁned, and can be described without the axiom of choice).
Note that the concept of ‘orderclosed’ algebra of sets is not particularly useful; there are too few order
closed subalgebras of {X and they are of too simple a form (313Xf). It is in abstract Boolean algebras that
the idea becomes important. In the most important partially ordered sets of measure theory, the sequentially
orderclosed sets are the same as the orderclosed sets (see, for instance, 316Fb below), and most of the
important orderclosed subalgebras dealt with in this chapter can be thought of as σsubalgebras which are
orderclosed because they happen to lie in the right kind of algebra.
314 Ordercompleteness
The results of '313 are valid in all Boolean algebras, but of course are of most value when many suprema
and inﬁma exist. I now set out the most useful deﬁnitions which guarantee the existence of suprema and
inﬁma (314A) and work through their elementary relationships with the concepts introduced so far (314C
314J). I then embark on the principal theorems concerning ordercomplete Boolean algebras: the extension
theorem for homomorphisms to a Dedekind complete algebra (314K), the LoomisSikorski representation of
a Dedekind σcomplete algebra as a quotient of a σalgebra of sets (314M), the characterization of Dedekind
complete algebras in terms of their Stone spaces (314S), and the idea of ‘Dedekind completion’ of a Boolean
algebra (314T314U). On the way I describe ‘regular open algebras’ (314O314Q).
314Be Ordercompleteness 41
314A Deﬁnitions Let P be a partially ordered set.
(a) P is Dedekind complete, or ordercomplete, or conditionally complete if every nonempty
subset of P with an upper bound has a least upper bound.
(b) P is Dedekind σcomplete, or σordercomplete, if (i) every countable nonempty subset of P
with an upper bound has a least upper bound (ii) every countable nonempty subset of P with a lower
bound has a greatest lower bound.
314B Remarks (a) I give these deﬁnitions in the widest possible generality because they are in fact
of great interest for general partially ordered sets, even though for the moment we shall be concerned only
with Boolean algebras. Indeed I have already presented the same idea in the context of Riesz spaces (241F).
(b) You will observe that the deﬁnition in (a) of 314A is asymmetric, unlike that in (b). This is because
the inverted form of the deﬁnition is equivalent to that given; that is, P is Dedekind complete (on the
deﬁnition 314Aa) iﬀ every nonempty subset of P with a lower bound has a greatest lower bound. PPP (i)
Suppose that P is Dedekind complete, and that B ⊆ P is nonempty and bounded below. Let A be the set
of lower bounds for B. Then A has at least one upper bound (since any member of B is an upper bound
for A) and is not empty; so a
0
= sup A is deﬁned. Now if b ∈ B, b is an upper bound for A, so a
0
≤ b; thus
a
0
∈ A and must be the greatest member of A, that is, the greatest lower bound of B. (ii) Similarly, if every
nonempty subset of P with a lower bound has a greatest lower bound, P is Dedekind complete. QQQ
(c) In the special case of Boolean algebras, we do not need both halves of the deﬁnition 314Ab; in fact
we have, for any Boolean algebra A,
A is Dedekind σcomplete
⇐⇒ every nonempty countable subset of A has a least upper bound
⇐⇒ every nonempty countable subset of A has a greatest lower bound.
PPP Because A has a least element 0 and a greatest element 1, every subset of A has upper and lower
bounds; so the two onesided conditions together are equivalent to saying that A is Dedekind σcomplete.
I therefore have to show that they are equiveridical. Now if A ⊆ A is a nonempty countable set, so is
B = ¦1 \ a : a ∈ A¦, and
inf A = 1 \ supB, sup A = 1 \ inf B
whenever the righthandsides are deﬁned (313A). So if the existence of a supremum (resp. inﬁmum) of B
is guaranteed, so is the existence of an inﬁmum (resp. supremum) of A. QQQ
The real point here is of course that (A, ⊆ ) is isomorphic to (A, ⊇ ).
(d) Most specialists in Boolean algebra speak of ‘complete’, or ‘σcomplete’, Boolean algebras. I prefer
the longer phrases ‘Dedekind complete’ and ‘Dedekind σcomplete’ because we shall be studying metrics on
Boolean algebras and shall need the notion of metric completeness as well as that of ordercompleteness.
(e) I have had to make some rather arbitrary choices in the deﬁnition here. The principal examples of
partially ordered set to which we shall apply these deﬁnitions are Boolean algebras and Riesz spaces, which
are all lattices. Consequently it is not possible to distinguish in these contexts between the property of
Dedekind completeness, as deﬁned above, and the weaker property, which we might call ‘monotone order
completeness’,
(i) whenever A ⊆ P is nonempty, upwardsdirected and bounded above then A has a least
upper bound in P (ii) whenever A ⊆ P is nonempty, downwardsdirected and bounded below
then A has a greatest lower bound in P.
(See 314Xa below. ‘Monotone ordercompleteness’ is the property involved in 314Ya, for instance.) Never
theless I am prepared to say, on the basis of my own experience of working with other partially ordered sets,
that ‘Dedekind completeness’, as I have deﬁned it, is at least of suﬃcient importance to deserve a name.
Note that it does not imply that P is a lattice, since it allows two elements of P to have no common upper
bound.
42 Boolean algebras 314Bf
(f ) The phrase complete lattice is sometimes used to mean a Dedekind complete lattice with greatest
and least elements; equivalently, a Dedekind complete partially ordered set with greatest and least elements.
Thus a Dedekind complete Boolean algebra is a complete lattice in this sense, but R is not.
(g) The most important Dedekind complete Boolean algebras (at least from the point of view of measure
theory) are the ‘measure algebras’ of the next chapter. I shall not pause here to give other examples, but
will proceed directly with the general theory.
314C Proposition Let A be a Dedekind σcomplete Boolean algebra and I a σideal of A. Then the
quotient Boolean algebra A/I is Dedekind σcomplete.
proof I use the description in 314Bc. Let B ⊆ A/I be a nonempty countable set. For each u ∈ B, choose
an a
u
∈ A such that u = a
•
u
= a
u
+I. Then c = sup
u∈B
a
u
is deﬁned in A; consider v = c
•
in A/I. Because
the map a → a
•
is sequentially ordercontinuous (313Qb), v = supB. As B is arbitrary, A/I is Dedekind
σcomplete.
314D Corollary Let X be a set, Σ a σalgebra of subsets of X, and 1 a σideal of subsets of X. Then
Σ ∩ 1 is a σideal of the Boolean algebra Σ, and Σ/Σ ∩ 1 is Dedekind σcomplete.
proof Of course Σ is Dedekind σcomplete, because if 'E
n
`
n∈N
is any sequence in Σ then
¸
n∈N
E
n
is
the least upper bound of ¦E
n
: n ∈ N¦ in Σ. It is also easy to see that Σ ∩ 1 is a σideal of Σ, since
F ∩
¸
n∈N
E
n
∈ 1 whenever F ∈ Σ and 'E
n
`
n∈N
is a sequence in Σ ∩ 1. So 314C gives the result.
314E Proposition Let A be a Boolean algebra.
(a) If A is Dedekind complete, then all its orderclosed subalgebras and principal ideals are Dedekind
complete.
(b) If A is Dedekind σcomplete, then all its σsubalgebras and principal ideals are Dedekind σcomplete.
proof All we need to note is that if C is either an orderclosed subalgebra or a principal ideal of A, and
B ⊆ C is such that b = sup B is deﬁned in A, then b ∈ C (see 313E(aiβ)), so b is still the supremum of B
in C; while the same is true if C is a σsubalgebra and B ⊆ C is countable, using 313E(aiiβ).
314F I spell out some further connexions between the concepts ‘orderclosed set’, ‘ordercontinuous
function’ and ‘Dedekind complete Boolean algebra’ which are elementary without being quite transparent.
Proposition Let A and B be Boolean algebras and π : A →B a Boolean homomorphism.
(a)(i) If A is Dedekind complete and π is ordercontinuous, then π[A] is orderclosed in B.
(ii) If B is Dedekind complete and π is injective and π[A] is orderclosed then π is ordercontinuous.
(b)(i) If A is Dedekind σcomplete and π is sequentially ordercontinuous, then π[A] is a σsubalgebra of
B.
(ii) If Bis Dedekind σcomplete and π is injective and π[A] is a σsubalgebra of Bthen π is sequentially
ordercontinuous.
proof (a)(i) If B ⊆ π[A], then a
0
= sup(π
−1
[B]) is deﬁned in A; now
πa
0
= sup(π[π
−1
[B]]) = supB
in B (313L(biv)), and of course πa
0
∈ π[A]. By 313E(aiβ) again, this is enough to show that π[A] is
orderclosed in B.
(ii) Suppose that A ⊆ A and inf A = 0 in A. Then π[A] has an inﬁmum b
0
in B, which belongs to
π[A] because π[A] is an orderclosed subalgebra of B (313E(aiβ
t
)). Now if a
0
∈ A is such that πa
0
= b
0
,
we have
π(a ∩ a
0
) = πa ∩ πa
0
= πa
for every a ∈ A, so (because π is injective) a ∩ a
0
= a
0
and a
0
⊆ a for every a ∈ A. But this means that
a
0
= 0 and b
0
= π0 = 0. As A is arbitrary, π is ordercontinuous (313L(bii)).
(b) Use the same arguments, but with sequences in place of the sets B, A above.
314J Ordercompleteness 43
314G Corollary (a) If A is a Dedekind complete Boolean algebra and B is an orderclosed subalgebra
of A, then B is regularly embedded in A (deﬁnition: 313N).
(b) Let A be a Dedekind complete Boolean algebra, B a Boolean algebra and π : A → B an order
continuous Boolean homomorphism. If C ⊆ A and C is the orderclosed subalgebra of A generated by C,
then π[C] is the orderclosed subalgebra of B generated by π[C].
proof (a) Apply 314F(aii) to the identity map from B to A.
(b) Let D be the orderclosed subalgebra of B generated by π[C]. By 313Mb, π[C] ⊆ D. On the other
hand, the identity homomorphism ι : C →A is ordercontinuous, by (a), so πι : C →B is ordercontinuous,
and π[C] = πι[C] is orderclosed in B, by 314F(ai). But since π[C] is surely included in π[C], D is also
included in π[C]. Accordingly π[C] = D, as claimed.
314H Corollary Let A be a Boolean algebra and B a subalgebra of A.
(a) If A is Dedekind complete, then B is orderclosed iﬀ it is Dedekind complete in itself and is regularly
embedded in A.
(b) If A is Dedekind σcomplete, then B is a σsubalgebra iﬀ it is Dedekind σcomplete in itself and the
identity map from B to A is sequentially ordercontinuous.
proof Put 314E and 314F together.
314I Corollary (a) If A is a Boolean algebra and Bis an orderdense subalgebra of A which is Dedekind
complete in itself, then B = A.
(b) If A is a Dedekind complete Boolean algebra, B is a Boolean algebra, π : A → B is an injective
Boolean homomorphism and π[A] is orderdense in B, then π is an isomorphism.
proof (a) Being orderdense, B is regularly embedded in A (313O), so this is a special case of 314Ha.
(b) Because π[A] is orderdense, it is regularly embedded in B; also, the kernel of π is ¦0¦, which is
surely orderclosed in A, so 313P(aii) tells us that π is ordercontinuous. By 314F(ai), π[A] is orderclosed
in B; being orderdense, it must be the whole of B (313K). Thus π is surjective; being injective, it is an
isomorphism.
314J When we come to applications of the extension procedure in 312N, the following will sometimes
be needed.
Lemma Let A be a Boolean algebra and A
0
a subalgebra of A. Take any c ∈ A, and set
A
1
= ¦(a ∩ c) ∪ (b \ c) : a, b ∈ A
0
¦,
the subalgebra of A generated by A
0
∪ ¦c¦ (312M).
(a) Suppose that A is Dedekind complete. If A
0
is orderclosed in A, so is A
1
.
(b) Suppose that A is Dedekind σcomplete. If A
0
is a σsubalgebra of A, so is A
1
.
proof (a) Let D be any subset of A
1
. Set
E = ¦e : e ∈ A, there is some d ∈ D such that e ⊆ d¦,
A = ¦a : a ∈ A
0
, a ∩ c ∈ E¦, B = ¦b : b ∈ A
0
, b \ c ∈ E¦.
Because A is Dedekind complete, a
∗
= sup A and b
∗
= sup B are deﬁned in A; because A
0
is orderclosed,
both belong to A
0
, so d
∗
= (a
∗
∩ c) ∪ (b
∗
\ c) belongs to A
1
.
Now if d ∈ D, it is expressible as (a ∩ c) ∪ (b \ c) for some a, b ∈ A
0
; since a ∈ A and b ∈ B, we have
a ⊆ a
∗
and b ⊆ b
∗
, so d ⊆ d
∗
. Thus d
∗
is an upper bound for D. On the other hand, if d
t
is any other upper
bound for D in A, it is also an upper bound for E, so we must have
a
∗
∩ c = sup
a∈A
a ∩ c ⊆ d
t
, b
∗
\ c = sup
b∈B
b \ c ⊆ d
t
,
and d
∗
⊆ d
t
. Thus d
∗
= supD. This shows that the supremum of any subset of A
1
belongs to A
1
, so that
A
1
is orderclosed.
(b) The argument is the same, except that we replace D by a sequence 'd
n
`
n∈N
, and A, B by sequences
'a
n
`
n∈N
, 'b
n
`
n∈N
in A
0
such that d
n
= (a
n
∩ c) ∪ (b
n
\ c) for every n.
44 Boolean algebras 314K
314K Extension of homomorphisms The following is one of the most striking properties of Dedekind
complete Boolean algebras.
Theorem Let A be a Boolean algebra and B a Dedekind complete Boolean algebra. Let A
0
be a Boolean
subalgebra of A and π
0
: A
0
→ B a Boolean homomorphism. Then there is a Boolean homomorphism
π
1
: A →B extending π
0
.
proof (a) Let P be the set of all Boolean homomorphisms π such that domπ is a Boolean subalgebra of
A including A
0
and π extends π
0
. Identify each member of P with its graph, which is a subset of A B,
and order P by inclusion, so that π ⊆ θ means just that θ extends π. Then any nonempty totally ordered
subset Q of P has an upper bound in P. PPP Let π
∗
be the simple union of these graphs. (i) If (a, b) and
(a, b
t
) both belong to π
∗
, then there are π, π
t
∈ Q such that πa = b, π
t
a = b
t
; now either π ⊆ π
t
or π
t
⊆ π;
in either case, θ = π ∪ π
t
∈ Q, so that
b = πa = θa = π
t
a = b
t
.
This shows that π
∗
is a function. (ii) Because Q = ∅,
domπ
0
⊆ domπ ⊆ domπ
∗
for some π ∈ Q; thus π
∗
extends π
0
(and, in particular, 0 ∈ domπ
∗
). (iii) Now suppose that a, a
t
∈ dom(π
∗
).
Then there are π, π
t
∈ Q such that a ∈ domπ, a
t
∈ domπ
t
; once again, θ = π∪π
t
∈ Q, so that a, a
t
∈ domθ,
and
a ∩ a
t
∈ domθ ⊆ domπ
∗
, 1 \ a ∈ domθ ⊆ domπ
∗
,
π
∗
(a ∩ a
t
) = θ(a ∩ a
t
) = θa ∩ θa
t
= π
∗
a ∩ π
∗
a
t
,
π
∗
(1 \ a) = θ(1 \ a) = 1 \ θa = 1 \ π
∗
a.
(iv) This shows that domπ
∗
is a subalgebra of A and that π
∗
is a Boolean homomorphism, that is, that
π
∗
∈ P; and of course π
∗
is an upper bound for Q in P. QQQ
(b) By Zorn’s Lemma, P has a maximal element π
1
say.
??? Suppose, if possible, that A
1
= domπ
1
is not the whole of A; take c ∈ A ` A
1
. Set A = ¦a : a ∈
A
1
, a ⊆ c¦. Because B is Dedekind complete, d = supπ
1
[A] is deﬁned in B. If a
t
∈ A and c ⊆ a
t
, then of
course a ⊆ a
t
and π
1
a ⊆ π
1
a
t
whenever a ∈ A, so that π
1
a
t
is an upper bound for π
1
[A], and d ⊆ π
1
a
t
.
But this means that there is an extension of π
1
to a Boolean homomorphism π on the Boolean subalgebra
of A generated by A
1
∪ ¦c¦ (312N). And this π must be a member of P properly extending π
1
, which is
supposed to be maximal. XXX
Thus domπ
1
= A and π
1
is an extension of π
0
to A, as required.
314L The LoomisSikorski representation of a Dedekind σcomplete Boolean algebra The
construction in 314D is not only the commonest way in which new Dedekind σcomplete Boolean algebras
appear, but is adequate to describe them all. I start with an elementary general fact.
Lemma Let X be any topological space, and write ´ for the family of meager subsets of X. Then ´ is a
σideal of subsets of X.
proof The point is that if A ⊆ X is nowhere dense, so is every subset of A; this is obvious, since if B ⊆ A
then B ⊆ A so int B ⊆ int A = ∅. So if B ⊆ A ∈ ´, let 'A
n
`
n∈N
be a sequence of nowhere dense sets with
union A; then 'B ∩ A
n
`
n∈N
is a sequence of nowhere dense sets with union B, so B ∈ ´. If 'A
n
`
n∈N
is a
sequence in ´ with union A, then for each n we may choose a sequence 'A
nm
`
m∈N
of nowhere dense sets
with union A
n
; then the countable family 'A
nm
`
n,m∈N
may be reindexed as a sequence of nowhere dense
sets with union A, so A ∈ ´. Finally, ∅ is nowhere dense, so belongs to ´.
314M Theorem Let A be a Dedekind σcomplete Boolean algebra, and Z its Stone space. Let c be
the algebra of openandclosed subsets of Z, and ´ the σideal of meager subsets of Z. Then Σ = ¦E´A :
E ∈ c, A ∈ ´¦ is a σalgebra of subsets of Z, ´ is a σideal of Σ, and A is isomorphic, as Boolean algebra,
to Σ/´.
314P Ordercompleteness 45
proof (a) I start by showing that Σ is a σalgebra. PPP Of course ∅ = ∅´∅ ∈ Σ. If F ∈ Σ, express it as
E´A where E ∈ c, A ∈ ´; then Z ` F = (Z ` E)´A ∈ Σ.
If 'F
n
`
n∈N
is a sequence in Σ, express each F
n
as E
n
´A
n
, where E
n
∈ c and A
n
∈ ´. Now each E
n
is expressible as ´a
n
, where a
n
∈ A. Because A is Dedekind σcomplete, a = sup
n∈N
a
n
is deﬁned in A. Set
E = ´a ∈ c. By 313Ca, E =
¸
n∈N
E
n
, so the closed set E `
¸
n∈N
E
n
has empty interior and is nowhere
dense. Accordingly, setting A = E´
¸
n∈N
F
n
, we have
A ⊆ (E `
¸
n∈N
E
n
) ∪
¸
n∈N
A
n
∈ ´,
so that
¸
n∈N
F
n
= E´A ∈ Σ. Thus Σ is closed under countable unions and is a σalgebra. QQQ
Evidently ´ ⊆ Σ, because ∅ ∈ c.
(b) For each F ∈ Σ, there is exactly one E ∈ c such that F´E ∈ ´. PPP There is surely some E ∈ c
such that F is expressible as E´A where A ∈ ´, so that F´E = A ∈ ´. If E
t
is any other member of
c, then E
t
´E is a nonempty open set in X, while E
t
´E ⊆ A ∪ (F´E
t
); by Baire’s theorem for compact
Hausdorﬀ spaces (3A3G), A∪ (F´E
t
) / ∈ ´ and F´E
t
/ ∈ ´. Thus E is unique. QQQ
(c) Consequently the maps E → E
•
: c → Σ/´ and a →´a
•
: A → Σ/´ are bijections. But since they
are also Boolean homomorphisms, they are isomorphisms, and A
∼
= Σ/´, as claimed.
314N Corollary A Boolean algebra A is Dedekind σcomplete iﬀ it is isomorphic to a quotient Σ/1
where Σ is a σalgebra of sets and 1 is a σideal of Σ.
proof Put 314D and 314M together.
314O Regular open algebras For Boolean algebras which are Dedekind complete in the full sense,
there is another general method of representing them, which leads to further very interesting ideas.
Deﬁnition Let X be a topological space. A regular open set in X is an open set G ⊆ X such that
G = int G.
Note that if F ⊆ X is any closed set, then G = int F is a regular open set, because G ⊆ G ⊆ F so
G ⊆ int G ⊆ int F = G
and G = int G.
314P Theorem Let X be any topological space, and write G for the set of regular open sets in X.
Then G is a Dedekind complete Boolean algebra, with 1
G
= X and 0
G
= ∅, and with Boolean operations
given by
G∩
G
H = G∩ H, G.
G
H = int G´H, G∪
G
H = int G∪ H, G\
G
H = G` H,
with Boolean ordering given by
G ⊆
G
H ⇐⇒ G ⊆ H,
and with suprema and inﬁma given by
supH = int
¸
H, inf H = int
¸
H = int
¸
H
for all nonempty H ⊆ G.
Remark I use the expressions
∩
G
∪
G
.
G
\
G
⊆
G
in case the distinction between
∩ ∪ ´ ` ⊆
and
∩ ∪ . \ ⊆
is insuﬃciently marked.
46 Boolean algebras 314P
proof I base the proof on the study of an auxiliary algebra of sets which involves some of the ideas already
used in 314M.
(a) Let 1 be the family of nowhere dense subsets of X. Then 1 is an ideal of subsets of X. PPP Of course
∅ ∈ 1. If A ⊆ B ∈ 1 then int A ⊆ int B = ∅. If A, B ∈ 1 and G is a nonempty open set, then G ` A is
a nonempty open set and (G` A) ` B is nonempty; accordingly G cannot be a subset of A ∪ B = A∪ B.
This shows that int A∪ B = ∅, so that A∪ B ∈ 1. QQQ
(b) For any set A ⊆ X, write ∂A for the boundary of A, that is, A` int A. Set
Σ = ¦E : E ⊆ X, ∂E ∈ 1¦.
The Σ is an algebra of subsets of X. PPP (i) ∂∅ = ∅ ∈ 1 so ∅ ∈ Σ. (ii) If A, B ⊆ X, then A∪ B = A ∪ B,
while int(A ∪ B) ⊇ int A ∪ int B; so ∂(A ∪ B) ⊆ ∂A ∪ ∂B. So if E, F ∈ Σ, ∂(E ∪ F) ⊆ ∂E ∪ ∂F ∈ 1 and
E ∪ F ∈ Σ. (iii) If A ⊆ X, then
∂(X ` A) = X ` A` int(X ` A) = (X ` int A) ` (X ` A) = A` int A = ∂A.
So if E ∈ Σ, ∂(X ` E) = ∂E ∈ 1 and X ` E ∈ Σ. QQQ
If A ∈ 1, then of course ∂A = A ∈ 1, so A ∈ Σ; accordingly 1 is an ideal in the Boolean algebra Σ, and
we can form the quotient Σ/1.
It will be helpful to note that every open set belongs to Σ, since if G is open then ∂G = G ` G cannot
include any nonempty open set (since any open set meeting G must meet G).
(c) For each E ∈ Σ, set V
E
= int E; then V
E
is the unique member of G such that E´V
E
∈ 1. PPP (i)
Being the interior of a closed set, V
E
∈ G. Since int E ⊆ V
E
⊆ E, E´V
E
⊆ ∂E ∈ 1. (ii) If G ∈ G is such
that E´G ∈ 1, then
G` V
E
⊆ G` V
E
⊆ (G´E) ∪ (V
E
´E) ∈ 1,
so G ` V
E
, being open, must be actually empty, and G ⊆ V
E
; but this means that G ⊆ int V
E
= V
E
.
Similarly, V
E
⊆ G and V
E
= G. This shows that V
E
is unique. QQQ
(d) It follows that the map G → G
•
: G → Σ/1 is a bijection, and we have a Boolean algebra structure
on G deﬁned by the Boolean algebra structure of Σ/1. What this means is that for each of the binary
Boolean operations ∩
G
, .
G
, ∪
G
, \
G
and for G, H ∈ G we must have G∗
G
H = int G∗ H, writing ∗
G
for
the operation on the algebra G and ∗ for the corresponding operation on Σ or {X.
(e) Before working through the identiﬁcations, it will be helpful to observe that if H is any nonempty
subset of G, then int
¸
H = int
¸
H. PPP Set G = int
¸
H. For every H ∈ H, G ⊆ H so G ⊆ int H = H; thus
G ⊆ int
¸
H ⊆ int
¸
H = G,
so G = int
¸
H. QQQ Consequently int
¸
H, being the interior of a closed set, belongs to G.
(f )(i) If G, H ∈ G then their intersection in the algebra G is
G∩
G
H = int G∩ H = int(G∩ H) = G∩ H,
using (d) for the ﬁrst equality and (e) for the second.
(ii) Of course X ∈ G and X
•
= 1
Σ/1
, so X = 1
G
.
(iii) If G ∈ G then its complement 1
G
\
G
G in G is
int X ` G = int(X ` G) = X ` G.
(iv) If G, H ∈ G, then the relative complement in G is
G\
G
H = G∩
G
(1
G
\
G
H) = G∩ (X ` H) = G` H = int(G` H).
(v) If G, H ∈ G, then G∪
G
H = int G∪ H and G.
G
H = int G´H, by the remarks in (d).
(g) We must note that for G, H ∈ G,
G ⊆
G
H ⇐⇒ G∩
G
H = G ⇐⇒ G∩ H = G ⇐⇒ G ⊆ H;
*314R Ordercompleteness 47
that is, the ordering of the Boolean algebra G is just the partial ordering induced on G by the Boolean
ordering ⊆ of {X or Σ.
(h) If H is any nonempty subset of G, consider G
0
= int
¸
H and G
1
= int
¸
H.
G
0
= inf H in G. PPP By (e), G
0
∈ G. Of course G
0
⊆ H for every H ∈ H, so G
0
is a lower bound for
H. If G is any lower bound for H in G, then G ⊆ H for every H ∈ H, so G ⊆
¸
H; but also G is open, so
G ⊆ int
¸
H = G
0
. Thus G
0
is the greatest lower bound for H. QQQ
G
1
= supH in G. PPP Being the interior of a closed set, G
1
∈ G, and of course
H = int H ⊆ int
¸
H = G
1
for every H ∈ H, so G
1
is an upper bound for H in G. If G is any upper bound for H in G, then
G = int G ⊇ int
¸
H = G
1
;
thus G
1
is the least upper bound for H in G. QQQ
This shows that every nonempty H ⊆ G has a supremum and an inﬁmum in G; consequently G is
Dedekind complete, and the proof is ﬁnished.
314Q Remarks (a) G is called the regular open algebra of the topological space X.
(b) Note that the map E → V
E
: Σ →G of part (c) of the proof above is a Boolean homomorphism, if G
is given its Boolean algebra structure. Its kernel is of course 1; the induced map E
•
→ V
E
: Σ/1 → G is
just the inverse of the isomorphism G → G
•
: G → Σ/1.
*314R I interpolate a lemma corresponding to 313R.
Lemma Let X and Y be topological spaces, and f : X → Y a continuous function such that f
−1
[M]
is nowhere dense in X for every nowhere dense M ⊆ Y . Then we have an ordercontinuous Boolean
homomorphism π from the regular open algebra RO(Y ) of Y to the regular open algebra RO(X) of X
deﬁned by setting πH = int f
−1
[H] for every H ∈ RO(Y ).
proof (a) By the remark in 314O, the formula for πH always deﬁnes a member of RO(X); and of course π
is orderpreserving.
Observe that if H ∈ RO(Y ), then f
−1
[H] is open, so f
−1
[H] ⊆ πH. It will be convenient to note straight
away that if V ⊆ Y is a dense open set then f
−1
[V ] is dense in X. PPP M = Y ` V is nowhere dense, so
f
−1
[M] is nowhere dense and its complement f
−1
[V ] is dense. QQQ
(b) If H
1
, H
2
∈ RO(Y ) then π(H
1
∩ H
2
) = πH
1
∩ πH
2
. PPP Because π is orderpreserving, π(H
1
∩ H
2
) ⊆
πH
1
∩ πH
2
. ??? Suppose, if possible, that they are not equal. Then (because π(H
1
∩ H
2
) is a regular open
set) G = πH
1
∩ πH
2
` π(H
1
∩ H
2
) is nonempty. Set M = f[G]. Then f
−1
[M] ⊇ G is not nowhere dense,
so H = int M must be nonempty. Now G ⊆ πH
1
⊆ f
−1
[H
1
], so
f[G] ⊆ f[f
−1
[H
1
]] ⊆ f[f
−1
[H
1
]] ⊆ H
1
,
so M ⊆ H
1
and H ⊆ int H
1
= H
1
. Similarly, H ⊆ H
2
, and f
−1
[H] ⊆ f
−1
[H
1
∩H
2
] ⊆ π(H
1
∩H
2
). But also
H ∩ f[G] is not empty, so
∅ = G∩ f
−1
[H] ⊆ G∩ π(H
1
∩ H
2
),
which is impossible. XXXQQQ
(c) If H ∈ RO(Y ) and H
t
= Y ` H is its complement in RO(Y ) then πH
t
= X ` πH is the complement
of πH in RO(X). PPP By (b), πH and πH
t
are disjoint. Now H ∪ H
t
is a dense open subset of Y , so
πH ∪ πH
t
⊇ f
−1
[H] ∪ f
−1
[H
t
] = f
−1
[H ∪ H
t
]
is dense in X, and the regular open set πH
t
must include the complement of πH in RO(X). QQQ
Putting (b) and (c) together, we see that the conditions of 312H(ii) are satisﬁed, so that π is a Boolean
homomorphism.
(d) To see that it is ordercontinuous, let H ⊆ RO(Y ) be a nonempty set with supremum Y . Then
H
0
=
¸
H is a dense open subset of Y (see the formula in 314P). So
48 Boolean algebras *314R
¸
H∈1
πH ⊇
¸
H∈1
f
−1
[H] = f
−1
[H
0
]
is dense in X, and sup
H∈1
πH = X in RO(X). By 313L(biii), π is ordercontinuous.
314S It is now easy to characterize the Stone spaces of Dedekind complete Boolean algebras.
Theorem Let A be a Boolean algebra, and Z its Stone space; write c for the algebra of openandclosed
subsets of Z, and G for the regular open algebra of Z. Then the following are equiveridical:
(i) A is Dedekind complete;
(ii) Z is extremally disconnected (deﬁnition: 3A3Ae);
(iii) c = G.
proof (i)⇒(ii) If A is Dedekind complete, let G be any open set in Z. Set A = ¦a : a ∈ A, ´a ⊆ G¦,
a
0
= supA. Then G =
¸
¦´a : a ∈ A¦, because c is a base for the topology of Z, so ´a
0
= G, by 313Ca.
Consequently G is open. As G is arbitrary, Z is extremally disconnected.
(ii)⇒(iii) If E ∈ c, then of course E = E = int E, so E is a regular open set. Thus c ⊆ G. On the
other hand, suppose that G ⊆ Z is a regular open set. Because Z is extremally disconnected, G is open; so
G = int G = G is openandclosed, and belongs to c. Thus c = G.
(iii)⇒(i) Since G is Dedekind complete (314P), c and A are also Dedekind complete Boolean algebras.
Remark Note that if the conditions above are satisﬁed, either 312L or the formulae in 314P show that the
Boolean structures of c and G are identical.
314T I come now to a construction of great importance, both as a foundation for further constructions
and as a source of insight into the nature of Dedekind completeness.
Theorem Let A be a Boolean algebra, with Stone space Z; for a ∈ A let ´a be the corresponding openand
closed subset of A. Let
´
A be the regular open algebra of Z (314P).
(a) The map a →´a is an injective ordercontinuous Boolean homomorphism from A onto an orderdense
subalgebra of
´
A.
(b) If B is any Dedekind complete Boolean algebra and π : A → B is an ordercontinuous Boolean
homomorphism, there is a unique ordercontinuous Boolean homomorphism π
1
:
´
A →B such that π
1
´a = πa
for every a ∈ A.
proof (a)(i) Setting c = ¦´a : a ∈ A¦, every member of c is openandclosed, so is surely equal to the
interior of its closure, and is a regular open set; thus ´a ∈
´
A for every a ∈ A. The formulae in 314P tell us
that if a, b ∈ A, then ´a ∩
´
b, taken in
´
A, is just the settheoretic intersection ´a ∩
´
b = (a ∩ b) ´; while 1 \ ´a,
taken in
´
A, is
Z ` ´a = Z ` ´a = (1 \ a) ´.
And of course
´
0 = ∅ is the zero of
´
A. Thus the map a →´a : A →
´
A preserves ∩ and complementation, so
is a Boolean homomorphism (312H). Of course it is injective.
(ii) If A ⊆ A is nonempty and inf A = 0, then
¸
a∈A
´a is nowhere dense in Z (313Cc), so
inf¦´a : a ∈ A¦ = int(
¸
a∈A
´a) = ∅
(314P again). As A is arbitrary, the map a →´a : A →
´
A is ordercontinuous.
(iii) If G ∈
´
A is not empty, then there is a nonempty member of c included in it, by the deﬁnition of
the topology of Z (311I). So c is an orderdense subalgebra of
´
A.
(b) Now suppose that B is a Dedekind complete Boolean algebra and π : A →B is an ordercontinuous
Boolean homomorphism. Write ιa = ´a for a ∈ A, so that ι : A →
´
A is an isomorphism between A and the
orderdense subalgebra c of
´
A. Accordingly πι
−1
: c → B is an ordercontinuous Boolean homomorphism,
being the composition of the ordercontinuous Boolean homomorphisms π and ι
−1
. By 314K, it has an
extension to a Boolean homomorphism π
1
:
´
A → B, and π
1
ι = π, that is, π
1
´a = πa for every a ∈ A. Now
π
1
is ordercontinuous. PPP Suppose that H ⊆
´
A has supremum 1 in
´
A. Set
314Xc Ordercompleteness 49
H
t
= ¦E : E ∈ c, E ⊆ H for some H ∈ H¦.
Because c is orderdense in
´
A,
H = sup
E∈L,E⊆H
E = sup
E∈1
,E⊆H
E
for every H ∈ H (313K), and sup H
t
= 1 in
´
A. It follows at once that supH
t
= 1 in c, so sup π
1
[H
t
] =
sup(πι
−1
)[H
t
] = 1. Since any upper bound for π
1
[H] must also be an upper bound for π
1
[H
t
], supπ
1
[H] = 1
in B. As H is arbitrary, π
1
is ordercontinuous (313L(biii)). QQQ
If π
t
1
:
´
A → B is any other Boolean homomorphism such that π
t
1
´a = πa for every a ∈ A, then π
1
and π
t
1
agree on c, and the argument just above shows that π
t
1
is also ordercontinuous. But if G ∈
´
A, G is the
supremum (in
´
A) of T = ¦E : E ∈ c, E ⊆ G¦, so
π
t
1
G = sup
E∈J
π
t
1
E = sup
E∈J
π
1
E = π
1
G.
As G is arbitrary, π
t
1
= π
1
. Thus π
1
is unique.
314U The Dedekind completion of a Boolean algebra For any Boolean algebra A, I will say that
the Boolean algebra
´
A constructed in 314T is the Dedekind completion of A.
When using this concept I shall frequently suppress the distinction between a ∈ A and ´a ∈
´
A, and treat
A as itself an orderdense subalgebra of
´
A.
314V Upper envelopes (a) Let A be a Boolean algebra, and C a subalgebra of A. For a ∈ A, write
upr(a, C) = inf¦c : c ∈ C, a ⊆ c¦
if the inﬁmum is deﬁned in C. (The most important cases are when A is Dedekind complete and C is order
closed in A, so that C is Dedekind complete (314E) and upr(a, C) is deﬁned for every a ∈ A; but others also
arise.)
(b) If A ⊆ A is such that upr(a, C) is deﬁned for every a ∈ A, a
0
= supA is deﬁned in A and c
0
=
sup
a∈A
upr(a, C) is deﬁned in C, then c
0
= upr(a
0
, C). PPP If c ∈ C then
c
0
⊆ c ⇐⇒ upr(a, C) ⊆ c for every a ∈ A
⇐⇒ a ⊆ c for every a ∈ A ⇐⇒ a
0
⊆ c. QQQ
In particular, upr(a ∪ a
t
, C) = upr(a, C) ∪ upr(a
t
, C) whenever the righthand side is deﬁned.
(c) If a ∈ A is such that upr(a, C) is deﬁned, then upr(a ∩ c, C) = c ∩ upr(a, C) for every c ∈ C. PPP For
c
t
∈ C,
a ∩ c ⊆ c
t
⇐⇒ a ⊆ c
t
∪ (1 \ c)
⇐⇒ upr(a, C) ⊆ c
t
∪ (1 \ c) ⇐⇒ c ∩ upr(a, C) ⊆ c
t
. QQQ
314X Basic exercises (a) Let A be a Boolean algebra. (i) Show that the following are equiveridical:
(α) A is Dedekind complete (β) every nonempty upwardsdirected subset of A with an upper bound has a
least upper bound (γ) every nonempty downwardsdirected subset of A with a lower bound has a greatest
lower bound. (ii) Show that the following are equiveridical: (α) A is Dedekind σcomplete (β) every non
decreasing sequence in A with an upper bound has a least upper bound (γ) every nonincreasing sequence
in A with a lower bound has a greatest lower bound.
(b) Let A be a Boolean algebra. Show that any principal ideal of A is orderclosed. Show that A is
Dedekind complete iﬀ every orderclosed ideal is principal.
>>>(c) Let A be a Dedekind σcomplete Boolean algebra, Ba Boolean algebra and π : A →Ba sequentially
ordercontinuous Boolean homomorphism. If C ⊆ A and C is the σsubalgebra of A generated by C, show
that π[C] is the σsubalgebra of B generated by π[C].
50 Boolean algebras 314Xd
(d) Let A be a Dedekind complete Boolean algebra, B an orderclosed subalgebra of A, and a ∈ A; let
A
a
be the principal ideal of A generated by a. Show that ¦a ∩ b : b ∈ B¦ is an orderclosed subalgebra of
A
a
.
(e) Find a proof of 314Tb which does not appeal to 314K.
>>>(f ) Let A be a Dedekind complete Boolean algebra and B an orderdense subalgebra of A. Show that
A is isomorphic to the Dedekind completion of B.
(g) Let A be a Dedekind complete Boolean algebra and C an orderclosed subalgebra of A. Show that an
element a of A belongs to C iﬀ upr(1 \ a, C) = 1 \ upr(a, C) iﬀ upr(1 \ a, C) ∩ upr(a, C) = 0.
>>>(h) Let A be a Dedekind complete Boolean algebra, C an orderclosed subalgebra of A, and a
0
∈ A,
c
0
∈ C. Show that the following are equiveridical: (i) there is a Boolean homomorphism π : A → C such
that πc = c for every c ∈ C and πa
0
= c
0
(ii) 1 \ upr(1 \ a
0
, C) ⊆ c
0
⊆ upr(a
0
, C).
314Y Further exercises (a) Let P be a Dedekind complete partially ordered set. Show that a set
Q ⊆ P is orderclosed iﬀ supR, inf R belong to Q whenever R ⊆ Q is a totally ordered subset of Q with
upper and lower bounds in P. (Hint: show by induction on κ that if A ⊆ Q is upwardsdirected and bounded
above and #(A) ≤ κ then sup A ∈ Q.)
(b) Let P be a lattice. Show that P is Dedekind complete iﬀ every nonempty totally ordered subset of
P with an upper bound in P has a least upper bound in P. (Hint: if A ⊆ P is nonempty and bounded
below in P, let B be the set of lower bounds of A and use Zorn’s Lemma to ﬁnd a maximal element of B.)
(c) Give an example of a Boolean algebra A with an orderclosed subalgebra A
0
and an element c such
that the subalgebra generated by A
0
∪ ¦c¦ is not orderclosed.
(d) Let X be any topological space. Let ´ be the σideal of meager subsets of X, and set
´
B = ¦G´A : G ⊆ X is open, A ∈ ´¦.
(i) Show that
´
B is a σalgebra of subsets of X, and that
´
B/´ is Dedekind complete. (Members of
´
B are said
to be the subsets of X with the Baire property;
´
B is the Baire property algebra of X.) (ii) Show that
if A ⊆ X and
¸
¦G : G ⊆ X is open, A∩G ∈
´
B¦ is dense, then A ∈
´
B. (iii) Show that there is a largest open
set V ∈ ´. (iv) Let G be the regular open algebra of X. Show that the map G → G
•
is an ordercontinuous
Boolean homomorphism from G onto
´
B/´, so induces a Boolean isomorphism between the principal ideal
of G generated by X ` V and
´
B/´. (
´
B/´ is the category algebra of X; it is a Dedekind complete
Boolean algebra. X is called a Baire space if V = ∅; in this case G
∼
=
´
B/´.)
(e) Let A be a Dedekind σcomplete Boolean algebra, and 'a
n
`
n∈N
any sequence in A. For n ∈ N set
E
n
= ¦x : x ∈ ¦0, 1¦
N
, x(n) = 1¦, and let B be the σalgebra of subsets of ¦0, 1¦
N
generated by ¦E
n
: n ∈ N¦.
(B is the ‘Borel σalgebra’ of ¦0, 1¦
N
; see 4A2Wd.) Show that there is a unique sequentially ordercontinuous
Boolean homomorphism θ : B →A such that θ(E
n
) = a
n
for every n ∈ N. (Hint: deﬁne a suitable function
φ from the Stone space Z of A to ¦0, 1¦
N
, and consider ¦E : E ⊆ ¦0, 1¦
N
, φ
−1
[E] has the Baire property in
Z¦.) Show that θ[B] is the σsubalgebra of A generated by ¦a
n
: n ∈ N¦.
(f ) Let A be a Boolean algebra, and Z its Stone space. Show that A is Dedekind σcomplete iﬀ G is open
whenever G is a cozero set in Z. (Such spaces are called basically disconnected or quasiStonian.)
(g) Let A, B be Dedekind complete Boolean algebras and D ⊆ A` ¦0¦ an orderdense set. Suppose that
φ : D → B is such that (i) φ[D] is orderdense in B (ii) for all d, d
t
∈ D, d ∩ d
t
= 0 iﬀ φd ∩ φd
t
= 0. Show
that φ has a unique extension to a Boolean isomorphism from A to B.
(h) Let A be any Boolean algebra. Let . be the family of orderclosed ideals in A. Show that (i) .
is a Dedekind complete Boolean algebra with operations deﬁned by the formulae I ∩ J = I ∩ J, 1 \ J =
¦a : a ∩ b = 0 for every b ∈ J¦ (ii) the map a → A
a
, the principal ideal generated by a, is an injective
ordercontinuous Boolean homomorphism from A onto an orderdense subalgebra of . (iii) . is isomorphic
to the Dedekind completion of A.
315Ab Products and free products 51
314 Notes and comments At the risk of being tiresomely longwinded, I have taken the trouble to spell out
a large proportion of the results in this section and the last in their ‘sequential’ as well as their ‘unrestricted’
forms. The point is that while (in my view) the underlying ideas are most clearly and dramatically expressed
in terms of orderclosed sets, ordercontinuous functions and Dedekind complete algebras, a large proportion
of the applications in measure theory deal with sequentially orderclosed sets, sequentially ordercontinuous
functions and Dedekind σcomplete algebras. As a matter of simple technique, therefore, it is necessary
to master both, and for the sake of later reference I generally give the statements of both versions in full.
Perhaps the points to look at most keenly are just those where there is a diﬀerence in the ideas involved, as
in 314Bb, or in which there is only one version given, as in 314M and 314T.
If you have seen the HahnBanach theorem (3A5A), it may have been recalled to your mind by Theorem
314K; in both cases we use an order relation and a bit of algebra to make a single step towards an extension
of a function, and Zorn’s lemma to turn this into the extension we seek. A good part of this section has
turned out to be on the borderland between the theory of Boolean algebra and general topology; naturally
enough, since (as always with the general theory of Boolean algebra) one of our ﬁrst concerns is to establish
connexions between algebras and their Stone spaces.
I think 314T is the ﬁrst substantial ‘universal mapping theorem’ in this volume; it is by no means the
last. The idea of the construction
´
A is not just that we obtain a Dedekind complete Boolean algebra in
which A is embedded as an orderdense subalgebra, but that we simultaneously obtain a theorem on the
canonical extension to
´
A of ordercontinuous Boolean homomorphisms deﬁned on A. This characterization
is enough to deﬁne the pair (
´
A, a →´a) up to isomorphism, so the exact method of construction of
´
A becomes
of secondary importance. The one used in 314T is very natural (at least, if we believe in Stone spaces), but
there are others (see 314Yh), with diﬀerent virtues.
314K and 314T both describe circumstances in which we can ﬁnd extensions of Boolean homomorphisms.
Clearly such results are fundamental in the theory of Boolean algebras, but I shall not attempt any systematic
presentation here. 314Ye can also be regarded as belonging to this family of ideas.
315 Products and free products
I describe here two algebraic constructions of fundamental importance. They are very diﬀerent in charac
ter, indeed may be regarded as opposites, despite the common use of the word ‘product’. The ﬁrst part of the
section (315A315G) deals with the easier construction, the ‘simple product’; the second part (315H315P)
with the ‘free product’.
315A Products of Boolean algebras (a) Let 'A
i
`
i∈I
be any family of Boolean algebras. Set A =
¸
i∈I
A
i
, with the natural ring structure
a .b = 'a(i) .b(i)`
i∈I
,
a ∩ b = 'a(i) ∩ b(i)`
i∈I
for a, b ∈ A. Then A is a ring (3A2H); it is a Boolean ring because
a ∩ a = 'a(i) ∩ a(i)`
i∈I
= a
for every a ∈ A; and it is a Boolean algebra because if we set 1
A
= '1
A
i
`
i∈I
, then 1
A
∩ a = a for every a ∈ A.
I will call A the simple product of the family 'A
i
`
i∈I
.
I should perhaps remark that when I = ∅ then A becomes ¦∅¦, to be interpreted as the singleton Boolean
algebra.
(b) The Boolean operations on A are now deﬁned by the formulae
a ∪ b = 'a(i) ∪ b(i)`
i∈I
, a \ b = 'a(i) \ b(i)`
i∈I
for all a, b ∈ A.
52 Boolean algebras 315B
315B Theorem Let 'A
i
`
i∈I
be a family of Boolean algebras, and A their simple product.
(a) The maps a → π
i
(a) = a(i) : A →A
i
are all Boolean homomorphisms.
(b) If Bis any other Boolean algebra, then a map φ : B →A is a Boolean homomorphism iﬀ π
i
φ : B →A
i
is a Boolean homomorphism for every i ∈ I.
proof Veriﬁcation of these facts amounts just to applying the deﬁnitions with attention.
315C Products of partially ordered sets (a) It is perhaps worth spelling out the following elemen
tary deﬁnition. If 'P
i
`
i∈I
is any family of partially ordered sets, its product is the set P =
¸
i∈I
P
i
ordered
by saying that p ≤ q iﬀ p(i) ≤ q(i) for every i ∈ I; it is easy to check that P is now a partially ordered set.
(b) The point is that if A is the simple product of a family 'A
i
`
i∈I
of Boolean algebras, then the ordering
of A is just the product partial order:
a ⊆ b ⇐⇒ a ∩ b = a ⇐⇒ a(i) ∩ b(i) = a(i) ∀ i ∈ I ⇐⇒ a(i) ⊆ b(i) ∀ i ∈ I.
Now we have the following elementary, but extremely useful, general facts about products of partially
ordered sets.
315D Proposition Let 'P
i
`
i∈I
be a family of nonempty partially ordered sets with product P.
(a) For any nonempty set A ⊆ P and q ∈ P,
(i) supA = q in P iﬀ sup
p∈A
p(i) = q(i) in P
i
for every i ∈ I,
(ii) inf A = q in P iﬀ inf
p∈A
p(i) = q(i) in P
i
for every i ∈ I.
(b) The coordinate maps p → π
i
(p) = p(i) : P → P
i
are all orderpreserving and ordercontinuous.
(c) For any partially ordered set Q and function φ : Q → P, φ is orderpreserving iﬀ π
i
φ is orderpreserving
for every i ∈ I.
(d) For any partially ordered set Q and orderpreserving function φ : Q → P,
(i) φ is ordercontinuous iﬀ π
i
φ is ordercontinuous for every i,
(ii) φ is sequentially ordercontinuous iﬀ π
i
φ is sequentially ordercontinuous for every i.
(e)(i) P is Dedekind complete iﬀ every P
i
is Dedekind complete.
(ii) P is Dedekind σcomplete iﬀ every P
i
is Dedekind σcomplete.
proof All these are elementary veriﬁcations. Of course parts (b), (d) and (e) rely on (a).
315E Factor algebras as principal ideals Because Boolean algebras have least elements, we have a
second type of canonical map associated with their products. If 'A
i
`
i∈I
is a family of Boolean algebras with
simple product A, deﬁne θ
i
: A
i
→A by setting (θ
i
a)(i) = a, (θ
i
a)(j) = 0
A
j
if i ∈ I, a ∈ A
i
and j ∈ I ` ¦i¦.
Each θ
i
is a ring homomorphism, and is a Boolean isomorphism between A
i
and the principal ideal of A
generated by θ
i
(1
A
i
). The family 'θ
i
(1
A
i
)`
i∈I
is a partition of unity in A.
Associated with these embeddings is the following important result.
315F Proposition Let A be a Boolean algebra and 'e
i
`
i∈I
a partition of unity in A. Suppose
either (i) that I is ﬁnite
or (ii) that I is countable and A is Dedekind σcomplete
or (iii) that A is Dedekind complete.
Then the map a → 'a ∩ e
i
`
i∈I
is a Boolean isomorphism between A and
¸
i∈I
A
e
i
, writing A
e
i
for the
principal ideal of A generated by e
i
for each i.
proof The given map is a Boolean homomorphism because each of the maps a → a ∩ e
i
: A →A
e
i
is (312J).
It is injective because sup
i∈I
e
i
= 1, so if a ∈ A ` ¦0¦ there is an i such that a ∩ e
i
= 0. It is surjective
because 'e
i
`
i∈I
is disjoint and if c ∈
¸
i∈I
A
e
i
then a = sup
i∈I
c(i) is deﬁned in A and
a ∩ e
j
= sup
i∈I
c(i) ∩ e
j
= c(j)
for every j ∈ I (using 313Ba). The three alternative versions of the hypotheses of this proposition are
designed to ensure that the supremum is always welldeﬁned in A.
315I Products and free products 53
315G Algebras of sets and their quotients The Boolean algebras of measure theory are mostly
presented as algebras of sets or quotients of algebras of sets, so it is perhaps worth spelling out the ways in
which the product construction applies to such algebras.
Proposition Let 'X
i
`
i∈I
be a family of sets, and Σ
i
an algebra of subsets of X
i
for each i.
(a) The simple product
¸
i∈I
Σ
i
may be identiﬁed with the algebra
Σ = ¦E : E ⊆ X, ¦x : (x, i) ∈ E¦ ∈ Σ
i
for every i ∈ I¦
of subsets of X = ¦(x, i) : i ∈ I, x ∈ X
i
¦, with the canonical homomorphisms π
i
: Σ → Σ
i
being given by
π
i
E = ¦x : (x, i) ∈ E¦
for each E ∈ Σ.
(b) Now suppose that .
i
is an ideal of Σ
i
for each i. Then
¸
i∈I
Σ
i
/.
i
may be identiﬁed with Σ/., where
. = ¦E : E ∈ Σ, ¦x : (x, i) ∈ E¦ ∈ .
i
for every i ∈ I¦,
and the canonical homomorphisms ˜ π
i
: Σ/. → Σ
i
/.
i
are given by the formula ˜ π
i
(E
•
) = (π
i
E)
•
for every
E ∈ Σ.
proof (a) It is easy to check that Σ is a subalgebra of {X, and that the map E → 'π
i
E`
i∈I
: Σ →
¸
i∈I
Σ
i
is a Boolean isomorphism.
(b) Again, it is easy to check that . is an ideal of Σ, that the proposed formula for ˜ π
i
does indeed deﬁne
a map from Σ/. to Σ
i
/.
i
, and that E
•
→ '˜ π
i
E
•
`
i∈I
is an isomorphism between Σ/. and
¸
i∈I
Σ
i
/.
i
.
315H Free products I come now to the second construction of this section.
(a) Deﬁnition Let 'A
i
`
i∈I
be a family of Boolean algebras. For each i ∈ I, let Z
i
be the Stone space
of A
i
. Set Z =
¸
i∈I
Z
i
, with the product topology. Then the free product of 'A
i
`
i∈I
is the algebra A of
openandclosed sets in Z; I will denote it by
¸
i∈I
A
i
.
(b) For i ∈ I and a ∈ A
i
, the set ´a ⊆ Z
i
representing a is an openandclosed subset of Z
i
; because
z → z(i) : Z → Z
i
is continuous, ε
i
(a) = ¦z : z(i) ∈ ´a¦ is openandclosed, so belongs to A. In this context
I will call ε
i
: A
i
→A the canonical map.
(c) The topological space Z may be identiﬁed with the Stone space of the Boolean algebra A. PPP By
Tychonoﬀ’s theorem (3A3J), Z is compact. If z ∈ Z and G is an open subset of Z containing z, then there
are J, 'G
j
`
i∈J
such that J is a ﬁnite subset of I, G
j
is an open subset of Z
j
for each j ∈ J, and
z ∈ ¦w : w ∈ Z, w(j) ∈ G
j
for every j ∈ J¦ ⊆ G.
Because each Z
j
is zerodimensional, we can ﬁnd an openandclosed set E
j
⊆ Z
j
such that z(j) ∈ E
j
⊆ G
j
.
Now
E = Z ∩
¸
j∈J
¦w : w(j) ∈ E
j
¦
is a ﬁnite intersection of openandclosed subsets of Z, so is openandclosed; and z ∈ E ⊆ G. As z and G
are arbitrary, Z is zerodimensional. Finally, Z, being the product of Hausdorﬀ spaces, is Hausdorﬀ. So the
result follows from 311J. QQQ
315I Theorem Let 'A
i
`
i∈I
be a family of Boolean algebras, with free product A.
(a) The canonical map ε
i
: A
i
→A is a Boolean homomorphism for every i ∈ I.
(b) For any Boolean algebra B and any family 'φ
i
`
i∈I
such that φ
i
is a Boolean homomorphism from A
i
to B for every i, there is a unique Boolean homomorphism φ : A →B such that φ
i
= φε
i
for each i.
proof These are both consequences of 312P312Q. As in 315H, write Z
i
for the Stone space of A, and Z for
¸
i∈I
Z
i
, identiﬁed with the Stone space of A, as observed in 315Hc. The maps ε
i
: A
i
→ A are deﬁned as
the homomorphisms corresponding to the continuous maps z → ˜ ε
i
(z) = z(i) : Z → Z
i
, so (a) is surely true.
Now suppose that we are given a Boolean homomorphism φ
i
: A
i
→ B for each i ∈ I. Let W be the
Stone space of B, and let
˜
φ
i
: W → Z
i
be the continuous function corresponding to φ
i
. By 3A3Ib, the map
w →
˜
φ(w) = '
˜
φ
i
(w)`
i∈I
: W → Z is continuous, and corresponds to a Boolean homomorphism φ : A → B;
54 Boolean algebras 315I
because
˜
φ
i
= ˜ ε
i
˜
φ, φε
i
= φ
i
for each i. Moreover, φ is the only Boolean homomorphism with this property,
because if ψ : A → B is a Boolean homomorphism such that ψε
i
= φ
i
for every i, then ψ corresponds to a
continuous map
˜
ψ : W → Z, and we must have ˜ ε
i
˜
ψ =
˜
φ
i
for each i, so that
˜
ψ =
˜
φ and ψ = φ. This proves
(b).
315J Of course 315I is the deﬁning property of the free product (see 315Xg below). I list a few further
basic facts.
Proposition Let 'A
i
`
i∈I
be a family of Boolean algebras, and A their free product; write ε
i
: A
i
→ A for
the canonical maps.
(a) A is the subalgebra of itself generated by
¸
i∈I
ε
i
[A
i
].
(b) Write C for the set of those members of A expressible in the form inf
j∈J
ε
j
(a
j
), where J ⊆ I is ﬁnite
and a
j
∈ A
j
for every j. Then every member of A is expressible as the supremum of a disjoint ﬁnite subset
of C. In particular, C is orderdense in A.
(c) Every ε
i
is ordercontinuous.
(d) A = ¦0
A
¦ iﬀ there is some i ∈ I such that A
i
= ¦0
A
i
¦.
(e) Now suppose that A
i
= ¦0
A
i
¦ for every i ∈ I.
(i) ε
i
is injective for every i ∈ I.
(ii) If J ⊆ I is ﬁnite and a
j
is a nonzero member of A
j
for each j ∈ J, then inf
j∈J
ε
j
(a
j
) = 0.
(iii) If i, j are distinct members of I and a ∈ A
i
, b ∈ A
j
, then ε
i
(a) = ε
j
(b) iﬀ either a = 0
A
i
and
b = 0
A
j
or a = 1
A
i
and b = 1
A
j
.
proof As usual, write Z
i
for the Stone space of A
i
, and Z =
¸
i∈I
Z
i
, identiﬁed with the Stone space of A
(315Hc).
(a) Write A
t
for the subalgebra of A generated by
¸
i∈I
ε
i
[A
i
]. Then ε
i
: A
i
→ A
t
is a Boolean homo
morphism for each i, so by 315Ib there is a Boolean homomorphism φ : A →A
t
such that φε
i
= ε
i
for each
i. Now, regarding φ as a Boolean homomorphism from A to itself, the uniqueness assertion of 315Ib (with
B = A) shows that φ must be the identity, so that A
t
= A.
(b) Write T for the set of ﬁnite partitions of unity in A consisting of members of C, and A for the set of
members of A expressible in the form sup D
t
where D
t
is a subset of a member of T. Then A is a subalgebra
of A. PPP (i) 1
A
∈ C (set J = ∅ in the deﬁnition of members of C) so ¦1
A
¦ ∈ T and 0
A
, 1
A
∈ A. (ii) Note that
if c, d ∈ C then c ∩ d ∈ C. (iii) If a, b ∈ A, express them as supD
t
, sup E
t
where D
t
⊆ D ∈ T, E
t
⊆ E ∈ T.
Then
F = ¦d ∩ e : d ∈ D, e ∈ E¦ ∈ T,
so
1
A
\ a = sup D ` D
t
∈ A,
a ∪ b = sup¦f : f ∈ F, f ⊆ a ∪ b¦ ∈ A. QQQ
Also, ε
i
[A
i
] ⊆ A for each i ∈ I. PPP If a ∈ A
i
, then ¦ε
i
(a), ε
i
(1
A
i
\ a)¦ ∈ T, so ε
i
(a) ∈ A. QQQ
So (a) tells us that A = A, and every member of A is a ﬁnite disjoint union of members of C.
(c) If i ∈ I and A ⊆ A
i
and inf A = 0 in A
i
, take any nonzero c ∈ A. By (b), we can ﬁnd a ﬁnite J ⊆ I
and a family 'a
j
`
j∈J
such that c
t
= inf
j∈J
ε
j
(a
j
) ⊆ c and c
t
= 0. Regarding c
t
as a subset of Z, we have
a point z ∈ c
t
. Adding i to J and setting a
i
= 1
A
i
if necessary, we may suppose that i ∈ J. Now c
t
= 0
A
so a
i
= 0
A
i
and there is an a ∈ A such that a
i
⊆ a, so there is a t ∈ ´a
i
` ´a. In this case, setting w(i) = t,
w(j) = z(j) for j = i, we have w ∈ c
t
` ε
i
(a), and c
t
, c are not included in ε
i
(a). As c is arbitrary, this shows
that inf ε
i
[A] = 0. As A is arbitrary, ε
i
is ordercontinuous.
(d) The point is that A = ¦0
A
¦ iﬀ Z = ∅, which is so iﬀ some Z
i
is empty.
(e)(i) Because no Z
i
is empty, all the coordinate maps from Z to Z
i
are surjective, so the corresponding
homomorphisms ε
i
are injective (312Ra).
(ii) Because J is ﬁnite,
315L Products and free products 55
inf
j∈J
ε
j
(a
j
) = ¦z : z ∈ Z, z(j) ∈ ´a
j
for every j ∈ J¦
is not empty.
(iii) If ε
i
(a) = ε
j
(b) = 0
A
then (using (i)) a = 0
A
i
and b = 0
A
j
; if ε
i
(a) = ε
j
(b) = 1
A
then a = 1
A
i
and
b = 1
A
j
. ??? If ε
i
(a) = ε
j
(b) ∈ A ` ¦0
A
, 1
A
¦, then there are t ∈ ´a and u ∈ Z
j
`
´
b. Now there is a z ∈ Z such
that z(i) = t and z(j) = u, so that z ∈ ε
i
(a) ` ε
j
(b). XXX
315K Proposition Let 'A
i
`
i∈I
be any family of Boolean algebras, and 'J
k
`
k∈K
any partition of I.
Then the free product A of 'A
i
`
i∈I
is isomorphic to the free product B of 'B
k
`
k∈K
, where each B
k
is the
free product of 'A
i
`
i∈J
k
.
proof Write ε
i
: A
i
→A, ε
t
i
: A →B
k
and δ
k
: B
k
→B for the canonical maps when k ∈ K, i ∈ J
k
. Then
the homomorphisms δ
k
ε
t
i
: A
i
→Bcorrespond to a homomorphismφ : A →Bsuch that φε
i
= δ
k
ε
t
i
whenever
i ∈ J
k
. Next, for each k, the homomorphisms ε
i
: A
i
→ A, for i ∈ J
k
, correspond to a homomorphism
ψ
k
: B
k
→ A such that ψ
k
ε
t
i
= ε
i
for i ∈ J
k
; and the family 'ψ
k
`
k∈K
corresponds to a homomorphism
ψ : B →A such that ψδ
k
= ψ
k
for k ∈ K. Consequently
ψφε
i
= ψδ
k
ε
t
i
= ψ
k
t
i
=
i
whenever k ∈ K, i ∈ J
k
. Once again using the uniqueness assertion in 315Ib, ψφ is the identity homomor
phism on A. On the other hand, if we look at φψ : B →B, then we see that
φψδ
k
ε
t
i
= φψ
k
t
i
= φ
i
= δ
k
ε
t
i
whenever k ∈ K, i ∈ J
k
. Now, for given k, ¦b : b ∈ B
k
, φψδ
k
b = δ
k
b¦ is a subalgebra of B
k
including
¸
i∈J
k
ε
t
i
[A
i
], and must be the whole of B
k
, by 315Ja. So ¦b : b ∈ B, φψb = b¦ is a subalgebra of B including
¸
k∈K
δ
k
[B
k
], and is the whole of B. Thus φψ is the identity on B and φ, ψ are the two halves of an
isomorphism between A and B.
315L Algebras of sets and their quotients Once again I devote a paragraph to spelling out the
application of the construction to the algebras most important to us.
Proposition Let 'X
i
`
i∈I
be a family of sets, and Σ
i
an algebra of subsets of X
i
for each i.
(a) The free product
¸
i∈I
Σ
i
may be identiﬁed with the algebra Σ of subsets of X =
¸
i∈I
X
i
generated
by the set ¦ε
i
(E) : i ∈ I, E ∈ Σ
i
¦, where ε
i
(E) = ¦x : x ∈ X, x(i) ∈ E¦.
(b) Now suppose that .
i
is an ideal of Σ
i
for each i. Then
¸
i∈I
Σ
i
/.
i
may be identiﬁed with Σ/., where
. is the ideal of Σ generated by ¦ε
i
(E) : i ∈ I, E ∈ .
i
¦; the corresponding canonical maps ˜ ε
i
: Σ
i
/.
i
→ Σ/.
being deﬁned by the formula ˜ ε
i
(E
•
) = (ε
i
(E))
•
for i ∈ I, E ∈ Σ
i
.
proof I start by proving (b) in detail; the argument for (a) is then easy to extract. Write A
i
= Σ
i
/.
i
,
A = Σ/..
(i) Fix i ∈ I for the moment. By the deﬁnition of Σ, ε
i
(E) ∈ Σ for E ∈ Σ
i
, and it is easy to check that
ε
i
: Σ
i
→ Σ is a Boolean homomorphism. Again, because ε
i
(E) ∈ . whenever E ∈ .
i
, the kernel of the
homomorphism E → (ε
i
(E))
•
: Σ
i
→A includes .
i
, so the formula for ˜ ε
i
deﬁnes a homomorphism from A
i
to A.
Now let C =
¸
i∈I
A
i
be the free product, and write ε
t
i
: A
i
→ C for the canonical homomorphisms. By
315I, there is a Boolean homomorphism φ : C →A such that φε
t
i
= ˜ ε
i
for each i. The set
¦E : E ∈ Σ, E
•
∈ φ[C]¦
is a subalgebra of Σ including ε
i
[Σ
i
] for every i, so is Σ itself, and φ is surjective.
(ii) We need a simple description of the ideal ., as follows: a set E ∈ Σ belongs to . iﬀ there are a ﬁnite
K ⊆ I and a family 'F
k
`
k∈K
such that F
k
∈ .
k
for each k and E ⊆
¸
k∈K
ε
k
(F
k
). For evidently such sets
have to belong to ., since the ε
k
(F
k
) will be in ., while the family of all these sets is an ideal containing
ε
i
(F) whenever i ∈ I, F ∈ .
i
.
(iii) Now we can see that φ : C → A is injective. PPP Take any nonzero c ∈ C. By 315Jb, we can ﬁnd a
ﬁnite J ⊆ I and a family 'a
j
`
j∈J
in
¸
j∈J
A
j
such that 0 = inf
j∈J
ε
t
j
a
j
⊆ c. Express each a
j
as E
•
j
, where
E
j
∈ Σ
j
, and consider E = X ∩
¸
j∈J
ε
j
(E
j
) ∈ Σ. Then
56 Boolean algebras 315L
E
•
= inf
j∈J
˜ ε
j
a
j
= φ(inf
j∈J
ε
t
j
a
j
) ⊆ φ(c).
Also, because ε
t
j
a
j
= 0, E
j
/ ∈ .
j
for each j. But it follows that E / ∈ ., because if K ⊆ I is ﬁnite and
F
k
∈ .
k
for each k ∈ K, set E
i
= X
i
for i ∈ I ` J, F
i
= ∅ for i ∈ I ` K; then there is an x ∈ X such that
x(i) ∈ E
i
` F
i
for each i ∈ I, so that x ∈ E `
¸
k∈K
F
k
. By the criterion of (ii), E / ∈ .. So
0 = E
•
⊆ φ(c).
As c is arbitrary, the kernel of φ is ¦0¦, and φ is injective. QQQ
So φ : C →A is the required isomorphism.
(iv) This proves (b). Reading through the arguments above, it is easy to see the simpliﬁcations which
compose a proof of (a), reading Σ
i
for A
i
and ¦∅¦ for .
i
.
315M Notation Free products are suﬃciently surprising that I think it worth taking a moment to look
at a pair of examples relevant to the kinds of application I wish to make of the concept in the next chapter.
First let me introduce a somewhat more direct notation which seems appropriate for the free product of
ﬁnitely many factors. If A and B are two Boolean algebras, I write A ⊗ B for their free product, and for
a ∈ A, b ∈ B I write a ⊗ b for ε
1
(a) ∩ ε
2
(b), where ε
1
: A → A ⊗ B, ε
2
: B → A ⊗ B are the canonical
maps. Observe that (a
1
⊗b
1
) ∩ (a
2
⊗b
2
) = (a
1
∩ a
2
) ⊗(b
1
∩ b
2
), and that the maps a → a ⊗b
0
, b → a
0
⊗b
are always ring homomorphisms. Now 315J(eii) tells us that a ⊗ b = 0 only when one of a, b is 0. In the
context of 315L, we can identify E ⊗F with E F for E ∈ Σ
1
, F ∈ Σ
2
, and E
•
⊗F
•
with (E F)
•
.
315N Lemma Let A, B be Boolean algebras.
(a) Any element of A⊗B is expressible as sup
i∈I
a
i
⊗b
i
where 'a
i
`
i∈I
is a ﬁnite partition of unity in A.
(b) If c ∈ A ⊗B is nonzero there are nonzero a ∈ A, b ∈ B such that a ⊗b ⊆ c.
proof (a) Let C be the set of elements of A ⊗ B representable in this form. Then C is a subalgebra of
A ⊗ B. PPP (i) If 'a
i
`
i∈I
, 'a
t
j
`
j∈J
are ﬁnite partitions of unity in A, and b
i
, b
t
j
members of B for i ∈ I and
j ∈ J, the 'a
i
∩ a
t
j
`
i∈I,j∈J
is a partition of unity in A, and
(sup
i∈I
a
i
⊗b
i
) ∩ (sup
j∈J
a
t
j
⊗b
t
j
) = sup
i∈I,j∈J
(a
i
⊗b
i
) ∩ (a
t
j
⊗b
t
j
)
= sup
i∈I,j∈J
(a
i
∩ a
t
j
) ⊗(b
i
∩ b
t
j
) ∈ C.
So c ∩ c
t
∈ C for all c, c
t
∈ C. (ii) If 'a
i
`
i∈I
is a ﬁnite partition of unity in A and b
i
∈ B for each i, then
1 \ sup
i∈I
a
i
⊗b
i
= (sup
i∈I
a
i
⊗1) \ (sup
i∈I
a
i
⊗b
i
) = sup
i∈I
a
i
⊗(1 \ b
i
) ∈ C.
Thus 1 \ c ∈ C for every c ∈ C. QQQ
Since a ⊗1 = (a ⊗1) ∪ ((1 \ a) ⊗0) and 1 ⊗b belong to C for every a ∈ A, b ∈ B, C must be the whole
of A ⊗B, by 315Ja.
(b) Now this follows at once, just as in 315Jb.
315O Example A = {N⊗{N is not Dedekind σcomplete. PPP Consider A = ¦¦n¦ ⊗¦n¦ : n ∈ N¦ ⊆ A.
??? If A has a least upper bound c in A, then c is expressible as a supremum sup
j≤k
a
j
⊗b
j
, by 315Jb. Because
k is ﬁnite, there must be distinct m, n such that ¦j : m ∈ a
j
¦ = ¦j : n ∈ a
j
¦. Now ¦n¦ ¦n¦ ⊆ c, so there
is a j ≤ k such that
(a
j
∩ ¦n¦) ⊗(b
j
∩ ¦n¦) = (¦n¦ ⊗¦n¦) ∩ (a
j
⊗b
j
) = 0,
so that neither a
j
∩ ¦n¦ nor b
j
∩ ¦n¦ is empty, that is, n ∈ a
j
∩ b
j
. But this means that m ∈ a
j
, so that
(a
j
⊗b
j
) ∩ (¦m¦ ⊗¦n¦) = (a
j
∩ ¦m¦) ⊗(b
j
∩ ¦n¦) = 0,
and c ∩ (¦m¦ ⊗ ¦n¦) = 0, even though a ∩ (¦m¦ ⊗ ¦n¦) = 0 for every a ∈ A. XXX Thus we have found a
countable subset of A with no supremum in A, and A is not Dedekind σcomplete. QQQ
315P Example Now let A be any nontrivial atomless Boolean algebra, and B the free product A⊗A.
Then the identity homomorphism from A to itself induces a homomorphism φ : B → A given by setting
315Xj Products and free products 57
φ(a ⊗ b) = a ∩ b for every a, b ∈ A. The point I wish to make is that φ is not ordercontinuous. PPP Let C
be the set ¦a ⊗ b : a, b ∈ A, a ∩ b = 0¦. Then φ(c) = 0
A
for every c ∈ C. If d ∈ B is nonzero, then by
315Nb there are nonzero a, b ∈ A such that a⊗b ⊆ d; now, because A is atomless, there is a nonzero a
t
⊆ a
such that a \ a
t
= 0. At least one of b \ a
t
, b \ (a \ a
t
) is nonzero; suppose the former. Then a
t
⊗(b \ a
t
) is a
nonzero member of C included in d. As d is arbitrary, this shows that supC = 1
B
. So
sup
c∈C
φ(c) = 0
A
= 1
A
= φ(supC),
and φ is not ordercontinuous. QQQ
Thus the free product (unlike the product, see 315Dd) does not respect ordercontinuity.
315X Basic exercises (a) Let 'A
i
`
i∈I
be any family of Boolean algebras, with simple product A, and
π
i
: A →A
i
the coordinate homomorphisms. Suppose we have another Boolean algebra A
t
, with homomor
phisms π
t
i
: A
t
→ A
i
, such that for every Boolean algebra B and every family 'φ
i
`
i∈I
of homomorphisms
from B to the A
i
there is a unique homomorphism φ : B → A
t
such that φ
i
= π
t
i
φ for every i. Show that
there is a unique isomorphism ψ : A →A
t
such that π
t
i
ψ = π
i
for every i ∈ I.
(b) Let 'P
i
`
i∈I
be a family of nonempty partially ordered sets, with product partially ordered set P.
Show that P is a lattice iﬀ every P
i
is a lattice, and that in this case it is the product lattice in the sense
that p ∨ q = 'p(i) ∨ q(i)`
i∈I
, p ∧ q = 'p(i) ∧ q(i)`
i∈I
for all p, q ∈ P.
(c) Let 'A
i
`
i∈I
be a family of Boolean algebras with simple product A. For each i ∈ I let Z
i
be the Stone
space of A
i
, and let Z be the Stone space of A. Show that the coordinate maps from A onto A
i
induce
homeomorphisms between the Z
i
and openandclosed subsets Z
∗
i
of Z. Show that 'Z
∗
i
`
i∈I
is disjoint. Show
that
¸
i∈I
Z
∗
i
is dense in Z, and is equal to Z iﬀ ¦i : A
i
= ¦0¦¦ is ﬁnite.
(d) Let 'A
i
`
i∈I
be a family of Boolean algebras, with simple product A. Suppose that for each i ∈ I we
are given an ideal I
i
of A
i
. Show that I =
¸
i∈I
I
i
is an ideal of A, and that A/I may be identiﬁed, as
Boolean algebra, with
¸
i∈I
A
i
/I
i
.
(e) Let 'X
i
`
i∈I
be any family of topological spaces. Let X be their disjoint union ¦(x, i) : i ∈ I, x ∈ X
i
¦,
with the disjoint union topology; that is, a set G ⊆ X is open in X iﬀ ¦x : (x, i) ∈ G¦ is open in X
i
for
every i ∈ I. (i) Show that the algebra of openandclosed subsets of X can be identiﬁed, as Boolean algebra,
with the simple product of the algebras of openandclosed sets of the X
i
. (ii) Show that the regular open
algebra of X can be identiﬁed, as Boolean algebra, with the simple product of the regular open algebras of
the X
i
.
(f ) Show that the topological product of any family of zerodimensional spaces is zerodimensional.
(g) Let 'A
i
`
i∈I
be any family of Boolean algebras, with free product A, and ε
i
: A
i
→ A the canonical
homomorphisms. Suppose we have another Boolean algebra A
t
, with homomorphisms ε
t
i
: A
i
→ A
t
, such
that for every Boolean algebra B and every family 'φ
i
`
i∈I
of homomorphisms from the A
i
to B there is a
unique homomorphism φ : A
t
→B such that φ
i
= φε
t
i
for every i. Show that there is a unique isomorphism
ψ : A →A
t
such that ε
t
i
= ψε
i
for every i ∈ I.
(h) Let I be any set, and let A be the algebra of openandclosed sets of ¦0, 1¦
I
; for each i ∈ I set
a
i
= ¦x : x ∈ ¦0, 1¦
I
, x(i) = 1¦ ∈ A. Show that for any Boolean algebra B, any family 'b
i
`
i∈I
in B there is
a unique Boolean homomorphism φ : A →B such that φ(a
i
) = b
i
for every i ∈ I.
(i) Let 'A
i
`
i∈I
, 'B
j
`
j∈J
be two families of Boolean algebras. Show that there is a natural injective
homomorphism φ :
¸
i∈I
A
i
⊗
¸
j∈J
B
j
→
¸
i∈I,j∈J
A
i
⊗B
j
deﬁned by saying that
φ(a ⊗b) = 'a(i) ⊗b(j)`
i∈I,j∈J
for a ∈
¸
i∈I
A
i
, b ∈
¸
j∈J
B
j
. Show that φ is surjective if I and J are ﬁnite.
(j) Let 'J(i)`
i∈I
be a family of sets, with product Q =
¸
i∈I
J(i). Let 'A
ij
`
i∈I,j∈J(i)
be a family of
Boolean algebras. Describe a natural injective homomorphism φ :
¸
i∈I
¸
j∈J(i)
A
ij
→
¸
q∈Q
¸
i∈I
A
i,q(i)
.
58 Boolean algebras 315Xk
(k) Let A and B be Boolean algebras with partitions of unity 'a
i
`
i∈I
, 'b
j
`
j∈J
. Show that 'a
i
⊗b
j
`
i∈I,j∈J
is a partition of unity in A ⊗B.
(l) Let A and B be Boolean algebras and a ∈ A, b ∈ B. Write A
a
, B
b
for the corresponding principal
ideals. Show that there is a canonical isomorphism between A
a
⊗ B
b
and the principal ideal of A ⊗ B
generated by a ⊗b.
(m) Let 'A
i
`
i∈I
be any family of Boolean algebras, with free product
¸
i∈I
A
i
, and ε
i
: A
i
→ A the
canonical maps. Show that ε
i
[A
i
] is an orderclosed subalgebra of A for every i.
(n) Let A be a Boolean algebra. Let us say that a family 'A
i
`
i∈I
of subalgebras of A is Boolean
independent if inf
j∈J
a
j
= 0 whenever J ⊆ I is ﬁnite and a
j
∈ A
j
` ¦0¦ for every j ∈ J. Show that in this
case the subalgebra of A generated by
¸
i∈I
A
i
is isomorphic to the free product
¸
i∈I
A
i
.
(o) Let 'A
i
`
i∈I
and 'B
i
`
i∈I
be two families of Boolean algebras, and suppose that for each i ∈ I we are
given a Boolean homomorphism φ
i
: A
i
→ B
i
with kernel K
i
A
i
. Show that the φ
i
induce a Boolean
homomorphism φ :
¸
i∈I
A
i
→
¸
i∈I
B
i
with kernel generated by the images of the K
i
. Show that if every
φ
i
is surjective, so is φ.
(p) Let 'A
i
`
i∈I
be any family of nontrivial Boolean algebras. Show that if J ⊆ I and B
j
is a subalgebra
of A
j
for each j ∈ J, then
¸
j∈J
B
j
is canonically embedded as a subalgebra of
¸
i∈I
A
i
.
(q) Let A and Bbe Boolean algebras, neither ¦0¦. Show that any element of A⊗Bis uniquely expressible
as sup
i∈I
a
i
⊗b
i
where 'a
i
`
i∈I
is a partition of unity in A, with no a
i
equal to 0, and b
i
= b
j
in B for i = j.
315Y Further exercises (a) Let 'A
i
`
i∈I
and 'B
i
`
i∈I
be two families of Boolean algebras, and suppose
that we are given Boolean homomorphisms φ
i
: A
i
→ B
i
for each i; let φ :
¸
i∈I
A
i
→
¸
i∈I
B
i
be the
induced homomorphism. (i) Show that if every φ
i
is ordercontinuous, so is φ. (ii) Show that if every φ
i
is
sequentially ordercontinuous, so is φ.
(b) Let 'Z
i
`
i∈I
be any family of topological spaces with product Z. For i ∈ I, z ∈ Z set ˜ ε
i
(z) = z(i).
Show that if M ⊆ Z
i
is nowhere dense in Z
i
then ˜ ε
−1
i
[M] is nowhere dense in Z. Use this to prove 315Jc.
(c) Let 'A
i
`
i∈I
be a family of Boolean algebras, and suppose that we are given subalgebras B
i
of A
i
for
each i; set A =
¸
i∈I
A
i
and B =
¸
i∈I
B
i
, and let φ : B → A be the homomorphism induced by the
embeddings B
i
⊆ A
i
. (i) Show that if every B
i
is orderclosed in A
i
, then φ[B] is orderclosed in A. (ii)
Show that if every B
i
is a σsubalgebra of A
i
, then φ[B] is a σsubalgebra in A.
(d) Let 'X
i
`
i∈I
be a family of topological spaces, with product X. Let G
i
, G be the corresponding regular
open algebras. Show that G can be identiﬁed with the Dedekind completion of
¸
i∈I
G
i
.
(e) Use the ideas of 315Xh and 315L to give an alternative construction of ‘free product’, for which 315I
and 315J(eii) are true, which does not depend on the concept of Stone space nor on any other use of the
axiom of choice. (Hint: show that for any Boolean algebra A there is a canonical surjection from the algebra
c
A
onto A, where c
J
is the algebra of subsets of ¦0, 1¦
J
generated by sets of the form ¦x : x(j) = 1¦; show
that for such algebras c
J
, at least, the method of 315H315I can be used; now apply the method of 315L to
describe
¸
i∈I
A
i
as a quotient of c
J
where J = ¦(a, i) : i ∈ I, a ∈ A
i
¦. Finally check that if no A
i
is trivial,
then nor is the free product.)
(f ) Let A and B be Boolean algebras. Show that A ⊗ B is Dedekind complete iﬀ either A = ¦0¦ or
B = ¦0¦ or A is ﬁnite and B is Dedekind complete or B is ﬁnite and A is Dedekind complete.
(g) Let 'P
i
`
i∈I
be any family of partially ordered spaces. (i) Give a construction of a partially ordered
space P, together with a family of orderpreserving maps ε
i
: P
i
→ P, such that whenever Q is a partially
ordered set and φ
i
: P
i
→ Q is orderpreserving for every i ∈ I, there is a unique orderpreserving map
φ : P → Q such that φ
i
= φε
i
for every i. (ii) Show that φ will be ordercontinuous iﬀ every φ
i
is. (iii)
Show that P will be Dedekind complete iﬀ every P
i
is, but (except in trivial cases) is not a lattice.
316Ab Further topics 59
315 Notes and comments In this section I ﬁnd myself asking for slightly more sophisticated algebra than
seems necessary elsewhere. The point is that simple products and free products are best regarded as deﬁned
by the properties described in 315B and 315I. That is, it is sometimes right to think of a simple product
of a family 'A
i
`
i∈I
of Boolean algebras as being a structure (A, 'π
i
`
i∈I
) where A is a Boolean algebra,
π
i
: A →A
i
is a homomorphism for every i ∈ I, and every family of homomorphisms from a Boolean algebra
B to the A
i
can be uniquely represented by a single homomorphism from B to A. Similarly, reversing the
direction of the homomorphisms, we can speak of a free product (it would be natural to say ‘coproduct’)
(A, 'ε
i
`
i∈I
) of 'A
i
`
i∈I
. On such deﬁnitions, it is elementary that any two simple products, or free products,
are isomorphic in the obvious sense (315Xa, 315Xg), and very general arguments from abstract algebra, not
restricted to Boolean algebras (see Bourbaki 68, IV.3.2), show that they exist. (But in order to prove such
basic facts as that the π
i
are surjective, or that the ε
i
are, except when the construction collapses altogether,
injective, we do of course have to look at the special properties of Boolean algebras.) Now in the case of
simple products, the Cartesian product construction is so direct and so familiar that there seems no need
to trouble our imaginations with any other. But in the case of free products, things are more complicated.
I have given primacy to the construction in terms of Stone spaces because I believe that this is the fastest
route to eﬀective mental pictures. But in some ways this approach seems to be inappropriate. If you take
what in my view is a tenable position, and say that a Boolean algebra is best regarded as the limit of its
ﬁnite subalgebras, then you might prefer a construction of a free product as a limit of free products of ﬁnitely
many ﬁnite subalgebras. Or you might feel that it is wrong to rely on the axiom of choice to prove a result
which certainly does not need it (see 315Ye).
Because I believe that the universal mapping theorem 315I is the right basis for the study of free products,
I am naturally led to use it as the starting point for proofs of theorems about free products, as in 315K.
But 315J(eii) seems to lie deeper. (Note, for instance, that in 315L we do need the axiom of choice, in part
(c) of the proof, since without it the product
¸
i∈I
X
i
could be empty.)
Both ‘simple product’ and ‘free product’ are essentially algebraic constructions involving the category of
Boolean algebras and Boolean homomorphisms, and any relationships with such concepts as ordercontinuity
must be regarded as accidental. 315Cb and 315D show that simple products behave very straightforwardly
when the homomorphisms involved are ordercontinuous. 315P, 315Xm and 315Ya315Yc show that free
products are much more complex and subtle.
For ﬁnite products, we have a kind of distributivity; (AB) ⊗C can be identiﬁed with (A⊗C) (B⊗C)
(315Xi, 315Xj). There are contexts in which this makes it seem more natural to write A ⊕ B in place
of A B, and indeed I have already spoken of a ‘direct sum’ of measure spaces (214K) in terms which
correspond closely to the simple product of algebras of sets described in 315Ga. Generally, the simple
product corresponds to disjoint unions of Stone spaces (315Xc) and the free product to products of Stone
spaces. But the simple product is indeed the product Boolean algebra, in the ordinary category sense;
the universal mapping theorem 315B is exactly of the type we expect from products of topological spaces
(3A3Ib) or partially ordered sets (315Dc), etc. It is the ‘free product’ which is special to Boolean algebras.
The nearest analogy that I know of elsewhere is with the concept of ‘tensor product’ of linear spaces (cf.
'253).
316 Further topics
I introduce two special properties of Boolean algebras which will be of great importance in the rest of
this volume: the countable chain condition (316A316F) and weak (σ, ∞)distributivity (316G316K). I end
the section with brief notes on atoms in Boolean algebras (316L316M).
316A Deﬁnitions (a) A Boolean algebra A is ccc, or satisﬁes the countable chain condition, if
every disjoint subset of A is countable.
(b) A topological space X is ccc, or satisﬁes the countable chain condition, or has Souslin’s prop
erty, if every disjoint collection of open sets in X is countable.
60 Boolean algebras 316B
316B Theorem A Boolean algebra A is ccc iﬀ its Stone space Z is ccc.
proof (a) If A is ccc and ( is a disjoint family of open sets in Z, then for each G ∈ (
t
= ( ` ¦∅¦ we can ﬁnd
a nonzero a
G
∈ A such that the corresponding openandclosed set ´a
G
is included in G. Now ¦a
G
: G ∈ (
t
¦
is a disjoint family in A, so is countable; since a
G
= a
H
for distinct G, H ∈ (
t
, (
t
and ( must be countable.
As ( is arbitrary, Z is ccc.
(b) If Z is ccc and A ⊆ A is disjoint, then ¦´a : a ∈ A¦ is a disjoint family of open subsets of Z, so must
be countable, and A is countable. As A is arbitrary, A is ccc.
316C Proposition Let A be a Dedekind σcomplete Boolean algebra and 1 a σideal of A. Then the
quotient algebra B = A/1 is ccc iﬀ every disjoint family in A ` 1 is countable.
proof (a) Suppose that B is ccc and that A is a disjoint family in A ` 1. Then ¦a
•
: a ∈ A¦ is a disjoint
family in B, therefore countable, and a
•
= b
•
when a, b are distinct members of A; so A is countable.
(b) Now suppose that B is not ccc. Then there is an uncountable disjoint set B ⊆ B. Of course B ` ¦0¦
is still uncountable, so may be enumerated as 'b
ξ
`
ξ<κ
, where κ is an uncountable cardinal (2A1K), so that
ω
1
≤ κ. For each ξ < ω
1
, choose a
ξ
∈ A such that a
•
ξ
= b
ξ
. Of course a
ξ
/ ∈ 1. If η < ξ < ω
1
, then b
η
∩ b
ξ
= 0,
so a
ξ
∩ a
η
∈ 1. Because ξ < ω
1
, it is countable; because 1 is a σideal, and A is Dedekind σcomplete,
d
ξ
= sup
η<ξ
a
ξ
∩ a
η
∈ 1,
so that
c
ξ
= a
ξ
` d
ξ
∈ A ` 1.
But now of course
c
ξ
∩ c
η
⊆ c
ξ
∩ a
η
⊆ c
ξ
∩ d
ξ
= 0
whenever η < ξ < ω
1
, so ¦c
ξ
: ξ < ω
1
¦ is an uncountable disjoint family in A ` 1.
Remark An ideal 1 satisfying the conditions of this proposition is said to be ω
1
saturated in A.
316D Corollary Let X be a set, Σ a σalgebra of subsets of X, and 1 a σideal of A. Then the quotient
algebra Σ/1 is ccc iﬀ every disjoint family in Σ ` 1 is countable.
316E Proposition Let A be a ccc Boolean algebra. Then for any A ⊆ A there is a countable B ⊆ A
such that B has the same upper and lower bounds as A.
proof (a) Set
D =
¸
a∈A
¦d : d ⊆ a¦.
Applying Zorn’s lemma to the family ( of disjoint subsets of D, we have a maximal C
0
∈ (. For each c ∈ C
0
choose a b
c
∈ A such that c ⊆ b
c
, and set B
0
= ¦b
c
: c ∈ C
0
¦. Because A is ccc, C
0
is countable, so B
0
is also
countable. ??? If there is an upper bound e for B
0
which is not an upper bound for A, take a ∈ A such that
c
t
= a \ e = 0; then c
t
∈ D and c
t
∩ c = c
t
∩ b
c
= 0 for every c ∈ C
0
, so C
0
∪ ¦c
t
¦ ∈ (; but C
0
was supposed
to be maximal in (. XXX Thus every upper bound for B
0
is also an upper bound for A.
(b) Similarly, there is a countable set B
t
1
⊆ A
t
= ¦1 \ a : a ∈ A¦ such that every upper bound for B
t
1
is
an upper bound for A
t
. Set B
1
= ¦1 \ b : b ∈ B
t
1
¦; then B
1
is a countable subset of A and every lower bound
for B
1
is a lower bound for A. Try B = B
0
∪B
1
. Then B is a countable subset of A and every upper (resp.
lower) bound for B is an upper (resp. lower) bound for A; so that B must have exactly the same upper and
lower bounds as A has.
316F Corollary Let A be a ccc Boolean algebra.
(a) If A is Dedekind σcomplete it is Dedekind complete.
(b) If A ⊆ A is sequentially orderclosed it is orderclosed.
(c) If Q is any partially ordered set and φ : A → Q is a sequentially ordercontinuous orderpreserving
function, it is ordercontinuous.
316Hb Further topics 61
(d) If B is another Boolean algebra and π : A →B is a sequentially ordercontinuous Boolean homomor
phism, it is ordercontinuous.
proof (a) If A is any subset of A, let B ⊆ A be a countable set with the same upper bounds as A; then
supB is deﬁned in A and must be supA.
(b) Suppose that B ⊆ A is nonempty and upwardsdirected and has a supremum a in A. Then there is
a nonempty countable set C ⊆ B with the same upper bounds as B. Let 'c
n
`
n∈N
be a sequence running
over C. Because B is upwardsdirected, we can choose 'b
n
`
n∈N
inductively such that
b
0
= c
0
, b
n+1
∈ B, b
n+1
⊇ b
n
∪ c
n+1
for every n ∈ N.
Now any upper bound for ¦b
n
: n ∈ N¦ must also be an upper bound for ¦c
n
: n ∈ N¦ = C, so is an upper
bound for the whole set B. But this means that a = sup
n∈N
b
n
. As 'b
n
`
n∈N
is a nondecreasing sequence in
A, and A is sequentially orderclosed, a ∈ A.
In the same way, if B ⊆ A is downwardsdirected and has an inﬁmum in A, this is also the inﬁmum of
some nonincreasing sequence in B, so must belong to A. Thus A is orderclosed.
(c)(i) Suppose that A ⊆ A is a nonempty upwardsdirected set with supremum a
0
∈ A. As in (b), there
is a nondecreasing sequence 'c
n
`
n∈N
in A with supremum a
0
. Because φ is sequentially ordercontinuous,
φa
0
= sup
n∈N
φc
n
in Q. But this means that φa
0
must be the least upper bound of φ[A].
(ii) Similarly, if A ⊆ A is a nonempty downwardsdirected set with inﬁmum a
0
, there is a nonincreasing
sequence 'c
n
`
n∈N
in A with inﬁmum a
0
, so that
inf φ[A] = inf
n∈N
φc
n
= φa
0
.
Putting this together with (i), we see that φ is ordercontinuous, as claimed.
(d) This is a special case of (c).
316G Deﬁnition Let A be a Boolean algebra. We say that A is weakly (σ, ∞)distributive if
whenever 'A
n
`
n∈N
is a sequence of nonempty downwardsdirected subsets of A all with inﬁmum 0 in A,
there is a set A ⊆ A, also with inﬁmum 0, such that for every a ∈ A, n ∈ N there is an a
t
∈ A
n
such that
a
t
⊆ a.
316H Remarks (a) Note that for any Boolean algebra A, and any sequence 'A
n
`
n∈N
of nonempty
downwardsdirected subsets of A, the set
B = ¦b : b ∈ A, ∀ n ∈ N ∃ a
t
∈ A
n
such that a
t
⊆ b¦
is downwardsdirected. PPP If b
1
, b
2
∈ B and n ∈ N, there are b
t
1
, b
t
2
∈ A
n
such that b
1
⊇ b
t
1
and b
2
⊇ b
t
2
; now
there is a b
t
∈ A
n
such that b
t
⊆ b
t
1
∩ b
t
2
, and b
1
∩ b
2
⊇ b
t
. As n is arbitrary, b
1
∩ b
2
∈ B; as b
1
and b
2
are
arbitrary, B is downwardsdirected. QQQ Also, B is not empty (as 1 ∈ B). If A is weakly (σ, ∞)distributive
and inf A
n
= 0 for every n, then there is an A ⊆ B such that inf A = 0, so in this case inf B = 0.
Thus a Boolean algebra A is weakly (σ, ∞)distributive iﬀ
whenever 'A
n
`
n∈N
is a sequence of nonempty downwardsdirected subsets of A all with inﬁ
mum 0 in A, there is a downwardsdirected set A ⊆ A, also with inﬁmum 0, such that for every
a ∈ A, n ∈ N there is an a
t
∈ A
n
such that a
t
⊆ a.
(b) I have expressed the deﬁnition above in terms which are adapted to general Boolean algebras. More
often than not, however, the algebras we are concerned with will be Dedekind σcomplete, and in this case
the condition
for every a ∈ A, n ∈ N there is an a
t
∈ A
n
such that a
t
⊆ a
can be replaced by
for every a ∈ A there is a sequence 'a
n
`
n∈N
such that a
n
∈ A
n
for every n and sup
n∈N
a
n
⊆ a;
so that the whole conclusion
there is a set A ⊆ A, also with inﬁmum 0, such that for every a ∈ A, n ∈ N there is an a
t
∈ A
n
such that a
n
⊆ a
62 Boolean algebras 316Hb
can be replaced by
inf¦sup
n∈N
a
n
: a
n
∈ A
n
for every n ∈ N¦ = 0.
Note that the set
B
t
= ¦sup
n∈N
a
n
: a
n
∈ A
n
for every n ∈ N¦
is also downwardsdirected.
316I As usual, a characterization of the property in terms of the Stone spaces is extremely valuable.
Theorem Let A be a Boolean algebra, and Z its Stone space. Then A is weakly (σ, ∞)distributive iﬀ every
meager set in Z is nowhere dense.
proof (a) Suppose that A is weakly (σ, ∞)distributive and that M is a meager subset of Z. Then M
can be expressed as
¸
n∈N
M
n
where each M
n
is nowhere dense. Set B
n
= ¦b : b ∈ A,
´
b ∩ M
n
= ∅¦.
Then
¸
b∈B
n
´
b = Z ` M
n
is dense in Z, so supB
n
= 1 in A (313Ca). Set A
n
= ¦1 \ b : b ∈ B
n
¦; then
inf A
n
= 0 (313Aa). Also B
n
is upwardsdirected (indeed, closed under ∪ ), so A
n
is downwardsdirected.
Let A ⊆ A be a set with inﬁmum 0 such that every member of A includes members of every A
n
, and set
B = ¦1 \ a : a ∈ A¦. Then supB = 1 and every member of B is included in members of every B
n
, so that
´
b ∩ M
n
= ∅ for every b ∈ B, n ∈ N. Now
¸
b∈B
´
b is a dense open subset of Z (313Ca again) disjoint from
M, so M is nowhere dense, as claimed.
(b) Suppose that every meager set in Z is nowhere dense, and that 'A
n
`
n∈N
is a sequence of nonempty
downwardsdirected sets in A, all with inﬁmum 0. Then M
n
=
¸
a∈A
n
´a is nowhere dense for each n (313Cc),
so M =
¸
n∈N
M
n
is meager, therefore nowhere dense. Set B = ¦b : b ∈ A,
´
b ∩ M = ∅¦, A = ¦1 \ b : b ∈ B¦;
then sup B = 1 and inf A = 0. If c ∈ A, n ∈ N then ´c ⊇ M ⊇ M
n
, so
(Z ` ´c) `
¸
a∈A
n
(Z ` ´a) = M
n
` ´c = ∅;
because Z ` ´c is compact and Z ` ´a is open for every a ∈ A
n
, there must be ﬁnitely many a
0
, . . . , a
k
∈ A
n
such that ´c ⊇
¸
i≤k
´a
i
, that is, c ⊇ inf
i≤k
a
i
. Because A
n
is downwardsdirected, there must be an a
t
∈ A
n
such that a
t
⊆ a
i
for every i ≤ k, so that c ⊇ a
t
. But this is exactly what is required of A in the deﬁnition
316G. As 'A
n
`
n∈N
is arbitrary, A is weakly (σ, ∞)distributive.
316J It will be convenient later to have spelt out an elementary inversion of the deﬁnition in 316G.
Proposition Let A be a Dedekind σcomplete weakly (σ, ∞)distributive Boolean algebra. If 'A
n
`
n∈N
is a sequence of nonempty subsets of A such that c
n
= sup A
n
is deﬁned in A for each n ∈ N, then
inf
n∈N
c
n
= sup¦inf
n∈N
a
n
: a
n
∈ A
n
for every n ∈ N¦.
proof Set c = inf
n∈N
c
n
, A = ¦inf
n∈N
a
n
: a
n
∈ A
n
for every n ∈ N¦. If a
n
∈ A
n
for every n ∈ N, then
inf
n∈N
a
n
⊆ c, just because a
n
⊆ c
n
for every n; thus c is an upper bound for A. On the other hand, if
0 = d ⊆ c, d = sup¦a ∩ d : a ∈ A
n
¦, so inf
a∈A
n
d \ a = 0, for every n (313Ba, 313Aa). Because A is weakly
(σ, ∞)distributive, there must therefore be a sequence 'a
n
`
n∈N
such that a
n
∈ A
n
for every n ∈ N and
inf
n∈N
d \ a
n
= d, that is, d ∩ sup
n∈N
a
n
= 0. This shows that c \ d cannot be and upper bound for A; as d
is arbitrary, c = supA, as claimed.
316K The regular open algebra of R For examples of weakly (σ, ∞)distributive algebras, I think we
can wait for Chapter 32 (see also 392I). But the standard example of an algebra which is not weakly (σ, ∞)
distributive is of such importance that (even though it has nothing to do with measure theory, narrowly
deﬁned) I think it right to describe it here.
Proposition The algebra G of regular open subsets of R (314O) is not weakly (σ, ∞)distributive.
proof Enumerate Q as 'q
n
`
n∈N
. For each n ∈ N, set
A
n
= ¦G : G ∈ G, q
i
∈ G for every i ≤ n¦.
Then A
n
is downwardsdirected, and
inf A
n
= int
¸
A
n
= int¦q
i
: i ≤ n¦ = ∅.
316Xj Further topics 63
But if A ⊆ G is such that
for every n ∈ N, G ∈ A there is an H ∈ A
n
such that H ⊆ G,
then we must have Q ⊆ G for every G ∈ A, so that
R = int Q ⊆ int G = G
for every G ∈ A, and A ⊆ ¦R¦; which means that inf A = ∅ in G, and 316G cannot be satisﬁed.
316L Atoms in Boolean algebras (a) If A is a Boolean algebra, an atom in A is a nonzero a ∈ A
such that the only elements included in a are 0 and a.
(b) A Boolean algebra is atomless if it has no atoms.
(c) A Boolean algebra is purely atomic if every nonzero element includes an atom.
316M Proposition Let A be a Boolean algebra, with Stone space Z.
(a) There is a onetoone correspondence between atoms a of A and isolated points z ∈ Z, given by the
formula ´a = ¦z¦.
(b) A is atomless iﬀ Z has no isolated points.
(c) A is purely atomic iﬀ the isolated points of Z form a dense subset of Z.
proof (a)(i) If z is an isolated point in Z, then ¦z¦ is an openandclosed subset of Z, so is of the form ´a
for some a ∈ A; now if b ⊆ a,
´
b must be either ∅ or ¦z¦, so b must be either a or 0, and a is an atom.
(ii) If a ∈ A and ´a has two points z and w, then (because Z is Hausdorﬀ, 311I) there is an open set G
containing z but not w. Now there is a c ∈ A such that z ∈ ´c ⊆ G, so that a ∩ c must be diﬀerent from both
0 and a, and a is not an atom.
(b) This follows immediately from (a).
(c) From (a) we see that A is purely atomic iﬀ ´a contains an isolated point for every nonzero a ∈ A; since
every nonempty open set in Z includes a nonempty set of the form ´a, this happens iﬀ every nonempty
open set in Z contains an isolated point, that is, iﬀ the set of isolated points is dense.
316X Basic exercises >>>(a) Show that any subalgebra of a ccc Boolean algebra is ccc.
(b) Show that any principal ideal of a ccc Boolean algebra is ccc.
(c) Let 'A
i
`
i∈I
be a family of Boolean algebras, with simple product A. Show that A is ccc iﬀ every A
i
is ccc and ¦i : A
i
= ¦0¦¦ is countable.
>>>(d) Let X be a separable topological space. Show that X is ccc.
>>>(e) Show that the regular open algebra of a topological space X is ccc iﬀ X is ccc, so that, in particular,
the regular open algebra of R is ccc.
(f ) Show that if A is a Boolean algebra and B is an orderdense subalgebra of A, then A is ccc iﬀ B is.
(g) Let A be a Dedekind σcomplete Boolean algebra. Show that it is ccc iﬀ there is no family 'a
ξ
`
ξ<ω
1
in A such that a
ξ
⊂ a
η
whenever ξ < η < ω
1
.
(h) Let A be any Boolean algebra and 1 an orderclosed ideal of A. Show that A/1 is ccc iﬀ there is no
uncountable disjoint family in A ` 1.
(i) Let A be a ccc Boolean algebra. Show that if 1 is a σideal of A, then it is orderclosed, and A/1 is
ccc.
(j) Let A be a Boolean algebra. Show that the following are equiveridical: (i) A is ccc; (ii) every σideal
of A is orderclosed; (iii) every σsubalgebra of A is orderclosed; (iv) every sequentially ordercontinuous
Boolean homomorphism from A to another Boolean algebra is ordercontinuous. (Hint: 313Q.)
64 Boolean algebras 316Xk
(k) Show that any principal ideal of a weakly (σ, ∞)distributive Boolean algebra is a weakly (σ, ∞)
distributive Boolean algebra.
(l) Let 'A
i
`
i∈I
be a family of Boolean algebras, with simple product A. Show that A is weakly (σ, ∞)
distributive iﬀ every A
i
is.
>>>(m) Show that if A is a weakly (σ, ∞)distributive Boolean algebra and B is a subalgebra of A which
is regularly embedded in A, then B is weakly (σ, ∞)distributive.
(n) Show that if A is a weakly (σ, ∞)distributive Boolean algebra and 1 is an orderclosed ideal of A,
then A/1 is weakly (σ, ∞)distributive.
>>>(o) (i) Show that if A is a Boolean algebra and B is an orderdense subalgebra of A, then A is weakly
(σ, ∞)distributive iﬀ B is. (ii) Let X be a zerodimensional compact Hausdorﬀ space. Show that the
regular open algebra of X is weakly (σ, ∞)distributive iﬀ the algebra of openandclosed subsets of X is.
(p) Let A be a Boolean algebra. Show that it is weakly (σ, ∞)distributive iﬀ whenever 'C
n
`
n∈N
is a
sequence of partitions of unity in A, there is a partition C of unity such that for every c ∈ C, n ∈ N there
is a ﬁnite set I ⊆ C
n
such that c ⊆ supI.
>>>(q) Show that the algebra of openandclosed subsets of ¦0, 1¦
N
, with its usual topology, is not weakly
(σ, ∞)distributive.
(r) Let A be a Boolean algebra and B an orderdense subalgebra of A. Show that A and B have the
same atoms, so that A is atomless, or purely atomic, iﬀ B is.
(s) Let A be a Boolean algebra and B a regularly embedded subalgebra of A. Show that (i) every atom
of A is included in an atom of B (ii) if A is purely atomic, so is B (iii) if B is atomless, so is A.
>>>(t) Let A be a Dedekind complete purely atomic Boolean algebra. Show that it is isomorphic to {A,
where A is the set of atoms of A.
(u) Let A be a Boolean algebra and 1 an orderclosed ideal of A. Show that (i) if A is atomless, so is
A/1 (ii) if A is purely atomic, so is A/1.
(v) Let A be a Boolean algebra. Show that (i) if A is atomless, so is every principal ideal of A (ii) if A is
purely atomic, so is every principal ideal of A.
(w) Let 'A
i
`
i∈I
be a family of Boolean algebras with simple product A. Show that (i) A is purely atomic
iﬀ every A
i
is (ii) A is atomless iﬀ every A
i
is.
>>>(x) Show that any purely atomic Boolean algebra is weakly (σ, ∞)distributive.
(y) Let A be a Boolean algebra. Show that there is a onetoone correspondence between atoms a of A
and ordercontinuous Boolean homomorphisms φ : A → Z
2
, deﬁned by saying that φ corresponds to a iﬀ
φ(a) = 1.
316Y Further exercises (a) Let I be any set. Show that ¦0, 1¦
I
, with its usual topology, is ccc.
(Hint: show that if E ⊆ ¦0, 1¦
I
is a nonempty openandclosed set, then µE > 0, where µ is the usual
measure on ¦0, 1¦
I
.)
(b) Show that the Stone space of the regular open algebra of R is separable. More generally, show that
if a topological space X is separable so is the Stone space of its regular open algebra.
(c) Let A be a Boolean algebra and Z its Stone space. Show that A is ccc iﬀ every nowhere dense subset
of Z is included in a nowhere dense zero set.
316Ym Further topics 65
(d) Let X be a zerodimensional topological space. Show that X is ccc iﬀ the regular open algebra of X
is ccc iﬀ the algebra of openandclosed subsets of X is ccc.
(e) Set X = ¦0, 1¦
ω
1
, and for ξ < ω
1
set E
ξ
= ¦x : x ∈ X, x(ξ) = 1¦. Let Σ be the algebra of subsets of
X generated by ¦E
ξ
: ξ < ω
1
¦ ∪ ¦¦x¦ : x ∈ X¦, and 1 the σideal of Σ generated by ¦E
ξ
∩ E
η
: ξ < η <
ω
1
¦ ∪ ¦¦x¦ : x ∈ X¦. Show that Σ/1 is not ccc, but that there is no uncountable disjoint family in Σ ` 1.
(f ) Let X be a regular topological space and G its regular open algebra. Show that G is weakly (σ, ∞)
distributive iﬀ every meager set in X is nowhere dense.
(g) Let A be a Boolean algebra. A is weakly σdistributive if whenever 'a
mn
`
m,n∈N
is a double sequence
in A such that 'a
mn
`
n∈N
is nonincreasing and has inﬁmum 0 for every m ∈ N, then
inf¦a : ∀m ∈ N∃n ∈ N, a
mn
⊆ a¦ = 0.
(Dedekind complete weakly σdistributive algebras are also called ω
ω
bounding.) A has the Egorov
property if whenever 'a
mn
`
m,n∈N
is a double sequence in A such that 'a
mn
`
n∈N
is nonincreasing and has
inﬁmum 0 for every m ∈ N, then there is a nonincreasing sequence 'a
m
`
m∈N
such that inf
m∈N
a
m
= 0 and
for every m ∈ N there is an n ∈ N such that a
m
⊇ a
mn
. (i) Show that if A has the Egorov property it
is weakly σdistributive. (ii) Show that if A is weakly (σ, ∞)distributive it is weakly σdistributive. (iii)
Show that if A is ccc then it is weakly (σ, ∞)distributive iﬀ it has the Egorov property iﬀ it is weakly
σdistributive. (iv) Show that {(N
N
) does not have the Egorov property, even though it is weakly (σ, ∞)
distributive. (Hint: try a
mn
= ¦f : f(m) ≥ n¦.)
(h) Let A be a Boolean algebra and Z its Stone space. (i) Show that A is weakly σdistributive iﬀ the
union of any sequence of nowhere dense zero sets in Z is nowhere dense. (ii) Show that A has the Egorov
property iﬀ the union of any sequence of nowhere dense zero sets in Z is included in a nowhere dense zero
set.
(i) Let A be a Dedekind σcomplete weakly (σ, ∞)distributive Boolean algebra, Z its Stone space, c the
algebra of openandclosed subsets of Z, ´ the σideal of meager subsets of Z, and Σ the Baire property
algebra ¦E´M : E ∈ c, M ∈ ´¦, as in 314M. (i) Suppose that f : Z → R is a Σmeasurable function.
Show that there is a dense open set G ⊆ Z such that fG is continuous. (ii) Now suppose that A is Dedekind
complete. Show that if f : Z →R is a function such that fG is continuous for some dense open set G ⊆ Z,
then f is Σmeasurable; and that if f is also bounded, there is a continuous function g : Z → R such that
¦z : f(z) = g(z)¦ is meager. (Hint: the graph of g will be the closure of the graph of fG; because Z is
extremally disconnected, this is the graph of a function.)
(j) (i) Let X be a nonempty separable Hausdorﬀ space without isolated points. Show that its regular
open algebra is not weakly (σ, ∞)distributive. (ii) Let (X, ρ) be a nonempty metric space without isolated
points. Show that its regular open algebra is not weakly (σ, ∞)distributive. (iii) Let I be any inﬁnite set.
Show that the algebra of openandclosed subsets of ¦0, 1¦
I
is not weakly (σ, ∞)distributive. Show that the
regular open algebra of ¦0, 1¦
I
is not weakly (σ, ∞)distributive.
(k) For any set X, write
(
X
= ¦I : I ⊆ X is ﬁnite¦ ∪ ¦X ` I : I ⊆ X is ﬁnite¦.
(i) Show that (
X
is an algebra of subsets of X (the ﬁnitecoﬁnite algebra). (ii) Show that a Boolean
algebra is purely atomic iﬀ it has an orderdense subalgebra isomorphic to the ﬁnitecoﬁnite algebra of
some set. (iii) Show that a Dedekind σcomplete Boolean algebra is purely atomic iﬀ it has an orderdense
subalgebra isomorphic to the countablecocountable algebra of some set (211R).
(l) Let 'A
i
`
i∈I
be a family of Boolean algebras, none of them ¦0¦, with free product A. (i) Show that A
is purely atomic iﬀ every A
i
is purely atomic and ¦i : A
i
= ¦0, 1¦¦ is ﬁnite. (ii) Show that A is atomless iﬀ
either some A
i
is atomless or ¦i : A
i
= ¦0, 1¦¦ is inﬁnite.
(m) Show that a Boolean algebra is isomorphic to the algebra of openandclosed subsets of ¦0, 1¦
N
iﬀ it
is countable, atomless and not ¦0¦.
66 Boolean algebras 316Yn
(n) Show that a Boolean algebra is isomorphic to the regular open algebra of R iﬀ it is atomless, Dedekind
complete, has a countable orderdense subalgebra and is not ¦0¦.
(o) Let G be the regular open algebra of R. Show that there is an injective Boolean homomorphism
π : G → {N. (Hint: the Stone space of G is separable.) Show that there is a Boolean homomorphism
φ : {N →G such that φπ is the identity on {N. (Hint: 314K.)
(p) Write [N]
<ω
for the ideal of {N consisting of the ﬁnite subsets of N. Show that {N/[N]
<ω
is atomless,
weakly (σ, ∞)distributive and not ccc.
(q) Let X be a Hausdorﬀ space and G its regular open algebra. (i) Show that the atoms of G are precisely
the sets ¦x¦ where x is an isolated point in X. (ii) Show that G is atomless iﬀ X has no isolated points.
(iii) Show that G is purely atomic iﬀ the set of isolated points in X is dense in X.
316 Notes and comments The phrase ‘countable chain condition’ is perhaps unfortunate, since the
disjoint sets to which the deﬁnition 316A refers could more naturally be called ‘antichains’; but there is in
fact a connexion between countable chains and countable antichains (316Xg). While some authors speak of
the ‘countable antichain condition’ or ‘cac’, the term ‘ccc’ has become solidly established. In the Boolean
algebra context, it could equally well be called the ‘countable sup property’ (316E).
The countable chain condition can be thought of as a restriction on the ‘width’ of a Boolean algebra; it
means that the algebra cannot spread too far laterally (see 316Xc), though it may be indeﬁnitely complex
in other ways. Generally it means that in a wide variety of contexts we need look only at countable families
and monotonic sequences, rather than arbitrary families and directed sets (316E, 316F, 316Yg). Many of
the ideas of 316B316F have already appeared in 215B; see 322G below.
I remarked in the notes to '313 that the distributive laws described in 313B have important generaliza
tions, of which ‘weak (σ, ∞)distributivity’ and its cousin ‘weak σdistributivity’ (316Yg) are two. They are
characteristic of the measure algebras which are the chief subject of this volume. The ‘Egorov property’
(316Yg) is an alternative formulation applicable to ccc spaces.
Of course every property of Boolean algebras has a reﬂection in a topological property of their Stone
spaces; happily, the concepts of this section correspond to reasonably natural topological expressions (316B,
316I, 316M, 316Yh).
With four new properties (ccc, weakly (σ, ∞)distributive, atomless, purely atomic) to incorporate into
the constructions of the last few sections, a very large number of questions can be asked; most are elementary.
Any subalgebra of a ccc algebra is ccc (316Xa). All four properties are inherited by orderdense subalgebras
and principal ideals (316Xb, 316Xf, 316Xk, 316Xo, 316Xs, 316Xv); with the exception of the countable chain
condition (316Xc), they are inherited by simple products (316Xl, 316Xw); with the exception of atomlessness,
they are inherited by regularly embedded subalgebras (316Xm, 316Xs), and, in particular, by orderclosed
subalgebras of Dedekind complete algebras. As for quotient algebras (equivalently, homomorphic images),
all four properties are inherited by ordercontinuous images (316Xi, 316Xn, 316Xu). The countable chain
condition is so important that it is worth noting that a sequentially ordercontinuous image of a ccc algebra
is ccc (316Xi), and that there is a useful necessary and suﬃcient condition for a sequentially ordercontinuous
image of a σcomplete algebra to be ccc (316C, 316D, 316Xh; but see also 316Ye). To see that sequentially
ordercontinuous images do not inherit weak (σ, ∞)distributivity, recall that the regular open algebra of R
is isomorphic to the quotient of the Baireproperty algebra
´
B of R by the meager ideal ´ (314Yd); but that
´
B is purely atomic (since it contains all singletons), therefore weakly (σ, ∞)distributive (316Xx). Similarly,
{N/[N]
<ω
is a nonccc image of a ccc algebra (316Yp).
The deﬁnitions here provide a language in which a remarkably interesting question can be asked: is
the free product of ccc Boolean algebras always ccc? equivalently, is the product of ccc topological spaces
always ccc? What is special about this question is that it cannot be answered within the ordinary rules of
mathematics (even including the axiom of choice); it is undecidable, in the same way that the continuum
hypothesis is. I will deal with a variety of undecidable questions in Volume 5; this particular one is treated
in Jech 78 and Fremlin 84. Note that the free product of two weakly (σ, ∞)distributive algebras need
not be weakly (σ, ∞)distributive (325Yd).
I have taken the opportunity to mention three of the most important of all Boolean algebras: the algebra of
openandclosed subsets of ¦0, 1¦
N
(316Ym), the regular open algebra of R (316K, 316Yn) and the quotient
316 Notes Further topics 67
{N/[N]
<ω
(316Yp). A fourth algebra which belongs in this company is the Lebesgue measure algebra,
which is atomless, ccc and weakly (σ, ∞)distributive (so that every countable subset of its Stone space Z
is nowhere dense, and Z is a nonseparable ccc space); but for this I wait for the next chapter.
68 Measure algebras
Chapter 32
Measure algebras
I now come to the real work of this volume, the study of the Boolean algebras of equivalence classes of
measurable sets. In this chapter I work through the ‘elementary’ theory, deﬁning this to consist of the parts
which do not depend on Maharam’s theorem or the lifting theorem or nontrivial set theory.
'321 gives the deﬁnition of ‘measure algebra’, and relates this idea to its origin as the quotient of a σ
algebra of measurable sets by a σideal of negligible sets, both in its elementary properties (following those of
measure spaces treated in '112) and in an appropriate version of the Stone representation. '322 deals with
the classiﬁcation of measure algebras according to the scheme already worked out in '211 for measure spaces.
'323 discusses the canonical topology and uniformity of a measure algebra. '324 contains results concerning
Boolean homomorphisms between measure algebras, with the relationships between topological continuity,
ordercontinuity and preservation of measure. '325 is devoted to the measure algebras of product measures,
and their abstract characterization. Finally, ''326327 address the properties of additive functionals on
Boolean algebras, generalizing the ideas of Chapter 23.
321 Measure algebras
I begin by deﬁning ‘measure algebra’ and relating this concept to the work of Chapter 31 and to the
elementary properties of measure spaces.
321A Deﬁnition A measure algebra is a pair (A, ¯ µ), where A is a Dedekind σcomplete Boolean
algebra and ¯ µ : A → [0, ∞] is a function such that
¯ µ0 = 0;
whenever 'a
n
`
n∈N
is a disjoint sequence in A, ¯ µ(sup
n∈N
a
n
) =
¸
∞
n=0
¯ µa
n
;
¯ µa > 0 whenever a ∈ A and a = 0.
321B Elementary properties of measure algebras Corresponding to the most elementary proper
ties of measure spaces (112C in Volume 1), we have the following basic properties of measure algebras. Let
(A, ¯ µ) be a measure algebra.
(a) If a, b ∈ A and a ∩ b = 0 then ¯ µ(a ∪ b) = ¯ µa + ¯ µb. PPP Set a
0
= a, a
1
= b, a
n
= 0 for n ≥ 2; then
¯ µ(a ∪ b) = ¯ µ(sup
n∈N
a
n
) =
¸
∞
n=0
¯ µa
n
= ¯ µa + ¯ µb. QQQ
(b) If a, b ∈ A and a ⊆ b then ¯ µa ≤ ¯ µb. PPP
¯ µa ≤ ¯ µa + ¯ µ(b \ a) = ¯ µb. QQQ
(c) For any a, b ∈ A, ¯ µ(a ∪ b) ≤ ¯ µa + ¯ µb. PPP
¯ µ(a ∪ b) = ¯ µa + ¯ µ(b \ a) ≤ ¯ µa + ¯ µb. QQQ
(d) If 'a
n
`
n∈N
is any sequence in A, then ¯ µ(sup
n∈N
a
n
) ≤
¸
∞
n=0
¯ µa
n
. PPPFor each n, set b
n
= a
n
\ sup
i<n
a
i
.
Inducing on n, we see that sup
i≤n
a
i
= sup
i≤n
b
i
for each n, so sup
n∈N
a
n
= sup
n∈N
b
n
and
¯ µ(sup
n∈N
a
n
) = ¯ µ(sup
n∈N
b
n
) =
¸
∞
n=0
¯ µb
n
≤
¸
∞
n=0
¯ µa
n
because 'b
n
`
n∈N
is disjoint. QQQ
(e) If 'a
n
`
n∈N
is a nondecreasing sequence in A, then ¯ µ(sup
n∈N
a
n
) = lim
n→∞
¯ µa
n
. PPP Set b
0
= a
0
,
b
n
= a
n
\ a
n−1
for n ≥ 1. Then
321F Measure algebras 69
¯ µ(sup
n∈N
a
n
) = ¯ µ(sup
n∈N
b
n
) =
∞
¸
n=0
¯ µb
n
= lim
n→∞
n
¸
i=0
¯ µb
i
= lim
n→∞
¯ µ(sup
i≤n
b
i
) = lim
n→∞
¯ µa
n
. QQQ
(f ) If 'a
n
`
n∈N
is a nonincreasing sequence in A and inf
n∈N
¯ µa
n
< ∞, then ¯ µ(inf
n∈N
a
n
) = lim
n→∞
¯ µa
n
.
PPP (Cf. 112Cf.) Set a = inf
n∈N
a
n
. Take k ∈ N such that ¯ µa
k
< ∞. Set b
n
= a
k
\ a
n
for n ∈ N; then 'b
n
`
n∈N
is nondecreasing and sup
n∈N
b
n
= a
k
\ a (313Ab). Because ¯ µa
k
is ﬁnite,
¯ µa = ¯ µa
k
− ¯ µ(a
k
\ a) = ¯ µa
k
− lim
n→∞
¯ µb
n
(by (e) above)
= lim
n→∞
¯ µ(a
k
\ b
n
) = lim
n→∞
¯ µa
n
. QQQ
321C Proposition Let (A, ¯ µ) be a measure algebra, and A ⊆ A a nonempty upwardsdirected set. If
sup
a∈A
¯ µa < ∞, then sup A is deﬁned in A and ¯ µ(supA) = sup
a∈A
¯ µa.
proof (Compare 215A.) Set γ = sup
a∈A
¯ µa, and for each n ∈ N choose a
n
∈ A such that ¯ µa
n
≥ γ − 2
−n
.
Next, choose 'b
n
`
n∈N
in A such that b
n+1
⊇ b
n
∪ a
n
for each n, and set b = sup
n∈N
b
n
. Then
¯ µb = lim
n→∞
¯ µb
n
≤ γ, ¯ µa
n
≤ ¯ µb for every n ∈ N,
so ¯ µb = γ.
If a ∈ A, then for every n ∈ N there is an a
t
n
∈ A such that a ∪ a
n
⊆ a
t
n
, so that
¯ µ(a \ b) ≤ ¯ µ(a \ a
n
) ≤ ¯ µ(a
t
n
\ a
n
) = ¯ µa
t
n
− ¯ µa
n
≤ γ − ¯ µa
n
≤ 2
−n
.
This means that ¯ µ(a ` b) = 0, so a \ b = 0 and a ⊆ b. Accordingly b is an upper bound of A, and is therefore
supA; since we already know that ¯ µb = γ, the proof is complete.
321D Corollary Let (A, ¯ µ) be a measure algebra and A ⊆ A a nonempty upwardsdirected set. If
supA is deﬁned in A, then ¯ µ(supA) = sup
a∈A
¯ µa.
proof If sup
a∈A
¯ µa = ∞, this is trivial; otherwise it follows from 321C.
321E Corollary Let (A, ¯ µ) be a measure algebra and A ⊆ A a disjoint set. If supA is deﬁned in A,
then ¯ µ(supA) =
¸
a∈A
¯ µa.
proof If A = ∅ then supA = 0 and the result is trivial. Otherwise, set B = ¦a
0
∪ . . . ∪ a
n
: a
0
, . . . , a
n
∈ A
are distinct¦. Then B is upwardsdirected, and sup
b∈B
¯ µb =
¸
a∈A
¯ µa because A is disjoint. Also B has the
same upper bounds as A, so sup B = supA and
¯ µ(supA) = ¯ µ(supB) = sup
b∈B
¯ µb =
¸
a∈A
¯ µa.
321F Corollary Let (A, ¯ µ) be a measure algebra and A ⊆ A a nonempty downwardsdirected set. If
inf
a∈A
¯ µa < ∞, then inf A is deﬁned in A and ¯ µ(inf A) = inf
a∈A
¯ µa.
proof Take a
0
∈ A with ¯ µa
0
< ∞, and set B = ¦a
0
\ a : a ∈ A¦. Then B is upwardsdirected, and
sup
b∈B
¯ µb ≤ ¯ µa
0
< ∞, so sup B is deﬁned. Accordingly inf A = a
0
` supB is deﬁned (313Aa), and
¯ µ(inf A) = ¯ µa
0
− ¯ µ(supB) = ¯ µa
0
−sup
b∈B
¯ µb
= inf
b∈B
¯ µ(a
0
\ b) = inf
a∈A
¯ µ(a
0
∩ a) = inf
a∈A
¯ µa.
70 Measure algebras 321G
321G Subalgebras If (A, ¯ µ) is a measure algebra, and B is a σsubalgebra of A, then (B, ¯ µB) is a
measure algebra. PPP As remarked in 314Eb, B is Dedekind σcomplete. If 'b
n
`
n∈N
is a disjoint sequence in
B, then the supremum b = sup
n∈N
b
n
is the same whether taken in B or A, so that we have ¯ µb =
¸
∞
n=0
¯ µb
n
.
QQQ
321H The measure algebra of a measure space I introduce the abstract notion of ‘measure alge
bra’ because I believe that this is the right language in which to formulate the questions addressed in this
volume. However it is very directly linked with the idea of ‘measure space’, as the next two results show.
Proposition Let (X, Σ, µ) be a measure space, and ^ the ideal of µnegligible sets. Let A be the Boolean
algebra quotient Σ/Σ ∩ ^. Then we have a functional ¯ µ : A → [0, ∞] deﬁned by setting
¯ µE
•
= µE for every E ∈ Σ,
and (A, ¯ µ) is a measure algebra. The canonical map E → E
•
: Σ →A is sequentially ordercontinuous.
proof (a) By 314C, A is a Dedekind σcomplete Boolean algebra. By 313Qb, E → E
•
is sequentially
ordercontinuous, because ^ ∩ Σ is a σideal of Σ.
(b) If E, F ∈ Σ and E
•
= F
•
in A, then E´F ∈ ^, so
µE ≤ µF +µ(E ` F) = µF ≤ µE +µ(F ` E) = µE
and µE = µF. Accordingly the given formula does indeed deﬁne a function ¯ µ : A → [0, ∞].
(c) Now
¯ µ0 = ¯ µ∅
•
= µ∅ = 0.
If 'a
n
`
n∈N
is a disjoint sequence in A, choose for each n ∈ N an E
n
∈ Σ such that E
•
n
= a
n
. Set F
n
=
E
n
`
¸
i<n
E
i
; then
F
•
n
= E
•
n
\ sup
i<n
E
•
i
= a
n
\ sup
i<n
a
i
= a
n
for each n, so ¯ µa
n
= µF
n
for each n. Now set E =
¸
n∈N
E
n
=
¸
n∈N
F
n
; then E
•
= sup
n∈N
F
•
n
= sup
n∈N
a
n
.
So
¯ µ(sup
n∈N
a
n
) = µE =
¸
∞
n=0
µF
n
=
¸
∞
n=0
¯ µa
n
.
Finally, if a = 0, then there is an E ∈ Σ such that E
•
= a, and E / ∈ ^, so ¯ µa = µE > 0. Thus (A, ¯ µ) is a
measure algebra.
321I Deﬁnition For any measure space (X, Σ, µ) I will call (A, ¯ µ), as constructed above, the measure
algebra of (X, Σ, µ).
321J The Stone representation of a measure algebra Just as with Dedekind σcomplete Boolean
algebras (314N), every measure algebra is obtainable from the construction above.
Theorem Let (A, ¯ µ) be any measure algebra. Then it is isomorphic, as measure algebra, to the measure
algebra of some measure space.
proof (a) We know from 314M that A is isomorphic, as Boolean algebra, to a quotient algebra Σ/´ where
Σ is a σalgebra of subsets of the Stone space Z of A, and ´ is the ideal of meager subsets of Z. Let
π : Σ/´ → A be the canonical isomorphism, and set θE = πE
•
for each E ∈ Σ; then θ : Σ → A is a
sequentially ordercontinuous surjective Boolean homomorphism with kernel ´.
(b) For E ∈ Σ, set
νE = ¯ µ(θE).
Then (Z, Σ, ν) is a measure space. PPP (i) We know already that Σ is a σalgebra of subsets of Z. (ii)
ν∅ = ¯ µ(θ∅) = ¯ µ0 = 0.
(iii) If 'E
n
`
n∈N
is a disjoint sequence in Σ, then (because θ is a Boolean homomorphism) 'θE
n
`
n∈N
is a
disjoint sequence in A and (because θ is sequentially ordercontinuous) θ(
¸
n∈N
E
n
) = sup
n∈N
θE
n
; so
321 Notes Measure algebras 71
ν(
¸
n∈N
E
n
) = ¯ µ(sup
n∈N
θE
n
) =
¸
∞
n=0
¯ µ(θE
n
) =
¸
∞
n=0
νE
n
. QQQ
(c) For E ∈ Σ,
νE = 0 ⇐⇒ ¯ µ(θE) = 0 ⇐⇒ θE = 0 ⇐⇒ E ∈ ´.
So the measure algebra of (Z, Σ, ν) is just Σ/´, with
¯ νE
•
= νE = ¯ µ(θE) = ¯ µ(πE
•
)
for every E ∈ Σ. Thus the Boolean algebra isomorphism π is also an isomorphism between the measure
algebras (Σ/´, ¯ ν) and (A, ¯ µ), and (A, ¯ µ) is represented in the required form.
321K Deﬁnition I will call the measure space (Z, Σ, ν) constructed in the proof of 321J the Stone
space of the measure algebra (A, ¯ µ).
For later reference, I repeat the description of this space as developed in 311E, 311I, 314M and 321J. Z
is a compact Hausdorﬀ space, being the Stone space of A. A can be identiﬁed with the algebra of openand
closed sets in Z. The ideal of νnegligible sets coincides with the ideal of meager subsets of Z; in particular,
ν is complete. The measurable sets are precisely those expressible in the form E = ´a´M where a ∈ A,
´a ⊆ Z is the corresponding openandclosed set, and M is meager; in this case νE = ¯ µa and a = θE is the
member of A corresponding to E.
For the most important classes of measure algebras, more can be said; see 322M et seq. below.
321X Basic exercises (a) Let (A, ¯ µ) be a measure algebra, and a ∈ A. Show that (A
a
, ¯ µA
a
) is a
measure algebra, writing A
a
for the principal ideal of A generated by a.
(b) Let (X, Σ, ¯ µ) be a measure space, and A its measure algebra. (i) Show that if T is a σsubalgebra
of Σ, then ¦E
•
: E ∈ T¦ is a σsubalgebra of A. (ii) Show that if B is a σsubalgebra of A then ¦E : E ∈
Σ, E
•
∈ B¦ is a σsubalgebra of Σ.
321Y Further exercises (a) Let (A, ¯ µ) be a measure algebra, and I A a σideal. For u ∈ A/I set
¯ µu = inf¦¯ µa : a ∈ A, a
•
= u¦. Show that (A, ¯ µ) is a measure algebra.
321 Notes and comments The idea behind taking the quotient Σ/^, where Σ is the algebra of measurable
sets and ^ is the ideal of negligible sets, is just that if negligible sets can be ignored – as is the case for a
very large proportion of the results of measure theory – then two measurable sets can be counted as virtually
the same if they diﬀer by a negligible set, that is, if they represent the same member of the measure algebra.
The deﬁnition in 321A is designed to be an exact characterization of these quotient algebras, taking into
account the measures with which they are endowed. In the course of the present chapter I will work through
many of the basic ideas dealt with in Volumes 1 and 2 to show how they can be translated into theorems
about measure algebras, as I have done in 321B321F. It is worth checking these correspondences carefully,
because some of the ideas mutate signiﬁcantly in translation. In measure algebras, it becomes sensible to
take seriously the suprema and inﬁma of uncountable sets (see 321C321F).
I should perhaps remark that while the Stone representation (321J321K) is signiﬁcant, it is not the most
important method of representing measure algebras, which is surely Maharam’s theorem, to be dealt with
in the next chapter. Nevertheless, the Stone representation is a canonical one, and will appear at each point
that we meet a new construction involving measure algebras, just as the ordinary Stone representation of
Boolean algebras can be expected to throw light on any aspect of Boolean algebra.
72 Measure algebras '322 intro.
322 Taxonomy of measure algebras
Before going farther with the general theory of measure algebras, I run through those parts of the
classiﬁcation of measure spaces in '211 which have expressions in terms of measure algebras. The most
important concepts at this stage are those of ‘semiﬁnite’, ‘localizable’ and ‘σﬁnite’ measure algebra (322Ac
322Ae); these correspond exactly to the same terms applied to measure spaces (322B). I brieﬂy investigate
the Booleanalgebra properties of semiﬁnite and σﬁnite measure algebras (322F, 322G), with mentions of
completions and c.l.d. versions (322D), subspace measures (322I322J), direct sums of measure spaces (322K,
322L) and subalgebras of measure algebras (322M). It turns out that localizability of a measure algebra is
connected in striking ways to the properties of the canonical measure on its Stone space (322N). I end the
section with a description of the ‘localization’ of a semiﬁnite measure algebra (322O322P) and with some
further properties of Stone spaces (322Q).
322A Deﬁnitions Let (A, ¯ µ) be a measure algebra.
(a) I will say that (A, ¯ µ) is a probability algebra if ¯ µ1 = 1.
(b) (A, ¯ µ) is totally ﬁnite if ¯ µ1 < ∞.
(c) (A, ¯ µ) is σﬁnite if there is a sequence 'a
n
`
n∈N
in A such that ¯ µa
n
< ∞ for every n ∈ N and
sup
n∈N
a
n
= 1. Note that in this case 'a
n
`
n∈N
can be taken either to be nondecreasing (consider a
t
n
=
sup
i<n
a
i
) or to be disjoint (consider a
tt
n
= a
n
\ a
t
n
).
(d) (A, ¯ µ) is semiﬁnite if whenever a ∈ A and ¯ µa = ∞ there is a nonzero b ⊆ a such that ¯ µb < ∞.
(e) (A, ¯ µ) is localizable or Maharam if it is semiﬁnite and the Boolean algebra A is Dedekind complete.
322B The ﬁrst step is to relate these concepts to the corresponding ones for measure spaces.
Theorem Let (X, Σ, µ) be a measure space, and (A, ¯ µ) its measure algebra. Then
(a) (X, Σ, µ) is a probability space iﬀ (A, ¯ µ) is a probability algebra;
(b) (X, Σ, µ) is totally ﬁnite iﬀ (A, ¯ µ) is;
(c) (X, Σ, µ) is σﬁnite iﬀ (A, ¯ µ) is;
(d) (X, Σ, µ) is semiﬁnite iﬀ (A, ¯ µ) is;
(e) (X, Σ, µ) is localizable iﬀ (A, ¯ µ) is;
(f) if E ∈ Σ, then E is an atom for µ iﬀ E
•
is an atom in A;
(g) (X, Σ, µ) is atomless iﬀ A is;
(h) (X, Σ, µ) is purely atomic iﬀ A is.
proof (a), (b) are trivial, since ¯ µ1 = µX.
(c)(i) If µ is σﬁnite, let 'E
n
`
n∈N
be a sequence of sets of ﬁnite measure covering X; then ¯ µE
•
n
< ∞ for
every n, and
sup
n∈N
E
•
n
= (
¸
n∈N
E
n
)
•
= 1,
so (A, ¯ µ) is σﬁnite.
(ii) If (A, ¯ µ) is σﬁnite, let 'a
n
`
n∈N
be a sequence in A such that ¯ µa
n
< ∞for every n and sup
n∈N
a
n
= 1.
For each n, choose E
n
∈ Σ such that E
•
n
= a
n
. Set E =
¸
n∈N
E
n
; then E
•
= sup
n∈N
a
n
= 1, so E is
conegligible. Now (X ` E, E
0
, E
1
, . . . ) is a sequence of sets of ﬁnite measure covering X, so µ is σﬁnite.
(d)(i) Suppose that µ is semiﬁnite and that a ∈ A, ¯ µa = ∞. Then there is an E ∈ Σ such that E
•
= a,
so that µE = ¯ µa = ∞. As µ is semiﬁnite, there is an F ∈ Σ such that F ⊆ E and 0 < µF < ∞. Set
b = F
•
; then b ⊆ a and 0 < ¯ µb < ∞.
(ii) Suppose that (A, ¯ µ) is semiﬁnite and that E ∈ Σ, µE = ∞. Then ¯ µE
•
= ∞, so there is a
b ⊆ E
•
such that 0 < ¯ µb < ∞. Let F ∈ Σ be such that F
•
= b. Then F ∩ E ∈ Σ, F ∩ E ⊆ E and
(F ∩ E)
•
= E
•
∩ b = b, so that µ(F ∩ E) = ¯ µb ∈ ]0, ∞[.
322D Taxonomy of measure algebras 73
(e)(i) Note ﬁrst that if c ⊆ Σ and F ∈ Σ, then
E ` F is negligible for every E ∈ c
⇐⇒ E
•
⊆ F
•
= 0 for every E ∈ c
⇐⇒ F
•
is an upper bound for ¦E
•
: E ∈ c¦.
So if c ⊆ Σ and H ∈ Σ, then H is an essential supremum of c in Σ, in the sense of 211G, iﬀ H
•
is the
supremum of A = ¦E
•
: E ∈ c¦ in A. PPP Writing T for
¦F : F ∈ Σ, E ` F is negligible for every E ∈ c¦,
we see that B = ¦F
•
: F ∈ T¦ is just the set of upper bounds of A, and that H is an essential supremum
of c iﬀ H ∈ T and H
•
is a lower bound for B; that is, iﬀ H
•
= sup A. QQQ
(ii) Thus A is Dedekind complete iﬀ every family in Σ has an essential supremum in Σ. Since we
already know that (A, ¯ µ) is semiﬁnite iﬀ µ is, we see that (A, ¯ µ) is localizable iﬀ µ is.
(f ) This is immediate from the deﬁnitions in 211I and 316L, if we remember always that ¦b : b ⊆ E
•
¦ =
¦F
•
: F ∈ Σ, F ⊆ E¦ (312Kb).
(g), (h) follow at once from (f).
322C I copy out the relevant parts of Theorem 211L in the new context.
Theorem (a) A probability algebra is totally ﬁnite.
(b) A totally ﬁnite measure algebra is σﬁnite.
(c) A σﬁnite measure algebra is localizable.
(d) A localizable measure algebra is semiﬁnite.
proof All except (c) are trivial; and (c) may be deduced from 211Lc211Ld, 322Bc, 322Be and 321J, or
from 316Fa and 322G below.
322D Of course not all the deﬁnitions in '211 are directly relevant to measure algebras. The concepts
of ‘complete’, ‘locally determined’ and ‘strictly localizable’ measure space do not correspond in any direct
way to properties of the measure algebras. Indeed, completeness is just irrelevant, as the next proposition
shows.
Proposition Let (X, Σ, µ) be a measure space, with completion (X,
ˆ
Σ, ˆ µ) and c.l.d. version (X,
˜
Σ, ˜ µ) (213E).
Write (A, ¯ µ), (A
1
, ¯ µ
1
) and (A
2
, ¯ µ
2
) for the measure algebras of µ, ˆ µ and ˜ µ respectively.
(a) The embedding Σ ⊆
ˆ
Σ corresponds to an isomorphism between (A, ¯ µ) and (A
1
, ¯ µ
1
).
(b)(i) The embedding Σ ⊆
˜
Σ deﬁnes an ordercontinuous Boolean homomorphism π : A → A
2
. Setting
A
f
= ¦a : a ∈ A, ¯ µa < ∞¦, πA
f
is a measurepreserving bijection between A
f
and A
f
2
= ¦c : c ∈ A
2
, ¯ µ
2
c <
∞¦.
(ii) π is injective iﬀ µ is semiﬁnite, and in this case ¯ µ
2
(πa) = ¯ µa for every a ∈ A.
(iii) If µ is localizable, π is a bijection.
proof For E ∈ Σ, I write E
◦
for its image in A; for F ∈
ˆ
Σ, I write F
∗
for its image in A
1
; and for G ∈
˜
Σ, I
write F
•
for its image in A
2
.
(a) This is nearly trivial. The map E → E
∗
: Σ →A
1
is a Boolean homomorphism, being the composition
of the Boolean homomorphisms E → E : Σ →
ˆ
Σ and F → F
∗
:
ˆ
Σ → A
1
. Its kernel is ¦E : E ∈ Σ, ˆ µE =
0¦ = ¦E : E ∈ Σ, µE = 0¦, so it induces an injective Boolean homomorphism φ : A → A
1
given by the
formula φ(E
◦
) = E
∗
for every E ∈ Σ (312F, 3A2G). To see that φ is surjective, take any b ∈ A
1
. There is
an F ∈
ˆ
Σ such that F
∗
= b, and there is an E ∈ Σ such that E ⊆ F and ˆ µ(F ` E) = 0, so that
π(E
◦
) = E
∗
= F
∗
= b.
Thus π is a Boolean algebra isomorphism. It is a measure algebra isomorphism because for any E ∈ Σ
¯ µ
1
φ(E
◦
) = ¯ µ
1
E
∗
= ˆ µE = µE = ¯ µE
◦
.
74 Measure algebras 322D
(b)(i) The map E → E
•
: Σ →A
2
is a Boolean homomorphism with kernel ¦E : E ∈ Σ, ˜ µE = 0¦ ⊇ ¦E :
E ∈ Σ, µE = 0¦, so induces a Boolean homomorphism π : A → A
2
, deﬁned by saying that πE
◦
= E
•
for
every E ∈ Σ.
If a ∈ A
f
, it is expressible as E
◦
where µE < ∞. Then ˜ µE = µE (213Fa), so πa = E
•
belongs to A
f
2
,
and ¯ µ
2
(πa) = ¯ µa. If a, a
t
are distinct members of A
f
, then
¯ µ
2
(πa .πa
t
) = ¯ µ
2
π(a .a
t
) = ¯ µ(a .a
t
) > 0,
so πa = πa
t
; thus πA
f
is an injective map from A
f
to A
f
2
. If c ∈ A
f
2
, then c = G
•
where ˜ µG < ∞; by
213Fc, there is an E ∈ Σ such that E ⊆ G, µE = ˜ µG and ˜ µ(G` E) = 0, so that E
◦
∈ A
f
and
πE
◦
= E
•
= G
•
= c.
As c is arbitrary, φ[A
f
] = A
f
2
.
Finally, π is ordercontinuous. PPP Let A ⊆ A be a nonempty downwardsdirected set with inﬁmum 0,
and b ∈ A
2
a lower bound for π[A]. ??? If b = 0, then (because (A
2
, ¯ µ
2
) is semiﬁnite) there is a b
0
∈ A
f
2
such
that 0 = b
0
⊆ b. Let a
0
∈ A be such that πa
0
= b
0
. Then a
0
= 0, so there is an a ∈ A such that a ⊇ a
0
, that
is, a ∩ a
0
= a
0
. But now, because πA
f
is injective,
b
0
= πa
0
= π(a ∩ a
0
) = πa ∩ πa
0
= πa ∩ b
0
,
and b
0
⊆ πa, which is impossible. XXX Thus b = 0, and 0 is the only lower bound of π[A]. As A is arbitrary,
π is ordercontinuous (313L(bii)). QQQ
(ii) (α) If µ is semiﬁnite, then ˜ µE = µE for every E ∈ Σ (213Hc), so
¯ µ
2
(πE
◦
) = ¯ µ
2
E
•
= ˜ µE = µE = ¯ µE
◦
for every E ∈ Σ. In particular,
πa = 0 =⇒ 0 = ¯ µ
2
(πa) = ¯ µa =⇒ a = 0,
so π is injective. (β) If µ is not semiﬁnite, there is an E ∈ Σ such that µE = ∞ but µH = 0 whenever
H ∈ Σ, H ⊆ E and µH < ∞; so that ˜ µE = 0 and
E
◦
= 0, πE
◦
= E
•
= 0.
So in this case π is not injective.
(iii) Now suppose that µ is localizable. Then for every G ∈
˜
Σ there is an E ∈ Σ such that ˜ µ(E´G) = 0,
by 213Hb; accordingly πE
◦
= E
•
= G
•
. As G is arbitrary, π is surjective; and we know from (ii) that π is
injective, so it is a bijection, as claimed.
322E Proposition Let (A, ¯ µ) be a measure algebra.
(a) (A, ¯ µ) is semiﬁnite iﬀ it has a partition of unity consisting of elements of ﬁnite measure.
(b) If (A, ¯ µ) is semiﬁnite, a = sup¦b : b ⊆ a, ¯ µb < ∞¦ and ¯ µa = sup¦¯ µb : b ⊆ a, ¯ µb < ∞¦ for every a ∈ A.
proof Set A
f
= ¦b : b ∈ A, ¯ µb < ∞¦.
(a)(i) If (A, ¯ µ) is semiﬁnite, then A
f
is orderdense in A, so there is a partition of unity consisting of
members of A
f
(313K).
(ii) If there is a partition of unity C ⊆ A
f
, and ¯ µa = ∞, then there is a c ∈ C such that a ∩ c = 0, and
now a ∩ c ⊆ a and 0 < ¯ µ(a ∩ c) < ∞; as a is arbitrary, (A, ¯ µ) is semiﬁnite.
(b) Of course A
f
is upwardsdirected, by 321Bc, and we are supposing that its supremum is 1. If a ∈ A,
then
B = ¦b : b ∈ A
f
, b ⊆ a¦ = ¦a ∩ b : b ∈ A
f
¦
is upwardsdirected and has supremum a (313Ba), so ¯ µa = sup
b∈B
¯ µb, by 321D.
Remark Compare 213A.
322F Proposition If (A, ¯ µ) is a semiﬁnite measure algebra, then A is a weakly (σ, ∞)distributive
Boolean algebra.
322J Taxonomy of measure algebras 75
proof Let 'A
n
`
n∈N
be a sequence of nonempty downwardsdirected subsets of A, all with inﬁmum 0. Set
A = ¦sup
n∈N
a
n
: a
n
∈ A
n
for every n ∈ N¦.
If c ∈ A ` ¦0¦, let b ⊆ c be such that 0 < ¯ µb < ∞. For each n ∈ N, inf
a∈A
n
¯ µ(b ∩ a
n
) = 0, by 321F; so we
may choose a
n
∈ A
n
such that ¯ µ(b ∩ a
n
) ≤ 2
−n−2
¯ µb. Set a = sup
n∈N
a
n
∈ A. Then
¯ µ(b ∩ a) ≤
¸
∞
n=0
¯ µ(b ∩ a
n
) < ¯ µb,
so b ⊆ a and c ⊆ a. As c is arbitrary, inf A = 0; as 'A
n
`
n∈N
is arbitrary, A is weakly (σ, ∞)distributive.
322G Corresponding to 215B, we have the following description of σﬁnite algebras.
Proposition Let (A, ¯ µ) be a semiﬁnite measure algebra. Then the following are equiveridical:
(i) (A, ¯ µ) is σﬁnite;
(ii) A is ccc;
(iii) either A = ¦0¦ or there is a functional ¯ ν : A → [0, 1] such that (A, ¯ ν) is a probability algebra.
proof (i) ⇐⇒ (ii) By 321J, it is enough to consider the case in which (A, ¯ µ) is the measure algebra of a
measure space (X, Σ, µ), and µ is semiﬁnite, by 322Bd. We know that A is ccc iﬀ there is no uncountable
disjoint set in Σ`^, where ^ is the ideal of negligible sets (316D). But 215B(iii) shows that this is equivalent
to µ being σﬁnite, which is equivalent to (A, ¯ µ) being σﬁnite, by 322Bc.
(i)⇒(iii) If (A, ¯ µ) is σﬁnite, and A = ¦0¦, let 'a
n
`
n∈N
be a disjoint sequence in A such that ¯ µa
n
< ∞
for every n and sup
n∈N
a
n
= 1. Then ¯ µa
n
> 0 for some n, so there are γ
n
> 0 such that
¸
∞
n=0
γ
n
¯ µa
n
= 1.
(Set γ
t
n
= 2
−n
/(1 + ¯ µa
n
), γ
n
= γ
t
n
/(
¸
∞
i=0
γ
t
i
¯ µa
i
).) Set νa =
¸
∞
n=0
γ
n
¯ µ(a ∩ a
n
) for every a ∈ A; it is easy to
check that (A, ¯ ν) is a probability algebra.
(iii)⇒(i) is a consequence of (ii)⇒(i).
322H Principal ideals If (A, ¯ µ) is a measure algebra and a ∈ A, then it is easy to see (using 314Eb)
that (A
a
, ¯ µA
a
) is a measure algebra, where A
a
is the principal ideal of A generated by a.
322I Subspace measures General subspace measures give rise to complications in the measure algebra
(see 322Xg, 322Yd). But subspaces with measurable envelopes (132D, 213K) are manageable.
Proposition Let (X, Σ, µ) be a measure space, and A ⊆ X a set with a measurable envelope E. Let µ
A
be
the subspace measure on A, and Σ
A
its domain; let (A, ¯ µ) be the measure algebra of (X, Σ, µ) and (A
A
, ¯ µ
A
)
the measure algebra of (A, Σ
A
, µ
A
). Set a = E
•
and let A
a
be the principal ideal of A generated by a. Then
we have an isomorphism between (A
a
, ¯ µA
a
) and (A
A
, ¯ µ
A
) given by the formula
F
•
→ (F ∩ A)
◦
whenever F ∈ Σ and F ⊆ E, writing F
•
for the equivalence class of F in A and (F ∩A)
◦
for the equivalence
class of F ∩ A in A
A
.
proof Set Σ
E
= ¦E ∩ F : F ∈ Σ¦. For F, G ∈ Σ
E
,
F
•
= G
•
⇐⇒ µ(F´G) = 0 ⇐⇒ µ
A
(A∩ (F´G)) = 0 ⇐⇒ (F ∩ A)
◦
= (G∩ A)
◦
,
because E is a measurable envelope of A. Accordingly the given formula deﬁnes an injective function from
the image ¦F
•
: F ∈ Σ
E
¦ of Σ
E
in A to A
A
; but this image is just the principal ideal A
a
. It is easy to
check that the map is a Boolean homomorphism from A
a
to A
A
, and it is a Boolean isomorphism because
Σ
A
= ¦F ∩ A : F ∈ Σ
E
¦. Finally, it is measurepreserving because
¯ µF
•
= µF = µ
∗
(F ∩ A) = µ
A
(F ∩ A) = ¯ µ
A
(F ∩ A)
◦
for every F ∈ Σ
E
, again using the fact that E is a measurable envelope of A.
322J Corollary Let (X, Σ, µ) be a measure space, with measure algebra (A, ¯ µ).
(a) If E ∈ Σ, then the measure algebra of the subspace measure µ
E
can be identiﬁed with the principal
ideal A
E
• of A.
(b) If A ⊆ X is a set of full outer measure (in particular, if µ
∗
A = µX < ∞), then the measure algebra
of the subspace measure µ
A
can be identiﬁed with A.
76 Measure algebras 322K
322K Simple products (a) Let '(A
i
, ¯ µ
i
)`
i∈I
be any indexed family of measure algebras. Let A be the
simple product Boolean algebra
¸
i∈I
A
i
(315A), and for a ∈ A set ¯ µa =
¸
i∈I
¯ µ
i
a(i). Then it is easy to
check (using 315D(eii)) that (A, ¯ µ) is a measure algebra; I will call it the simple product of the family
'(A
i
, ¯ µ
i
)`
i∈I
. Each of the A
i
corresponds to a principal ideal A
e
i
say in A, where e
i
∈ A corresponds to
1
A
i
∈ A
i
(315E), and the Boolean isomorphism between A
i
and A
e
i
is a measure algebra isomorphism
between (A
i
, ¯ µ
i
) and (A
e
i
, ¯ µA
e
i
).
(b) If '(X
i
, Σ
i
, µ
i
)`
i∈I
is a family of measure spaces, with direct sum (X, Σ, µ) (214K), then the measure
algebra (A, ¯ µ) of (X, Σ, µ) can be identiﬁed with the simple product of the measure algebras (A
i
, ¯ µ
i
) of
the (X
i
, Σ
i
, µ
i
). PPP If, as in 214K, we set X = ¦(x, i) : i ∈ I, x ∈ X
i
¦, and for E ⊆ X, i ∈ I we set
E
i
= ¦x : (x, i) ∈ E¦, then the Boolean isomorphism E → 'E
i
`
i∈I
: Σ →
¸
i∈I
Σ
i
induces a Boolean
isomorphism from A to
¸
i∈I
A
i
, which is also a measure algebra isomorphism, because
¯ µE
•
= µE =
¸
i∈I
µ
i
E
i
=
¸
i∈I
¯ µ
i
E
•
i
for every E ∈ Σ. QQQ
(c) A product of measure algebras is semiﬁnite, or localizable, or atomless, or purely atomic, iﬀ every
factor is. (Compare 214Jb.)
(d) Let (A, ¯ µ) be a localizable measure algebra.
(i) If 'e
i
`
i∈I
is any partition of unity in A, then (A, ¯ µ) is isomorphic to the product
¸
i∈I
(A
e
i
, ¯ µA
e
i
)
of the corresponding principal ideals. PPP By 315F(iii), the map a → 'a ∩ e
i
`
i∈I
is a Boolean isomorphism
between A and
¸
i∈I
A
i
. Because 'e
i
`
i∈I
is disjoint and a = sup
i∈I
a ∩ e
i
, ¯ µa =
¸
i∈I
¯ µ(a ∩ e
i
) (321E), for
every a ∈ A. So a → 'a ∩ e
i
`
i∈I
is a measure algebra isomorphism between (A, ¯ µ) and
¸
i∈I
(A
i
, ¯ µA
e
i
). QQQ
(ii) In particular, since A has a partition of unity consisting of elements of ﬁnite measure (322Ea),
(A, ¯ µ) is isomorphic to a simple product of totally ﬁnite measure algebras. Each of these is isomorphic to
the measure algebra of a totally ﬁnite measure space, so (A, ¯ µ) is isomorphic to the measure algebra of a
direct sum of totally ﬁnite measure spaces, which is strictly localizable.
Thus every localizable measure algebra is isomorphic to the measure algebra of a strictly localizable
measure space. (See also 322N below.)
*322L Strictly localizable spaces The following fact is occasionally useful.
Proposition Let (X, Σ, µ) be a strictly localizable measure space with µX > 0, and (A, ¯ µ) its measure
algebra. If 'a
i
`
i∈I
is a partition of unity in A, there is a disjoint family 'X
i
`
i∈I
in Σ, with union X, such
that X
•
i
= a
i
for every i ∈ I and
Σ = ¦E : E ⊆ X, E ∩ X
i
∈ Σ ∀ i ∈ I,
µE =
¸
i∈I
µ(E ∩ X
i
) for every E ∈ Σ;
that is, the isomorphism between A and the simple product
¸
i∈I
A
a
i
of its principal ideals (315F) corre
sponds to an isomorphism between (X, Σ, µ) and the direct sum of the subspace measures on X
i
.
proof (a) Suppose to begin with that µX < ∞. In this case J = ¦i : a
i
= 0¦ must be countable (322G).
For each i ∈ J, choose E
i
∈ Σ such that E
•
i
= a
i
, and set F
i
= E
i
`
¸
j∈J,j,=i
E
j
; then F
•
i
= a
i
for each
i ∈ J, and 'F
i
`
i∈J
is disjoint. Because µX > 0, J is nonempty; ﬁx some j
0
∈ J and set
X
i
= F
j
0
∪ (X `
¸
j∈J
F
j
) if i = j
0
,
= F
i
for i ∈ J ` ¦j
0
¦,
= ∅ for i ∈ I ` J.
Then 'X
i
`
i∈I
is a disjoint family in Σ,
¸
i∈I
X
i
= X and X
•
i
= a
i
for every i. Moreover, because only
countably many of the X
i
are nonempty, we certainly have
Σ = ¦E : E ⊆ X, E ∩ X
i
∈ Σ ∀ i ∈ I,
322N Taxonomy of measure algebras 77
µE =
¸
i∈I
µ(E ∩ X
i
) for every E ∈ Σ.
(b) For the general case, start by taking a decomposition 'Y
j
`
j∈J
of X. We can suppose that no Y
j
is
negligible, because there is certainly some j
0
such that µY
j
0
> 0, and we can if necessary replace Y
j
0
by
Y
j
0
∪
¸
¦Y
j
: µY
j
= 0¦. For each j, we can identify the measure algebra of the subspace measure on Y
j
with
the principal ideal A
b
j
generated by b
j
= Y
•
j
(322I). Now 'a
i
∩ b
j
`
i∈I
is a partition of unity in A
b
j
, so by (a)
just above we can ﬁnd a disjoint family 'X
ji
`
i∈I
in Σ such that
¸
i∈I
X
ji
= Y
j
, X
•
ji
= a
i
∩ b
j
for every i and
Σ ∩ {Y
j
= ¦E : E ⊆ Y
j
, E ∩ X
ji
∈ Σ ∀ i ∈ I¦,
µE =
¸
i∈I
µ(E ∩ X
ji
) for every E ∈ Σ ∩ {Y
j
.
Set X
i
=
¸
j∈I
X
ji
for every i ∈ I. Then 'X
i
`
i∈I
is disjoint and covers X. Because X
i
∩ Y
j
= X
ji
is
measurable for every j, X
i
∈ Σ. Because X
•
i
⊇ a
i
∩ b
j
for every j, and 'b
j
`
j∈J
is a partition of unity in A
(322Kb), X
•
i
⊇ a
i
for each i; because 'X
•
i
`
i∈I
is disjoint and sup
i∈I
a
i
= 1, X
•
i
= a
i
for every i. If E ⊆ X is
such that E ∩ X
i
∈ Σ for every i, then E ∩ X
ji
∈ Σ for all i ∈ I and j ∈ J, so E ∩ Y
j
∈ Σ for every j ∈ J
and E ∈ Σ. If E ∈ Σ, then
µE =
¸
j∈J
µ(E ∩ Y
j
) =
¸
j∈J,i∈I
µ(E ∩ X
ji
) =
¸
i∈I
sup
K⊆J is ﬁnite
¸
j∈K
µ(E ∩ X
ji
)
≤
¸
i∈I
µ(E ∩ X
i
) = sup
K⊆I is ﬁnite
¸
i∈K
µ(E ∩ X
i
) ≤ µE;
so µE =
¸
i∈I
µ(E ∩ X
i
). Thus 'X
i
`
i∈I
is a suitable family.
322M Subalgebras: Proposition Let (A, ¯ µ) be a measure algebra, and B a σsubalgebra of A. Set
¯ ν = ¯ µB.
(a) (B, ¯ ν) is a measure algebra.
(b) If (A, ¯ µ) is totally ﬁnite, or a probability algebra, so is (B, ¯ ν).
(c) If (A, ¯ µ) is σﬁnite and (B, ¯ ν) is semiﬁnite, then (B, ¯ ν) is σﬁnite.
(d) If (A, ¯ µ) is localizable and B is orderclosed and (B, ¯ ν) is semiﬁnite, then (B, ¯ ν) is localizable.
(e) If (B, ¯ ν) is a probability algebra, or totally ﬁnite, or σﬁnite, so is (A, ¯ µ).
proof (a) By 314Eb, B is Dedekind σcomplete, and the identity map π : B → A is sequentially order
continuous; so that ¯ ν = ¯ µπ will be countably additive and (B, ¯ ν) will be a measure algebra.
(b) This is trivial.
(c) Use 322G. Every disjoint subset of B is disjoint in A, therefore countable, because A is ccc; so B is
also ccc and (B, ¯ ν) (being semiﬁnite) is σﬁnite.
(d) By 314Ea, B is Dedekind complete; we are supposing that (B, ¯ ν) is semiﬁnite, so it is localizable.
(e) This is elementary.
322N The Stone space of a localizable measure algebra I said above that the concepts of ‘strictly
localizable’ and ‘locally determined’ measure space have no equivalents in the theory of measure algebras.
But when we look at the canonical measure on the Stone space of a measure algebra, we can of course hope
that properties of the measure algebra will be reﬂected in the properties of this measure, as happens in the
next theorem.
Theorem Let (A, ¯ µ) be a measure algebra, Z the Stone space of A, and ν the standard measure on Z
constructed by the method of 321J321K. Then the following are equiveridical:
(i) (A, ¯ µ) is localizable;
(ii) ν is localizable;
(iii) ν is locally determined;
(iv) ν is strictly localizable.
proof Write Σ for the domain of ν, that is,
78 Measure algebras 322N
¦E´A : E ⊆ Z is openandclosed, A ⊆ Z is meager¦,
and ´ for the ideal of meager subsets of Z, that is, the ideal of νnegligible sets (314M, 321K). Then
a → ´a
•
: A → Σ/´ is an isomorphism between (A, ¯ µ) and the measure algebra of (Z, Σ, ν) (314M). Note
that because any subset of a meager set is meager, ν is surely complete.
(a)(i) ⇐⇒ (ii) is a consequence of 322Be.
(b)(ii)⇒(iii) Suppose that ν is localizable. Of course it is semiﬁnite. Let V ⊆ Z be a set such that
V ∩ E ∈ Σ whenever E ∈ Σ and νE < ∞. Because ν is localizable, there is a W ∈ Σ which is an essential
supremum in Σ of ¦V ∩ E : E ∈ Σ, νE < ∞¦, that is, W
•
= sup¦(V ∩ E)
•
: νE < ∞¦ in Σ/´. I claim
that W´V is nowhere dense. PPP Let G ⊆ Z be a nonempty open set. Then there is a nonzero a ∈ A such
that ´a ⊆ G. Because (A, ¯ µ) is semiﬁnite, we may suppose that ¯ µa < ∞. Now
(W ∩ ´a)
•
= W
•
∩ ´a
•
= sup
νE<∞
(V ∩ E)
•
∩ ´a
•
= sup
νE<∞
(V ∩ E ∩ ´a)
•
= (V ∩ ´a)
•
,
so (W´V ) ∩´a is negligible, therefore meager. But we know that A is weakly (σ, ∞)distributive (322F), so
that meager sets in Z are nowhere dense (316I), and there is a nonempty open set H ⊆ ´a ` (W´V ). Now
H ⊆ G` W´V . As G is arbitrary, int W´V = ∅ and W´V is nowhere dense. QQQ
But this means that W´V ∈ ´ ⊆ Σ and V = W´(W´V ) ∈ Σ. As V is arbitrary, ν is locally
determined.
(c)(iii)⇒(iv) Assume that ν is locally determined. Because (A, ¯ µ) is semiﬁnite, there is a partition of
unity C ⊆ A consisting of elements of ﬁnite measure (322Ea). Set ( = ¦´c : c ∈ C¦. This is a disjoint family
of sets of ﬁnite measure for ν. Now suppose that F ∈ Σ and νF > 0. Then there is an openandclosed set
E ⊆ Z such that F´E is meager, and E is of the form ´a for some a ∈ A. Since
¯ µa = ν´a = νF > 0,
there is some c ∈ C such that a ∩ c = 0, and now
ν(F ∩ ´c) = ¯ µ(a ∩ c) > 0.
This means that ν satisﬁes the conditions of 213O and must be strictly localizable.
(d)(iv)⇒(ii) This is just 211Ld.
322O Proposition Let (A, ¯ µ) be a semiﬁnite measure algebra, and let
´
A be the Dedekind completion
of A (314U). Then there is a unique extension of ¯ µ to a functional ˜ µ on
´
A such that (
´
A, ˜ µ) is a localizable
measure algebra. The embedding A ⊆
´
A identiﬁes the ideals ¦a : a ∈ A, ¯ µa < ∞¦ and ¦a : a ∈
´
A, ˜ µa < ∞¦.
proof (I write the argument out as if A were actually a subalgebra of
´
A.) For c ∈
´
A, set
˜ µc = sup¦¯ µa : a ∈ A, a ⊆ c¦.
Evidently ˜ µ is a function from
´
A to [0, ∞] extending ¯ µ, so ˜ µ0 = 0. Because A is orderdense in
´
A, ˜ µc > 0
whenever c = 0, because any such c includes a nonzero member of A. If 'c
n
`
n∈N
is a disjoint sequence in
´
A
with supremum c, then ˜ µc =
¸
∞
n=0
˜ µc
n
. PPP Let A be the set of all members of A expressible as a = sup
n∈N
a
n
where a
n
∈ A, a
n
⊆ c
n
for every n ∈ N. Now
sup
a∈A
¯ µa = sup¦
∞
¸
n=0
¯ µa
n
: a
n
∈ A, a
n
⊆ c
n
for every n ∈ N¦
=
∞
¸
n=0
sup¦¯ µa
n
: a
n
⊆ c
n
¦ =
∞
¸
n=0
˜ µc
n
.
Also, because A is orderdense in
´
A, c
n
= sup¦a : a ∈ A, a ⊆ c
n
¦ for each n, and supA, taken in
´
A, must be
c. But this means that if a
t
∈ A, a
t
⊆ c then a
t
= sup
a∈A
a
t
∩ a in
´
A and therefore also in A; so that
¯ µa
t
= sup
a∈A
¯ µ(a
t
∩ a) ≤ sup
a∈A
¯ µa.
Accordingly
322Q Taxonomy of measure algebras 79
˜ µc = sup
a∈A
¯ µa =
¸
∞
n=0
˜ µc
n
. QQQ
This shows that (
´
A, ˜ µ) is a measure algebra. It is semiﬁnite because (A, ¯ µ) is and every nonzero element
of
´
A includes a nonzero element of A, which in turn includes a nonzero element of ﬁnite measure. Since
´
A
is Dedekind complete, (
´
A, ¯ µ) is localizable.
If ¯ µa is ﬁnite, then surely ˜ µa = ¯ µa is ﬁnite. If ˜ µc is ﬁnite, then ¦A : a ∈ A, a ⊆ c¦ is upwardsdirected
and sup
a∈A
¯ µA = ˜ µc is ﬁnite, so b = supA is deﬁned in A and ¯ µb = ˜ µc. Because A is orderdense in
´
A,
b = c (313K, 313O) and c ∈ A, with ¯ µc = ˜ µc.
322P Deﬁnition Let (A, ¯ µ) be any semiﬁnite measure algebra. I will call (
´
A, ˜ µ), as constructed above,
the localization of (A, ¯ µ). Of course it is unique just in so far as the Dedekind completion of A is.
322Q Further properties of Stone spaces: Proposition Let (A, ¯ µ) be a semiﬁnite measure algebra
and (Z, Σ, ν) its Stone space.
(a) Meager sets in Z are nowhere dense; every E ∈ Σ is uniquely expressible as G´M where G ⊆ Z is
openandclosed and M is nowhere dense, and νE = sup¦νH : H ⊆ E is openandclosed¦.
(b) The c.l.d. version ˜ ν of ν is strictly localizable, and has the same negligible sets as ν.
(c) If (A, ¯ µ) is totally ﬁnite then νE = inf¦νH : H ⊇ E is openandclosed¦ for every E ∈ Σ.
proof (a) I have already remarked (in the proof of 322N) that A is weakly (σ, ∞)distributive, so that
meager sets in Z are nowhere dense. But we know that every member of Σ is expressible as G´M where G
is openandclosed and M is meager, therefore nowhere dense. Moreover, the expression is unique, because
if G´M = G
t
´M
t
then G´G
t
⊆ M ∪ M
t
is open and nowhere dense, therefore empty, so G = G
t
and
M = M
t
.
Now let a ∈ A be such that ´a = G, and consider B = ¦b : b ∈ A,
´
b ⊆ E¦. Then sup B = a in A. PPP If
b ∈ B, then
´
b ` ´a ⊆ M is nowhere dense, therefore empty; so a is an upper bound for B. ??? If a is not the
supremum of B, then there is a nonzero c ⊆ a such that b ⊆ a \ c for every b ∈ B. But now ´c cannot be
empty, so ´c ` M is nonempty, and there is a nonzero d ∈ A such that
´
d ⊆ ´c ` M. In this case d ∈ B and
d ⊆ a \ c. XXX Thus a = sup B. QQQ
It follows that
νE = νG = ¯ µa = sup
b∈B
¯ µb
= sup
b∈B
ν
´
b ≤ sup¦νH : H ⊆ E is openandclosed¦ ≤ νE
and νE = sup¦νH : H ⊆ E is openandclosed¦.
(b) This is the same as part (c) of the proof of 322N. We have a disjoint family ( of sets of ﬁnite measure
for ν such that whenever E ∈ Σ, νE > 0 there is a C ∈ ( such that µ(C ∩ E) > 0. Now if ˜ νF is deﬁned
and not 0, there is an E ∈ Σ such that E ⊆ F and νE > 0 (213Fc), so that there is a C ∈ ( such that
ν(E ∩ C) > 0; since νC < ∞, we have
˜ ν(F ∩ C) ≥ ˜ ν(E ∩ C) = ν(E ∩ C) > 0.
And of course ˜ νC < ∞ for every C ∈ (. This means that ( witnesses that ˜ ν satisﬁes the conditions of 213O,
so that ˜ ν is strictly localizable.
Any νnegligible set is surely ˜ νnegligible. If M is ˜ νnegligible then it is nowhere dense. PPP If G ⊆ Z is
open and not empty then there is a nonempty openandclosed set H
1
⊆ G, and now H
1
∈ Σ, so there is a
nonempty openandclosed set H ⊆ H
1
such that νH is ﬁnite (because ν is semiﬁnite). In this case H∩M
is νnegligible, therefore nowhere dense, and H ⊆ M. But this means that G ⊆ M; as G is arbitrary, M is
nowhere dense. QQQ Accordingly M ∈ ´ and is νnegligible.
Thus ν and ˜ ν have the same negligible sets.
(c) Because νZ < ∞,
80 Measure algebras 322Q
νE = νZ −ν(Z ` E) = νZ −sup¦νH : H ⊆ Z ` E is openandclosed¦
= inf¦ν(Z ` H) : H ⊆ Z ` E is openandclosed¦
= inf¦νH : H ⊇ E is openandclosed¦.
322X Basic exercises >>>(a) Let (A, ¯ µ) be a measure algebra. Let I
∞
be the set of those a ∈ A which
are ‘purely inﬁnite’, that is, ¯ µa = ∞ and ¯ µb = ∞ for every nonzero b ⊆ a. Show that I
∞
is a σideal of A.
Show that there is a function ¯ µ
sf
: A/I
∞
→ [0, ∞] deﬁned by setting ¯ µ
sf
a
•
= sup¦¯ µb : b ⊆ a, ¯ µb < ∞¦ for
every a ∈ A. Show that (A/I
∞
, ¯ µ
sf
) is a semiﬁnite measure algebra.
(b) Let (X, Σ, µ) be a measure space and let µ
sf
be the ‘semiﬁnite version’ of µ, as deﬁned in 213Xc.
Let (A, ¯ µ) be the measure algebra of (X, Σ, µ). Show that the measure algebra of (X, Σ, µ
sf
) is isomorphic
to the measure algebra (A/I
∞
, ¯ µ
sf
) of (a) above.
(c) Let (X, Σ, µ) be a measure space and (X,
˜
Σ, ˜ µ) its c.l.d. version. Let (A, ¯ µ) and (A
2
, ¯ µ
2
) be the
corresponding measure algebras, and π : A → A
2
the canonical homomorphism, as in 322Db. Show that
the kernel of π is the ideal I
∞
, as described in 322Xa, so that A/I
∞
is isomorphic, as Boolean algebra, to
π[A] ⊆ A
2
. Show that this isomorphism identiﬁes ¯ µ
sf
, as described in 322Xa, with ¯ µ
2
π[A].
(d) Give a direct proof of 322G, not relying on 215B and 321J.
>>>(e) Let (A, ¯ µ) be any measure algebra, A a nonempty subset of A, and c ∈ A such that ¯ µc < ∞.
Show that (i) c
0
= sup¦a ∩ c : a ∈ A¦ is deﬁned in A (ii) there is a countable set B ⊆ A such that
c
0
= sup¦a ∩ c : a ∈ B¦.
(f ) Let (X, Σ, µ) be a measure space and ν an indeﬁniteintegral measure over µ ('234). Show that the
measure algebra of ν can be identiﬁed, as Boolean algebra, with a principal ideal of the measure algebra of
µ.
(g) Let (X, Σ, µ) be a measure space and A any subset of X; let µ
A
be the subspace measure on A and
Σ
A
its domain. Write (A, ¯ µ) for the measure algebra of (X, Σ, µ) and (A
A
, ¯ µ
A
) for the measure algebra
of (A, Σ
A
, µ
A
). Show that the formula F
•
→ (F ∩ A)
•
deﬁnes a sequentially ordercontinuous Boolean
homomorphism π : A → A
A
which has kernel I = ¦F
•
: F ∈ Σ, F ∩ A = ∅¦. Show that for any a ∈ A,
¯ µ
A
(πa) = min¦¯ µb : b ∈ A, a \ b ∈ I¦.
(h) Let (A, ¯ µ) be a measure algebra and B an orderclosed subalgebra of A. Suppose that (B, ¯ µB) is
semiﬁnite. Show that (A, ¯ µ) is semiﬁnite.
(i) Let (A, ¯ µ) be any measure algebra and (Z, Σ, ν) its Stone space. Show that the c.l.d. version of ν is
strictly localizable.
322Y Further exercises (a) Let X be a set, Σ a σalgebra of subsets of X, and 1 a σideal of Σ. Set
^ = ¦N : ∃ F ∈ 1, N ⊆ F¦. Show that ^ is a σideal of subsets of X. Set
ˆ
Σ = ¦E´N : E ∈ Σ, N ∈ ^¦.
Show that
ˆ
Σ is a σalgebra of subsets of X and that
ˆ
Σ/^ is isomorphic to Σ/1.
(b) Let (A, ¯ µ) be a semiﬁnite measure algebra, and (Z, Σ, ν) its Stone space. Let ˜ ν be the c.l.d. version
of ν, and
˜
Σ its domain. Show that
˜
Σ is precisely the Baire property algebra ¦G´A : G ⊆ Z is open, A ⊆ Z
is meager¦, so that
˜
Σ/´ can be identiﬁed with the regular open algebra of Z (314Yd) and the measure
algebra of ˜ ν can be identiﬁed with the localization of A.
(c) Give an example of a localizable measure algebra (A, ¯ µ) with a σsubalgebra B such that (B, ¯ µB)
is semiﬁnite and atomless, but A is not atomless.
(d) Let (X, Σ, µ) be a measure space and A ⊆ X a subset; let µ
A
be the subspace measure on A, A
and A
A
the measure algebras of µ and µ
A
, and π : A → A
A
the canonical homomorphism, as described in
322Xg. (i) Show that if µ
A
is semiﬁnite, then π is ordercontinuous. (ii) Show that if µ is semiﬁnite but
µ
A
is not, then π is not ordercontinuous.
322 Notes Taxonomy of measure algebras 81
(e) Show that if (A, ¯ µ) is a measure algebra, with Stone space (Z, Σ, ν), then ν has locally determined
negligible sets in the sense of 213I.
(f ) Let (A, ¯ µ) be a localizable measure algebra and (Z, Σ, ν) its Stone space. (i) Show that a function
f : Z →R is Σmeasurable iﬀ there is a conegligible set G ⊆ X such that fG is continuous. (Hint: 316Yi.)
(ii) Show that f : Z → [0, 1] is Σmeasurable iﬀ there is a continuous function g : Z → [0, 1] such that
f = g νa.e.
322 Notes and comments I have taken this leisurely tour through the concepts of Chapter 21 partly to
recall them (or persuade you to look them up) and partly to give you practice in the elementary manipulations
of measure algebras. The really vital result here is the correspondence between ‘localizability’ in measure
spaces and measure algebras. Part of the object of this volume (particularly in Chapter 36) is to try to make
sense of the properties of localizable measure spaces, as discussed in Chapter 24 and elsewhere, in terms of
their measure algebras. I hope that 322Be has already persuaded you that the concept really belongs to
measure algebras, and that the formulation in terms of ‘essential suprema’ is a dispensable expedient.
I have given proofs of 322C and 322G depending on the realization of an arbitrary measure algebra as
the measure algebra of a measure space, and the corresponding theorems for measure spaces, because this
seems the natural approach from where we presently stand; but I am sympathetic to the view that such
proofs must be inappropriate, and that it is in some sense better style to look for arguments which speak
only of measure algebras (322Xd).
For any measure algebra (A, ¯ µ), the set A
f
of elements of ﬁnite measure is an ideal of A; consequently
it is orderdense iﬀ it includes a partition of unity (322E). In 322F we have something deeper: any semi
ﬁnite measure algebra must be weakly (σ, ∞)distributive when regarded as a Boolean algebra, and this has
signiﬁcant consequences in its Stone space, which are used in the proofs of 322N and 322Q. Of course a
result of this kind must depend on the semiﬁniteness of the measure algebra, since any Dedekind σcomplete
Boolean algebra becomes a measure algebra if we give every nonzero element the measure ∞. It is natural
to look for algebraic conditions on a Boolean algebra suﬃcient to make it ‘measurable’, in the sense that it
should carry a semiﬁnite measure; this is an unresolved problem to which I will return in Chapter 39.
Subspace measures, simple products, direct sums, principal ideals and orderclosed subalgebras give no
real surprises; I spell out the details in 322I322M and 322Xg322Xh. It is worth noting that completing a
measure space has no eﬀect on its measure algebra (322D, 322Ya). We see also that from the point of view
of measure algebras there is no distinction to be made between ‘localizable’ and ‘strictly localizable’, since
every localizable measure algebra is representable as the measure algebra of a strictly localizable measure
space (322Kd). (But strict localizability does have implications for some processes starting in the measure
algebra; see 322L.) It is nevertheless remarkable that the canonical measure on the Stone space of a semi
ﬁnite measure algebra is localizable iﬀ it is strictly localizable (322N). This canonical measure has many
other interesting properties, which I skim over in 322Q, 322Xi, 322Yb and 322Yf. In Chapter 21 I discussed
a number of methods of improving measure spaces, notably ‘completions’ (212C) and ‘c.l.d. versions’ (213E).
Neither of these is applicable in any general way to measure algebras. But in fact we have a more eﬀective
construction, at least for semiﬁnite measure algebras, that of ‘localization’ (322O322P); I say that it is
more eﬀective just because localizability is more important than completeness or local determinedness, being
of vital importance in the behaviour of function spaces (241Gb, 243Gb, 245Ec, 363M, 364O, 365J, 367N,
369A, 369C). Note that the localization of a semiﬁnite measure algebra does in fact correspond to the c.l.d.
version of a certain measure (322Q, 322Yb). But of course A and
´
A do not have the same Stone spaces,
even when
´
A can be eﬀectively represented as the measure algebra of a measure on the Stone space of A.
What is happening in 322Yb is that we are using all the open sets of Z to represent members of
´
A, not just
the openandclosed sets, which correspond to members of A.
82 Measure algebras '323 intro.
323 The topology of a measure algebra
I take a short section to discuss one of the fundamental tools for studying totally ﬁnite measure algebras,
the natural metric that each carries. The same ideas, suitably adapted, can be applied to an arbitrary
measure algebra, where we have a topology corresponding closely to the topology of convergence in measure
on the function space L
0
. Most of the section consists of an analysis of the relations between this topology
and the order structure of the measure algebra.
323A The pseudometrics ρ
a
(a) Let (A, ¯ µ) be a measure algebra. Write A
f
= ¦a : a ∈ A, ¯ µa < ∞¦.
For a ∈ A
f
and b, c ∈ A, write ρ
a
(b, c) = ¯ µ(a ∩ (b .c)). Then ρ
a
is a pseudometric on A. PPP (i) Because
¯ µa < ∞, ρ
a
takes values in [0, ∞[. (ii) If b, c, d ∈ A then b .d ⊆ (b .c) ∪ (c .d), so
ρ
a
(b, d) = ¯ µ(a ∩ (b .d)) ≤ ¯ µ((a ∩ (b .c)) ∪ (a ∩ (c .d)))
≤ ¯ µ(a ∩ (b .c)) + ¯ µ(a ∩ (c .d)) = ρ
a
(b, c) +ρ
a
(c, d).
(iii) If b, c ∈ A then
ρ
a
(b, c) = ¯ µ(a ∩ (b .c)) = ¯ µ(a ∩ (c .b)) = ρ
a
(c, b). QQQ
(b) Now the measurealgebra topology of the measure algebra (A, ¯ µ) is that generated by the family
P = ¦ρ
a
: a ∈ A
f
¦ of pseudometrics on A. Similarly the measurealgebra uniformity on A is that
generated by P.
(For a general discussion of topologies deﬁned by pseudometrics, see 2A3F et seq. For the associated
uniformities see '3A4.)
(c) Note that P is upwardsdirected, since ρ
a∪a
≥ max(ρ
a
, ρ
a
) for all a, a
t
∈ A
f
.
(d) When (A, ¯ µ) is totally ﬁnite, it is more natural to work from the measure metric ρ = ρ
1
, with
ρ(a, b) = ¯ µ(a .b), since this by itself deﬁnes the measurealgebra topology and uniformity.
*(e) Even when (A, ¯ µ) is not totally ﬁnite, we still have a metric ρ on A
f
deﬁned by setting ρ(a, b) =
¯ µ(a .b) for all a, b ∈ A
f
, which is sometimes useful (323Xg). Note however that the topology on A
f
deﬁned
from ρ is not in general the topology induced by the measurealgebra topology of A.
323B Proposition Let (A, ¯ µ) be any measure algebra. Then the operations ∪ , ∩ , \ and . are all
uniformly continuous.
proof The point is that for any b, c, b
t
, c
t
∈ A we have
(b ∗ c) .(b
t
∗ c
t
) ⊆ (b .b
t
) ∪ (c .c
t
)
for any of the operations ∗ = ∪ , ∩ etc.; so that if a ∈ A
f
then
ρ
a
(b ∗ c, b
t
∗ c
t
) ≤ ρ
a
(b, b
t
) +ρ
a
(c, c
t
).
Consequently the operation ∗ must be uniformly continuous.
323C Proposition (a) Let (A, ¯ µ) be a totally ﬁnite measure algebra. Then ¯ µ : A → [0, ∞[ is uniformly
continuous.
(b) Let (A, ¯ µ) be a semiﬁnite measure algebra. Then ¯ µ : A → [0, ∞] is lower semicontinuous.
(c) Let (A, ¯ µ) be any measure algebra. If a ∈ A and ¯ µa < ∞, then b → ¯ µ(b ∩ a) : A → R is uniformly
continuous.
proof (a) For any a, b ∈ A,
[¯ µa − ¯ µb[ ≤ ¯ µ(a .b) = ρ
1
(a, b).
(b) Suppose that b ∈ A and ¯ µb > α ∈ R. Then there is an a ⊆ b such that α < ¯ µa < ∞ (322Eb). If
c ∈ A is such that ρ
a
(b, c) < ¯ µa −α, then
323D The topology of a measure algebra 83
¯ µc ≥ ¯ µ(a ∩ c) = ¯ µa − ¯ µ(a ∩ (b \ c)) > α.
Thus ¦b : ¯ µb > α¦ is open; as α is arbitrary, ¯ µ is lower semicontinuous.
(c) [¯ µ(a .b) − ¯ µ(a .c)[ ≤ ρ
a
(b, c) for all b, c ∈ A.
323D The following facts are basic to any understanding of the relationship between the order structure
and topology of a measure algebra.
Lemma Let (A, ¯ µ) be a measure algebra.
(a) Let B ⊆ A be a nonempty upwardsdirected set. For b ∈ B set F
b
= ¦c : b ⊆ c ∈ B¦.
(i) ¦F
b
: b ∈ B¦ generates a Cauchy ﬁlter T(B↑) on A.
(ii) If sup B is deﬁned in A, then it is a topological limit of T(B ↑); in particular, it belongs to the
topological closure of B.
(b) Let B ⊆ A be a nonempty downwardsdirected set. For b ∈ B set F
b
= ¦c : b ⊇ c ∈ B¦.
(i) ¦F
b
: b ∈ B¦ generates a Cauchy ﬁlter T(B↓) on A.
(ii) If inf B is deﬁned in A, then it is a topological limit of T(B↓); in particular, it belongs to the
topological closure of B.
(c)(i) Closed subsets of A are orderclosed in the sense of 313D.
(ii) An orderdense subalgebra of A must be dense in the topological sense.
(d) Now suppose that (A, ¯ µ) is semiﬁnite.
(i) The sets ¦b : b ⊆ c¦, ¦b : b ⊇ c¦ are closed for every c ∈ A.
(ii) If B ⊆ A is nonempty and upwardsdirected and e is a cluster point of T(B↑), then e = sup B.
(iii) If B ⊆ A is nonempty and downwardsdirected and e is a cluster point of T(B↓), then e = inf B.
proof I use the notations A
f
, ρ
a
from 323A.
(a)(i) (α) If b, c ∈ B then there is a d ∈ B such that b ∪ c ⊆ d, so that F
d
⊆ F
b
∩ F
c
; consequently
T(B↑) = ¦F : F ⊆ A, ∃b ∈ B, F
b
⊆ F¦
is a ﬁlter on A. (β) Let a ∈ A
f
, > 0. Then there is a b ∈ B such that ¯ µ(a ∩ c) ≤ ¯ µ(a ∩ b) +
1
2
for every
c ∈ B, and F
b
∈ T(B↑). If now c, c
t
∈ F
b
, c .c
t
⊆ (c \ b) ∪ (c
t
\ b), so
ρ
a
(c, c
t
) ≤ ¯ µ(a ∩ c \ b) + ¯ µ(a ∩ c
t
\ b) = ¯ µ(a ∩ c) + ¯ µ(a ∩ c
t
) −2¯ µ(a ∩ b) ≤ .
As a and are arbitrary, T(B↑) is Cauchy.
(ii) Suppose that e = supB is deﬁned in A. Let a ∈ A
f
, > 0. By 313Ba, a ∩ e = sup
b∈B
a ∩ b;
but ¦a ∩ b : b ∈ B¦ is upwardsdirected, so ¯ µ(a ∩ e) = sup
b∈B
¯ µ(a ∩ b), by 321D. Let b ∈ B be such that
¯ µ(a ∩ b
0
) ≥ ¯ µ(a ∩ e) −. Then for any c ∈ F
b
, e .c ⊆ e \ b, so
ρ
a
(e, c) = ¯ µ(a ∩ (e .c)) ≤ ¯ µ(a ∩ (e \ b)) = ¯ µ(a ∩ e) − ¯ µ(a ∩ b) ≤ .
As a and are arbitrary, T(B↑) → e.
Because B ∈ T(B↑), e surely belongs to the topological closure of B.
(b) Either repeat the arguments above, with appropriate inversions, using 321F in place of 321D, or
apply (a) to the set ¦1 \ b : b ∈ B¦.
(c)(i) This follows at once from (a) and (b) and the deﬁnition in 313D.
(ii) If B ⊆ A is an orderdense subalgebra and a ∈ A, then B = ¦b : b ∈ B, b ⊆ a¦ is upwardsdirected
and has supremum a (313K); by (aii), a ∈ B ⊆ B. As a is arbitrary, B is topologically dense.
(d)(i) Set F = ¦b : b ⊆ c¦. If d ∈ A` F, then (because (A, ¯ µ) is semiﬁnite) there is an a ∈ A
f
such that
δ = ¯ µ(a ∩ d \ c) > 0; now if b ∈ F,
ρ
a
(d, b) ≥ ¯ µ(a ∩ d \ b) ≥ δ,
so that d cannot belong to the closure of F. As d is arbitrary, F is closed. Similarly, ¦b : b ⊇ c¦ is closed.
(ii) (α) If b ∈ B, then e ∈ F
b
, because F
b
∈ T(B↑); but ¦c : b ⊆ c ∈ A¦ is a closed set including F
b
,
so contains e, and b ⊆ e. As b is arbitrary, e is an upper bound for B. (β) If d is an upper bound of B,
84 Measure algebras 323D
then ¦c : c ⊆ d¦ is a closed set belonging to T(B↑), so contains e. As d is arbitrary, this shows that e is the
supremum of B, as claimed.
(iii) Use the same arguments as in (ii), but inverted.
323E Corollary Let (A, ¯ µ) be a measure algebra.
(a) If 'b
n
`
n∈N
is a nondecreasing sequence in A with supremum b, then 'b
n
`
n∈N
→ b for the measure
algebra topology.
(b) If 'b
n
`
n∈N
is a nonincreasing sequence in A with inﬁmum b, then 'b
n
`
n∈N
→ b for the measurealgebra
topology.
proof I call this a ‘corollary’ because it is the special case of 323Da323Db in which B is the set of terms of
a monotonic sequence; but it is probably easier to work directly from the deﬁnition in 323A, and use 321Be
or 321Bf to see that lim
n→∞
ρ
a
(b
n
, b) = 0 whenever ¯ µa < ∞.
323F The following is a useful calculation.
Lemma Let (A, ¯ µ) be a measure algebra and 'c
n
`
n∈N
a sequence in A such that the sum
¸
∞
n=0
¯ µ(c
n
.c
n+1
)
is ﬁnite. Set d
0
= sup
n∈N
inf
m≥n
c
m
, d
1
= inf
n∈N
sup
m≥n
c
m
. Then d
0
= d
1
and, writing d for their common
value, lim
n→∞
¯ µ(c
n
.d) = 0.
proof Write α
n
= ¯ µ(c
n
.c
n+1
), β
n
=
¸
∞
k=n
α
k
for n ∈ N; we are supposing that lim
n→∞
β
n
= 0. Set
b
n
= sup
m≥n
c
m
.c
m+1
; then
¯ µb
n
≤
¸
∞
m=n
¯ µ(c
m
.c
m+1
) = β
n
for each n. If m ≥ n, then
c
m
.c
n
⊆ sup
n≤k<m
c
k
.c
k+1
⊆ b
n
,
so
c
n
\ b
n
⊆ c
m
⊆ c
n
∪ b
n
.
Consequently
c
n
\ b
n
⊆ inf
k≥m
c
k
⊆ sup
k≥m
c
k
⊆ c
n
∪ b
n
for every m ≥ n, and
c
n
\ b
n
⊆ d
0
⊆ d
1
⊆ c
n
∪ b
n
,
so that
c
n
.d
0
⊆ b
n
, c
n
.d
1
⊆ b
n
, d
1
\ d
0
⊆ b
n
.
As this is true for every n,
lim
n→∞
¯ µ(c
n
.d
i
) ≤ lim
n→∞
¯ µb
n
= 0
for both i, and
¯ µ(d
1
.d
0
) ≤ inf
n∈N
¯ µb
n
= 0,
so that d
1
= d
0
.
323G The classiﬁcation of measure algebras: Theorem Let (A, ¯ µ) be a measure algebra, T its
measurealgebra topology and  its measurealgebra uniformity.
(a) (A, ¯ µ) is semiﬁnite iﬀ T is Hausdorﬀ.
(b) (A, ¯ µ) is σﬁnite iﬀ T is metrizable, and in this case  is also metrizable.
(c) (A, ¯ µ) is localizable iﬀ T is Hausdorﬀ and A is complete under .
proof I use the notations A
f
, ρ
a
from 323A.
(a)(i) Suppose that (A, ¯ µ) is semiﬁnite and that b, c are distinct members of A. Then there is an
a ⊆ b .c such that 0 < ¯ µa < ∞, and now ρ
a
(b, c) > 0. As b and c are arbitrary, T is Hausdorﬀ (2A3L).
323G The topology of a measure algebra 85
(ii) Suppose that T is Hausdorﬀ and that b ∈ A has ¯ µb = ∞. Then b = 0 so there must be an a ∈ A
f
such that ¯ µ(a ∩ b) = ρ
a
(0, b) > 0; in which case a ∩ b ⊆ b and 0 < ¯ µ(a ∩ b) < ∞. As b is arbitrary, ¯ µ is
semiﬁnite.
(b)(i) Suppose that ¯ µ is σﬁnite. Let 'a
n
`
n∈N
be a nondecreasing sequence in A
f
with supremum 1. Set
ρ(b, c) =
∞
¸
n=0
ρ
a
n
(b, c)
1 + 2
n
¯ µa
n
for b, c ∈ A. Then ρ is a metric on A, because if ρ(b, c) = 0 then a
n
∩ (b .c) = 0 for every n, so b .c = 0
and b = c.
If a ∈ A
f
and > 0, take n such that ¯ µ(a \ a
n
) ≤
1
2
. If b, c ∈ A and ρ(b, c) ≤ /2(1 + 2
n
¯ µa
n
), then
ρ
a
n
(b, c) ≤
1
2
so
ρ
a
(b, c) = ρ
a\a
n
(b, c) +ρ
a∩a
n
(b, c) ≤ ¯ µ(a \ a
n
) +ρ
a
n
(b, c)
≤
1
2
+ (1 + 2
n
¯ µa
n
)ρ(b, c) ≤ .
In the other direction, given > 0, take n ∈ N such that 2
−n
≤
1
2
; then ρ(b, c) ≤ whenever ρ
a
n
(b, c) ≤
/2(n + 1).
This shows that  is the same as the metrizable uniformity deﬁned by ¦ρ¦; accordingly T is also deﬁned
by ρ.
(ii) Now suppose that T is metrizable, and let ρ be a metric deﬁning T. For each n ∈ N there must be
a
n0
, . . . , a
nk
n
∈ A
f
and δ
n
> 0 such that
ρ
a
ni
(b, 1) ≤ δ
n
for every i ≤ k
n
=⇒ ρ(b, 1) ≤ 2
−n
.
Set d = sup
n∈N,i≤k
n
a
ni
. Then ρ
a
ni
(d, 1) = 0 for every n, i, so ρ(d, 1) ≤ 2
−n
for every n and d = 1. Thus 1
is the supremum of countably many elements of ﬁnite measure and (A, ¯ µ) is σﬁnite.
(c)(i) Suppose that (A, ¯ µ) is localizable. Then T is Hausdorﬀ, by (a). Let T be a Cauchy ﬁlter on A. For
each a ∈ A
f
, choose a sequence 'F
n
(a)`
n∈N
in T such that ρ
a
(b, c) ≤ 2
−n
whenever b, c ∈ F
n
(a) and n ∈ N.
Choose c
an
∈
¸
k≤n
F
k
(a) for each n; then ρ
a
(c
an
, c
a,n+1
) ≤ 2
−n
for each n. Set d
a
= sup
n∈N
inf
k≥n
a ∩ c
ak
.
Then
lim
n→∞
ρ
a
(d
a
, c
an
) = lim
n→∞
¯ µ(d
a
.(a ∩ c
an
)) = 0,
by 323F.
If a, b ∈ A
f
and a ⊆ b, then d
a
= a ∩ d
b
. PPP For each n ∈ N, F
n
(a) and F
n
(b) both belong to T, so must
have a point e in common; now
ρ
a
(d
a
, d
b
) ≤ ρ
a
(d
a
, c
an
) +ρ
a
(c
an
, e) +ρ
a
(e, c
bn
) +ρ
a
(c
bn
, d
b
)
≤ ρ
a
(d
a
, c
an
) +ρ
a
(c
an
, e) +ρ
b
(e, c
bn
) +ρ
b
(c
bn
, d
b
)
≤ ρ
a
(d
a
, c
an
) + 2
−n
+ 2
−n
+ρ
b
(c
bn
, d
b
)
→ 0 as n → ∞.
Consequently ρ
a
(d
a
, d
b
) = 0, that is,
d
a
= a ∩ d
a
= a ∩ d
b
. QQQ
Set d = sup¦d
b
: b ∈ A
f
¦; this is deﬁned because A is Dedekind complete. Then T → d. PPP If a ∈ A
f
and
> 0, then
a ∩ d = sup
b∈A
f a ∩ d
b
= sup
b∈A
f a ∩ b ∩ d
a∪b
= sup
b∈A
f a ∩ b ∩ d
a
= a ∩ d
a
.
So if we choose n ∈ N such that 2
−n
+ρ
a
(c
an
, d
a
) ≤ , then for any e ∈ F
n
(a) we shall have
ρ
a
(e, d) ≤ ρ
a
(e, c
an
) +ρ
a
(c
an
, d) ≤ 2
−n
+ρ
a
(c
an
, d
a
) ≤ .
Thus
86 Measure algebras 323G
¦e : ρ
a
(d, e) ≤ ¦ ⊇ F
n
(a) ∈ T.
As a, are arbitrary, T converges to d. QQQ As T is arbitrary, A is complete.
(ii) Now suppose that T is Hausdorﬀ and that A is complete under . By (a), (A, ¯ µ) is semiﬁnite.
Let B be any nonempty subset of A, and set B
t
= ¦b
0
∪ . . . ∪ b
n
: b
0
, . . . , b
n
∈ B¦, so that B
t
is upwards
directed and has the same upper bounds as B. By 323Da, we have a Cauchy ﬁlter T(B
t
↑); because A is
complete, this is convergent; and because (A, ¯ µ) is semiﬁnite, its limit must be supB
t
= sup B, by 323Dd.
As B is arbitrary, A is Dedekind complete, so (A, ¯ µ) is localizable.
323H Closed subalgebras The ideas used in the proof of (c) above have many other applications, of
which one of the most important is the following. You may ﬁnd it helpful to read the next theorem ﬁrst on
the assumption that (A, ¯ µ) is a probability algebra.
Theorem Let (A, ¯ µ) be a localizable measure algebra, and B a subalgebra of A. Then it is closed for the
measurealgebra topology iﬀ it is orderclosed.
proof (a) If B is closed, it must be orderclosed, by 323Dc.
(b) Now suppose that B is orderclosed. I repeat the ideas of part (ci) of the proof of 323G. Let e be
any member of the closure of B in A. For each a ∈ A
f
, n ∈ N choose c
an
∈ B such that ρ
a
(c
an
, e) ≤ 2
−n
.
Then
∞
¸
n=0
¯ µ((a ∩ c
an
) .(a ∩ c
a,n+1
)) =
∞
¸
n=0
ρ
a
(c
an
, c
a,n+1
)
≤
∞
¸
n=0
ρ
a
(c
an
, e) +ρ
a
(e, c
a,n+1
) < ∞.
So if we set e
a
= sup
n∈N
inf
k≥n
c
ak
, then
ρ
a
(e
a
, c
an
) = ρ
a
(a ∩ e
a
, a ∩ c
an
) → 0
as n → ∞, by 323F, and ρ
a
(e, e
a
) = 0, that is, a ∩ e
a
= a ∩ e. Also, because Bis orderclosed, inf
k≥n
c
ak
∈ B
for every n, and e
a
∈ B.
Because A is Dedekind complete, we can set
e
t
a
= inf¦e
b
: b ∈ A
f
, a ⊆ b¦;
then e
t
a
∈ B and
e
t
a
∩ a = inf
b⊇a
e
b
∩ a = inf
b⊇a
e
b
∩ b ∩ a = inf
b⊇a
e ∩ b ∩ a = e ∩ a.
Now e
t
a
⊆ e
t
b
whenever a ⊆ b, so B = ¦e
t
a
: a ∈ A
f
¦ is upwardsdirected, and
supB = sup¦e
t
a
∩ a : a ∈ A
f
¦ = sup¦e ∩ a : a ∈ A
f
¦ = e
because (A, ¯ µ) is semiﬁnite. Accordingly e ∈ B. As e is arbitrary, B is closed, as claimed.
323I Notation In the context of 323H, I will say simply that B is a closed subalgebra of A.
323J Proposition If (A, ¯ µ) is a localizable measure algebra and B is a subalgebra of A, then the
topological closure B of B in A is precisely the orderclosed subalgebra of A generated by B.
proof Write B
τ
for the smallest orderclosed subset of A including B. By 313Fc, B
τ
is a subalgebra of
A, and is the orderclosed subalgebra of A generated by B. Being an orderclosed subalgebra of A, it is
topologically closed, by 323H, and must include B. On the other hand, B, being topologically closed, is
orderclosed (323D(ci)), so includes B
τ
. Thus B = B
τ
is the orderclosed subalgebra of A generated by B.
323K I note some simple results for future reference.
Lemma If (A, ¯ µ) is a localizable measure algebra and B is a closed subalgebra of A, then for any a ∈ A the
subalgebra C of A generated by B∪ ¦a¦ is closed.
proof By 314Ja, C is orderclosed.
323Y The topology of a measure algebra 87
323L Proposition Let '(A
i
, ¯ µ
i
)`
i∈I
be a family of measure algebras with simple product (A, ¯ µ) (322K).
Then the measurealgebra topology on A =
¸
i∈I
A
i
deﬁned by ¯ µ is just the product of the measurealgebra
topologies of the A
i
.
proof I use the notations A
f
, ρ
a
from 323A. Write T for the measurealgebra topology of A and S for the
product topology. For i ∈ I, d ∈ A
f
i
deﬁne a pseudometric ˜ ρ
di
on A by setting
˜ ρ
di
(b, c) = ρ
d
(b(i), c(i))
whenever b, c ∈ A; then S is deﬁned by P = ¦˜ ρ
di
: i ∈ I, a ∈ A
f
i
¦ (3A3Ig). Now each ˜ ρ
di
is one of the
deﬁning pseudometrics for T, since
˜ ρ
di
(b, c) = ¯ µ(
˜
d ∩ (b´c))
where
˜
d(i) = d,
˜
d(j) = 0 for j = i. So S ⊆ T.
Now suppose that a ∈ A
f
and > 0. Then
¸
i∈I
¯ µ
i
a(i) = ¯ µa is ﬁnite, so there is a ﬁnite set J ⊆ I such
that
¸
i∈I\J
¯ µ
i
a(i) ≤
1
2
. For each j ∈ J, τ
j
= ˜ ρ
a(j),j
belongs to P, and
ρ
a
(b, c) =
¸
i∈I
¯ µ
i
(a(i) ∩ (b(i) .c(i))) ≤
¸
j∈J
¯ µ
j
(a(j) ∩ (b(j) .c(j))) +
1
2
=
¸
j∈J
τ
j
(b(j), c(j)) +
1
2
≤
whenever b, c are such that τ
j
(b(j), c(j)) ≤ /(1 +2#(J)) for every j ∈ J. By 2A3H, the identity map from
(A, S) to (A, T) is continuous, that is, T ⊆ S.
Putting these together, we see that S = T, as claimed.
323X Basic exercises (a) Let (A, ¯ µ) be a semiﬁnite measure algebra. Show that the set ¦(a, b) : a ⊆ b¦
is a closed set in A A.
>>>(b) Let (X, Σ, µ) be a σﬁnite measure space and (A, ¯ µ) its measure algebra. (i) Show that if T is a
σsubalgebra of Σ, then ¦F
•
: F ∈ T¦ is a closed subalgebra of A. (ii) Show that if B is a closed subalgebra
of A, then ¦F : F ∈ Σ, F
•
∈ B¦ is a σsubalgebra of Σ.
(c) Let (A, ¯ µ) be a localizable measure algebra, and C ⊆ A a set such that sup A, inf A belong to C for
all nonempty subsets A of C. Show that C is closed for the measurealgebra topology.
(d) (i) Show that if (A, ¯ µ) is any measure algebra and B is a subalgebra of A, then its topological closure
B is again a subalgebra. (ii) Use this fact instead of 313Fc to prove 323J.
(e) Let (A, ¯ µ) be a measure algebra, and e ∈ A; let A
e
be the principal ideal of A generated by e, and ¯ µ
e
its measure (322H). Show that the topology on A
e
deﬁned by ¯ µ
e
is just the subspace topology induced by
the measurealgebra topology of A.
>>>(f ) Let (X, Σ, µ) be a measure space, and (A, ¯ µ) its measure algebra. (i) Show that we have an injection
χ : A → L
0
(µ) (see '241) given by setting χ(E
•
) = (χE)
•
for every E ∈ Σ. (ii) Show that χ is a
homeomorphism between A and its image if A is given its measurealgebra topology and L
0
(µ) is given its
topology of convergence in measure (245A).
(g) Let (A, ¯ µ) be a measure algebra, and A
f
the ideal of elements of ﬁnite measure. For a, b ∈ A
f
set ρ(a, b) = ¯ µ(a .b). Show that (A
f
, ¯ µ) is a complete metric space and that the operations ∪ , ∩ , \
and . are uniformly continuous on A
f
, while ¯ µ : A
f
→ R is also uniformly continuous. Show that the
embedding A
f
⊆ A is continuous for the measurealgebra topology on A. In the context of 323Xf, show that
χ : A
f
→ L
0
(µ) is an isometry between A
f
and a subset of L
1
(µ).
323Y Further exercises (a) Let (A, ¯ µ) be a σﬁnite measure algebra. Show that a set F ⊆ A is closed
for the measurealgebra topology iﬀ e ∈ F whenever there are nonempty sets B, C ⊆ A such that B is
upwardsdirected, C is downwardsdirected, supB = inf C = e and [b, c] ∩ F = ∅ for every b ∈ B, c ∈ C,
writing [b, c] = ¦d : b ⊆ d ⊆ c¦.
88 Measure algebras 323Yb
(b) Give an example to show that (a) is false for general localizable measure algebras.
(c) Give an example of a semiﬁnite measure algebra (A, ¯ µ) with an orderclosed subalgebra which is not
closed for the measurealgebra topology.
(d) Let (A, ¯ µ) be a probability algebra and write B for the family of closed subalgebras of A. For B,
C ∈ B set ρ(B, C) = sup
b∈B
inf
c∈C
¯ µ(b .c) + sup
c∈C
inf
b∈B
¯ µ(b .c). Show that (B, ρ) is a complete metric
space.
(e) Let (A, ¯ µ) be the measure algebra of Lebesgue measure on R. Show that it is separable in its measure
algebra topology. (Hint: 245Yj.)
323Z Problem Find a localizable measure algebra (A, ¯ µ), a σsubalgebra Bof A and a sequence 'b
n
`
n∈N
in B which converges, for the measurealgebra topology, to a member of A ` B.
323 Notes and comments The message of this section is that the topology of a measure algebra is
essentially deﬁned by its order and algebraic structure; see also 324F324H below. Of course the results are
really about semiﬁnite measure algebras, and indeed this whole volume, like the rest of measure theory,
has little of interest to say about others; they are included only because they arise occasionally and it is
not absolutely essential to exclude them. We therefore expect to be able to describe such things as closed
subalgebras and continuous homomorphisms in terms of the ordering, as in 323H and 324G. For σﬁnite
algebras, indeed, there is an easy description of the topology in terms of the order (323Ya). I think the result
of this section which I shall most often wish to quote is 323I: in most contexts, there is no need to distinguish
between ‘closed subalgebra’ and ‘orderclosed subalgebra’. I conjecture, however, that a σsubalgebra of a
localizable measure algebra need not be topologically sequentially closed (323Z).
It is also the case that the topology of a measure algebra corresponds very closely indeed to the topology
of convergence in measure. A description of this correspondence is in 323Xf. Indeed all the results of this
section have analogues in the theory of topological Riesz spaces. I will enlarge on the idea here in '367. For
the moment, however, if you look back to Chapter 24, you will see that 323B and 323G are closely paralleled
by 245D and 245E, while 323Ya is related to 245L.
It is I think natural to ask whether there are any other topological Boolean algebras with the properties
323B323D. In fact a question in this direction, the Control Measure Problem, is one of the most important
questions outstanding in abstract measure theory. I will discuss it in '393; the particular form relevant to
the present section is what I call ‘CM
4
’ (393J).
324 Homomorphisms
In the course of Volume 2, I had occasion to remark that elementary measure theory was unusual among
abstract topics in pure mathematics in not being dominated by any particular class of structurepreserving
operators. We now come to what I think is one of the reasons for the gap: the most important operators
of the theory are not between measure spaces at all, but between their measure algebras. In this section I
run through the most elementary facts about Boolean homomorphisms between measure algebras. I start
with results on the construction of such homomorphisms from functions between measure spaces (324A
324E), then investigate continuity and ordercontinuity of homomorphisms (324F324H) before turning to
measurepreserving homomorphisms (324I324O).
324A Theorem Let (X, Σ, µ) and (Y, T, ν) be measure spaces, and (A, ¯ µ), (B, ¯ ν) their measure algebras.
Write
ˆ
Σ for the domain of the completion ˆ µ of µ. Let D ⊆ X be a set of full outer measure (deﬁnition:
132E), and let
ˆ
Σ
D
be the subspace σalgebra on D induced by
ˆ
Σ. Let φ : D → Y be a function such that
φ
−1
[F] ∈
ˆ
Σ
D
for every F ∈ T and φ
−1
[F] is µnegligible whenever νF = 0. Then there is a sequentially
ordercontinuous Boolean homomorphism π : B →A deﬁned by the formula
πF
•
= E
•
whenever F ∈ T, E ∈ Σ and (E ∩ D)´φ
−1
[F] is negligible.
324E Homomorphisms 89
proof Let F ∈ T. Then there is an H ∈
ˆ
Σ such that H ∩ D = φ
−1
[F]; now there is an E ∈ Σ such
that E´H is negligible, so that (E ∩ D)´φ
−1
[F] is negligible. If E
1
is another member of Σ such that
(E
1
∩ D)´φ
−1
[F] is negligible, then (E´E
1
) ∩ D is negligible, so is included in a negligible member G of
Σ. Since (E´E
1
) ` G belongs to Σ and is disjoint from D, it is negligible; accordingly E´E
1
is negligible
and E
•
= E
•
1
in A.
What this means is that the formula oﬀered deﬁnes a map π : B → A. It is now easy to check that π is
a Boolean homomorphism, because if
(E ∩ D)´φ
−1
[F], (E
t
∩ D)´φ
−1
[F
t
]
are negligible, so are
((X ` E) ∩ D)´φ
−1
[Y ` F], ((E ∪ E
t
) ∩ D)´φ
−1
[F ∪ F
t
].
To see that π is sequentially ordercontinuous, let 'b
n
`
n∈N
be a sequence in B. For each n we may
choose an F
n
∈ T such that F
•
n
= b
n
, and E
n
∈ Σ such that (E
n
∩ D)´φ
−1
[F
n
] is negligible; now, setting
F =
¸
n∈N
F
n
, E =
¸
n∈N
E
n
,
(E ∩ D)´φ
−1
[F] ⊆
¸
n∈N
(E
n
∩ D)´φ
−1
[F
n
]
is negligible, so
π(sup
n∈N
b
n
) = π(F
•
) = E
•
= sup
n∈N
E
•
n
= sup
n∈N
πb
n
.
(Recall that the maps E → E
•
, F → F
•
are sequentially ordercontinuous, by 321H.) So π is sequentially
ordercontinuous (313L(ciii)).
324B Corollary Let (X, Σ, µ) and (Y, T, ν) be measure spaces, and (A, ¯ µ), (B, ¯ ν) their measure algebras.
Let φ : X → Y be a function such that φ
−1
[F] ∈ Σ for every F ∈ T and µφ
−1
[F] = 0 whenever νF = 0.
Then there is a sequentially ordercontinuous Boolean homomorphism π : B →A deﬁned by the formula
πF
•
= (φ
−1
[F])
•
for every F ∈ T.
324C Remarks (a) In '235 and elsewhere in Volume 2 I spent a good deal of time on functions between
measure spaces which satisfy the conditions of 324A. Indeed, I take the trouble to spell 324A out in such
generality just in order to catch these applications. Some of the results of the present chapter (322D, 322Jb)
can also be regarded as special cases of 324A.
(b) The question of which homomorphisms between the measure algebras of measure spaces (X, Σ, µ),
(Y, T, ν) can be realized by functions between X and Y is important and deep; I will return to it in ''343344.
(c) In the simpliﬁed context of 324B, I have actually deﬁned a contravariant functor; the relevant facts
are the following.
324D Proposition Let (X, Σ, µ), (Y, T, ν) and (Z, Λ, λ) be measure spaces, with measure algebras
(A, ¯ µ), (B, ¯ ν), (C,
¯
λ). Suppose that φ : X → Y and ψ : Y → Z satisfy the conditions of 324B, that is,
φ
−1
[F] ∈ Σ if F ∈ T, µφ
−1
[F] = 0 if νF = 0,
ψ
−1
[G] ∈ T if G ∈ Λ, µψ
−1
[G] = 0 if λG = 0.
Let π
φ
: B → A, π
ψ
: C → B be the corresponding homomorphisms. Then ψφ : X → Z is another map of
the same type, and π
ψφ
= π
φ
π
ψ
: C →A.
proof The necessary checks are all elementary.
324E Stone spaces While in the context of general measure spaces the question of realizing homomor
phisms is diﬃcult, in the case of the Stone representation it is relatively straightforward.
Proposition Let (A, ¯ µ) and (B, ¯ ν) be measure algebras, with Stone spaces Z and W; let µ, ν be the
corresponding measures on Z and W, as described in 321J321K, and Σ, T their domains. If π : B → A is
90 Measure algebras 324E
any ordercontinuous Boolean homomorphism, let φ : Z → W be the corresponding continuous function, as
described in 312P. Then φ
−1
[F] ∈ Σ for every F ∈ T, µφ
−1
[F] = 0 whenever νF = 0, and (writing E
∗
for
the member of A corresponding to E ∈ Σ) πF
∗
= (φ
−1
[F])
∗
for every F ∈ T.
proof Recall that E
∗
= a iﬀ E´´a is meager, where ´a is the openandclosed subset of Z corresponding
to a ∈ A. In particular, µE = 0 iﬀ E is meager. Now the point is that φ
−1
[F] is nowhere dense in Z
whenever F is a nowhere dense subset of W, by 313R. Consequently φ
−1
[F] is meager whenever F is meager
in W, since F is then just a countable union of nowhere dense sets. Thus we see already that µφ
−1
[F] = 0
whenever νF = 0. If F is any member of T, there is an openandclosed set F
0
such that F´F
0
is meager;
now φ
−1
[F
0
] is openandclosed, so φ
−1
[F] = φ
−1
[F
0
]´φ
−1
[F´F
0
] belongs to Σ. Moreover, if b ∈ B is such
that
´
b = F
0
, and a = πb, then ´a = φ
−1
[F
0
], so
πF
∗
= πb = a = (φ
−1
[F
0
])
∗
= (φ
−1
[F])
∗
,
as required.
324F I turn now to the behaviour of ordercontinuous homomorphisms between measure algebras.
Theorem Let (A, ¯ µ) and B, ¯ ν) be measure algebras and π : A →B a Boolean homomorphism.
(a) π is continuous iﬀ it is continuous at 0 iﬀ it is uniformly continuous.
(b) If (B, ¯ ν) is semiﬁnite and π is continuous, then it is ordercontinuous.
(c) If (A, ¯ µ) is semiﬁnite and π is ordercontinuous, then it is continuous.
proof I use the notations A
f
, ρ
a
from 323A.
(a) Suppose that π is continuous at 0; I seek to show that it is uniformly continuous. Take b ∈ B
f
and
> 0. Then there are a
0
, . . . , a
n
∈ A
f
and δ > 0 such that
¯ ν(b ∩ πc) = ρ
b
(πc, 0) ≤ whenever max
i≤n
ρ
a
i
(c, 0) ≤ δ;
setting a = sup
i≤n
a
i
,
¯ ν(b ∩ πc) ≤ whenever ¯ µ(a ∩ c) ≤ δ.
Now suppose that ρ
a
(c, c
t
) ≤ δ. Then ¯ µ(a ∩ (c .c
t
)) ≤ δ, so
ρ
b
(πc, πc
t
) = ¯ ν(b ∩ (πc .πc
t
)) = ¯ ν(b ∩ π(c .c
t
)) ≤ .
As b, are arbitrary, π is uniformly continuous. The rest of the implications are elementary.
(b) Let A be a nonempty downwardsdirected set in A with inﬁmum 0. Then 0 ∈ A (323D(bii)); because
π is continuous, 0 ∈ π[A]. ??? If b is a nonzero lower bound for π[A] in B, then (because (B, ¯ ν) is semiﬁnite)
there is a c ⊆ b with 0 < ¯ νc < ∞; now
ρ
c
(πa, 0) = ¯ ν(c ∩ πa) = ¯ νc > 0
for every a ∈ A, so 0 / ∈ π[A]. XXX
Thus inf π[A] = 0 in B; as A is arbitrary, π is ordercontinuous (313L(bii)).
(c) By (a), it will be enough to show that π is continuous at 0. Let b ∈ B
f
, > 0. ??? Suppose, if possible,
that for every a ∈ A
f
, δ > 0 there is a c ∈ A such that ¯ µ(a ∩ c) ≤ δ but ¯ ν(b ∩ πc) ≥ . For each a ∈ A
f
,
n ∈ N choose c
an
such that ¯ µ(a ∩ c
an
) ≤ 2
−n
but ¯ ν(b ∩ πc
an
) ≥ . Set c
a
= inf
n∈N
sup
m≥n
c
am
; then
¯ µ(a ∩ c
a
) ≤ inf
n∈N
¸
∞
m=n
¯ µ(a ∩ c
an
) = 0,
so c
a
∩ a = 0. On the other hand, because π is ordercontinuous, πc
a
= inf
n∈N
sup
m≥n
πc
am
, so that
¯ ν(b ∩ πc
a
) = lim
n→∞
¯ ν(b ∩ sup
m≥n
πc
am
) ≥ .
This shows that
ρ
b
(1 \ a, 0) = ¯ ν(b ∩ π(1 \ a)) ≥ ¯ ν(b ∩ πc
a
) ≥ .
But now observe that A = ¦1 \ a : a ∈ A
f
¦ is a downwardsdirected subset of A with inﬁmum 0, because
(A, ¯ µ) is semiﬁnite. So π[A] is downwardsdirected and has inﬁmum 0, and 0 must be in the closure of π[A],
by 323D(bii); while we have just seen that ρ
b
(d, 0) ≥ for every d ∈ π[A]. XXX
324K Homomorphisms 91
Thus there must be a ∈ A
f
, δ > 0 such that
ρ
b
(πc, 0) = ¯ ν(b ∩ πc) ≤
whenever
ρ
a
(c, 0) = ¯ µ(a ∩ c) ≤ δ.
As b, are arbitrary, π is continuous at 0 and therefore continuous.
324G Corollary If (A, ¯ µ) and (B, ¯ ν) are semiﬁnite measure algebras, a Boolean homomorphism π :
A →B is continuous iﬀ it is ordercontinuous.
324H Corollary If A is a Boolean algebra and ¯ µ, ¯ ν are two measures both rendering A a semiﬁnite
measure algebra, then they endow A with the same uniformity (and, of course, the same topology).
proof By 324G, the identity map from A to itself is continuous whichever of the topologies we place on A;
and by 324F it is therefore uniformly continuous.
324I Deﬁnition Let (A, ¯ µ) and (B, ¯ ν) be measure algebras. A Boolean homomorphism π : A → B is
measurepreserving if ¯ ν(πa) = ¯ µa for every a ∈ A.
324J Proposition Let (A, ¯ µ), (B, ¯ ν) and (C,
¯
λ) be measure algebras, and π : A → B, θ : B → C
measurepreserving Boolean homomorphisms. Then θπ : A →C is a measurepreserving Boolean homomor
phism.
proof Elementary.
324K Proposition Let (A, ¯ µ) and (B, ¯ ν) be measure algebras, and π : A → B a measurepreserving
Boolean homomorphism.
(a) π is injective.
(b) (A, ¯ µ) is totally ﬁnite iﬀ (B, ¯ ν) is, and in this case π is ordercontinuous, therefore continuous, and
π[A] is a closed subalgebra of B.
(c) If (A, ¯ µ) is semiﬁnite and (B, ¯ ν) is σﬁnite, then (A, ¯ µ) is σﬁnite.
(d) If (A, ¯ µ) is σﬁnite and π is sequentially ordercontinuous, then (B, ¯ ν) is σﬁnite.
(e) If (A, ¯ µ) is semiﬁnite and π is ordercontinuous, then (B, ¯ ν) is semiﬁnite.
(f) If (A, ¯ µ) is atomless and semiﬁnite, and π is ordercontinuous, then B is atomless.
(g) If B is purely atomic and (A, ¯ µ) is semiﬁnite, then A is purely atomic.
proof (a) If a = 0 in A, then ¯ νπa = ¯ µa > 0 so πa = 0. By 3A2Db, π is injective.
(b) Because
¯ ν1
B
= ¯ νπ1
A
= ¯ µ1
A
,
(A, ¯ µ) is totally ﬁnite iﬀ (B, ¯ ν) is. Now suppose that A ⊆ A is downwardsdirected and nonempty and that
inf A = 0. Then
inf
a∈A
¯ νπa = inf
a∈A
¯ µa = 0
by 321F. So ¯ νb = 0 for any lower bound b of π[A], and inf π[A] = 0. As A is arbitrary, π is ordercontinuous.
By 324Fc, π is continuous. By 314Fa, π[A] is orderclosed in B, that is, ‘closed’ in the sense of 323I.
(c) I appeal to 322G. If C is a disjoint family in A` ¦0¦, then 'πc`
c∈C
is a disjoint family in B` ¦0¦, so
is countable, and C must be countable, because π is injective. Thus A is ccc and (being semiﬁnite) (A, ¯ µ)
is σﬁnite.
(d) Let 'a
n
`
n∈N
be a sequence in A such that ¯ µa
n
< ∞ for every n and sup
n∈N
a
n
= 1. Then ¯ νπa
n
< ∞
for every n and (because π is sequentially ordercontinuous) sup
n∈N
πa
n
= 1, so (B, ¯ ν) is σﬁnite.
(e) Setting A
f
= ¦a : ¯ µa < ∞¦, supA
f
= 1; because π is ordercontinuous, supπ[A
f
] = 1 in B. So if
¯ νb = ∞, there is an a ∈ A
f
such that πa ∩ b = 0, and now 0 < ¯ ν(b ∩ πa) < ∞.
92 Measure algebras 324K
(f ) Take any nonzero b ∈ B. As in (e), there is an a ∈ A such that ¯ µa < ∞ and a ∩ b = 0. If a ∩ b = b,
then surely b is not an atom. Otherwise, set
C = ¦c : c ∈ A, c ⊆ a, b ⊆ πc¦.
Then C is downwardsdirected and contains a, so c
0
= inf C is deﬁned in A (321F), and
¯ µc
0
= inf
c∈C
¯ µc ≥ ¯ νb > 0,
so c
0
= 0. Because A is atomless, there is a d ⊆ c
0
such that neither d nor c
0
\ d is zero, so that neither
c
0
\ d nor d can belong to C. But this means that b ∩ πd and b ∩ π(c
0
\ d) are both nonzero, so that again b
is not an atom. As b is arbitrary, B is atomless.
(g) Take any nonzero a ∈ A. Then there is an a
t
⊆ a such that 0 < ¯ µa
t
< ∞. Because B is purely
atomic, there is an atom b of B with b ⊆ πa
t
. Set
C = ¦c : c ∈ A, c ⊆ a
t
, b ⊆ πc¦.
Then C is downwardsdirected and contains a
t
, so c
0
= inf C is deﬁned in A, and
¯ µc
0
= inf
c∈C
¯ µc ≥ ¯ νb > 0,
so c
0
= 0. If d ⊆ c
0
, then b ∩ πd must be either b or 0. If b ∩ πd = b, then d ∈ C and d = c
0
. If b ∩ πd = 0,
then c
0
\ d ∈ C and d = 0. Thus c
0
is an atom in A. As a is arbitrary, A is purely atomic.
324L Corollary Let (A, ¯ µ) be a totally ﬁnite measure algebra, (B, ¯ ν) a measure algebra, and π : A →B
a measurepreserving homomorphism. If C ⊆ A and C is the closed subalgebra of A generated by C, then
π[C] is the closed subalgebra of B generated by π[C].
proof This is a special case of 314Gb.
324M Proposition Let (X, Σ, µ) and (Y, T, ν) be measure spaces, with measure algebras (A, ¯ µ) and
(B, ¯ ν). Let φ : X → Y be inversemeasurepreserving. Then we have a sequentially ordercontinuous
measurepreserving Boolean homomorphism π : B →A deﬁned by setting πF
•
= φ
−1
[F]
•
for every F ∈ T.
proof This is immediate from 324B.
324N Proposition Let (A, ¯ µ) and (B, ¯ ν) be measure algebras, with Stone spaces Z and W; let µ,
ν be the corresponding measures on Z and W. If π : B → A is an ordercontinuous measurepreserving
Boolean homomorphism, and φ : Z → W the corresponding continuous function, then φ is inversemeasure
preserving.
proof Use 324E. In the notation there, if F ∈ T, then
νF = ¯ νF
∗
= ¯ µπF
∗
= ¯ µφ
−1
[F]
∗
= µφ
−1
[F].
324O Proposition Let (A, ¯ µ) and (B, ¯ ν) be totally ﬁnite measure algebras, A
0
a topologically dense
subalgebra of A, and π : A
0
→ B a Boolean homomorphism such that ¯ νπa = ¯ µa for every a ∈ A
0
. Then π
has a unique extension to a measurepreserving homomorphism from A to B.
proof Let ρ, σ be the standard metrics on A, B, as in 323Ad. Then for any a, a
t
∈ A
0
σ(πa, πa
t
) = ¯ ν(πa´πa
t
) = ¯ νπ(a´a
t
) = ¯ µ(a´a
t
) = ρ(a, a
t
);
that is, π : A
0
→ B is an isometry. Because A
0
is dense in the metric space (A, ρ), while B is complete
under σ (323Gc), there is a unique continuous function ˆ π : A →B extending π (3A4G). Now the operations
(a, a
t
) → ˆ π(a ∪ a
t
), (a, a
t
) → ˆ πa ∪ ˆ πa
t
: A A →B,
are continuous and agree on the dense subset A
0
A
0
of A A; because the topology of B is Hausdorﬀ,
they agree on A A, that is, ˆ π(a ∪ a
t
) = ˆ πa ∪ ˆ πa
t
for all a, a
t
∈ A (2A3Uc). Similarly, the operations
a → ˆ π(1 \ a), a → 1 \ ˆ πa : A →B
324X Homomorphisms 93
are continuous and agree on the dense subset A
0
of A, so they agree on A, that is, ˆ π(1 \ a) = 1 \ a for every
a ∈ A. Thus ˆ π is a Boolean homomorphism. To see that it is measurepreserving, observe that
a → ¯ µa = ρ(a, 0), a → ¯ ν(ˆ πa) = σ(ˆ πa, 0) : A →R
are continuous and agree on A
0
, so agree on A. Finally, ˆ π is the only measurepreserving Boolean homo
morphism extending π, because any such map must be continuous (324Kb), and ˆ π is the only continuous
extension of π.
*324P The following fact will be useful in '386, by which time it will seem perfectly elementary; for
the moment, it may be a useful exercise.
Proposition Let (A, ¯ µ) and (B, ¯ ν) be totally ﬁnite measure algebras such that ¯ µ1 = ¯ ν1. Suppose that
A ⊆ A and φ : A → B are such that ¯ ν(inf
i≤n
φa
i
) = ¯ µ(inf
i≤n
a
i
) for all a
0
, . . . , a
n
∈ A. Let C be
the smallest closed subalgebra of A including A. Then φ has a unique extension to a measurepreserving
Boolean homomorphism from C to B.
proof (a) Let Ψ be the family of all functions ψ extending φ and having the same properties; that is, ψ is
a function from a subset of A to B, and ¯ ν(inf
i≤n
ψa
i
) = ¯ µ(inf
i≤n
a
i
) for all a
0
, . . . , a
n
∈ domψ. By Zorn’s
Lemma, Ψ has a maximal member θ. Write D for the domain of θ.
(b)(i) If c, d ∈ D then c ∩ d ∈ D. PPP??? Otherwise, set D
t
= D ∪ ¦c ∩ d¦ and extend θ to θ
t
: D
t
→ B by
writing θ
t
(c ∩ d) = θc ∩ θd. It is easy to check that θ
t
∈ Ψ, which is supposed to be impossible. XXXQQQ
Now
¯ ν(θc ∩ θd ∩ θ(c ∩ d)) = ¯ µ(c ∩ d) = ¯ ν(θc ∩ θd) = ¯ νθ(c ∩ d),
so θ(c ∩ d) = θc ∩ θd.
(ii) If d ∈ D then 1 \ d ∈ D. PPP??? Otherwise, set D
t
= D ∪ ¦1 \ d¦ and extend θ to D
t
by writing
θ
t
(1 \ d) = 1 \ θd. Once again, it is easy to check that θ
t
∈ Ψ, which is impossible. XXXQQQ
Consequently (since D is certainly not empty, even if C is), D is a subalgebra of A (312B(iii)).
(iii) Since
¯ νθ1 = ¯ µ1 = ¯ ν1,
θ1 = 1. If d ∈ D then
¯ νθ(1 \ d) = ¯ µ(1 \ d) = ¯ µ1 − ¯ µd = ¯ ν1 − ¯ νθd = ¯ ν(1 \ θd),
while
¯ ν(θd ∩ θ(1 \ d)) = ¯ µ(d ∩ (1 \ d)) = 0,
so θd ∩ θ(1 \ d)) = 0, θ(1 \ d) ⊆ 1 \ θd and θ(1 \ d) must be equal to 1 \ θd.
By 312H, θ : D →B is a Boolean homomorphism.
(iv) Let D be the topological closure of D in A. Then it is an orderclosed subalgebra of A (323J), so,
with ¯ µD, is a totally ﬁnite measure algebra in which D is a topologically dense subalgebra. By 324O, there
is an extension of θ to a measurepreserving Boolean homomorphism from D to B; of course this extension
belongs to Ψ, so in fact D = D is a closed subalgebra of A.
(c) Since A ⊆ D, C ⊆ D and φ
1
= θC is a suitable extension of φ.
To see that φ
1
is unique, let φ
2
: C → B be any other measurepreserving Boolean homomorphism
extending φ. Set C = ¦a : φ
1
a = φ
2
a¦; then C is a topologically closed subalgebra of A including A, so is
the whole of C, and φ
2
= φ
1
.
324X Basic exercises (a) Let A and B be Boolean algebras, of which A is Dedekind σcomplete, and
φ : A →B a sequentially ordercontinuous Boolean homomorphism. Let I be an ideal of A included in the
kernel of φ. Show that we have a sequentially ordercontinuous Boolean homomorphism π : A/I →B given
by setting φ(a
•
) = φa for every a ∈ A.
94 Measure algebras 324Xb
(b) Let (A, ¯ µ) be a measure algebra, and B a σsubalgebra of A. Show that provided that (B, ¯ µB) is
semiﬁnite, then the topology of B induced by ¯ µB is just the subspace topology induced by the topology
of A. (Hint: apply 324Fc to the embedding B ⊆ A.)
(c) Let (X, Σ, µ) be a measure space and (X,
˜
Σ, ˜ µ) its c.l.d. version. Let A, A
2
be the corresponding
measure algebras and π : A → A
2
the canonical homomorphism (see 322Db). Show that π is topologically
continuous.
(d) Let (A, ¯ µ) and (B, ¯ ν) be measure algebras, and π : A → B a bijective measurepreserving Boolean
homomorphism. Show that π
−1
: B →A is a measurepreserving homomorphism.
(e) Let ¯ µ be counting measure on {N. Show that ({N, ¯ µ) is a σﬁnite measure algebra. Find a measure
preserving Boolean homomorphism from {N to itself which is not sequentially ordercontinuous.
324Y Further exercises (a) Let A and B be Boolean algebras, of which A is Dedekind complete, and
φ : A →B an ordercontinuous Boolean homomorphism. Let I be an ideal of A included in the kernel of φ.
Show that we have an ordercontinuous Boolean homomorphism π : A/I → B given by setting φ(a
•
) = φa
for every a ∈ A.
(b) Let A be a Dedekind σcomplete Boolean algebra, and Z its Stone space. Write c for the algebra of
openandclosed subsets of Z, and Z for the family of nowhere dense zero sets of Z; let Z
σ
be the σideal of
subsets of Z generated by Z. Show that Σ = ¦E´U : E ∈ c, U ∈ Z
σ
¦ is a σalgebra of subsets of Z, and
describe a canonical isomorphism between Σ/Z
σ
and A.
(c) Let A and B be Dedekind σcomplete Boolean algebras, with Stone spaces Z and W. Construct
Z
σ
⊆ Σ ⊆ {Z as in 324Yb, and let J
σ
⊆ T ⊆ {W be the corresponding structure deﬁned from B. Let
π : B → A be a sequentially ordercontinuous Boolean homomorphism, and φ : Z → W the corresponding
continuous map. Show that if E
∗
∈ A corresponds to E ∈ Σ, then πF
∗
= φ
−1
[F]
∗
for every F ∈ T. (Hint:
313Yb.)
(d) Let A be a Boolean algebra, B a ccc Boolean algebra and π : A →B an injective Boolean homomor
phism. Show that A is ccc.
(e) Let A be a Dedekind complete Boolean algebra, B a Boolean algebra, and π : A → B an order
continuous Boolean homomorphism. Show that for every atom b ∈ B there is an atom a ∈ A such that
πa ⊇ b. Hence show that if A is atomless so is B, and that if B is purely atomic and π is injective then A is
purely atomic.
(f ) Let (A, ¯ µ) and (B, ¯ ν) be localizable measure algebras and A
0
an orderdense subalgebra of A. Suppose
that π : A
0
→ B is an ordercontinuous Boolean homomorphism such that ¯ νπa = ¯ µa for every a ∈ A
0
.
Show that π has a unique extension to a measurepreserving Boolean homomorphism from A to B.
(g) Let (A, ¯ µ) be the measure algebra of Lebesgue measure on [0, 1]. (i) Show that there is an injective
orderpreserving function f : A → {N. (Hint: take a countable topologically dense subset D of A, and deﬁne
f : A → {(D N) by setting f(a) = ¦(d, q) : ¯ µ(a ∩ d) ≥ q¦.) (ii) Show that there is an orderpreserving
function h : {N →A such that h(f(a)) = a for every a ∈ A. (Hint: set h(I) = sup¦a : f(a) ⊆ I¦.) Compare
316Yo.
(h) Let (A, ¯ µ) and (B, ¯ ν) be probability algebras, and f : A → B an isometry for the measure metrics.
Show that a → f(a) .f(1) is a measurepreserving Boolean homomorphism.
324 Notes and comments If you examine the arguments of this section carefully, you will see that rather
little depends on the measures named. Really this material deals with structures (X, Σ, 1) where X is a set,
Σ is a σideal of subsets of X, and 1 is a σideal of Σ, corresponding to the family of measurable negligible
sets. In this abstract form it is natural to think in terms of sequentially ordercontinuous homomorphisms,
as in 324Yc. I have stated 324E in terms of ordercontinuous homomorphisms just for a slight gain in
325A Free products and product measures 95
simplicity. But in fact, when there is a diﬀerence, it is likely that ordercontinuity, rather than sequential
ordercontinuity, will be the more signiﬁcant condition. Note that when the domain algebra is σﬁnite, the
two concepts coincide, because it is ccc (316Fd, 322G).
Of course I need to refer to measures when looking at such concepts as σﬁnite measure algebra or measure
preserving homomorphism, but even here the real ideas involved are such notions as ordercontinuity and
the countable chain condition, as you will see if you work through 324K. It is instructive to look at the
translations of these facts into the context of inversemeasurepreserving functions; see 235Xe.
324H shows that we may speak of ‘the’ topology and uniformity of a Dedekind σcomplete Boolean algebra
which carries any semiﬁnite measure; the topology of such an algebra is determined by its algebraic structure.
Contrast this with the theory of normed spaces: two Banach spaces (e.g.,
1
and
2
) can be isomorphic as
linear spaces, both being of algebraic dimension c, while they are not isomorphic as topological linear spaces.
When we come to the theory of ordered linear topological spaces, however, we shall again ﬁnd ourselves
with operators whose algebraic properties guarantee continuity (355C, 367P).
325 Free products and product measures
In this section I aim to describe the measure algebras of product measures as deﬁned in Chapter 25. This
will involve the concept of ‘free product’ set out in '315. It turns out that we cannot determine the measure
algebra of a product measure from the measure algebras of the factors (325B), unless the product measure is
localizable; but that there is nevertheless a general construction of ‘localizable measure algebra free product’,
applicable to any pair of semiﬁnite measure algebras (325D), which represents the measure algebra of the
product measure in the most important cases (325Eb). In the second part of the section (325I325M) I deal
with measure algebra free products of probability algebras, corresponding to the products of probability
spaces treated in '254.
325A Theorem Let (X, Σ, µ) and (Y, T, ν) be measure spaces, with measure algebras (A, ¯ µ) and (B, ¯ ν).
Let λ be the c.l.d. product measure on X Y , and Λ its domain; let (C,
¯
λ) be the corresponding measure
algebra.
(a)(i) The map E → E Y : Σ → Λ induces an ordercontinuous Boolean homomorphism from A to C.
(ii) The map F → X F : T → Λ induces an ordercontinuous Boolean homomorphism from B to C.
(b) The map (E, F) → E F : Σ T → Λ induces a Boolean homomorphism ψ : A ⊗B →C.
(c) ψ[A ⊗B] is topologically dense in C.
(d) For every c ∈ C,
¯
λc = sup¦
¯
λ(c ∩ ψ(a ⊗b)) : a ∈ A, b ∈ B, ¯ µa < ∞, ¯ νb < ∞¦.
(e) If µ and ν are semiﬁnite, ψ is injective and
¯
λψ(a ⊗b) = ¯ µa ¯ µb for every a ∈ A, b ∈ B.
proof (a) By 251E, E Y ∈ Λ for every E ∈ Σ, and λ
0
(E Y ) = 0 whenever µE = 0, where λ
0
is the
primitive product measure described in 251A251C; consequently λ(E Y ) = 0 whenever µE = 0 (251F).
Thus E → (E Y )
•
: Σ →C is a Boolean homomorphism with kernel including ¦E : µE = 0¦, so descends
to a Boolean homomorphism ε
1
: A →C.
To see that ε
1
is ordercontinuous, let A ⊆ A
1
be a nonempty downwardsdirected set with inﬁmum 0.
??? If there is a nonzero lower bound c of ε
1
[A], express c as W
•
where W ∈ Λ. We have λ(W) > 0; by the
deﬁnition of λ (251F), there are G ∈ Σ, H ∈ T such that µG < ∞, νH < ∞ and λ(W ∩ (GH)) > 0. Of
course inf
a∈A
a ∩ G
•
= 0 in A, so inf
a∈A
¯ µ(a ∩ G
•
) = 0, by 321F; let a ∈ A be such that ¯ µ(a ∩ G
•
) νH <
λ(W ∩ (GH)). Express a as E
•
, where E ∈ Σ. Then λ(W ` (E Y )) = 0. But this means that
λ(W ∩ (GH)) ≤ λ((E ∩ G) H) = µ(E ∩ G) νH = ¯ µ(a ∩ G
•
) νH,
contradicting the choice of a. XXX Thus inf ε
1
[A] = 0 in C; as A is arbitrary, ε
1
is ordercontinuous.
Similarly ε
2
: B →C, induced by F → X F : T → Λ, is ordercontinuous.
(b) Now there must be a corresponding Boolean homomorphism ψ : A ⊗ B → C such that ψ(a ⊗ b) =
ε
1
a ∩ ε
2
b for every a ∈ A, b ∈ B, that is,
96 Measure algebras 325A
ψ(E
•
⊗F
•
) = (E Y )
•
∩ (X F)
•
= (E F)
•
for every E ∈ Σ, F ∈ T (315I).
(c) Suppose that c, e ∈ C,
¯
λe < ∞ and > 0. Express c, e as U
•
, W
•
where U, W ∈ Λ. By 251Ie, there
are E
0
, . . . , E
n
∈ Σ, F
0
, . . . , F
n
∈ T, all of ﬁnite measure, such that λ((U ∩ W)´
¸
i≤n
E
i
F
i
) ≤ . Set
c
1
= (
¸
i≤n
E
i
F
i
)
•
∈ ψ[A ⊗B];
then
¯
λ(e ∩ (c .c
1
)) = λ(W ∩ (U´
¸
i≤n
E
i
F
i
)) ≤ .
As c, e and are arbitrary, ψ[A ⊗B] is topologically dense in C.
(d) By the deﬁnition of λ, we have
λW = sup¦λ(W ∩ (E F)) : E ∈ Σ, F ∈ T, µE < ∞, νF < ∞¦
for every W ∈ Λ; so all we have to do is express c as W
•
.
(e) Now suppose that µ and ν are semiﬁnite. Then λ(E F) = µE νF for any E ∈ Σ, F ∈ T (251J),
so
¯
λψ(a ⊗b) = ¯ µa ¯ νb for every a ∈ A, b ∈ B.
To see that ψ is injective, take any nonzero c ∈ A ⊗B; then there must be nonzero a ∈ A, b ∈ B such
that a ⊗b ⊆ c (315Jb), so that
¯
λψc ≥
¯
λψ(a ⊗b) = ¯ µa ¯ νb > 0
and ψc = 0.
325B Characterizing the measure algebra of a product space A very natural question to ask is,
whether it is possible to deﬁne a ‘measure algebra free product’ of two abstract measure algebras in a way
which will correspond to one of the constructions above. I give an example to show the diﬃculties involved.
Example There are complete locally determined localizable measure spaces (X, µ), (X
t
, µ
t
), with isomorphic
measure algebras, and a probability space (Y, ν) such that the measure algebras of the c.l.d. product measures
on X Y , X
t
Y are not isomorphic.
proof Let (X, Σ, µ) be the complete locally determined localizable notstrictlylocalizable measure space
described in 216E. Recall that, for E ∈ Σ, µE = #(¦γ : γ ∈ C, f
γ
∈ E¦) if this is ﬁnite, ∞ otherwise
(216Eb), where C is a set of cardinal greater than c. The map E → ¦γ : f
γ
∈ E¦ : Σ → {C is surjective
(216Ec), so descends to an isomorphism between A, the measure algebra of µ, and {C. Let (X
t
, Σ
t
, µ
t
) be
C with counting measure, so that its measure algebra (A
t
, ¯ µ
t
) is isomorphic to (A, ¯ µ), while µ
t
is of course
strictly localizable.
Let (Y, T, ν) be ¦0, 1¦
C
with its usual measure. Let λ, λ
t
be the c.l.d. product measures on XY , X
t
Y
respectively, and (C,
¯
λ), (C
t
,
¯
λ
t
) the corresponding measure algebras. Then λ is not localizable (254U), so
(C,
¯
λ) is not localizable (322Be). On the other hand, λ
t
, being the c.l.d. product of strictly localizable
measures, is strictly localizable (251N), therefore localizable, so (C
t
,
¯
λ
t
) is localizable, and is not isomorphic
to (C,
¯
λ).
325C Thus there can be no universally applicable method of identifying the measure algebra of a
product measure from the measure algebras of the factors. However, you have no doubt observed that the
example above involves nonσﬁnite spaces, and conjectured that this is not an accident. In contexts in
which we know that all the algebras involved are localizable, there are positive results available, such as the
following.
Theorem Let (X
1
, Σ
1
, µ
1
) and (X
2
, Σ
2
, µ
2
) be semiﬁnite measure spaces, with measure algebras (A
1
, ¯ µ
1
)
and (A
2
, ¯ µ
2
). Let λ be the c.l.d. product measure on X
1
X
2
, and (C,
¯
λ) the corresponding measure
algebra. Let (B, ¯ ν) be a localizable measure algebra, and φ
1
: A
1
→ B, φ
2
: A
2
→ B ordercontinuous
Boolean homomorphisms such that ¯ ν(φ
1
(a
1
) ∩ φ
2
(a
2
)) = ¯ µ
1
a
1
¯ µ
2
a
2
for all a
1
∈ A
1
, a
2
∈ A
2
. Then there is a
unique ordercontinuous measurepreserving Boolean homomorphism φ : C →B such that φ(ψ(a
1
⊗a
2
)) =
φ
1
(a
1
) ∩ φ
2
(a
2
) for all a
1
∈ A
1
, a
2
∈ A
2
, writing ψ : A
1
⊗A
2
→C for the canonical map described in 325A.
325C Free products and product measures 97
proof (a) Because ψ is injective, it is an isomorphism between A
1
⊗ A
2
and its image in C. I trust it will
cause no confusion if I abuse notation slightly and treat A
1
⊗ A
2
as actually a subalgebra of C. Now the
Boolean homomorphisms φ
1
, φ
2
correspond to a Boolean homomorphism θ : A
1
⊗ A
2
→ B. The point is
that ¯ νθc =
¯
λc for every c ∈ A ⊗B. PPP By 315Jb, every member of A
1
⊗A
2
is expressible as sup
i≤n
a
i
⊗a
t
i
,
where a
i
∈ A
1
, a
t
i
∈ A
2
and 'a
i
⊗a
t
i
`
i≤n
is disjoint. Now for each i we have
¯ νθ(a
i
⊗a
t
i
) = ¯ ν(φ
1
(a
i
) ∩ φ
2
(a
t
i
)) = ¯ µ
1
a
i
¯ µ
2
a
t
i
=
¯
λ(a
i
⊗a
t
i
),
by 325Ad. So
¯ νθ(c) =
¸
n
i=0
¯ νθ(a
i
⊗a
t
i
) =
¸
n
i=0
¯
λ(a
i
⊗a
t
i
) =
¯
λc. QQQ
(b) The following fact will underlie many of the arguments below. If e ∈ B, ¯ νe < ∞ and > 0, there
are e
1
∈ A
f
1
, e
2
∈ A
f
2
such that ¯ ν(e \ θ(e
1
⊗ e
2
)) ≤ , writing A
f
i
= ¦a : ¯ µ
i
a < ∞¦. PPP Because (A
1
, ¯ µ
1
)
is semiﬁnite, A
f
1
has supremum 1 in A
1
; because φ
1
is ordercontinuous, sup¦φ
1
(a) : a ∈ A
f
1
¦ = 1 in
B, and inf¦e \ φ
1
(a) : a ∈ A
f
1
¦ = 0 (313Aa). Because A
f
1
is upwardsdirected, ¦e \ φ
1
(a) : a ∈ A
f
1
¦ is
downwardsdirected, so inf¦¯ ν(e \ φ(a) : a ∈ A
f
1
¦ = 0 (321F). Let e
1
∈ A
f
1
be such that ¯ ν(e \ φ
1
(e
1
)) ≤
1
2
.
In the same way, there is an e
2
∈ A
f
2
such that ¯ ν(e \ φ
2
(e
2
)) ≤
1
2
. Consider e
t
= e
1
⊗e
2
∈ C. Then
¯ ν(e \ θe
t
) = ¯ ν(e \ (φ
1
(e
1
) ∩ φ
2
(e
2
))) ≤ ¯ ν(e \ φ
1
(e
1
)) + ¯ ν(e \ φ
2
(e
2
)) ≤ . QQQ
(c) The next step is to check that θ is uniformly continuous for the uniformities deﬁned by ¯ ν,
¯
λ. PPP Take
any e ∈ B
f
and > 0. By (b), there are e
1
, e
2
such that
¯
λ(e
1
⊗ e
2
) < ∞ and ¯ ν(e \ θ(e
1
⊗ e
2
)) ≤
1
2
. Set
e
t
= e
1
⊗e
2
. Now suppose that c, c
t
∈ A
1
⊗A
2
and
¯
λ((c .c
t
) ∩ e
t
) ≤
1
2
. Then
¯ ν((θ(c) .θ(c
t
)) ∩ e) ≤ ¯ νθ((c .c
t
) ∩ e
t
) + ¯ ν(e \ θe
t
) ≤
¯
λ((c .c
t
) ∩ e
t
) +
1
2
≤ .
By 3A4Cc, θ is uniformly continuous for the subspace uniformity on A
1
⊗A
2
. QQQ
(d) Recall that A
1
⊗ A
2
is topologically dense in C (325Ab), while B is complete for its uniformity
(323Gc). So there is a uniformly continuous function φ : C →B extending θ (3A4G).
(e) Because θ is a Boolean homomorphism, so is φ. PPP (i) The functions c → φ(1 \ c), c → 1 \ φ(c) are
continuous and the topology of B is Hausdorﬀ, so ¦c : φ(1 \ c) = 1 \ φ(c)¦ is closed; as it includes A
1
⊗A
2
,
it must be the whole of C. (ii) The functions (c, c
t
) → φ(c ∪ c
t
), (c, c
t
) → φ(c) ∪ φ(c
t
) are continuous, so
¦(c, c
t
) : φ(c ∪ c
t
) = φ(c) ∪ φ(c
t
)¦ is closed in CC; as it includes (A
1
⊗A
2
) (A
1
⊗A
2
), it must be the whole
of C C. QQQ
(f ) Because θ is measurepreserving, so is φ. PPP Take any e
1
∈ A
f
1
, e
2
∈ A
f
2
. Then the functions
c →
¯
λ(c ∩ (e
1
⊗ e
2
)), c → ¯ νφ(c ∩ (e
1
⊗ e
2
)) are continuous and equal on A
1
⊗ A
2
, so are equal on C. The
argument of (b) shows that for any b ∈ B,
¯ νb = sup¦¯ ν(b ∩ e) : e ∈ B
f
¦
= sup¦¯ ν(b ∩ φ(e
1
⊗e
2
)) : e
1
∈ A
f
1
, e
2
∈ A
f
2
¦,
so that
¯ νφ(c) = sup¦¯ νφ(c ∩ (e
1
⊗e
2
)) : e
1
∈ A
f
1
, e
2
∈ A
f
2
¦
= sup¦
¯
λ(c ∩ (e
1
⊗e
2
)) : e
1
∈ A
f
1
, e
2
∈ A
f
2
¦ =
¯
λc
for every c ∈ C. QQQ
(g) To see that φ is ordercontinuous, take any nonempty downwardsdirected set C ⊆ C with inﬁmum
0. ??? If φ[C] has a nonzero lower bound b in B, let e ⊆ b be such that 0 < ¯ νe < ∞. Let e
t
∈ C be such that
¯
λe
t
< ∞ and ¯ ν(e \ φ(e
t
)) < ¯ νe, as in (b) above, so that ¯ ν(e ∩ φ(e
t
)) > 0. Now, because inf C = 0, there is a
c ∈ C such that
¯
λ(c ∩ e
t
) < ¯ ν(e ∩ φ(e
t
)). But this means that
¯ ν(b ∩ φ(e
t
)) ≤ ¯ νφ(c ∩ e
t
) =
¯
λ(c ∩ e
t
) < ¯ ν(e ∩ φ(e
t
)) ≤ ¯ ν(b ∩ φ(e
t
)),
which is absurd. XXXThus inf φ[C] = 0 in B. As C is arbitrary, φ is ordercontinuous.
98 Measure algebras 325C
(h) Finally, to see that φ is unique, observe that any ordercontinuous Boolean homomorphism from C
to B must be continuous (324Fc); so that if it agrees with φ on A
1
⊗A
2
it must agree with φ on C.
325D Theorem Let (A
1
, ¯ µ
1
) and (A
2
, ¯ µ
2
) be semiﬁnite measure algebras.
(a) There is a localizable measure algebra (C,
¯
λ), together with ordercontinuous Boolean homomorphisms
ψ
1
: A
1
→ C, ψ
2
: A
2
→ C such that whenever (B, ¯ ν) is a localizable measure algebra, and φ
1
: A
1
→ B,
φ
2
: A
2
→ B are ordercontinuous Boolean homomorphisms and ¯ ν(φ
1
(a
1
) ∩ φ
2
(a
2
)) = ¯ µ
1
a
1
¯ µ
2
a
2
for all
a
1
∈ A
1
, a
2
∈ A
2
, then there is a unique ordercontinuous measurepreserving Boolean homomorphism
φ : C →B such that φψ
j
= φ
j
for both j.
(b) The structure (C,
¯
λ, ψ
1
, ψ
2
) is determined up to isomorphism by this property.
(c)(i) The Boolean homomorphism ψ : A
1
⊗A
2
→C deﬁned from ψ
1
and ψ
2
is injective, and ψ[A
1
⊗A
2
]
is topologically dense in C.
(ii) The orderclosed subalgebra of C generated by ψ[A
1
⊗A
2
] is the whole of C.
(d) If j ∈ ¦1, 2¦ and (A
j
, ¯ µ
j
) is localizable, then ψ
j
[A
j
] is a closed subalgebra of (C,
¯
λ).
proof (a)(i) We may regard (A
1
, ¯ µ
1
) as the measure algebra of (Z
1
, Σ
1
, µ
1
) where Z
1
is the Stone space
of A
1
, Σ
1
is the algebra of subsets of Z
1
diﬀering from an openandclosed set by a meager set, and µ
1
is
an appropriate measure (321K). Note that in this representation, each a ∈ A
1
becomes identiﬁed with ´a
•
,
where ´a is the openandclosed subset of Z
1
corresponding to a. Similarly, we may think of (A
2
, ¯ µ
2
) as the
measure algebra of (Z
2
, Σ
2
, µ
2
), where Z
2
is the Stone space of A
2
.
(ii) Let λ be the c.l.d. product measure on Z
1
Z
2
. The point is that λ is strictly localizable. PPP By
322E, both A
1
and A
2
have partitions of unity consisting of elements of ﬁnite measure; let 'c
i
`
i∈I
, 'd
j
`
j∈J
be
such partitions. Then '´c
i
´
d
j
`
i∈I,j∈J
is a disjoint family of sets of ﬁnite measure in Z
1
Z
2
. If W ⊆ Z
1
Z
2
is such that λW > 0, there must be sets E
1
, E
2
of ﬁnite measure such that λ(W ∩(E
1
E
2
)) > 0. Because
E
•
1
= sup
i∈I
E
•
1
∩ c
i
, we must have
µ
1
E
1
= ¯ µ
1
E
•
1
=
¸
i∈I
¯ µ
1
(E
•
1
∩ c
i
) =
¸
i∈I
µ
1
(E
1
∩ ´c
i
).
Similarly, µ
2
E
2
=
¸
i∈J
µ
2
(E
2
∩
´
d
j
). But this means that there must be ﬁnite I
t
⊆ I, J
t
⊆ J such that
¸
i∈I
,j∈J
µ
1
(E
1
∩ ´c
i
)µ
2
(E
2
∩
´
d
j
) > µ
1
E
1
µ
2
E
2
−λ(W ∩ (E
1
E
2
)),
so that there have to be i ∈ I
t
, j ∈ J
t
such that λ(W ∩ (´c
i
´
d
j
)) > 0.
Now this means that '´c
i
´
d
j
`
i∈I,j∈J
satisﬁes the conditions of 213O. Because λ is surely complete and
locally determined, it is strictly localizable. QQQ
(iii) We may therefore take (C,
¯
λ) to be just the measure algebra of λ. The maps ψ
1
, ψ
2
will be the
canonical maps described in 325Aa, inducing the map ψ : A
1
⊗B
1
→C referred to in 325C; and 325C now
gives the result.
(b) This is nearly obvious. Suppose we had an alternative structure (C
t
,
¯
λ
t
, ψ
t
1
, ψ
t
2
) with the same property.
Then we must have an ordercontinuous measurepreserving Boolean homomorphism φ : C → C
t
such that
φψ
j
= ψ
t
j
for both j; and similarly we have an ordercontinuous measurepreserving Boolean homomorphism
φ
t
: C
t
→ C such that φ
t
ψ
t
j
= ψ
j
for both j. Now φ
t
φ : C → C is an ordercontinuous measurepreserving
Boolean homomorphism such that φ
t
ψ
j
= ψ
j
for both j. By the uniqueness assertion in (a), applied with
B = C, φ
t
φ must be the identity on C. In the same way, φφ
t
is the identity on C
t
. So φ and φ
t
are the two
halves of the required isomorphism.
(c) In view of the construction for C oﬀered in part (a) of the proof, (i) is just a consequence of 325Ac
and 325Ae. Now (ii) follows by 323J.
(d) If A
j
is Dedekind complete then ψ
j
[A
j
] is orderclosed in C because ψ
j
is ordercontinuous (314F(ai)).
325E Remarks (a) We could say that a measure algebra (C,
¯
λ), together with embeddings ψ
1
and ψ
2
,
as described in 325D, is a localizable measure algebra free product of (A
1
, ¯ µ
1
) and (A
2
, ¯ µ
2
); and its
uniqueness up to isomorphism makes it safe, most of the time, to call it ‘the’ localizable measure algebra
free product. Observe that it can equally well be regarded as the uniform space completion of the algebraic
free product; see 325Yb.
*325H Free products and product measures 99
(b) As the example in 325B shows, the localizable measure algebra free product of the measure algebras
of given measure spaces need not appear directly as the measure algebra of their product. But there is one
context in which it must so appear: if the product measure is localizable, 325C tells us at once that it has
the right measure algebra. For σﬁnite measure algebras, of course, any corresponding measure spaces have
to be strictly localizable, so again we can use the product measure directly.
325F I ought not to proceed to the next topic without giving another pair of examples to show the
subtlety of the concept of ‘measure algebra free product’.
Example Let (A, ¯ µ) be the measure algebra of Lebesgue measure µ on [0, 1], and (C,
¯
λ) the measure algebra
of Lebesgue measure λ on [0, 1]
2
. Then (C,
¯
λ) can be regarded as the localizable measure algebra free product
of (A, ¯ µ) with itself, by 251M and 325Eb. Let ψ : A ⊗A → C be the canonical map, as described in 325A.
Then ψ[A ⊗A] is not orderdense in C, and ψ is not ordercontinuous.
proof (a) Let '
n
`
n∈N
be a sequence in [0, 1] such that
¸
∞
n=0
n
= ∞, but
¸
∞
n=0
2
n
< 1; for instance, we
could take
n
=
1
n+2
. Let 'E
n
`
n∈N
be a stochastically independent sequence of measurable subsets of [0, 1]
such that µE
n
=
n
for each n. In A set a
n
= E
•
n
, and consider c
n
= sup
i≤n
a
i
⊗a
i
∈ A ⊗A for each n.
(b) We have sup
n∈N
c
n
= 1 in A⊗A. PPP??? Otherwise, there is a nonzero a ∈ A⊗A such that a ∩ a
n
= 0
for every n, and now there are nonzero b, b
t
∈ A such that b ⊗ b
t
⊆ a. Set I = ¦n : a
n
∩ b = 0¦, J = ¦n :
a
n
∩ b
t
¦ = 0. Then 'E
n
`
n∈I
is an independent family and µ(
¸
n∈I
E
i
) ≤ 1 − ¯ µb < 1, so
¸
n∈I
µE
n
< ∞, by
the BorelCantelli lemma (273K). Similarly
¸
n∈J
µE
n
< ∞. Because
¸
n∈N
µE
n
= ∞, there must be some
n ∈ N ` (I ∪ J). Now a
n
∩ b and a
n
∩ b
t
are both nonzero, so
0 = (a
n
∩ b) ⊗(a
n
∩ b
t
) = (a
n
⊗a
n
) ∩ (b ⊗b
t
) = 0,
which is absurd. XXXQQQ
(c) On the other hand,
¸
∞
n=0
¯
λψ(c
n
) ≤
¸
∞
n=0
(¯ µa
n
)
2
=
¸
∞
n=0
2
n
< ∞,
by the choice of the
n
. So sup
n∈N
ψ(c
n
) cannot be 1 in C.
Thus ψ is not ordercontinuous.
(d) By 313P(aii) and 313O, ψ[A⊗A] cannot be orderdense in C; alternatively, (b) shows that there can
be no nonzero member of ψ[A⊗A] included in 1 \ sup
n∈N
ψ(c
n
). (Both these arguments rely tacitly on the
fact that ψ is injective, as noted in 325Ae.)
325G Since 325F shows that the free product and the localizable measure algebra free product are very
diﬀerent constructions, I had better repeat an idea from '315 in the new context.
Example Again, let (A, ¯ µ) be the measure algebra of Lebesgue measure on [0, 1], and (C,
¯
λ) the measure
algebra of Lebesgue measure on [0, 1]
2
. Then there is no ordercontinuous Boolean homomorphism φ : C →A
such that φ(a ⊗ b) = a ∩ b for all a, b ∈ A. PPP Let φ : C → A be a Boolean homomorphism such that
φ(a⊗b) = a ∩ b for all a, b ∈ A. For i < 2
n
let a
ni
be the equivalence class in A of the interval [2
−n
i, 2
−n
(i+1)],
and set c
n
= sup
i<2
n a
ni
⊗a
ni
. Then φc
n
= 1 for every n, but
¯
λc
n
= 2
−n
for each n, so inf
n∈N
c
n
= 0 in C;
thus φ cannot be ordercontinuous. QQQ (Compare 315P.)
*325H Products of more than two factors We can of course extend the ideas of 325A, 325C and
325D to products of any ﬁnite number of factors. No new ideas are needed, so I spell the results out without
proofs.
(a) Let '(A
i
, ¯ µ
i
)`
i∈I
be a ﬁnite family of semiﬁnite measure algebras. Then there is a localizable mea
sure algebra (C,
¯
λ), together with ordercontinuous Boolean homomorphisms ψ
i
: A
i
→ C for i ∈ I, such
that whenever (B, ¯ ν) is a localizable measure algebra, and φ
i
: A
i
→ B are ordercontinuous Boolean ho
momorphisms such that ¯ ν(inf
i∈I
φ
i
(a
i
)) =
¸
i∈I
¯ µ
i
a
i
whenever a
i
∈ A
i
for each i, then there is a unique
ordercontinuous measurepreserving Boolean homomorphism φ : C →B such that φψ
i
= φ
i
for every i.
100 Measure algebras 325Hb
(b) The structure (C,
¯
λ, 'ψ
i
`
i∈I
) is determined up to isomorphism by this property.
(c) The Boolean homomorphism ψ :
¸
i∈I
A
i
→ C deﬁned from the ψ
i
is injective, and ψ[
¸
i∈I
A
i
] is
topologically dense in C.
(d) Write
´
¸loc
i∈I
(A
i
, ¯ µ
i
) for (a particular version of) the localizable measure algebra free product described
in (a). If '(A
i
, ¯ µ
i
)`
i∈I
is a ﬁnite family of semiﬁnite measure algebras and 'I(k)`
k∈K
is a partition of I,
then
´
¸loc
i∈I
(A
i
, ¯ µ
i
) is isomorphic, in a canonical way, to
´
¸loc
k∈K
´
¸loc
i∈I(k)
(A
i
, ¯ µ
i
)
.
(e) Let '(X
i
, Σ
i
, µ
i
)`
i∈I
be a ﬁnite family of semiﬁnite measure spaces, and write (A
i
, ¯ µ
i
) for the measure
algebra of (X
i
, Σ
i
, µ
i
). Let λ be the c.l.d. product measure on
¸
i∈I
X
i
(251W), and (C,
¯
λ) the corresponding
measure algebra. Then there is a canonical ordercontinuous measurepreserving embedding of (C,
¯
λ) into
the localizable measure algebra free product of the (A
i
, ¯ µ
i
). If each µ
i
is strictly localizable, this embedding
is an isomorphism.
325I Inﬁnite products Just as in '254, we can now turn to products of inﬁnite families of probability
algebras.
Theorem Let '(X
i
, Σ
i
, µ
i
)`
i∈I
be any family of probability spaces, with measure algebras (A
i
, ¯ µ
i
). Let λ
be the product measure on
¸
i∈I
X
i
, and (C,
¯
λ) the corresponding measure algebra. For each i ∈ I, we have
a measurepreserving homomorphism ψ
i
: A
i
→C corresponding to the inversemeasurepreserving function
x → x(i) : X → X
i
. Let (B, ¯ ν) be a probability algebra, and φ
i
: A
i
→ B Boolean homomorphisms such
that ¯ ν(inf
i∈J
φ
i
(a
i
)) =
¸
i∈J
¯ µ
i
a
i
whenever J ⊆ I is a ﬁnite set and a
i
∈ A
i
for every i. Then there is a
unique measurepreserving Boolean homomorphism φ : C →B such that φψ
i
= φ
i
for every i ∈ I.
proof (a) As remarked in 254Fb, all the maps x → x(i) are inversemeasurepreserving, so correspond to
measurepreserving homomorphisms ψ
i
: A
i
→C (324M). It will be helpful to use some notation from '254.
Write ( for the family of subsets of X expressible in the form
E = ¦x : x ∈ X, x(i) ∈ E
i
for every i ∈ J¦,
where J ⊆ I is ﬁnite and E
i
∈ Σ
i
for every i ∈ J. Note that in this case
E
•
= inf
i∈J
ψ
i
(E
•
i
).
Set
C = ¦E
•
: E ∈ (¦ ⊆ C,
so that C is precisely the family of elements of C expressible in the form inf
i∈J
φ
i
(a
i
) where J ⊆ I is ﬁnite
and a
i
∈ A
i
for each i.
The homomorphisms ψ
i
: A
i
→ C deﬁne a Boolean homomorphism ψ :
¸
i∈I
A
i
→ C (315I), which is
injective. PPP If c ∈
¸
i∈I
A
i
is nonzero, there must be a ﬁnite set J ⊆ I and a family 'a
i
`
i∈J
such that
a
i
∈ A
i
` ¦0¦ for each i and c ⊇ inf
i∈J
ε
i
(a
i
) (315Jb). Express each a
i
as E
•
i
, where E
i
∈ Σ
i
. Then
E = ¦x : x ∈ X, x(i) ∈ E
i
for each i ∈ J¦
has measure
λE =
¸
i∈J
µE
i
=
¸
i∈J
¯ µa
i
= 0,
while
E
•
= ψ(inf
i∈J
ε
i
(a
i
)) ⊆ ψ(c),
so ψ(c) = 0. As c is arbitrary, ψ is injective. QQQ
(b) Because ψ is injective, it is an isomorphism between
¸
i∈I
A
i
and its image in C. I trust it will cause
no confusion if I abuse notation slightly and treat
¸
i∈I
A
i
as actually a subalgebra of C, so that ψ
j
: A
j
→C
becomes identiﬁed with the canonical map ε
j
: A
j
→
¸
i∈I
A
i
. Now the Boolean homomorphisms φ
i
: A
i
→
B correspond to a Boolean homomorphism θ :
¸
i∈I
A
i
→ B. The point is that ¯ νθ(c) =
¯
λc for every
325L Free products and product measures 101
c ∈
¸
i∈I
A
i
. PPP Suppose to begin with that c ∈ C. Then we have c = E
•
, where E = ¦x : x(i) ∈ E
i
∀ i ∈ J¦
and E
i
∈ Σ
i
for each i ∈ J. So
¯
λc = λE =
¸
i∈J
µE
i
=
¸
i∈J
¯ µ
i
E
•
i
= ¯ ν(inf
i∈J
φa
i
)
= ¯ ν(inf
i∈J
θψ
i
(a
i
)) = ¯ νθ(inf
i∈J
ψ
i
(a
i
)) = ¯ νθ(c).
Next, any c ∈ C is expressible as the supremum of a ﬁnite disjoint family 'c
k
`
k∈K
in C (315Jb), so
¯ νθ(c) =
¸
k∈K
¯ νθ(c
k
) =
¸
k∈K
¯
λ(c
k
) =
¯
λc. QQQ
(c) It follows that θ is uniformly continuous for the metrics deﬁned by ¯ ν,
¯
λ, since
¯ ν(θ(c) .θ(c
t
)) = ¯ νθ(c .c
t
) =
¯
λ(c .c
t
)
for all c, c
t
∈
¸
i∈I
A
i
.
(d) Next,
¸
i∈I
A
i
is topologically dense in C. PPP Let c ∈ C, > 0. Express c as W
•
. Then by 254Fe
there are H
0
, . . . , H
k
∈ ( such that λ(W´
¸
j≤k
H
j
) ≤ . Now c
j
= H
•
j
∈ C for each j, so
c
t
= sup
j≤k
c
j
= (
¸
j≤k
H
j
)
•
∈
¸
i∈I
A
i
,
and
¯
λ(c .c
t
) ≤ . QQQ
Since B is complete for its uniformity (323Gc), there is a uniformly continuous function φ : C → B
extending θ (3A4G).
(e) Because θ is a Boolean homomorphism, so is φ. PPP (i) The functions c → φ(1 \ c), 1 \ φ(c) are
continuous and the topology of B is Hausdorﬀ, so ¦c : φ(1 \ c) = 1 \ φ(c)¦ is closed; as it includes A
1
⊗A
2
,
it must be the whole of C. (ii) The functions (c, c
t
) → φ(c ∪ c
t
), (c, c
t
) → φ(c) ∪ φ(c
t
) are continuous, so
¦(c, c
t
) : φ(c ∪ c
t
) = φ(c) ∪ φ(c
t
)¦ is closed in CC; as it includes (A
1
⊗A
2
) (A
1
⊗A
2
), it must be the whole
of C C. QQQ
(f ) Because θ is measurepreserving, so is φ. PPP The functions c →
¯
λc, c → ¯ νφ(c) are continuous and
equal on A
1
⊗A
2
, so are equal on C. QQQ
(g) Finally, to see that φ is unique, observe that any measurepreserving Boolean homomorphism from
C to B must be continuous, so that if it agrees with φ on
¸
i∈I
A
i
it must agree with φ on C.
325J Of course this leads at once to a result corresponding to 325D.
Theorem Let '(A
i
, ¯ µ
i
)`
i∈I
be a family of probability algebras.
(a) There is a probability algebra (C,
¯
λ), together with ordercontinuous Boolean homomorphisms ψ
i
:
A
i
→ C such that whenever (B, ¯ ν) is a probability algebra, and φ
i
: A
i
→ B are Boolean homomorphisms
such that ¯ ν(inf
i∈J
φ
i
(a
i
)) =
¸
i∈J
¯ µ
i
a
i
whenever J ⊆ I is ﬁnite and a
i
∈ A
i
for each i ∈ J, then there is a
unique measurepreserving Boolean homomorphism φ : C →B such that φψ
j
= φ
j
for every j.
(b) The structure (C,
¯
λ, 'ψ
i
`
i∈I
) is determined up to isomorphism by this property.
(c) The Boolean homomorphism ψ :
¸
i∈I
A
i
→ C deﬁned from the ψ
i
is injective, and ψ[
¸
i∈I
A
i
] is
topologically dense in C.
proof For (a) and (c), all we have to do is represent each (A
i
, ¯ µ
i
) as the measure algebra of a probability
space, and apply 325I. The uniqueness of C and the ψ
i
follows from the uniqueness of the homomorphisms
φ, as in 325D.
325K Deﬁnition As in 325Ea, we can say that (C,
¯
λ, 'ψ
i
`
i∈I
) is a, or the, probability algebra free
product of '(A
i
, ¯ µ
i
)`
i∈I
.
325L Independent subalgebras If (A, ¯ µ) is a probability algebra, we say that a family 'B
i
`
i∈I
of
subalgebras of A is (stochastically) independent if ¯ µ(inf
i∈J
b
i
) =
¸
i∈J
¯ µb
i
whenever J ⊆ I is ﬁnite and
b
i
∈ B
i
for each i. (Compare 272Ab.) In this case the embeddings B
i
⊆ A give rise to an embedding of the
probability algebra free product of '(B
i
, ¯ µB
i
)`
i∈I
into A. (Compare 272J, 315Xn.)
102 Measure algebras 325M
325M We can now make a general trawl through Chapters 25 and 27 seeking results which can be
expressed in the language of this section. I give some in 325Xe325Xh. Some ideas from '254 which are
thrown into sharper relief by a reformulation are in the following theorem.
Theorem Let '(A
i
, ¯ µ
i
)`
i∈I
be a family of probability algebras and (C,
¯
λ, 'ψ
i
`
i∈I
) their probability algebra
free product. For J ⊆ I let C
J
be the closed subalgebra of C generated by
¸
i∈J
ψ
i
[A
i
].
(a) For any J ⊆ I, (C
J
,
¯
λC
J
, 'ψ
i
`
i∈J
) is a probability algebra free product of '(A
i
, ¯ µ
i
)`
i∈J
.
(b) For any c ∈ C, there is a unique smallest J ⊆ I such that c ∈ C
J
, and this J is countable.
(c) For any nonempty family . ⊆ {I,
¸
J∈.
C
J
= C
¸
.
.
proof (a) If (B, ¯ ν, 'φ
i
`
i∈J
) is any probability algebra free product of '(A
i
, ¯ µ
i
)`
i∈J
, then we have a measure
preserving homomorphism ψ : B →C such that ψφ
i
= ψ
i
for every i ∈ J. Because the subalgebra B
0
of B
generated by
¸
i∈J
φ
i
[A
i
] is topologically dense in B (325Jc), and ψ is continuous (324Kb),
¸
i∈J
ψ
i
[A
i
] is
topologically dense in ψ[B]; also ψ[B] is closed in C (324Kb again). But this means that ψ[B] is just the
topological closure of
¸
i∈I
ψ
i
[A
i
] and must be C
J
. Thus ψ is an isomorphism, and
(C
J
,
¯
λC
J
, 'ψ
i
`
i∈J
) = (ψ[B], ¯ νψ
−1
, 'ψφ
i
`
i∈I
)
is also a probability algebra free product of '(A
i
, ¯ µ
i
)`
i∈J
.
(b) As in 325J, we may suppose that each (A
i
, ¯ µ
i
) is the measure algebra of a probability space (X
i
, Σ
i
, µ
i
),
and that C is the measure algebra of their product (X, Λ, λ). Let W ∈ Λ be such that c = W
•
.
By 254Rd, there is a unique smallest K ⊆ I such that W´U is negligible for some U ∈ Λ
K
, where Λ
K
is the set of members of Λ which are determined by coordinates in K; and K is countable. But if we look
at any J ⊆ I, ¦x : x(i) ∈ E¦ ∈ Λ
J
for every i ∈ J, E ∈ Σ
i
; so ¦U
•
: U ∈ Λ
J
¦ is a closed subalgebra of
C including ψ
i
[A
i
] for every i ∈ J, and therefore including C
J
. On the other hand, as observed in 254Ob,
any member of Λ
J
is approximated, in measure, by sets in the σalgebra T
J
generated by sets of the form
¦x : x(i) ∈ E¦ where i ∈ J, E ∈ Σ
i
. Of course T
J
⊆ Λ
J
, so ¦W
•
: W ∈ Λ
J
¦ = ¦W
•
: W ∈ T
J
¦ is the closed
subalgebra of C generated by
¸
i∈K
ψ
i
[A
i
], which is C
J
. Thus K is also the unique smallest subset of I such
that c ∈ C
K
.
(c) Of course C
K
⊆ C
J
whenever K ⊆ J ⊆ I, so
¸
J∈.
C
J
⊇ C
¸
.
. On the other hand, suppose
that c ∈
¸
J∈.
C
J
; then by (b) there is some K ⊆
¸
. such that c ∈ C
K
⊆ C
¸
.
. As c is arbitrary,
¸
J∈.
C
J
= C
¸
.
.
*325N Notation In this context, I will say that an element c of C is determined by coordinates in
J if c ∈ C
J
.
325X Basic exercises (a) Let (A
1
, ¯ µ
1
), (A
2
, ¯ µ
2
) be two semiﬁnite measure algebras, and suppose that
for each j we are given a closed subalgebra B
j
of A
j
such that (B
j
, ¯ ν
j
) is also semiﬁnite, where ¯ ν
j
= ¯ µ
j
B
j
.
Show that the localizable measure algebra free product of (B
1
, ¯ ν
1
) and (B
2
, ¯ ν
2
) can be thought of as a closed
subalgebra of the localizable measure algebra free product of (A
1
, ¯ µ
1
) and (A
2
, ¯ µ
2
).
(b) Let (A
1
, ¯ µ
1
), (A
2
, ¯ µ
2
) be two semiﬁnite measure algebras, and suppose that for each j we are given
a principal ideal B
j
of A
j
. Set ¯ ν
j
= ¯ µ
j
B
j
. Show that the localizable measure algebra free product of
(B
1
, ¯ ν
1
) and (B
2
, ¯ ν
2
) can be thought of as a principal ideal of the localizable measure algebra free product
of (A
1
, ¯ µ
1
) and (A
2
, ¯ µ
2
).
>>>(c) Let '(A
i
, ¯ µ
i
)`
i∈I
and '(B
j
, ¯ ν
j
)`
j∈J
be families of semiﬁnite measure algebras, with simple products
(A, ¯ µ) and (B, ¯ ν) (322K). Show that the localizable measure algebra free product (A, ¯ µ)
´
⊗
loc
(B, ¯ ν) can be
identiﬁed with the simple product of the family '(A
i
, ¯ µ
i
)
´
⊗
loc
(B
j
, ¯ ν
j
)`
i∈I,j∈J
.
>>>(d) Let '(A
i
, ¯ µ
i
)`
i∈I
be a family of probability algebras, and (C,
¯
λ, 'ψ
i
`
i∈I
) their probability algebra
free product. Suppose that for each i ∈ I we are given a measurepreserving Boolean homomorphism
π
i
: A
i
→A
i
. Show that there is a unique measurepreserving Boolean homomorphism π : C →C such that
πψ
i
= ψ
i
π
i
for every i ∈ I.
325 Notes Free products and product measures 103
>>>(e) Let (A, ¯ µ) be a probability algebra. We say that a family 'a
i
`
i∈I
in A is (stochastically) inde
pendent if ¯ µ(inf
i∈j
a
j
) =
¸
i∈J
¯ µa
i
for every nonempty ﬁnite J ⊆ I. Show that this is so iﬀ 'A
i
`
i∈I
is
independent, where A
i
= ¦0, a
i
, 1 \ a
i
, 1¦ for each i. (Compare 272F.)
(f ) Let (A, ¯ µ) be a probability algebra, and 'A
i
`
i∈I
a stochastically independent family of closed subal
gebras of A. Let 'J(k)`
k∈K
be a disjoint family of subsets of I, and for each k ∈ K let B
k
be the closed
subalgebra of A generated by
¸
i∈J(k)
A
i
. Show that 'B
k
`
k∈K
is independent. (Compare 272K.)
(g) Let (A, ¯ µ) be a probability algebra, and 'A
i
`
i∈I
a stochastically independent family of closed subal
gebras of A. For J ⊆ I let B
J
be the closed subalgebra of A generated by
¸
i∈J
A
i
. Show that
¸
¦B
I\J
: J
is a ﬁnite subset of I¦ = ¦0, 1¦. (Hint: For J ⊆ I, show that ¯ µ(b ∩ c) = ¯ µb ¯ µc for every b ∈ B
I\J
, c ∈ B
J
.
Compare 272O, 325M.)
(h) Let '(A
i
, ¯ µ
i
)`
i∈I
be a family of probability algebras with probability algebra free product (C,
¯
λ, 'ψ
i
`
i∈I
).
For c ∈ C let J
c
be the smallest subset of I such that c belongs to the closed subalgebra of C generated by
¸
i∈J
c
ψ
i
[A
i
]. Show that if c ⊆ d in C, then there is an e ∈ C such that c ⊆ e ⊆ d and J
e
⊆ J
c
∩ J
d
. (Hint:
254R.)
325Y Further exercises (a) Let µ be counting measure on X = ¦0¦, µ
t
the countablecocountable
measure on X
t
= ω
1
, and ν counting measure on Y = ω
1
. Show that the measure algebras of the primitive
product measures on X Y , X
t
Y are not isomorphic.
(b) Let A be a Boolean algebra, and µ : A → [0, ∞] a function such that µ0 = 0 and µ(a ∪ b) = µa + µb
whenever a, b ∈ A and a ∩ b = 0; suppose that A
f
= ¦a : µa < ∞¦ is orderdense in A. For e ∈ A
f
, a, b ∈ A
set ρ
e
(a, b) = µ(e ∩ (a .b)). Give A the uniformity deﬁned by ¦ρ
e
: µe < ∞¦. (i) Show that the completion
´
A of A under this uniformity has a measure ˆ µ, extending µ, under which it is a localizable measure algebra.
(ii) Show that if a ∈
´
A, ˆ µa < ∞ and > 0, there is a b ∈ A such that ˆ µ(a .b) ≤ . (iii) Show that for every
a ∈
´
A there is a sequence 'a
n
`
n∈N
in A such that a ⊇ sup
n∈N
inf
m≥n
a
m
and ˆ µa = ˆ µ(sup
n∈N
inf
m≥n
a
m
).
(iv) In particular, the set of inﬁma in
´
A of sequences in A is orderdense in
´
A. (v) Explain the relevance of
this construction to the embedding A
1
⊗A
2
⊆ C in 325D.
(c) In 325F, set W =
¸
n∈N
E
n
E
n
. Show that if A, B are any nonnegligible subsets of [0, 1], then
W ∩ (AB) is not negligible.
(d) Let (A, ¯ µ) be the measure algebra of Lebesgue measure on [0, 1]. Show that A ⊗ A is ccc but not
weakly (σ, ∞)distributive. (Hint: (i) A ⊗ A is embeddable as a subalgebra of a probability algebra (ii) in
the notation of 325F, look at c
mn
= sup
m≤i≤n
e
i
⊗e
i
.)
(e) Repeat 325F325G and 325Yc325Yd with an arbitrary atomless probability space in place of [0, 1].
(f ) Let (A, ¯ µ) be a probability algebra and 'a
i
`
i∈I
a (stochastically) independent family in A. Show that
for any a ∈ A, > 0 the set ¦i : i ∈ I, [¯ µ(a ∩ a
i
) − ¯ µa ¯ µa
i
[ ≥ ¦ is ﬁnite, so that ¦i : ¯ µ(a ∩ a
i
) = ¯ µa ¯ µa
i
¦ is
countable. (Hint: 272Yd.)
325 Notes and comments 325B shows that the measure algebra of a product measure may be irregular
if we have factor measures which are not strictly localizable. But two facts lead the way to the ‘local
izable measure algebra free product’ in 325D325E. The ﬁrst is that every semiﬁnite measure algebra is
embeddable, in a canonical way, in a localizable measure algebra (322N); and the second is that the Stone
representation of a localizable measure algebra is strictly localizable (322M). It is a happy coincidence that
we can collapse these two facts together in the construction of 325D. Another way of looking at the localiz
able measure algebra free product of two localizable measure algebras is to express it as the simple product
of measure algebra free products of totally ﬁnite measure algebras, using 325Xc and the fact that for σﬁnite
measure algebras there is only one reasonable measure algebra free product, being that provided by any
representation of them as measure algebras of measure spaces (325Eb).
104 Measure algebras 325 Notes
Yet a third way of approaching measure algebra free products is as the uniform space completions of
algebraic free products, using 325Yb. This gives the same result as the construction of 325D because the
algebraic free product appears as a topologically dense subalgebra of the localizable measure algebra free
product (325Dc) which is complete as uniform space (325Dc). (I have to repeat such phrases as ‘topologically
dense’ because the algebraic free product is emphatically not orderdense in the measure algebra free product
(325F).) The results in 251I on approximating measurable sets for a c.l.d. product measure by combinations of
measurable rectangles correspond to general facts about completions of ﬁnitelyadditive measures (325Yb(ii),
325Yb(iii)). It is worth noting that the completion process can be regarded as made up of two steps; ﬁrst
take inﬁma of sequences of sets of ﬁnite measure, and then take arbitrary suprema (325Yb(iv)).
The idea of 325F appears in many guises, and this is only the ﬁrst time that I shall wish to call on it.
The point of the set W =
¸
n∈N
E
n
E
n
is that it is a measurable subset of the square (indeed, by taking
the E
n
to be open sets we can arrange that W should be open), of measure strictly less than 1 (in fact,
as small as we wish), such that its complement does not include any nonnegligible ‘measurable rectangle’
G H; indeed, W ∩ (A B) is nonnegligible for any nonnegligible sets A, B ⊆ [0, 1] (325Yc). I believe
that the ﬁrst published example of such a set was by Erd¨ os & Oxtoby 55; I learnt the method of 325F
from R.O.Davies.
I include 325G as a kind of guardrail. The relationship between preservation of measure and order
continuity is a subtle one, as I have already tried to show in 324K, and it is often worth considering the
possibility that a result involving ordercontinuous measurepreserving homomorphisms has a form applying
to all ordercontinuous homomorphisms. However, there is no simple expression of such an idea in the
present context.
In the context of inﬁnite free products of probability algebras, there is a degree of simpliﬁcation, since there
is only one algebra which can plausibly be called the probability algebra free product, and this is produced
by any realization of the algebras as measure algebras of probability spaces (325I325K). The examples
325F325G apply equally, of course, to this context. At this point I mention the concept of ‘(stochastically)
independent’ family (325L, 325Xe) because we have the machinery to translate several results from '272
into the language of measure algebras (325Xe325Xg). I feel that I have to use the phrase ‘stochastically
independent’ here because there is the much weaker alternative concept of ‘Boolean independence’ (315Xn)
also present. But I leave most of this as exercises, because the language of measure algebras oﬀers few ideas
to the probability theory already covered in Chapter 27. All it can do is formalise the everpresent principle
that negligible sets often can and should be ignored.
326 Additive functionals on Boolean algebras
I devote two sections to the general theory of additive functionals on measure algebras. As many readers
will rightly be in a hurry to get on to the next two chapters, I remark that the only signiﬁcant result needed
for ''331332 is the Hahn decomposition of a countably additive functional (326I), and that this is no more
than a translation into the language of measure algebras of a theorem already given in Chapter 23. The
concept of ‘standard extension’ of a countably additive functional from a subalgebra (327F327G) will be
used for a theorem in '333, and as preparation for Chapter 36.
I begin with notes on the space of additive functionals on an arbitrary Boolean algebra (326A326D),
corresponding to 231A231B, but adding a more general form of the Jordan decomposition of a bounded
additive functional into positive and negative parts (326D). The next subsection (326E326I) deals with
countably additive functionals, corresponding to 231C231F. In 326J326P I develop a new idea, that of
‘completely additive’ functional, which does not match anything in the previous treatment. In 326Q I
return to additive functionals, giving a fundamental result on the construction of additive functionals on
free products.
326A Additive functionals: Deﬁnition Let A be a Boolean algebra. A functional ν : A → R is
ﬁnitely additive, or just additive, if ν(a ∪ b) = νa +νb whenever a, b ∈ A and a ∩ b = 0.
A nonnegative additive functional is sometimes called a ﬁnitely additive measure or charge.
326D Additive functionals on Boolean algebras 105
326B Elementary facts Let A be a Boolean algebra and ν : A →R a ﬁnitely additive functional. The
following will I hope be obvious.
(a) ν0 = 0 (because ν0 = ν0 +ν0).
(b) If c ∈ A, then a → ν(a ∩ c) is additive (because (a ∩ c) ∪ (b ∩ c) = (a ∪ b) ∩ c).
(c) αν is an additive functional for any α ∈ R. If ν
t
is another ﬁnitely additive functional on A, then
ν +ν
t
is additive.
(d) If 'ν
i
`
i∈I
is any family of ﬁnitely additive functionals such that ν
t
a =
¸
i∈I
ν
i
a is deﬁned in R for for
every a ∈ A, then ν
t
is additive.
(e) If B is another Boolean algebra and π : B → A is a Boolean homomorphism, then νπ : B → R is
additive. In particular, if B is a subalgebra of A, then νB : B →R is additive.
(f ) ν is nonnegative iﬀ it is orderpreserving – that is,
νa ≥ 0 for every a ∈ A ⇐⇒ νb ≤ νc whenever b ⊆ c
(because νc = νb +ν(c \ b) if b ⊆ c).
326C The space of additive functionals Let A be any Boolean algebra. From 326Bc we see that
the set M of all ﬁnitely additive realvalued functionals on A is a linear space (a linear subspace of R
A
). We
give it the ordering induced by that of R
A
, so that ν ≤ ν
t
iﬀ νa ≤ ν
t
a for every a ∈ A. This renders it a
partially ordered linear space (because R
A
is).
326D The Jordan decomposition (I): Proposition Let A be a Boolean algebra, and ν a ﬁnitely
additive realvalued functional on A. Then the following are equiveridical:
(i) ν is bounded;
(ii) sup
n∈N
[νa
n
[ < ∞ for every disjoint sequence 'a
n
`
n∈N
in A;
(iii) lim
n→∞
[νa
n
[ = 0 for every disjoint sequence 'a
n
`
n∈N
in A;
(iv)
¸
∞
n=0
[νa
n
[ < ∞ for every disjoint sequence 'a
n
`
n∈N
in A;
(v) ν is expressible as the diﬀerence of two nonnegative additive functionals.
proof (a)(i)⇒(v) Assume that ν is bounded. For each a ∈ A, set
ν
+
a = sup¦νb : b ⊆ a¦.
Because ν is bounded, ν
+
is realvalued. Now ν
+
is additive. PPP If a, b ∈ A and a ∩ b = 0, then
ν
+
(a ∪ b) = sup
c⊆a∪b
νc = sup
d⊆a,e⊆b
ν(d ∪ e) = sup
d⊆a,e⊆b
νd +νe
(because d ∩ e ⊆ a ∩ b = 0 whenever d ⊆ a, e ⊆ b)
= sup
d⊆a
νd + sup
e⊆b
νe = ν
+
a +ν
+
b. QQQ
Consequently ν
−
= ν
+
−ν is also additive (326Bc).
Since
0 = ν0 ≤ ν
+
a, νa ≤ ν
+
a
for every a ∈ A, ν
+
≥ 0 and ν
−
≥ 0. Thus ν = ν
+
− ν
−
is the diﬀerence of two nonnegative additive
functionals.
(b)(v)⇒(iv) If ν is expressible as ν
1
− ν
2
, where ν
1
and ν
2
are nonnegative additive functionals, and
'a
n
`
n∈N
is disjoint, then
¸
n
i=0
ν
j
a
i
= ν
j
(sup
i≤n
a
i
) ≤ ν
j
1
106 Measure algebras 326D
for every n, both j, so that
¸
∞
i=0
[νa
i
[ ≤
¸
∞
i=0
ν
1
a
i
+
¸
∞
i=0
ν
2
a
i
≤ ν
1
1 +ν
2
1 < ∞.
(c)(iv)⇒(iii)⇒(ii) are trivial.
(d) not(i)⇒not(ii) Suppose that ν is unbounded. Choose sequences 'a
n
`
n∈N
, 'b
n
`
n∈N
inductively, as
follows. b
0
= 1. Given that sup
a⊆b
n
[νa[ = ∞, choose c
n
⊆ b
n
such that [νc
n
[ ≥ [νb
n
[ + n; then [νc
n
[ ≥ n
and
[ν(b
n
\ c
n
)[ = [νb
n
−νc
n
[ ≥ [νc
n
[ −[νb
n
[ ≥ n.
We have
∞ = sup
a⊆b
n
[νa[ = sup
a⊆b
n
[ν(a ∩ c
n
) +ν(a \ c
n
)[
≤ sup
a⊆b
n
[ν(a ∩ c
n
)[ +[ν(a \ c
n
)[ ≤ sup
a⊆b
n
∩c
n
[νa[ + sup
a⊆b
n
\c
n
[νa[,
so at least one of sup
a⊆b
n
∩c
n
[νa[, sup
a⊆b
n
\c
n
[νa[ must be inﬁnite; take b
n+1
to be one of c
n
, b
n
\ c
n
such
that sup
a⊆b
n+1
[νa[ = ∞, and set a
n
= b
n
\ b
n+1
, so that [νa
n
[ ≥ n. Continue.
On completing the induction, we have a disjoint sequence 'a
n
`
n∈N
such that [νa
n
[ ≥ n for every n, so
that (ii) is false.
Remark I hope that this reminds you of the decomposition of a function of bounded variation as the
diﬀerence of monotonic functions (224D).
326E Countably additive functionals: Deﬁnition Let A be a Boolean algebra. A functional ν :
A → R is countably additive or σadditive if
¸
∞
n=0
νa
n
is deﬁned and equal to ν(sup
n∈N
a
n
) whenever
'a
n
`
n∈N
is a disjoint sequence in A and sup
n∈N
a
n
is deﬁned in A.
A warning is perhaps in order. It can happen that A is presented to us as a subalgebra of a larger algebra
B; for instance, A might be an algebra of sets, a subalgebra of some σalgebra Σ ⊆ {X. In this case,
there may be sequences in A which have a supremum in A which is not a supremum in B (indeed, this will
happen just when the embedding is not sequentially ordercontinuous). So we can have a countably additive
functional ν : B →R such that νA is not countably additive in the sense used here. A similar phenomenon
will arise when we come to the Daniell integral in Volume 4 ('434).
326F Elementary facts Let A be a Boolean algebra and ν : A →R a countably additive functional.
(a) ν is ﬁnitely additive. (Setting a
n
= 0 for every n, we see from the deﬁnition in 326E that ν0 = 0.
Now, given a ∩ b = 0, set a
0
= a, a
1
= b, a
n
= 0 for n ≥ 2 to see that ν(a ∪ b) = νa +νb.)
(b) If 'a
n
`
n∈N
is a nondecreasing sequence in A with a supremum a ∈ A, then
νa = νa
0
+
¸
∞
n=0
ν(a
n+1
\ a
n
) = lim
n→∞
νa
n
.
(c) If 'a
n
`
n∈N
is a nonincreasing sequence in A with an inﬁmum a ∈ A, then
νa = νa
0
−ν(a
0
\ a) = νa
0
−lim
n→∞
ν(a
0
\ a
n
) = lim
n→∞
νa
n
.
(d) If c ∈ A, then a → ν(a ∩ c) is countably additive. (For sup
n∈N
a
n
∩ c = c ∩ sup
n∈N
a
n
whenever the
righthandside is deﬁned, by 313Ba.)
(e) αν is a countably additive functional for any α ∈ R. If ν
t
is another countably additive functional on
A, then ν +ν
t
is countably additive.
(f ) If B is another Boolean algebra and π : B →A is a sequentially ordercontinuous Boolean homomor
phism, then νπ is a countably additive functional on B. (For if 'b
n
`
n∈N
is a disjoint sequence in B with
supremum b, then 'πb
n
`
n∈N
is a disjoint sequence with supremum πb.)
326I Additive functionals on Boolean algebras 107
(g) If A is Dedekind σcomplete and B is a σsubalgebra of A, then νB : B →R is countably additive.
(For the identity map from B to A is sequentially ordercontinuous, by 314Hb.)
326G Corollary Let A be a Boolean algebra and ν a ﬁnitely additive realvalued functional on A.
(a) ν is countably additive iﬀ lim
n→∞
νa
n
= 0 whenever 'a
n
`
n∈N
is a nonincreasing sequence in A with
inﬁmum 0 in A.
(b) If ν
t
is an additive functional on A and [ν
t
a[ ≤ νa for every a ∈ A, and ν is countably additive, then
ν
t
is countably additive.
(c) If ν is nonnegative, then ν is countably additive iﬀ it is sequentially ordercontinuous.
proof (a)(i) If ν is countably additive and 'a
n
`
n∈N
is a nonincreasing sequence in A with inﬁmum 0, then
lim
n→∞
νa
n
= 0 by 326Fc. (ii) If ν satisﬁes the condition, and 'a
n
`
n∈N
is a disjoint sequence in A with
supremum a, set b
n
= a \ sup
i≤n
a
i
for each n ∈ N; then 'b
n
`
n∈N
is nonincreasing and has inﬁmum 0, so
νa −
¸
n
i=0
νa
i
= νa −ν(sup
i≤n
a
i
) = νb
n
→ 0
as n → ∞, and νa =
¸
∞
n=0
νa
n
; thus ν is countably additive.
(b) If 'a
n
`
n∈N
is a disjoint sequence in A with supremum a, set b
n
= sup
i≤n
a
i
for each n; then νa =
lim
n→∞
νb
n
, so
lim
n→∞
[ν
t
a −ν
t
b
n
[ = lim
n→∞
[ν
t
(a \ b
n
)[ ≤ lim
n→∞
ν(a \ b
n
) = 0,
and
¸
∞
n=0
ν
t
a
n
= lim
n→∞
ν
t
b
n
= ν
t
a.
(c) If ν is countably additive, then it is sequentially ordercontinuous by 326Fb326Fc. If ν is sequentially
ordercontinuous, then of course it satisﬁes the condition of (a), so is countably additive.
326H The Jordan decomposition (II): Proposition Let A be a Boolean algebra and ν a bounded
countably additive realvalued functional on A. Then ν is expressible as the diﬀerence of two nonnegative
countably additive functionals.
proof Consider the functional ν
+
a = sup
b⊆a
νb deﬁned in the proof of 326D. If 'a
n
`
n∈N
is a disjoint
sequence in A with supremum a, and b ⊆ a, then
νb =
¸
∞
n=0
ν(b ∩ a
n
) ≤
¸
∞
n=0
ν
+
a
n
.
As b is arbitrary, ν
+
a ≤
¸
∞
n=0
ν
+
a
n
. But of course
ν
+
a ≥ ν
+
(sup
i≤n
a
i
) =
¸
n
i=0
ν
+
a
i
for every n ∈ N, so ν
+
a =
¸
∞
n=0
ν
+
a
n
. As 'a
n
`
n∈N
is arbitrary, ν
+
is countably additive.
Now ν
−
= ν
+
−ν is also countably additive, and ν = ν
+
−ν
−
is the diﬀerence of nonnegative countably
additive functionals.
326I The Hahn decomposition: Theorem Let A be a Dedekind σcomplete Boolean algebra and
ν : A → R a countably additive functional. Then ν is bounded and there is a c ∈ A such that νa ≥ 0
whenever a ⊆ c, while νa ≤ 0 whenever a ∩ c = 0.
ﬁrst proof By 314M, there are a set X and a σalgebra Σ of subsets of X and a sequentially ordercontinuous
Boolean homomorphism π from Σ onto A. Set ν
1
= νπ : Σ → R. Then ν
1
is countably additive (326Ff).
So ν
1
is bounded and there is a set H ∈ Σ such that ν
1
F ≥ 0 whenever F ∈ Σ and F ⊆ H and ν
1
F ≤ 0
whenever F ∈ Σ and F ∩H = ∅ (231E). Set c = πH ∈ A. If a ⊆ c, then there is an F ∈ Σ such that πF = a;
now π(F ∩ H) = a ∩ c = a, so νa = ν
1
(F ∩ H) ≥ 0. If a ∩ c = 0, then there is an F ∈ Σ such that πF = a;
now π(F ` H) = a \ c = a, so νa = ν
1
(F ` H) ≤ 0.
second proof (a) Note ﬁrst that ν is bounded. PPP If 'a
n
`
n∈N
is a disjoint sequence in A, then
¸
∞
n=0
νa
n
must exist and be equal to ν(sup
n∈N
a
n
); in particular, lim
n→∞
νa
n
= 0. By 326D, ν is bounded. QQQ
108 Measure algebras 326I
(b)(i) We know that γ = sup¦νa : a ∈ A¦ < ∞. Choose a sequence 'a
n
`
n∈N
in A such that νa
n
≥ γ−2
−n
for every n ∈ N. For m ≤ n ∈ N, set b
mn
= inf
m≤i≤n
a
i
. Then νb
mn
≥ γ −2 2
−m
+ 2
−n
for every n ≥ m.
PPP Induce on n. For n = m, this is due to the choice of a
m
= b
mm
. For the inductive step, we have
b
m,n+1
= b
mn
∩ a
n+1
, while surely γ ≥ ν(a
n+1
∪ b
mn
), so
γ +νb
m,n+1
≥ ν(a
n+1
∪ b
mn
) +ν(a
n+1
∩ b
mn
)
= νa
n+1
+νb
mn
≥ γ −2
−n−1
+γ −2 2
−m
+ 2
−n
(by the choice of a
n+1
and the inductive hypothesis)
= 2γ −2 2
−m
+ 2
−n−1
.
Subtracting γ from both sides, νb
m,n+1
≥ γ −2 2
−m
+ 2
−n−1
and the induction proceeds. QQQ
(ii) Set
b
m
= inf
n≥m
b
mn
= inf
n≥m
a
n
.
Then
νb
m
= lim
n→∞
νb
mn
≥ γ −2 2
−m
,
by 326Fc. Next, 'b
n
`
n∈N
is nondecreasing, so setting c = sup
n∈N
b
n
we have
νc = lim
n→∞
νb
n
≥ γ;
since νc is surely less than or equal to γ, νc = γ.
If b ∈ A and b ⊆ c, then
νc −νb = ν(c \ b) ≤ γ = νc,
so νb ≥ 0. If b ∈ A and b ∩ c = 0 then
νc +νb = ν(c ∪ b) ≤ γ = νc
so νb ≤ 0. This completes the proof.
326J Completely additive functionals: Deﬁnition Let A be a Boolean algebra. A functional ν :
A →R is completely additive or τadditive if it is ﬁnitely additive and inf
a∈A
[νa[ = 0 whenever A is a
nonempty downwardsdirected set in A with inﬁmum 0.
326K Basic facts Let A be a Boolean algebra and ν a completely additive realvalued functional on A.
(a) ν is countably additive. PPP If 'a
n
`
n∈N
is a nonincreasing sequence in A with inﬁmum 0, then for any
inﬁnite I ⊆ N the set ¦a
i
: i ∈ I¦ is downwardsdirected and has inﬁmum 0, so inf
i∈I
[νa
i
[ = 0; which means
that lim
n→∞
νa
n
must be zero. By 326Ga, ν is countably additive. QQQ
(b) Let A be a nonempty downwardsdirected set in A with inﬁmum 0. Then for every > 0 there is an
a ∈ A such that [νb[ ≤ whenever b ⊆ a. PPP??? Suppose, if possible, otherwise. Set
B = ¦b : [νb[ ≥ , ∃ a ∈ A, b ⊇ a¦.
If a ∈ A there is a b
t
⊆ a such that [νb
t
[ > . Now ¦a
t
\ b
t
: a
t
∈ A, a
t
⊆ a¦ is downwardsdirected and has
inﬁmum 0, so there is an a
t
∈ A such that a
t
⊆ a and [ν(a
t
\ b
t
)[ ≤ [νb
t
[ −. Set b = b
t
∪ a
t
; then a
t
⊆ b and
[νb[ = [νb
t
+ν(a
t
\ b
t
)[ ≥ [νb
t
[ −[ν(a
t
\ b
t
)[ ≥ ,
so b ∈ B. But also b ⊆ a. Thus every member of A includes some member of B. Since every member
of B includes a member of A, B is downwardsdirected and has inﬁmum 0; but this is impossible, since
inf
b∈B
[νb[ ≥ . XXXQQQ
(c) If ν is nonnegative, it is ordercontinuous. PPP (i) If A is a nonempty upwardsdirected set with
supremum a
0
, then ¦a
0
\ a : a ∈ A¦ is a nonempty downwardsdirected set with inﬁmum 0, so
326M Additive functionals on Boolean algebras 109
sup
a∈A
νa = νa
0
−inf
a∈A
ν(a
0
\ a) = νa
0
.
(ii) If A is a nonempty downwardsdirected set with inﬁmum a
0
, then ¦a \ a
0
: a ∈ A¦ is a nonempty
downwardsdirected set with inﬁmum 0, so
inf
a∈A
νa = νa
0
+ inf
a∈A
ν(a \ a
0
) = νa
0
. QQQ
(d) If c ∈ A, then a → ν(a ∩ c) is completely additive. PPP If A is a nonempty downwardsdirected set
with inﬁmum 0, so is ¦a ∩ c : a ∈ A¦, so inf
a∈A
[ν(a ∩ c)[ = 0. QQQ
(e) αν is a completely additive functional for any α ∈ R. If ν
t
is another completely additive functional
on A, then ν + ν
t
is completely additive. PPP We know from 326Bc that ν + ν
t
is additive. Let A be a
nonempty downwardsdirected set with inﬁmum 0. For any > 0, (b) tells us that there are a, a
t
∈ A such
that [νb[ ≤ whenever b ⊆ a
t
and [ν
t
b[ ≤ whenever b ⊆ a
t
. But now, because A is downwardsdirected,
there is a b ∈ A such that b ⊆ a ∩ a
t
, which means that [νb+ν
t
b[ ≤ [νb[ +[ν
t
b[ is at most 2. As is arbitrary,
inf
a∈A
[(ν +ν
t
)(a)[ = 0, and ν +ν
t
is completely additive. QQQ
(f ) If B is another Boolean algebra and π : B → A is an ordercontinuous Boolean homomorphism,
then νπ is a completely additive functional on B. PPP By 326Be, νπ is additive. If B ⊆ B is a nonempty
downwardsdirected set with inﬁmum 0 in B, then π[B] is a nonempty downwardsdirected set with inﬁmum
0 in A, because π is ordercontinuous, so inf
b∈B
[νπb[ = 0. QQQ In particular, if B is a regularly embedded
subalgebra of A, then νB is completely additive.
(g) If ν
t
is another additive functional on A and [ν
t
a[ ≤ νa for every a ∈ A, then ν
t
is completely additive.
PPP If A ⊆ A is nonempty and downwardsdirected and inf A = 0, then inf
a∈A
[ν
t
a[ ≤ inf
a∈A
νa = 0. QQQ
326L I squeeze a useful fact in here.
Proposition If A is a ccc Boolean algebra, a functional ν : A →R is countably additive iﬀ it is completely
additive.
proof If ν is completely additive it is countably additive, by 326Ka. If ν is countably additive and A is
a nonempty downwardsdirected set in A with inﬁmum 0, then there is a (nonempty) countable subset B
of A also with inﬁmum 0 (316E). Let 'b
n
`
n∈N
be a sequence running over B, and choose 'a
n
`
n∈N
in A such
that a
0
= b
0
, a
n+1
⊆ a
n
∩ b
n
for every n ∈ N. Then 'a
n
`
n∈N
is a nonincreasing sequence with inﬁmum 0,
so lim
n→∞
νa
n
= 0 (326Fc) and inf
a∈A
[νa[ = 0. As A is arbitrary, ν is completely additive.
326M The Jordan decomposition (III): Proposition Let A be a Boolean algebra and ν a com
pletely additive realvalued functional on A. Then ν is bounded and expressible as the diﬀerence of two
nonnegative completely additive functionals.
proof (a) I must ﬁrst check that ν is bounded. PPP Let 'a
n
`
n∈N
be a disjoint sequence in A. Set
A = ¦a : a ∈ A, there is an n ∈ N such that a
i
⊆ a for every i ≥ n¦.
Then A is closed under ∩ , and if b is any lower bound for A then b ⊆ 1 \ a
n
∈ A, so b ∩ a
n
= 0, for every
n ∈ N; but this means that 1 \ b ∈ A, so that b ⊆ 1 \ b and b = 0. Thus inf A = 0. By 326Kb, there is
an a ∈ A such that [νb[ ≤ 1 whenever b ⊆ a. By the deﬁnition of A, there must be an n ∈ N such that
[νa
i
[ ≤ 1 for every i ≥ n. But this means that sup
n∈N
[νa
n
[ is ﬁnite. As 'a
n
`
n∈N
is arbitrary, ν is bounded,
by 326D(ii). QQQ
(b) As in 326D and 326H, set ν
+
a = sup
b⊆a
νb for every a ∈ A. Then ν
+
is completely additive. PPP
We know that ν
+
is additive. If A is a nonempty downwardsdirected subset of A with inﬁmum 0, then for
every > 0 there is an a ∈ A such that [νb[ ≤ whenever b ⊆ a; in particular, ν
+
a ≤ . As is arbitrary,
inf
a∈A
ν
+
a = 0; as A is arbitrary, ν
+
is completely additive. QQQ
Consequently ν
−
= ν
+
−ν is completely additive (326Ke) and ν = ν
+
−ν
−
is the diﬀerence of nonnegative
completely additive functionals.
110 Measure algebras 326N
326N I give an alternative deﬁnition of ‘completely additive’ which you may feel clariﬁes the concept.
Proposition Let A be a Boolean algebra, and ν : A →R a function. Then the following are equiveridical:
(i) ν is completely additive;
(ii) ν1 =
¸
i∈I
νa
i
whenever 'a
i
`
i∈I
is a partition of unity in A;
(iii) νa =
¸
i∈I
νa
i
whenever 'a
i
`
i∈I
is a disjoint family in A with supremum a.
proof (For notes on sums
¸
i∈I
, see 226A.)
(a)(i)⇒(ii) If ν is completely additive and 'a
i
`
i∈I
is a partition of unity in A, then (inducing on #(J))
ν(sup
i∈J
a
i
) =
¸
i∈J
νa
i
for every ﬁnite J ⊆ I. Consider
A = ¦1 \ sup
i∈J
a
i
: J ⊆ I is ﬁnite¦.
Then A is nonempty and downwardsdirected and has inﬁmum 0, so for every > 0 there is an a ∈ A such
that [νb[ ≤ whenever b ⊆ a. Express a as 1 \ sup
i∈J
a
i
where J ⊆ I is ﬁnite. If now K is another ﬁnite
subset of I including J,
[ν1 −
¸
i∈K
a
i
[ = [ν(1 \ sup
i∈K
a
i
)[ ≤ .
As remarked in 226Ad, this means that ν1 =
¸
i∈I
νa
i
, as claimed.
(b)(ii)⇒(iii) Suppose that ν satisﬁes the condition (ii), and that 'a
i
`
i∈I
is a disjoint family with supre
mum a. Take any j / ∈ I, set J = I ∪ ¦j¦ and a
j
= 1 \ a; then 'a
i
`
i∈J
, (a, 1 \ a) are both partitions of unity,
so
ν(1 \ a) +νa = ν1 =
¸
i∈J
νa
i
= ν(1 \ a) +
¸
i∈I
νa
i
,
and νa =
¸
i∈I
νa
i
.
(c)(iii)⇒(i) Suppose that ν satisﬁes (iii). Then ν is additive.
(ααα) ν is bounded. PPP Let 'a
n
`
n∈N
be a disjoint sequence in A. Applying Zorn’s Lemma to the set (
of all disjoint families C ⊆ A including ¦a
n
: n ∈ N¦, we ﬁnd a partition of unity C ⊇ ¦a
n
: n ∈ N¦. Now
¸
c∈C
νc is deﬁned in R, so sup
n∈N
[νa
n
[ ≤ sup
c∈C
[νc[ is ﬁnite. By 326D, ν is bounded. QQQ
(βββ) Deﬁne ν
+
from ν as in 326D. Then ν
+
satisﬁes the same condition as ν. PPP Let 'a
i
`
i∈I
be a disjoint
family in A with supremum a. Then for any b ⊆ a, we have b = sup
i∈I
b ∩ a
i
, so
νb =
¸
i∈I
ν(b ∩ a
i
) ≤
¸
i∈I
ν
+
a
i
.
Thus ν
+
a ≤
¸
i∈I
ν
+
a
i
. But of course
¸
i∈I
ν
+
a
i
= sup¦
¸
i∈J
ν
+
a
i
: J ⊆ I is ﬁnite¦
= sup¦ν
+
(sup
i∈J
a
i
) : J ⊆ I is ﬁnite¦ ≤ ν
+
a,
so ν
+
a =
¸
i∈I
ν
+
a
i
. QQQ
(γγγ) It follows that ν
+
is completely additive. PPP If A is a nonempty downwardsdirected set with
inﬁmum 0, then B = ¦b : ∃ a ∈ A, b ∩ a = 0¦ is orderdense in A, so there is a partition of unity 'b
i
`
i∈I
lying in B (313K). Now if J ⊆ I is ﬁnite, there is an a ∈ A such that a ∩ sup
i∈J
b
i
= 0 (because A is
downwardsdirected), and
ν
+
a +
¸
i∈J
ν
+
b
i
≤ ν
+
1.
Since ν
+
1 = sup
J⊆I is ﬁnite
¸
i∈J
ν
+
b
i
, inf
a∈A
ν
+
a = 0. As A is arbitrary, ν
+
is completely additive. QQQ
(δδδ) Now consider ν
−
= ν
+
−ν. Of course
ν
−
a = ν
+
a −νa =
¸
i∈I
ν
+
a
i
−
¸
i∈I
νa
i
=
¸
i∈I
ν
−
a
i
whenever 'a
i
`
i∈I
is a disjoint family in A with supremum a. Because ν
−
is nonnegative, the argument of
(γ) shows that ν
−
= (ν
−
)
+
is completely additive. So ν = ν
+
−ν
−
is completely additive, as required.
*326Q Additive functionals on Boolean algebras 111
326O For completely additive functionals, we have a useful reﬁnement of the Hahn decomposition. I
give it in a form adapted to the applications I have in mind.
Proposition Let A be a Dedekind σcomplete Boolean algebra and ν : A → R a completely additive
functional. Then there is a unique element of A, which I will denote [[ν > 0]], ‘the region where ν > 0’, such
that νa > 0 whenever 0 = a ⊆ [[ν > 0]], while νa ≤ 0 whenever a ∩ [[ν > 0]] = 0.
proof Set
C
1
= ¦c : c ∈ A ` ¦0¦, νa > 0 whenever 0 = a ⊆ c¦,
C
2
= ¦c : c ∈ A, νa ≤ 0 whenever a ⊆ c¦.
Then C
1
∪ C
2
is orderdense in A. PPP There is a c
0
∈ A such that νa ≥ 0 for every a ⊆ c, νa ≤ 0 whenever
a ∩ c = 0 (326I). Given b ∈ A`¦0¦, then b \ c
0
∈ C
2
, so if b \ c
0
= 0 we can stop. Otherwise, b ⊆ c
0
. If b ∈ C
1
we can stop. Otherwise, there is a nonzero c ⊆ b such that νc ≤ 0; but in this case νa ≥ 0, ν(c \ a) ≥ 0 so
νa = 0 for every a ⊆ c, and c ∈ C
2
. QQQ
There is therefore a partition of unity D ⊆ C
1
∪ C
2
. Now D∩ C
1
is countable. PPP If d ∈ D∩ C
1
, νd > 0.
Also
#(¦d : d ∈ D, νd ≥ 2
−n
¦) ≤ 2
n
sup
a∈A
νa
is ﬁnite for each n, so D ∩ C
1
is the union of a sequence of ﬁnite sets, and is countable. QQQ
Accordingly D ∩ C
1
has a supremum e. If 0 = a ⊆ e then
νa =
¸
c∈D
ν(a ∩ c) =
¸
c∈D∩C
1
ν(a ∩ c) ≥ 0
by 326N. Also there must be some c ∈ D∩C
1
such that a ∩ c = 0, in which case ν(a ∩ c) > 0, so that νa > 0.
If a ∩ e = 0, then
νa =
¸
c∈D
ν(a ∩ c) =
¸
c∈D∩C
2
ν(a ∩ c) ≤ 0.
Thus e has the properties demanded of [[ν > 0]]. To see that e is unique, we need observe only that if
e
t
has the same properties then ν(e \ e
t
) ≤ 0 (because (e \ e
t
) ∩ e
t
= 0), so e \ e
t
= 0 (because e \ e
t
⊆ e).
Similarly, e
t
\ e = 0 and e = e
t
. Thus we may properly denote e by the formula [[ν > 0]].
326P Corollary Let A be a Dedekind σcomplete Boolean algebra and µ, ν two completely additive
functionals on A. Then there is a unique element of A, which I will denote [[µ > ν]], ‘the region where µ > ν’,
such that
µa > νa whenever 0 = a ⊆ [[µ > ν]],
µa ≤ νa whenever a ∩ [[µ > ν]] = 0.
proof Apply 326O to the functional µ −ν, and set [[µ > ν]] = [[µ −ν > 0]].
*326Q Additive functionals on free products In Volume 4, when we return to the construction of
measures on product spaces, the following fundamental fact will be useful.
Theorem Let 'A
i
`
i∈I
be a nonempty family of Boolean algebras, with free product A; write ε
i
: A
i
→ A
for the canonical maps, and
C = ¦inf
j∈J
ε
j
(a
j
) : J ⊆ I is ﬁnite, a
j
∈ A
j
for every j ∈ J¦.
Suppose that θ : C →R is such that
θc = θ(c ∩ ε
i
(a)) +θ(c ∩ ε
i
(1 \ a))
whenever c ∈ C, i ∈ I and a ∈ A
i
. Then there is a unique ﬁnitely additive functional ν : A → R extending
θ.
proof (a) It will help if I note at once that θ0 = 0. PPP
θ0 = θ(0 ∩ ε
i
(0)) +θ(0 ∩ ε
i
(1)) = 2θ0
112 Measure algebras *326Q
for any i ∈ I. QQQ
(b) The key is of course the following fact: if 'c
r
`
r≤m
and 'd
s
`
s≤n
are two disjoint families in C with
the same supremum in A, then
¸
m
r=0
θc
r
=
¸
n
s=0
θd
s
. PPP Let J ⊆ I be a ﬁnite set and B
i
⊆ A
i
a ﬁnite
subalgebra, for each i ∈ J, such that every c
r
and every d
s
belongs to the subalgebra A
0
of A generated by
¦ε
j
(b) : j ∈ J, b ∈ B
j
¦. Next, if j ∈ J and b ∈ B
j
, then
¸
m
r=0
θc
r
=
¸
m
r=0
θ(c
r
∩ ε
j
(b)) +
¸
m
r=0
θ(c
r
\ ε
j
(b)).
We can therefore ﬁnd a disjoint family 'c
t
r
`
r≤m
in C ∩ A
0
such that
sup
r≤m
c
t
r
= sup
r≤m
c
r
,
¸
m
r=0
θc
t
r
=
¸
m
r=0
θc
r
,
and whenever r ≤ m
t
, j ∈ J and b ∈ B
j
then either c
t
r
⊆ ε
j
(b) or c
t
r
∩ ε
j
(b)b = 0; that is, every c
t
r
is either 0
or of the form inf
j∈J
ε
j
(b
j
) where b
j
is an atom of B
j
for every j. Similarly, we can ﬁnd 'd
t
s
`
s≤n
such that
sup
s≤n
d
t
s
= sup
s≤n
d
s
,
¸
n
s=0
θd
t
s
=
¸
n
s=0
θd
s
,
and whenever s ≤ n
t
, j ∈ J and b ∈ B
j
then d
t
s
is either 0 or of the form inf
j∈J
ε
j
(b
j
) where b
j
is an atom
of B
j
for every j. But we now have sup
r≤m
c
t
r
= sup
s≤n
d
t
s
while for any r ≤ m
t
, s ≤ n
t
either c
t
r
= d
t
s
or
c
t
r
∩ d
t
s
= 0. It follows that the nonzero terms in the ﬁnite sequence 'c
t
r
`
r≤m
are just a rearrangement of
the nonzero terms in 'd
t
s
`
s≤n
, so that
¸
m
r=0
θc
r
=
¸
m
r=0
θc
t
r
=
¸
n
s=0
θd
t
s
=
¸
n
s=0
θd
s
,
as required. QQQ
(c) By 315Jb, this means that we have a functional ν : A → R such that ν(sup
r≤m
c
r
) =
¸
m
r=0
θc
r
whenever 'c
r
`
r≤m
is a disjoint family in C. It is now elementary to check that ν is additive, and it is clearly
the only additive functional on A extending θ.
326X Basic exercises (a) Let A be a Boolean algebra and ν : A → R a ﬁnitely additive functional.
Show that (i) ν(a ∪ b) = νa + νb − ν(a ∩ b) (ii) ν(a ∪ b ∪ c) = νa + νb + νc −ν(a ∩ b) − ν(a ∩ c) − ν(b ∩ c) +
ν(a ∩ b ∩ c) for all a, b, c ∈ A. Generalize these results to longer sequences in A.
(b) Let A be a Boolean algebra and ν : A → R a ﬁnitely additive functional. Show that the following
are equiveridical: (i) ν is countably additive; (ii) lim
n→∞
νa
n
= νa whenever 'a
n
`
n∈N
is a nondecreasing
sequence in A with supremum a.
(c) Let A be a Dedekind σcomplete Boolean algebra and ν : A →R a ﬁnitely additive functional. Show
that the following are equiveridical: (i) ν is countably additive; (ii) lim
n→∞
νa
n
= 0 whenever 'a
n
`
n∈N
is a
sequence in A and inf
n∈N
sup
m≥n
a
m
= 0; (iii) lim
n→∞
νa
n
= νa whenever 'a
n
`
n∈N
is a sequence in A and
a = inf
n∈N
sup
m≥n
a
m
= sup
n∈N
inf
m≥n
a
m
. (Hint: for (i)⇒(iii), consider nonnegative ν ﬁrst.)
(d) Let X be any uncountable set, and J an inﬁnite subset of X. Let A be the ﬁnitecoﬁnite algebra of X
(316Yk), and for a ∈ A set νa = #(a ∩ J) if a is ﬁnite, −#(J ` a) if a is coﬁnite. Show that ν is countably
additive and unbounded.
>>>(e) Let A be the algebra of subsets of [0, 1] generated by the family of (closed) intervals. Show that
there is a unique additive functional ν : A → R such that ν[α, β] = β − α whenever 0 ≤ α ≤ β ≤ 1. Show
that ν is countably additive but not completely additive.
(f ) (i) Let (X, Σ, µ) be any atomless probability space. Show that µ : Σ → R is a countably additive
functional which is not completely additive. (ii) Let X be any uncountable set and µ the countable
cocountable measure on X (211R). Show that µ is countably additive but not completely additive.
(g) Let A be a Boolean algebra and ν : A →R a function. (i) Show that ν is ﬁnitely additive iﬀ
¸
i∈I
νa
i
=
ν1 for every ﬁnite partition of unity 'a
i
`
i∈I
. (ii) Show that ν is countably additive iﬀ
¸
i∈I
νa
i
= ν1 for
every countable partition of unity 'a
i
`
i∈I
.
326Yj Additive functionals on Boolean algebras 113
(h) Show that 326O can fail if ν is only countably additive, rather than completely additive. (Hint:
326Xf.)
(i) Let A be a Boolean algebra and ν a ﬁnitely additive realvalued functional on A. Let us say that
a ∈ A is a support of ν if (α) νb = 0 whenever b ∩ a = 0 (β) for every nonzero b ⊆ a there is a c ⊆ b such
that νc = 0. (i) Check that ν can have at most one support. (ii) Show that if a is a support for ν and ν
is bounded, then the principal ideal A
a
generated by a is ccc. (iii) Show that if A is Dedekind σcomplete
and ν is countably additive, then ν is completely additive iﬀ it has a support, and that in the language of
326O this is [[ν > 0]] ∪ [[−ν > 0]]. (iv) Taking J = X in 326Xd, show that X is the support of the functional
ν there.
326Y Further exercises (a) Let A be a Boolean algebra and ν a nonnegative ﬁnitely additive func
tional on A. Show that the following are equiveridical: (i) for every > 0 there is a ﬁnite partition 'a
i
`
i∈I
of unity in A such that νa
i
≤ for every i ∈ I; (ii) whenever ν
t
is a nonzero ﬁnitely additive functional
such that 0 ≤ ν
t
≤ ν there is an a ∈ A such that ν
t
a and ν
t
(1 \ a) are both nonzero. (Such functionals are
called atomless.)
(b) Let A be a Boolean algebra and ν
1
, ν
2
atomless nonnegative additive functionals on A. Show that
ν
1
+ν
2
, αν
1
are atomless for every α ≥ 0, and that ν is atomless whenever ν is additive and 0 ≤ ν ≤ ν
1
.
(c) Let A be a Dedekind σcomplete Boolean algebra and ν an atomless nonnegative ﬁnitely additive
functional on A. Show that there is a family 'a
t
`
t∈[0,1]
in A such that a
s
⊆ a
t
and νa
t
= tν1 whenever
s ≤ t ∈ [0, 1].
(d) Let A be a Dedekind σcomplete Boolean algebra and ν
0
, . . . , ν
n
atomless nonnegative ﬁnitely additive
functionals on A. Show that there is an a ∈ A such that ν
i
a =
1
2
ν
i
1 for every i ≤ n. (Hint: it is enough
to consider the case ν
0
≥ ν
1
. . . ≥ ν
n
. For the inductive step, use the inductive hypothesis to construct
'a
t
`
t∈[0,1]
such that a
s
⊆ a
t
, ν
i
a
t
= tν
i
1 if i < n, 0 ≤ s ≤ t ≤ 1. Now show that t → ν
n
(a
t+
1
2
\ a
t
) is
continuous on [0,
1
2
].)
(e) Let A be a Dedekind σcomplete Boolean algebra. Let ν : A → R
r
, where r ≥ 1, be additive (in the
sense that ν(a ∪ b) = νa +νb whenever a ∩ b = 0) and atomless (in the sense that for every > 0 there is a
ﬁnite partition of unity 'a
i
`
i∈I
such that νa ≤ whenever i ∈ I and a ⊆ a
i
). Show that ¦νa : a ∈ A¦ is
a convex set in R
r
. (This is a version of Liapounoﬀ’s theorem. I am grateful to K.P.S.Bhaskara Rao for
showing it to me.)
(f ) Let A be a Dedekind σcomplete Boolean algebra and ν : A → [0, ∞[ a countably additive functional.
Show that ν is atomless iﬀ whenever a ∈ A and νa = 0 there is a b ⊆ a such that 0 < νb < νa.
(g) Show that there is a ﬁnitely additive functional ν : {N → R such that ν¦n¦ = 1 for every n ∈ N, so
that ν is not bounded. (Hint: Use Zorn’s Lemma to construct a maximal linearly independent subset of
∞
including ¦χ¦n¦ : n ∈ N¦, and hence to construct a linear map f :
∞
→R such that f(χ¦n¦) = 1 for every
n.)
(h) Let A be any inﬁnite Boolean algebra. Show that there is an unbounded ﬁnitely additive functional
ν : A →R. (Hint: let 't
n
`
n∈N
be a sequence of distinct points in the Stone space of A, and set νa = ν
t
¦n :
t
n
∈ ´a¦ for a suitable ν
t
.)
(i) Let A be a Boolean algebra, and give R
A
its product topology. Show that the space of ﬁnitely additive
functionals on A is a closed subset of R
A
, but that the space of bounded ﬁnitely additive functionals is closed
only when A is ﬁnite.
(j) Let A be a Boolean algebra, and M the linear space of all bounded ﬁnitely additive realvalued
functionals on A. For ν, ν
t
∈ M say that ν ≤ ν
t
if νa ≤ ν
t
a for every a ∈ A. Show that
(i) ν
+
, as deﬁned in the proof of 326D, is just sup¦0, ν¦ in M;
(ii) M is a Dedekind complete Riesz space (241E241F, 353G);
114 Measure algebras 326Yj
(iii) for ν, ν
t
∈ M, [ν[ = ν ∨ (−ν), ν ∨ ν
t
, ν ∧ ν
t
are given by the formulae
[ν[(a) = sup
b⊆a
νb −ν(a \ b), (ν ∨ ν
t
)(a) = sup
b⊆a
νb +ν
t
(a \ b),
(ν ∧ ν
t
)(a) = inf
b⊆a
νb +ν
t
(a \ b);
(iv) for any nonempty A ⊆ M, A is bounded above in M iﬀ
sup¦
¸
n
i=0
ν
i
a
i
: ν
i
∈ A for each i ≤ n, 'a
i
`
i≤n
is disjoint¦
is ﬁnite, and then sup A is deﬁned by the formula
(supA)(a) = sup¦
¸
n
i=0
ν
i
a
i
: ν
i
∈ A for each i ≤ n, 'a
i
`
i≤n
is disjoint, sup
i≤n
a
i
= a¦
for every a ∈ A;
(v) setting ν = [ν[(1),   is an ordercontinuous norm on M under which M is a Banach lattice.
(k) Let A be a Boolean algebra. A functional ν : A → C is ﬁnitely additive if its real and imaginary
parts are. Show that the space of bounded ﬁnitely additive functionals from A to C is a Banach space under
the norm ν = sup¦
¸
n
i=0
[νa
i
[ : 'a
i
`
i≤n
is a partition of unity in A¦.
(l) Let A be a Boolean algebra, and give it the topology T
σ
for which the closed sets are the sequentially
orderclosed sets. Show that a ﬁnitely additive functional ν : A →R is countably additive iﬀ it is continuous
for T
σ
.
(m) Let A be a Boolean algebra, and M
σ
the set of all bounded countably additive realvalued functionals
on A. Show that M
σ
is a closed and orderclosed linear subspace of the normed space M of all additive
functionals on A (326Yj), and that [ν[ ∈ M
σ
whenever ν ∈ M
σ
.
(n) Let A be a Boolean algebra and ν a nonnegative ﬁnitely additive functional on A. Set
ν
σ
a = inf¦sup
n∈N
νa
n
: 'a
n
`
n∈N
is a nondecreasing sequence with supremum a¦
for every a ∈ A. Show that ν
σ
is countably additive, and is sup¦ν
t
: ν
t
≤ ν is countably additive¦.
(o) Let A be a Dedekind σcomplete Boolean algebra and 'ν
n
`
n∈N
a sequence of countably additive real
valued functionals on A such that νa = lim
n→∞
ν
n
a is deﬁned in R for every a ∈ A. Show that ν is countably
additive. (Hint: use arguments from part (a) of the proof of 247C to see that lim
n→∞
sup
k∈N
[ν
k
a
n
[ = 0 for
every disjoint sequence 'a
n
`
n∈N
in A, and therefore that lim
n→∞
sup
k∈N
[ν
k
a
n
[ = 0 whenever 'a
n
`
n∈N
is a
nonincreasing sequence with inﬁmum 0.)
(p) Let A be a Boolean algebra, and M
τ
the set of all completely additive realvalued functionals on A.
Show that M
τ
is a closed and orderclosed linear subspace of the normed space M of all additive functionals,
and that [ν[ ∈ M
τ
whenever ν ∈ M
τ
.
(q) Let A be a Boolean algebra and ν a nonnegative ﬁnitely additive functional on A. Set
ν
τ
b = inf¦sup
a∈A
νa : A is a nonempty upwardsdirected set with supremum b¦
for every b ∈ A. Show that ν
τ
is completely additive, and is sup¦ν
t
: ν
t
≤ ν is completely additive¦.
(r) Let A be a Boolean algebra, and give it the topology T for which the closed sets are the orderclosed
sets (313Xb). Show that a ﬁnitely additive functional ν : A → R is completely additive iﬀ it is continuous
for T.
(s) Let X be a set, Σ any σalgebra of subsets of X, and ν : Σ →R a functional. Show that ν is completely
additive iﬀ there are sequences 'x
n
`
n∈N
, 'α
n
`
n∈N
such that
¸
∞
n=0
[α
n
[ < ∞ and νE =
¸
∞
n=0
α
n
χE(x
n
) for
every E ∈ Σ.
(t) Let A and B be Boolean algebras and µ, ν ﬁnitely additive functionals on A, B respectively. Show
that there is a unique ﬁnitely additive functional λ : A ⊗B →R such that λ(a ⊗b) = µa νb for all a ∈ A,
b ∈ B.
326 Notes Additive functionals on Boolean algebras 115
(u) Let 'A
i
`
i∈I
be a family of Boolean algebras, with free product (
¸
i∈I
A
i
, 'ε
i
`
i∈I
), and for each i ∈ I
let ν
i
be a ﬁnitely additive functional on A
i
such that ν
i
1 = 1. Show that there is a unique ﬁnitely additive
functional ν :
¸
i∈I
A
i
→ R such that ν(inf
i∈J
ε
i
(a
i
)) =
¸
i∈J
ν
i
a
i
whenever J ⊆ I is nonempty and ﬁnite
and a
i
∈ A
i
for each i ∈ J.
326 Notes and comments I have not mentioned the phrase ‘measure algebra’ anywhere in this section, and
in principle this material could have been part of Chapter 31; but countably additive functionals are kissing
cousins of measures, and most of the ideas here surely belong to ‘measure theory’ rather than to ‘Boolean
algebra’, in so far as such divisions are meaningful at all. I have given as much as possible of the theory
in a general form because the simpliﬁcations which are possible when we look only at measure algebras are
seriously confusing if they are allowed too much prominence. In particular, it is important to understand
that the principal properties of completely additive functionals do not depend on Dedekind completeness
of the algebra, provided we take care over the deﬁnitions. Similarly, the deﬁnition of ‘countably additive’
functional for algebras which are not Dedekind σcomplete needs a moment’s attention to the phrase ‘and
sup
n∈N
a
n
is deﬁned in A’. It can happen that a functional is countably additive mostly because there are
too few such sequences (326Xd).
The formulations I have chosen as principal deﬁnitions (326A, 326E, 326J) are those which I ﬁnd closest
to my own intuitions of the concepts, but you may feel that 326G(i), 326Xc(iii) and 326N, or 326Yl and
326Yr, provide useful alternative patterns. The point is that countable additivity corresponds to sequential
ordercontinuity (326Fb, 326Fc, 326Ff), while complete additivity corresponds to ordercontinuity (326Kc,
326Kf); the diﬃculty is that we must consider functionals which are not orderpreserving, so that the simple
deﬁnitions in 313H cannot be applied directly. It is fair to say that all the additive functionals ν we need
to understand are bounded, and therefore may be studied in terms of their positive and negative parts ν
+
,
ν
−
, which are orderpreserving (326Bf); but many of the most important applications of these ideas depend
precisely on using facts about ν to deduce facts about ν
+
and ν
−
.
It is in 326D that we seem to start getting more out of the theory than we have put in. The ideas here have
vast ramiﬁcations. What it amounts to is that we can discover much more than we might expect by looking
at disjoint sequences. To begin with, the conditions here lead directly to 326I and 326M: every completely
additive functional is bounded, and every countably additive functional on a Dedekind σcomplete Boolean
algebra is bounded. (But note 326Yg326Yh.)
Naturally enough, the theory of countably additive functionals on general Boolean algebras corresponds
closely to the special case of countably additive functionals on σalgebras of sets, already treated in ''231232
for the sake of the RadonNikod´ ym theorem. This should make 326E326I very straightforward. When we
come to completely additive functionals, however, there is room for many surprises. The natural map from
a σalgebra of measurable sets to the corresponding measure algebra is sequentially ordercontinuous but
rarely ordercontinuous, so that there can be completely additive functionals on the measure algebra which
do not correspond to completely additive functionals on the σalgebra. Indeed there are very few completely
additive functionals on σalgebras of sets (326Ys). Of course these surprises can arise only when there is a
diﬀerence between completely additive and countably additive functionals, that is, when the algebra involved
is not ccc (326L). But I think that neither 326M nor 326N is obvious.
I ﬁnd myself generally using the phrase ‘countably additive’ in preference to ‘completely additive’ in the
context of ccc algebras, where there is no diﬀerence between them. This is an attempt at userfriendliness;
the phrase ‘countably additive’ is the commoner one in ordinary use. But I must say that my personal
inclination is to the other side. The reason why so many theorems apply to countably additive functionals
in these contexts is just that they are completely additive.
I have given two proofs of 326I. I certainly assume that if you have got this far you are acquainted with the
RadonNikod´ ym theorem and the associated basic facts about countably additive functionals on σalgebras
of sets; so that the ‘ﬁrst proof’ should be easy and natural. On the other hand, there are purist objections
on two fronts. First, it relies on the Stone representation, which involves a much stronger form of the axiom
of choice than is actually necessary. Second, the classical Hahn decomposition in 231E is evidently a special
case of 326I, and if we need both (as we certainly do) then one expects the ideas to stand out more clearly if
they are applied directly to the general case. In fact the two versions of the argument are so nearly identical
that (as you will observe, if you have Volume 2 to hand) they can share nearly every word. You can take
the ‘second proof’, therefore, as a worked example in the translation of ideas from the context of σalgebras
116 Measure algebras 326 Notes
of sets to the context of Dedekind σcomplete Boolean algebras. What makes it possible is the fact that the
only limit operations referred to involve countable families.
Arguments not involving limit operations can generally, of course, be applied to all Boolean algebras; I
have lifted some exercises (326Yj, 326Yn) from '231 to give you some practice in such generalizations.
Almost any nontrivial measure provides an example of a countably additive functional on a Dedekind
σcomplete algebra which is not completely additive (326Xf). The question of whether such a functional
can exist on a Dedekind complete algebra is the ‘BanachUlam problem’, to which I will return in 363S.
In this section I have looked only at questions which can be adequately treated in terms of the underlying
algebras A, without using any auxiliary structure. To go much farther we shall need to study the ‘function
spaces’ S(A) and L
∞
(A) of Chapter 36. In particular, the ideas of 326Yg, 326Yj326Yk and 326Ym326Yq
will make better sense when redeveloped in '362.
327 Additive functionals on measure algebras
When we turn to measure algebras, we have a simpliﬁcation, relative to the general context of '326,
because the algebras are always Dedekind σcomplete; but there are also elaborations, because we can ask
how the additive functionals we examine are related to the measure. In 327A327C I work through the
relationships between the concepts of ‘absolute continuity’, ‘(true) continuity’ and ‘countable additivity’,
following 232A232B, and adding ‘complete additivity’ from '326. These ideas provide a new interpretation
of the RadonNikod´ ym theorem (327D). I then use this theorem to develop some machinery (the ‘standard
extension’ of an additive functional from a closed subalgebra to the whole algebra, 327F327G) which will
be used in '333.
327A I start with the following deﬁnition and theorem corresponding to 232A232B.
Deﬁnition Let (A, ¯ µ) be a measure algebra and ν : A → R a ﬁnitely additive functional. Then ν is
absolutely continuous with respect to ¯ µ if for every > 0 there is a δ > 0 such that [νa[ ≤ whenever
¯ µa ≤ δ.
327B Theorem Let (A, ¯ µ) be a measure algebra, and ν : A →R a ﬁnitely additive functional. Give A
its measurealgebra topology and uniformity ('323).
(a) If ν is continuous, it is completely additive.
(b) If ν is countably additive, it is absolutely continuous with respect to ¯ µ.
(c) The following are equiveridical:
(i) ν is continuous at 0;
(ii) ν is countably additive and whenever a ∈ A and νa = 0 there is a b ∈ A such that ¯ µb < ∞ and
ν(a ∩ b) = 0;
(iii) ν is continuous everywhere on A;
(iv) ν is uniformly continuous.
(d) If (A, ¯ µ) is semiﬁnite, then ν is continuous iﬀ it is completely additive.
(e) If (A, ¯ µ) is σﬁnite, then ν is continuous iﬀ it is countably additive iﬀ it is completely additive.
(f) If (A, ¯ µ) is totally ﬁnite, then ν is continuous iﬀ it is absolutely continuous with respect to ¯ µ iﬀ it is
countably additive iﬀ it is completely additive.
proof (a) If ν is continuous, and A ⊆ A is nonempty, downwardsdirected and has inﬁmum 0, then 0 ∈ A
(323D(bii)), so inf
a∈A
[νa[ = 0.
(b) ??? Suppose, if possible, that ν is countably additive but not absolutely continuous. Then there is an
> 0 such that for every δ > 0 there is an a ∈ A such that ¯ µa ≤ δ but [νa[ ≥ . For each n ∈ N we may
choose a b
n
∈ A such that ¯ µb
n
≤ 2
−n
and [νb
n
[ ≥ . Consider b
∗
n
= sup
k≥n
b
k
, b = inf
n∈N
b
∗
n
. Then we have
¯ µb ≤ inf
n∈N
¯ µ(sup
k≥n
b
k
) ≤ inf
n∈N
¸
∞
k=n
2
−k
= 0,
so ¯ µb = 0 and b = 0. On the other hand, ν is expressible as a diﬀerence ν
+
−ν
−
of nonnegative countably
additive functionals (326H), each of which is sequentially ordercontinuous (326Gc), and
327C Additive functionals on measure algebras 117
0 = lim
n→∞
(ν
+
+ν
−
)b
∗
n
≥ inf
n∈N
(ν
+
+ν
−
)b
n
≥ inf
n∈N
[νb
n
[ ≥ ,
which is absurd. XXX
(c)(i)⇒(ii) Suppose that ν is continuous. Then it is completely additive, by (a), therefore countably
additive. If νa = 0, there must be an b of ﬁnite measure such that [νd[ < [νa[ whenever d ∩ b = ∅, so that
[ν(a \ b)[ < [νa[ and ν(a ∩ b) = 0. Thus the conditions are satisﬁed.
(ii)⇒(iv) Now suppose that ν satisﬁes the two conditions in (ii). Because A is Dedekind σcomplete,
ν must be bounded (326I), therefore expressible as the diﬀerence ν
+
−ν
−
of countably additive functionals.
Set ν
1
= ν
+
+ν
−
. Set
γ = sup¦ν
1
b : b ∈ A, ¯ µb < ∞¦,
and choose a sequence 'b
n
`
n∈N
of elements of A of ﬁnite measure such that lim
n→∞
ν
1
b
n
= γ; set b
∗
=
sup
n∈N
b
n
. If d ∈ A and d ∩ b
∗
= ∅ then νd = 0. PPP If b ∈ A and ¯ µb < ∞, then
[ν(d ∩ b)[ ≤ ν
1
(d ∩ b) ≤ ν
1
(b \ b
n
) = ν
1
(b ∪ b
n
) −ν
1
b
n
≤ γ −ν
1
b
n
for every n ∈ N, so ν(d ∩ b) = 0. As b is arbitrary, the second condition tells us that νd = 0. QQQ
Setting b
∗
n
= sup
k≤n
b
k
for each n, we have lim
n→∞
ν
1
(b
∗
\ b
∗
n
) = 0. Take any > 0, and (using (b) above)
let δ > 0 be such that [νa[ ≤ whenever ¯ µa ≤ δ. Let n be such that ν
1
(b
∗
\ b
∗
n
) ≤ . Then
[νa[ ≤ [ν(a ∩ b
∗
n
)[ +[ν(a ∩ (b
∗
\ b
∗
n
))[ +[ν(a \ b
∗
)[
≤ [ν(a ∩ b
∗
n
)[ +ν
1
(b
∗
\ b
∗
n
) ≤ [ν(a ∩ b
∗
n
)[ +
for any a ∈ A.
Now if b, c ∈ A and ¯ µ((b .c) ∩ b
∗
n
) ≤ δ then
[νb −νc[ ≤ [ν(b \ c)[ +[ν(c \ b)[
≤ [ν((b \ c) ∩ b
∗
)[ +[ν((c \ b) ∩ b
∗
)[ + 2 ≤ + + 2 = 4
because ¯ µ((b \ c) ∩ b
∗
n
), ¯ µ((c \ b) ∩ b
∗
n
) are both less than or equal to δ. As is arbitrary, ν is uniformly
continuous.
(iv)⇒(iii)⇒(i) are trivial.
(d) One implication is covered by (a). For the other, suppose that ν is completely additive. Then it is
countably additive. On the other hand, if νa = 0, consider B = ¦b : b ⊆ a, ¯ µb < ∞¦. Then B is upwards
directed and sup B = a, because ¯ µ is semiﬁnite (322Eb), so ¦a \ b : b ∈ B¦ is downwardsdirected and has
inﬁmum 0. Accordingly inf
b∈B
[ν(a \ b)[ = 0, and there must be a b ∈ B such that νb = 0. But this means
that condition (ii) of (c) is satisﬁed, so that ν is continuous.
(e) Now suppose that (A, ¯ µ) is σﬁnite. In this case A is ccc (322G) so complete additivity and countable
additivity are the same (326L) and we have a special case of (d).
(f ) Finally, suppose that ¯ µ1 < ∞ and that ν is absolutely continuous with respect to ¯ µ. If A ⊆ A is
nonempty and downwardsdirected and has inﬁmum 0, then inf
a∈A
¯ µa = 0 (321F), so inf
a∈A
[νa[ must be
0; thus ν is completely additive. With (b) and (e) this shows that all four conditions are equiveridical.
327C Proposition Let (X, Σ, µ) be a measure space and (A, ¯ µ) its measure algebra.
(a) There is a onetoone correspondence between ﬁnitely additive functionals ¯ ν on A and ﬁnitely additive
functionals ν on Σ such that νE = 0 whenever µE = 0, given by the formula ¯ νE
•
= νE for every E ∈ Σ.
(b) In (a), ¯ ν is absolutely continuous with respect to ¯ µ iﬀ ν is absolutely continuous with respect to µ.
(c) In (a), ¯ ν is countably additive iﬀ ν is countably additive; so that we have a onetoone correspondence
between the countably additive functionals on A and the absolutely continuous countably additive functionals
on Σ.
(d) In (a), ¯ ν is continuous for the measurealgebra topology on A iﬀ ν is truly continuous in the sense of
232Ab.
(e) Suppose that µ is semiﬁnite. Then, in (a), ¯ ν is completely additive iﬀ ν is truly continuous.
118 Measure algebras 327C
proof (a) This should be nearly obvious. If ¯ ν : A → R is additive, then the formula deﬁnes a functional
ν : Σ →R which is additive by 326Be. Also, of course,
µE = 0 =⇒ E
•
= 0 =⇒ νE = 0.
On the other hand, if ν is an additive functional on Σ which is zero on negligible sets, then, for E, F ∈ Σ,
E
•
= F
•
=⇒ µ(E ` F) = µ(F ` E) = 0
=⇒ ν(E ` F) = ν(F ` E) = 0
=⇒ νF = νE −ν(E ` F) +ν(F ` E) = νE,
so we have a function ¯ ν : A →R deﬁned by the given formula. If E, F ∈ Σ and E
•
∩ F
•
= 0, then
¯ ν(E
•
∪ F
•
) = ¯ ν(E ∪ F)
•
= ν(E ∪ F)
= ν(E ` F) +νF = ¯ νE
•
+ ¯ νF
•
because (E ` F)
•
= E
•
\ F
•
= E
•
. Thus ¯ ν is additive, and the correspondence is complete.
(b) This is immediate from the deﬁnitions.
(c)(i) If ν is countably additive, and 'a
n
`
n∈N
is a disjoint sequence in A, we can express it as 'E
n
`
n∈N
where 'E
n
`
n∈N
is a sequence in Σ. Setting F
n
= E
n
`
¸
i<n
E
i
, 'F
n
`
n∈N
is a disjoint sequence in Σ and
F
•
n
= a
n
\ sup
i<n
a
i
= a
n
for each n. So
¯ ν(sup
n∈N
a
n
) = ν(
¸
n∈N
F
n
) =
¸
∞
n=0
νF
n
=
¸
∞
n=0
¯ νa
n
.
As 'a
n
`
n∈N
is arbitrary, ¯ ν is countably additive.
(ii) If ¯ ν is countably additive, then ν is countably additive by 326Ff.
(iii) For the last remark, note that by 232Ba a countably additive functional on Σ is absolutely
continuous with respect to µ iﬀ it is zero on the µnegligible sets.
(d) The deﬁnition of ‘truly continuous’ functional translates directly to continuity at 0 in the measure
algebra. But by 327Bc this is the same thing as continuity.
(e) Put (d) and 327Bd together.
327D The RadonNikod´ ym theorem We are now ready for another look at this theorem.
Theorem Let (X, Σ, µ) be a semiﬁnite measure space, with measure algebra (A, ¯ µ). Let L
1
be the space of
equivalence classes of realvalued integrable functions on X ('242), and write M
τ
for the set of completely
additive realvalued functionals on A. Then there is an ordered linear space bijection between M
τ
and L
1
deﬁned by saying that ¯ ν ∈ M
τ
corresponds to u ∈ L
1
if
¯ νa =
E
f whenever a = E
•
in A and f
•
= u in L
1
.
proof (a) Given ¯ ν ∈ M
τ
, we have a truly continuous ν : Σ → R given by setting νE = νE
•
for every
E ∈ Σ (327Ce). Now there is an integrable function f such that νE =
E
f for every E ∈ Σ (232E). There
is likely to be more than one such function, but any two must be equal almost everywhere (232Hd), so the
corresponding equivalence class u
¯ ν
= f
•
is uniquely deﬁned.
(b) Conversely, given u ∈ L
1
, we have a welldeﬁned functional ν
u
on Σ given by setting
ν
u
E =
E
u =
E
f whenever f
•
= u
for every E ∈ Σ (242Ac). By 232E, ν
u
is additive and truly continuous, and of course it is zero when µ is
zero, so corresponds to a completely additive functional ¯ ν
u
on A (327Ce).
(c) Clearly the maps u → ¯ ν
u
and ¯ ν → u
¯ ν
are now the two halves of a onetoone correspondence. To see
that it is linear, we need note only that
327F Additive functionals on measure algebras 119
(¯ ν
u
+ ¯ ν
v
)E
•
= ¯ ν
u
E
•
+ ¯ ν
v
E
•
=
E
u +
E
v =
E
u +v = ¯ ν
u+v
E
•
for every E ∈ Σ, so ¯ ν
u
+ ¯ ν
v
= ¯ ν
u+v
for all u, v ∈ L
1
; and similarly ¯ ν
αu
= α¯ ν
u
for u ∈ L
1
, α ∈ R. As for the
ordering, given u and v ∈ L
1
, take integrable f, g such that u = f
•
, v = g
•
; then
¯ ν
u
≤ ¯ ν
v
⇐⇒ ¯ ν
u
E
•
≤ ¯ ν
v
E
•
for every E ∈ Σ
⇐⇒
E
u ≤
E
v for every E ∈ Σ
⇐⇒
E
f ≤
E
g for every E ∈ Σ
⇐⇒ f ≤ g a.e. ⇐⇒ u ≤ v,
using 131Ha.
327E I slip in an elementary fact.
Proposition If (A, ¯ µ) is a measure algebra, then the functional a → µ
c
a = ¯ µ(a ∩ c) is completely additive
whenever c ∈ A and ¯ µc < ∞.
proof µ
c
is additive because ¯ µ is additive, and by 321F inf
a∈A
µ
c
a = 0 whenever Ais nonempty, downwards
directed and has inﬁmum 0.
327F Standard extensions The machinery of 327D provides the basis of a canonical method for
extending countably additive functionals from closed subalgebras, which we shall need in '333.
Lemma Let (A, ¯ µ) be a totally ﬁnite measure algebra and C ⊆ A a closed subalgebra. Write M
σ
(A), M
σ
(C)
for the spaces of countably additive realvalued functionals on A, C respectively.
(a) There is an operator R : M
σ
(C) → M
σ
(A) deﬁned by saying that, for every ν ∈ M
σ
(C), Rν is the
unique member of M
σ
(A) such that [[Rν > α¯ µ]] = [[ν > α¯ µC]] for every α ∈ R.
(b)(i) Rν extends ν for every ν ∈ M
σ
(C).
(ii) R is linear and orderpreserving.
(iii) R(¯ µC) = ¯ µ.
(iv) If 'ν
n
`
n∈N
is a sequence of nonnegative functionals in M
σ
(C) such that
¸
∞
n=0
ν
n
c = ¯ µc for every
c ∈ C, then
¸
∞
n=0
(Rν
n
)(a) = ¯ µa for every a ∈ A.
Remarks When saying that C is ‘closed’, I mean, indiﬀerently, ‘topologically closed’ or ‘orderclosed’; see
323H323I.
For the notation ‘[[ν > α¯ µ]]’ see 326O326P.
proof (a)(i) By 321J321K, we may represent (A, ¯ µ) as the measure algebra of a measure space (X, Σ, µ);
write π for the canonical map from Σ to A. Write T for ¦E : E ∈ Σ, πE ∈ C¦. Because C is a σsubalgebra
of C and π is a sequentially ordercontinuous Boolean homomorphism, T is a σsubalgebra of Σ.
(ii) For each ν ∈ M
σ
(C), νπ : T → R is countably additive and zero on ¦F : F ∈ T, µF = 0¦, so we
can choose a Tmeasurable function f
ν
: X →R such that
F
f
ν
d(µT) = νπF for every F ∈ T. Of course
we can now think of f
ν
as a µintegrable function (233B), so we get a corresponding countably additive
functional Rν : A → R deﬁned by setting (Rν)(πE) =
E
f
ν
for every E ∈ Σ (327D). (In this context, of
course, countably additive functionals are completely additive, by 327Bf.)
For α ∈ R, set H
α
= ¦x : f
ν
(x) > α¦ ∈ T. Then for any E ∈ Σ,
E ⊆ H
α
, µE > 0 =⇒
E
f
ν
> αµE,
E ∩ H
α
= ∅ =⇒
E
f
ν
≤ αµE.
Translating into terms of elements of A, and setting c
α
= πH
α
∈ C, we have
0 = a ⊆ c
α
=⇒ (Rν)(a) > α¯ µa,
a ∩ c
α
= 0 =⇒ (Rν)(a) ≤ α¯ µa.
120 Measure algebras 327F
So [[Rν > α¯ µ]] = c
α
∈ C. Of course we now have
νc = (Rν)(c) > α¯ µc when c ∈ C, 0 = c ⊆ c
α
,
νc ≤ α¯ µc when c ∈ C, c ∩ c
α
= 0,
so that c
α
is also equal to [[ν > ¯ µC]].
Thus the functional Rν satisﬁes the declared formula.
(iii) To see that Rν is uniquely deﬁned, observe that if λ ∈ M
σ
(A) and [[λ > α¯ µ]] = [[Rν > α¯ µ]] for
every α, then there is a Σmeasurable function g : X → R such that
E
g dµ = λπE for every E ∈ Σ; but
in this case (just as in (ii)) [[λ > α¯ µ]] = πG
α
, where G
α
= ¦x : g(x) > α¦, for each α. So we must have
πG
α
= πH
α
, that is, µ(G
α
´H
α
) = 0, for every α. Accordingly
¦x : f
ν
(x) = g(x)¦ =
¸
q∈Q
G
q
´H
q
is negligible; f
ν
= g a.e.,
E
f
ν
dµ =
E
g dµ for every E ∈ Σ and λ = Rν.
(b)(i) If ν ∈ M
σ
(C),
(Rν)(πF) =
F
f
ν
dµ =
F
f
ν
d(µT) = νπF
for every F ∈ T, so Rν extends ν.
(ii) If ν = ν
1
+ν
2
, we must have
F
f
ν
= νπF = ν
1
πF +ν
2
πF =
F
f
ν
1
+
F
f
ν
2
=
F
f
ν
1
+f
ν
2
for every F ∈ T, so f
ν
= f
ν
1
+f
ν
2
a.e., and we can repeat the formulae
(Rν)(πE) =
E
f
ν
=
E
f
ν
1
+f
ν
2
=
E
f
ν
1
+
E
f
ν
2
= (Rν
1
)(πE) + (Rν
2
)(πE),
in a diﬀerent order, for every E ∈ Σ, to see that Rν = Rν
1
+ Rν
2
. Similarly, if ν ∈ M
σ
(C) and γ ∈ R,
f
γν
= γf
ν
a.e. and R(γν) = γRν. If ν
1
≤ ν
2
in M
σ
(C), then
F
f
ν
1
= ν
1
πF ≤ ν
2
πF =
F
f
ν
2
for every F ∈ T, so f
ν
1
≤ f
ν
2
a.e. (131Ha), and Rν
1
≤ Rν
2
.
Thus R is linear and orderpreserving.
(iii) If ν = ¯ µC then
F
f
ν
= νπF = µF =
F
1
for every F ∈ T, so f
ν
= 1 a.e. and Rν = ¯ µ.
(iv) Now suppose that 'ν
n
`
n∈N
is a sequence in M
σ
(C) such that, for every c ∈ C, ν
n
c ≥ 0 for every n
and
¸
∞
n=0
ν
n
c = ¯ µc. Set g
n
=
¸
n
i=0
f
ν
i
for each n; then 0 ≤ g
n
≤ g
n+1
≤ 1 a.e. for every n, and
lim
n→∞
g
n
= lim
n→∞
¸
n
i=0
ν
i
1 = ¯ µ1.
But this means that, setting g = lim
n→∞
g
n
, g ≤ 1 a.e. and
g =
1, so that g = 1 a.e. and
¸
∞
n=0
(Rν
i
)(πE) = lim
n→∞
E
g
n
= µE
for every E ∈ Σ, so that
¸
∞
n=0
(Rν
i
)(a) = ¯ µa for every a ∈ A.
327G Deﬁnition In the context of 327F, I will call Rν the standard extension of ν to A.
Remark The point of my insistence on the uniqueness of R, and on the formula in 327Fa, is that Rν really
is deﬁned by the abstract structure (A, ¯ µ, C, ν), even though I have used a proof which runs through the
representation of (A, ¯ µ) as the measure algebra of a measure space (X, Σ, µ).
327X Basic exercises (a) Let (A, ¯ µ) and (B, ¯ µ
t
) be totally ﬁnite measure algebras, and π : A →B a
measurepreserving Boolean homomorphism. Let C be a closed subalgebra of A, and ν a countably additive
functional on the closed subalgebra π[C] of B. (i) Show that νπ is a countably additive functional on C. (ii)
Show that if ˜ ν is the standard extension of ν to B, then ˜ νπ is the standard extension of νπ to A.
327 Notes Additive functionals on measure algebras 121
(b) Let (X, Σ, µ) be a probability space, and T a σsubalgebra of Σ. Let (A, ¯ µ) be the measure algebra
of (X, Σ, µ). Show that C = ¦F
•
: F ∈ T¦ is a closed subalgebra of A. Identify the spaces M
σ
(A), M
σ
(C)
of countably additive functionals with L
1
(µ), L
1
(µT), as in 327D. Show that the conditional expectation
operator P : L
1
(µ) → L
1
(µT) (242Jd) corresponds to the map ν → νC : M
σ
(A) → M
σ
(C).
(c) Let (A, ¯ µ) be a totally ﬁnite measure algebra and ν : A → R a countably additive functional. Show
that, for any a ∈ A,
νa =
∞
0
¯ µ(a ∩ [[ν > α¯ µ]])dα −
0
−∞
¯ µ(a \ [[ν > α¯ µ]])dα,
the integrals being taken with respect to Lebesgue measure. (Hint: take (A, ¯ µ) to be the measure algebra
of (X, Σ, µ); represent ν by a µintegrable function f; apply Fubini’s theorem to the sets ¦(x, t) : x ∈ E, 0 ≤
t < f(x)¦, ¦(x, t) : x ∈ E, f(x) ≤ t ≤ 0¦ in X R, where a = E
•
.)
(d) Let (A, ¯ µ) be a totally ﬁnite measure algebra, C a closed subalgebra of A and ν : C →R a countably
additive functional with standard extension ˜ ν : A →R. Show that, for any a ∈ A,
˜ νa =
∞
0
¯ µ(a ∩ [[ν > α¯ µC]])dα −
0
−∞
¯ µ(a \ [[ν > α¯ µC]])dα.
(e) Let (A, ¯ µ) be a probability algebra, and B, C stochastically independent closed subalgebras of A
(deﬁnition: 325L). Let ν be a countably additive functional on C, and ˜ ν its standard extension to A. Show
that ˜ ν(b ∩ c) = ¯ µb νc for every b ∈ B, c ∈ C.
(f ) Let (X, Σ, µ) be a probability space, and T a σsubalgebra of Σ. Let ν be a probability measure with
domain T such that νE = 0 whenever E ∈ T and µE = 0. Show that there is a probability measure λ with
domain Σ which extends ν.
327Y Further exercises (a) Let (A
1
, ¯ µ
1
) and (A
2
, ¯ µ
2
) be localizable measure algebras with localizable
measure algebra free product (C,
¯
λ). Show that if ν
1
, ν
2
are completely additive functionals on A
1
, A
2
respectively, there is a unique completely additive functional ν : C → R such that ν(a
1
⊗ a
2
) = ν
1
a
1
ν
2
a
2
for every a
1
∈ A
1
, a
2
∈ A
2
. (Hint: 253D.)
(b) Let (A, ¯ µ) be a totally ﬁnite measure algebra and C a closed subalgebra; let R : M
σ
(C) → M
σ
(A)
be the standard extension operator (327G). Show (i) that R is ordercontinuous (ii) that R(ν
+
) = (Rν)
+
,
Rν = ν for every ν ∈ M
σ
(C), deﬁning ν
+
and ν as in 326Yj.
(c) Let (A, ¯ µ) be a totally ﬁnite measure algebra and C a closed subalgebra of A. For a countably additive
functional ν on C write ˜ ν for its standard extension to A. Show that if ν, 'ν
n
`
n∈N
are countably additive
functionals on C and lim
n→∞
ν
n
c = νc for every c ∈ C, then lim
n→∞
˜ ν
n
a = ˜ νa for every a ∈ A. (Hint: use
ideas from ''246247, as well as from 327G and 326Yo.)
327 Notes and comments When we come to measure algebras, it is the completely additive functionals
which ﬁt most naturally into the topological theory (327Bd); they correspond to the ‘truly continuous’
functionals which I discussed in '232 (327Cc), and therefore to the RadonNikod´ ym theorem (327D). I will
return to some of these questions in Chapter 36. I myself regard the form here as the best expression of the
essence of the RadonNikod´ ym theorem, if not the one most commonly applied.
The concept of ‘standard extension’ of a countably additive functional (or, as we could equally well say,
of a completely additive functional, since in the context of 327F the two coincide) is in a sense dual to
the concept of ‘conditional expectation’. If (X, Σ, µ) is a probability space and T is a σsubalgebra of Σ,
then we have a corresponding closed subalgebra C of the measure algebra (A, ¯ µ) of µ, and identiﬁcations
between the spaces M
σ
(A), M
σ
(C) of countably additive functionals and the spaces L
1
(µ), L
1
(µT). Now
we have a natural embedding S of L
1
(µT) as a subspace of L
1
(µ) (242Jb), and a natural restriction map
from M
σ
(A) to M
σ
(C). These give rise to corresponding operators between the opposite members of each
pair; the standard extension operator R of 327G, and the conditional expectation operator P of 242Jd. (See
327Xb.) The fundamental fact
122 Measure algebras 327 Notes
PSv = v for every v ∈ L
1
(µT)
(242Jg) is matched by the fact that
RνC = ν for every ν ∈ M
σ
(C).
The further identiﬁcation of Rν in terms of integrals
¯ µ(a ∩ [[ν > α¯ µ]])dα (327Xc) is relatively inessential,
but is striking, and perhaps makes it easier to believe that R is truly ‘standard’ in the abstract contexts
which will arise in '333 below. It is also useful in such calculations as 327Xe.
The isomorphisms between M
τ
spaces and L
1
spaces described here mean that any of the concepts
involving L
1
spaces discussed in Chapter 24 can be applied to M
τ
spaces, at least in the case of measure
algebras. In fact, as I will show in Chapter 36, there is much more to be said here; the space of bounded
additive functionals on a Boolean algebra is already an L
1
space in an abstract sense, and ideas such as
‘uniform integrability’ are relevant and signiﬁcant there, as well as in the spaces of countably additive and
completely additive functionals. I hope that 326Yj, 326Ym326Yn, 326Yp326Yq and 327Yb will provide
some hints to be going on with for the moment.
331B Classiﬁcation of homogeneous measure algebras 123
Chapter 33
Maharam’s theorem
We are now ready for the astonishing central fact about measure algebras: there are very few of them.
Any localizable measure algebra has a canonical expression as a simple product of measure algebras of
easily described types. This complete classiﬁcation necessarily dominates all further discussion of measure
algebras; to the point that all the results of Chapter 32 have to be regarded as ‘elementary’, since however
complex their formulation they have been proved by techniques not involving, nor providing, any particular
insight into the special nature of measure algebras. The proof depends, of course, on developing methods
of deﬁning measurepreserving homomorphisms and isomorphisms; I give a number of results, progressively
more elaborate, but all based on the same idea. These techniques are of great power, leading, for instance,
to an eﬀective classiﬁcation of closed subalgebras and their embeddings.
‘Maharam’s theorem’ itself, the classiﬁcation of localizable measure algebras, is in '332. I devote '331
to the deﬁnition and description of ‘homogeneous’ probability algebras. In '333 I turn to the problem of
describing pairs (A, C) where A is a probability algebra and C is a closed subalgebra. Finally, in '334, I give
some straightforward results on the classiﬁcation of free products of probability algebras.
331 Classiﬁcation of homogeneous measure algebras
I embark directly on the principal theorem of this chapter (331I), split between 331B, 331D and 331I;
331B and 331D will be the basis of many of the results in later sections of this chapter. In 331E331H
I introduce the concepts of ‘Maharam type’ and ‘Maharam homogeneity’. I discuss the measure algebras
of products ¦0, 1¦
κ
, showing that these provide a complete set of examples of Maharamtypehomogeneous
probability algebras (331J331L). I end the section with a brief comment on ‘homogeneous’ Boolean algebras
(331M331N).
331A Deﬁnition The following idea is almost the key to the whole chapter. Let A be a Boolean algebra
and B an orderclosed subalgebra of A. A nonzero element a of A is a relative atom over B if every c ⊆ a
is of the form a ∩ b for some b ∈ B; that is, ¦a ∩ b : b ∈ B¦ is the principal ideal generated by a. We say
that A is relatively atomless over B if there are no relative atoms in A over B.
(I’m afraid the phrases ‘relative atom’, ‘relatively atomless’ are bound to seem opaque at this stage. I
hope that after the structure theory of '333 they will seem more natural. For the moment, note only that
a is an atom in A iﬀ it is a relative atom over the smallest subalgebra ¦0, 1¦, and every element of A is a
relative atom over the largest subalgebra A. In a way, a is a relative atom over B if its image is an atom in
a kind of quotient A/B. But we are two volumes away from any prospect of making sense of this kind of
quotient.)
331B The ﬁrst lemma is the heart of Maharam’s theorem.
Lemma Let (A, ¯ µ) be a totally ﬁnite measure algebra and B a closed subalgebra of A such that A is
relatively atomless over B. Let ν : B →R be an additive functional such that 0 ≤ νb ≤ ¯ µb for every b ∈ B.
Then there is a c ∈ A such that νb = ¯ µ(b ∩ c) for every b ∈ B.
Remark Recall that by 323H we need not distinguish between ‘orderclosed’ and ‘topologically closed’
subalgebras.
proof (a) It is worth noting straight away that ν is necessarily countably additive. This is easy to check
from ﬁrst principles, but if you want to trace the underlying ideas they are in 313O (the identity map from
B to A is ordercontinuous), 326Ff (so µB : B → R is countably additive) and 326Gb (therefore ν is
countably additive).
(b) For each a ∈ A set ν
a
b = ¯ µ(b ∩ a) for every b ∈ B; then ν
a
is countably additive (326Fd). The key
idea is the following fact: for every nonzero a ∈ A there is a nonzero d ⊆ a such that ν
d
≤
1
2
ν
a
. PPP Because
A is relatively atomless over B, there is an e ⊆ a such that e = a ∩ b for any b ∈ B. Consider the countably
124 Maharam’s theorem 331B
additive functional λ = ν
a
− 2ν
e
: B → R. By 326I, there is a b
0
∈ B such that λb ≥ 0 whenever b ∈ B,
b ⊆ b
0
, while λb ≤ 0 whenever b ∈ B, b ∩ b
0
= 0.
If e ∩ b
0
= 0, try d = e ∩ b
0
. Then 0 = d ⊆ a, and for every b ∈ B
ν
d
b = ν
e
(b ∩ b
0
) =
1
2
(ν
a
(b ∩ b
0
) −λ(b ∩ b
0
)) ≤
1
2
ν
a
b
(because λ(b ∩ b
0
) ≥ 0) so ν
d
≤
1
2
ν
a
.
If e ∩ b
0
= 0, then (by the choice of e) e = a ∩ (1 \ b
0
), so d = a \ (e ∪ b
0
) = 0, and of course d ⊆ a. In this
case, for every b ∈ B,
ν
d
b = ν
a
(b \ b
0
) −ν
e
(b \ b
0
) =
1
2
(λ(b \ b
0
) +ν
a
(b \ b
0
)) ≤
1
2
ν
a
b
(because λ(b \ b
0
) ≤ 0), so once again ν
d
≤
1
2
ν
a
.
Thus in either case we have a suitable d. QQQ
(c) It follows at once, by induction on n, that if a is any nonzero element of A and n ∈ N then there is
a nonzero d ⊆ a such that ν
d
≤ 2
−n
ν
a
.
(d) Now let C be the set
¦a : a ∈ A, ν
a
≤ ν¦.
Then 0 ∈ C, so C = ∅. If D ⊆ C is upwardsdirected and not empty, then a = sup D is deﬁned in A, and
ν
sup D
b = ¯ µ(b ∩ supD) = ¯ µ(sup
d∈D
b ∩ d) = sup
d∈D
¯ µ(b ∩ d) = sup
d∈D
ν
d
b ≤ νb
using 313Ba and 321C. So a ∈ C and is an upper bound for D in C. In particular, any nonempty totally
ordered subset of C has an upper bound in C. By Zorn’s Lemma, C has a maximal element c say.
(e) ??? Suppose, if possible, that ν
c
= ν. Then there is some b
∗
∈ B such that ν
c
b
∗
= νb
∗
; since ν
c
≤ ν,
ν
c
b
∗
< νb
∗
. Let n ∈ N be such that νb
∗
> ν
c
b
∗
+ 2
−n
¯ µb
∗
, and set
λb = νb −ν
c
b −2
−n
¯ µb
for every b ∈ B. By 326I (for the second time), there is a b
0
∈ B such that λb ≥ 0 for b ∈ B, b ⊆ b
0
, while
λb ≤ 0 when b ∈ B and b ∩ b
0
= 0. We have
¯ µ(b
0
\ c) = ¯ µb
0
− ¯ µ(b
0
∩ c) ≥ νb
0
−ν
c
b
0
≥ λb
0
= λb
∗
+λ(b
0
\ b
∗
) −λ(b
∗
\ b
0
) ≥ λb
∗
> 0,
so b
0
\ c = 0. (This is where I use the hypothesis that ν ≤ ¯ µB.) By (c), there is a nonzero d ⊆ b
0
\ c such
that
ν
d
≤ 2
−n
ν
b
0
\c
≤ 2
−n
ν
b
0
.
Now d ∩ c = 0 so c ⊂ d ∪ c. Also, for any b ∈ B,
ν
d∪c
b = ν
d
b +ν
c
(b ∩ b
0
) +ν
c
(b \ b
0
)
≤ 2
−n
ν
b
0
\c
b +ν(b ∩ b
0
) −2
−n
¯ µ(b ∩ b
0
) −λ(b ∩ b
0
) +ν(b \ b
0
)
≤ 2
−n
¯ µ(b ∩ b
0
\ c) +ν(b ∩ b
0
) −2
−n
¯ µ(b ∩ b
0
) +ν(b \ b
0
)
≤ νb.
But this means that d ∪ c ∈ C and c is not maximal in C. XXX
Thus c is the required element of A giving a representation of ν.
331C Corollary Let (A, ¯ µ) be an atomless semiﬁnite measure algebra, and a ∈ A. Suppose that
0 ≤ γ ≤ ¯ µa. Then there is a c ∈ A such that c ⊆ a and ¯ µc = γ.
proof If γ = ¯ µa, take c = a. If γ < ¯ µa, there is a d ∈ A such that d ⊆ a and γ ≤ ¯ µd < ∞ (322Eb). Apply
331B to the principal ideal A
d
generated by d, with B = ¦0, d¦ and νd = γ. (The point is that because A
is atomless, no nontrivial principal ideal of A
d
can be of the form ¦c ∩ b : b ∈ B¦ = ¦0, c¦.)
Remark Of course this is also an easy consequence of 215D.
331Fb Classiﬁcation of homogeneous measure algebras 125
331D Lemma Let (A, ¯ µ), (B, ¯ ν) be totally ﬁnite measure algebras and C ⊆ A a closed subalgebra.
Suppose that π : C →B is a measurepreserving Boolean homomorphism such that B is relatively atomless
over π[C]. Take any a ∈ A, and let C
1
be the subalgebra of A generated by C ∪ ¦a¦. Then there is a
measurepreserving homomorphism from C
1
to B extending π.
proof We know that π[C] is a closed subalgebra of B (324Kb), and that π is a Boolean isomorphism
between C and π[C]. Consequently the countably additive functional c → ¯ µ(c ∩ a) : C → R is transferred
to a countably additive functional λ : π[C] → R, writing λ(πc) = ¯ µ(c ∩ a) for every c ∈ C. Of course
λ(πc) ≤ ¯ µc = ¯ ν(πc) for every c ∈ C. So by 331B there is a b ∈ B such that λ(πc) = ¯ ν(b ∩ πc) for every c ∈ C.
If c ∈ C, c ⊆ a then
¯ ν(b ∩ πc) = λ(πc) = ¯ µ(a ∩ c) = ¯ µc = ¯ ν(πc),
so πc ⊆ b. Similarly, if a ⊆ c ∈ C, then
¯ ν(b ∩ πc) = ¯ µ(a ∩ c) = ¯ µ(a ∩ 1) = ¯ ν(b ∩ π1) = ¯ νb,
so b ⊆ πc. It follows from 312N that there is a Boolean homomorphism π
1
: C
1
→B, extending π, such that
π
1
a = b.
To see that π
1
is measurepreserving, take any member of C
1
. By 312M, this is expressible as e =
(c
1
∩ a) ∪ (c
2
\ a), where c
1
, c
2
∈ C. Now
¯ ν(π
1
e) = ¯ ν((πc
1
∩ b) ∪ (πc
2
\ b)) = ¯ ν(πc
1
∩ b) + ¯ ν(πc
2
) − ¯ ν(πc
2
∩ b)
= ¯ µ(c
1
∩ a) + ¯ µc
2
− ¯ µ(c
2
∩ a) = ¯ µe.
As e is arbitrary, π
1
is measurepreserving.
331E Generating sets For the sake of the next deﬁnition, we need a language a little more precise
than I have felt the need to use so far. The point is that if A is a Boolean algebra and B is a subset of A,
there is more than one subalgebra of A which can be said to be ‘generated’ by B, because we can look at
any of the three algebras
– B, the smallest subalgebra of A including B;
– B
σ
, the smallest σsubalgebra of A including B;
– B
τ
, the smallest orderclosed subalgebra of A including B.
(See 313Fb.) Now I will say henceforth, in this context, that
– B is the subalgebra of A generated by B, and B generates A if A = B;
– B
σ
is the σsubalgebra of A generated by B, and B σgenerates A if A = B
σ
;
– B
τ
is the orderclosed subalgebra of A generated by B, and B τgenerates or completely generates
A if A = B
τ
.
There is a danger inherent in these phrases, because if we have B ⊆ A
t
, where A
t
is a subalgebra of
A, it is possible that the smallest orderclosed subalgebra of A
t
including B might not be recoverable from
the smallest orderclosed subalgebra of A including B. (See 331Yb331Yc.) This problem will not seriously
interfere with the ideas below; but for deﬁniteness let me say that the phrases ‘B σgenerates A’, ‘B τ
generates A’ will always refer to suprema and inﬁma taken in A itself, not in any larger algebra in which it
may be embedded.
331F Maharam types (a) With the language of 331E established, I can now deﬁne the Maharam
type or complete generation τ(A) of any Boolean algebra A; it is the smallest cardinal of any subset of
A which τgenerates A.
(I think that this is the ﬁrst ‘cardinal function’ which I have mentioned in this treatise. All you need
to know, to conﬁrm that the deﬁnition is wellconceived, is that there is some set which τgenerates A;
and obviously A τgenerates itself. For this means that the set A = ¦#(B) : B ⊆ A τgenerates A¦ is a
nonempty class of cardinals, and therefore, assuming the axiom of choice, has a least member (2A1Lf). In
331Ye331Yf I mention a further function, the ‘density’ of a topological space, which is closely related to
Maharam type.)
(b) A Boolean algebra A is Maharamtypehomogeneous if τ(A
a
) = τ(A) for every nonzero a ∈ A,
writing A
a
for the principal ideal of A generated by a.
126 Maharam’s theorem 331Fc
(c) Let (X, Σ, µ) be a measure space, with measure algebra (A, ¯ µ). Then the Maharam type of (X, Σ, µ),
or of µ, is the Maharam type of A; and (X, Σ, µ), or µ, is Maharamtypehomogeneous if A is.
Remark I should perhaps remark that the phrases ‘Maharam type’ and ‘Maharamtypehomogeneous’,
while well established in the context of probability algebras, are not in common use for general Boolean
algebras. But the cardinal τ(A) is important in the general context, and is such an obvious extension of
Maharam’s idea (Maharam 42) that I am happy to propose this extension of terminology.
331G For the sake of those who have not mixed set theory and algebra before, I had better spell out
some basic facts.
Proposition Let A be a Boolean algebra, B a subset of A. Let B be the subalgebra of A generated by B,
B
σ
the σsubalgebra of A generated by B, and B
τ
the orderclosed subalgebra of A generated by B.
(a) B ⊆ B
σ
⊆ B
τ
.
(b) If B is ﬁnite, so is B, and in this case B = B
σ
= B
τ
.
(c) For every a ∈ B, there is a ﬁnite B
t
⊆ B such that a belongs to the subalgebra of A generated by B
t
.
Consequently #(B) ≤ max(ω, #(B)).
(d) For every a ∈ B
σ
, there is a countable B
t
⊆ B such that a belongs to the σsubalgebra of A generated
by B
t
.
(e) If A is ccc, then B
σ
= B
τ
.
proof (a) All we need to know is that B
σ
is a subalgebra of A including B, and that B
τ
is a σsubalgebra
of A including B.
(b) Induce on #(B), using 312M for the inductive step, to see that B is ﬁnite. In this case it must be
orderclosed, so is equal to B
τ
.
(c)(i) For I ⊆ B, let C
I
be the subalgebra of A generated by I. If I, J ⊆ B then C
I
∪ C
J
⊆ C
I∪J
. So
¸
¦C
I
: I ⊆ B is ﬁnite¦ is a subalgebra of A, and must be equal to B, as claimed.
(ii) To estimate the size of B, recall that the set [B]
<ω
of all ﬁnite subsets of B has cardinal at most
max(ω, #(B)) (3A1Cd). For each I ∈ [B]
<ω
, C
I
is ﬁnite, so
#(B) = #(
¸
I∈[B]
<ω
C
I
) ≤ max(ω, #(I), sup
I∈[B]
<ω #(C
I
)) ≤ max(ω, #(B))
by 3A1Cc.
(d) For I ⊆ B, let D
I
⊆ B
σ
be the σsubalgebra of A generated by I. If I, J ⊆ B then D
I
∪D
J
⊆ D
I∪J
,
so B
t
σ
=
¸
¦D
I
: I ⊆ B is countable¦ is a subalgebra of A. But also it is sequentially orderclosed in A. PPP
Let 'a
n
`
n∈N
be a nondecreasing sequence in B
t
σ
with supremum a in A. For each n ∈ N there is a countable
I(n) ⊆ B such that a
n
∈ C
I(n)
. Set K =
¸
n∈N
I(n); then K is a countable subset of B and every a
n
belongs
to D
K
, so a ∈ D
K
⊆ B
t
σ
. QQQ So B
t
σ
is a σsubalgebra of A including B and must be the whole of B
σ
.
(e) By 316Fb, B
σ
is orderclosed in A, so must be equal to B
τ
.
331H Proposition Let A be a Boolean algebra.
(a)(i) τ(A) = 0 iﬀ A is either ¦0¦ or ¦0, 1¦.
(ii) τ(A) is ﬁnite iﬀ A is ﬁnite.
(b) If B is another Boolean algebra and π : A → B is a surjective ordercontinuous Boolean homomor
phism, then τ(B) ≤ τ(A).
(c) If a ∈ A then τ(A
a
) ≤ τ(A), where A
a
is the principal ideal of A generated by a.
(d) If A has an atom and is Maharamtypehomogeneous, then A = ¦0, 1¦.
proof (a)(i) τ(A) = 0 iﬀ A has no proper subalgebras. (ii) If A is ﬁnite, then τ(A) ≤ #(A) is ﬁnite. If
τ(A) is ﬁnite, then there is a ﬁnite set B ⊆ A which τgenerates A; by 331Gb, A is ﬁnite.
(b) We know that there is a set A ⊆ A, τgenerating A, with #(A) = τ(A). Now π[A] τgenerates
π[A] = B (313Mb), so
τ(B) ≤ #(π[A]) ≤ #(A) = τ(A).
331I Classiﬁcation of homogeneous measure algebras 127
(c) Apply (b) to the map b → a ∩ b : A →A
a
.
(d) If a ∈ A is an atom, then τ(A
a
) = 0, so if A is Maharamtypehomogeneous then τ(A) = 0 and
A = ¦0, a¦ = ¦0, 1¦.
331I We are now ready for the theorem.
Theorem Let (A, ¯ µ) and (B, ¯ ν) be Maharamtypehomogeneous measure algebras of the same Maharam
type, with ¯ µ1 = ¯ ν1 < ∞. Then they are isomorphic as measure algebras.
proof (a) If τ(A) = τ(B) = 0, this is trivial. So let us take κ = τ(A) = τ(B) > 0. In this case, because
A and B are Maharamtypehomogeneous, they can have no atoms and must be inﬁnite, so κ is inﬁnite
(331H). Let 'a
ξ
`
ξ<κ
, 'b
ξ
`
ξ<κ
enumerate τgenerating subsets of A, B respectively.
The strategy of the proof is to deﬁne a measurepreserving isomorphism π : A → B as the last of an
increasing family 'π
ξ
`
ξ≤κ
of isomorphisms between closed subalgebras C
ξ
, D
ξ
of A and B. The inductive
hypothesis will be that, for some families 'a
t
ξ
`
ξ<κ
, 'b
t
ξ
`
ξ<κ
to be determined,
C
ξ
is the closed subalgebra of A generated by ¦a
η
: η < ξ¦ ∪ ¦a
t
η
: η < ξ¦,
D
ξ
is the closed subalgebra of B generated by ¦b
η
: η < ξ¦ ∪ ¦b
t
η
: η < ξ¦,
π
ξ
: C
ξ
→D
ξ
is a measurepreserving isomorphism,
π
ξ
extends π
η
whenever η < ξ.
(Formally speaking, this will be a transﬁnite recursion, deﬁning a function ξ → f(ξ) = (C
ξ
, D
ξ
, π
ξ
, a
t
ξ
, b
t
ξ
)
on the ordinal κ + 1 by a rule which chooses f(ξ) in terms of fξ, as described in 2A1B. The construction
of an actual function F for which f(ξ) = F(fξ) will necessitate the axiom of choice.)
(b) The induction starts with C
0
= ¦0, 1¦, D
0
= ¦0, 1¦, π
0
(0) = 0, π
0
(1) = 1. (The hypothesis ¯ µ1 = ¯ ν1
is what we need to ensure that π
0
is measurepreserving.)
(c) For the inductive step to a successor ordinal ξ + 1, where ξ < κ, suppose that C
ξ
, D
ξ
and π
ξ
have
been deﬁned.
(i) For any nonzero b ∈ B, the principal ideal B
b
of B generated by b has Maharam type κ, because
B is Maharamtypehomogeneous. On the other hand, the Maharam type of D
ξ
is at most
#(¦b
η
: η ≤ ξ¦ ∪ ¦b
t
η
: η < ξ¦) ≤ #(ξ ¦0, 1¦) < κ,
because if ξ is ﬁnite so is ξ ¦0, 1¦, while if ξ is inﬁnite then #(ξ ¦0, 1¦) = #(ξ) ≤ ξ < κ. Consequently B
b
cannot be an ordercontinuous image of D
ξ
(331Hb). Now the map c → c ∩ b : D
ξ
→B
b
is ordercontinuous,
because D
ξ
is closed, so that the embedding D
ξ
⊆ B is ordercontinuous. It therefore cannot be surjective,
and
¦b ∩ π
ξ
a : a ∈ C
ξ
¦ = ¦b ∩ d : d ∈ D
ξ
¦ = B
b
.
This means that π
ξ
: C
ξ
→ D
ξ
satisﬁes the conditions of 331D, and must have an extension φ
ξ
to
a measurepreserving homomorphism from the subalgebra C
t
ξ
of A generated by C
ξ
∪ ¦a
ξ
¦ to B. We
know that C
t
ξ
is a closed subalgebra of A (314Ja), so it must be the closed subalgebra of A generated
by ¦a
η
: η ≤ ξ¦ ∪¦a
t
η
: η < ξ¦. Also D
t
ξ
= φ
ξ
[C
t
ξ
] will be the subalgebra of B generated by D
ξ
∪¦b
t
ξ
¦, where
b
t
ξ
= φ
ξ
(a
ξ
), so is closed in B, and is the closed subalgebra of B generated by ¦b
η
: η < ξ¦ ∪ ¦b
t
η
: η ≤ ξ¦.
(ii) The next step is to repeat the whole of the argument above, but applying it to φ
−1
ξ
: D
t
ξ
→C
ξ
, b
ξ
in place of π
ξ
: C
ξ
→ D
ξ
and a
ξ
. Once again, we have τ(D
t
ξ
) < κ = τ(A
a
) for every a ∈ A, so we can use
Lemma 331D to ﬁnd a measurepreserving isomorphism ψ
ξ
: D
ξ+1
→ C
ξ+1
extending φ
−1
ξ
, where D
ξ+1
is
the subalgebra of B generated by D
t
ξ
∪¦b
ξ
¦, and C
ξ+1
is the subalgebra of A generated by C
t
ξ
∪¦a
t
ξ
¦, setting
a
t
ξ
= ψ
ξ
(b
ξ
). As in (i), we ﬁnd that C
ξ+1
is the closed subalgebra of A generated by ¦a
η
: η ≤ ξ¦∪¦a
t
η
: η ≤ ξ¦,
while D
ξ+1
is the closed subalgebra of B generated by ¦b
η
: η ≤ ξ¦ ∪ ¦b
t
η
: η ≤ ξ¦.
(iii) We can therefore take π
ξ+1
= ψ
−1
ξ
: C
ξ+1
→ D
ξ+1
, and see that π
ξ+1
is a measurepreserving
isomorphism, extending π
ξ
, such that π
ξ+1
(a
ξ
) = b
t
ξ
, π
ξ+1
(a
t
ξ
) = b
ξ
. Evidently π
ξ+1
extends π
η
for every
η ≤ ξ because it extends π
ξ
and (by the inductive hypothesis) π
ξ
extends π
η
for every η < ξ.
128 Maharam’s theorem 331I
(d) For the inductive step to a limit ordinal ξ, where 0 < ξ ≤ κ, suppose that C
η
, D
η
, a
t
η
, b
t
η
, π
η
have
been deﬁned for η < ξ. Set C
∗
ξ
=
¸
η<ξ
C
ξ
. Then C
∗
ξ
is a subalgebra of A, because it is the union of an
upwardsdirected family of subalgebras; similarly, D
∗
ξ
=
¸
η<ξ
D
ξ
is a subalgebra of B. Next, we have a
function π
∗
ξ
: C
∗
ξ
→ D
∗
ξ
deﬁned by setting π
∗
ξ
a = π
η
a whenever η < ξ and a ∈ C
η
; for if η, ζ < ξ and
a ∈ C
η
∩ C
ζ
, then π
η
a = π
max(η,ζ)
a = π
ζ
a. Clearly
π
∗
ξ
[C
∗
ξ
] =
¸
η<ξ
π
η
[C
η
] = D
∗
ξ
.
Moreover, ¯ νπ
∗
ξ
a = ¯ µa for every a ∈ C
∗
ξ
, since ¯ νπ
η
a = ¯ µa whenever η < ξ and a ∈ C
η
.
Now let C
ξ
be the smallest closed subalgebra of A including C
∗
ξ
, that is, the metric closure of C
∗
ξ
in A
(323J). Since C
ξ
is the smallest closed subalgebra of A including C
η
for every η < ξ, it must be the closed
subalgebra of A generated by ¦a
η
: η < ξ¦ ∪ ¦a
t
η
: η < ξ¦. By 324O, π
∗
ξ
has an extension to a measure
preserving homomorphism π
ξ
: C
ξ
→ B. Set D
ξ
= π
ξ
[C
ξ
]; by 324Kb, D
ξ
is a closed subalgebra of B.
Because π
ξ
: C
ξ
→B is continuous (also noted in 324Kb),
D
∗
ξ
= π
∗
ξ
[C
∗
ξ
] = π
ξ
[C
∗
ξ
]
is topologically dense in D
ξ
(3A3Eb), and D
ξ
= D
∗
ξ
is the closed subalgebra of B τgenerated by ¦b
η
: η <
ξ¦ ∪ ¦b
t
η
: η < ξ¦. Finally, if η < ξ, π
ξ
extends π
η
because π
∗
ξ
extends π
η
. Thus the induction continues.
(e) The induction ends with ξ = κ, C
κ
= A, D
κ
= B and π = π
κ
: A →B the required measure algebra
isomorphism.
331J Lemma Let κ be any inﬁnite cardinal. Let µ be the usual measure on ¦0, 1¦
κ
(254J) and (A, ¯ µ)
its measure algebra. Then if (B, ¯ ν) is any nonzero totally ﬁnite measure algebra and π : A → B is an
ordercontinuous Boolean homomorphism, τ(B) ≥ κ.
proof Set X = ¦0, 1¦
κ
and write Σ for the domain of µ.
(a) Set E
ξ
= ¦x : x ∈ X, x(ξ) = 1¦, a
ξ
= E
•
ξ
for each ξ < κ. If 'ξ
n
`
n∈N
is any sequence of distinct
elements of κ,
µ(
¸
n∈N
E
ξ
n
) = lim
n→∞
µ(
¸
i≤n
E
ξ
n
) = lim
n→∞
2
−n−1
= 0,
so that ¯ µ(inf
n∈N
a
ξ
n
) = 0 and inf
n∈N
a
ξ
n
= 0. Because π is ordercontinuous, inf
n∈N
π(a
ξ
n
) = 0 in B.
Similarly, µ(
¸
n∈N
E
ξ
n
) = 1 and sup
n∈N
π(a
ξ
n
) = 1.
(b) For b ∈ B, δ > 0 set U(b, δ) = ¦b
t
: ¯ ν(b
t
.b) < δ¦, the ordinary open δneighbourhood of b. If b ∈ B,
then there is a δ > 0 such that ¦ξ : ξ < κ, a
ξ
∈ U(b, δ)¦ is ﬁnite. PPP??? Suppose, if possible, otherwise. Then
there is a sequence 'ξ
n
`
n∈N
of distinct elements of κ such that ¯ ν(b .πa
ξ
n
) ≤ 2
−n−2
¯ ν1 for every n ∈ N. Now
inf
n∈N
πa
ξ
n
= 0, so
¯ νb = ¯ ν(b \ inf
n∈N
πa
ξ
n
) ≤
¸
∞
n=0
¯ ν(b \ πa
ξ
n
).
Similarly
¯ ν(1 \ b) = ¯ ν(sup
n∈N
πa
ξ
n
\ b) ≤
¸
∞
n=0
¯ ν(πa
ξ
n
\ b).
So
¯ ν1 = ¯ νb + ¯ ν(1 \ b) ≤
∞
¸
n=0
¯ ν(b \ πa
ξ
n
) +
∞
¸
n=0
¯ ν(πa
ξ
n
\ b)
=
∞
¸
n=0
¯ ν(b .πa
ξ
n
) ≤
∞
¸
n=0
2
−n−2
¯ ν1 < ¯ ν1,
which is impossible. XXXQQQ
(c) Note that B is inﬁnite; for if b ∈ B the set ¦ξ : πa
ξ
= b¦ must be ﬁnite, and κ is supposed to be
inﬁnite. So τ(B) must be inﬁnite.
(d) Now take a set B ⊆ B, of cardinal τ(B), which τgenerates B. By (c), B is inﬁnite. Let C be the
subalgebra of B generated by B; then #(C) = #(B) = τ(B), by 331Gc, and C is topologically dense in B.
331N Classiﬁcation of homogeneous measure algebras 129
If b ∈ B, there are c ∈ C, k ∈ N such that b ∈ U(c, 2
−k
) and ¦ξ : πa
ξ
∈ U(c, 2
−k
)¦ is ﬁnite. PPP By (b), there
is a δ > 0 such that ¦ξ : πa
ξ
∈ U(b, δ)¦ is ﬁnite. Take k ∈ N such that 2 2
−k
≤ δ, and c ∈ C ∩ U(b, 2
−k
);
then U(c, 2
−k
) ⊆ U(b, δ) can contain only ﬁnitely many πa
ξ
, so these c, k serve. QQQ
Consider
 = ¦U(c, 2
−k
) : c ∈ C, k ∈ N, ¦ξ : πa
ξ
∈ U(c, 2
−k
)¦ is ﬁnite¦.
Then #() ≤ max(#(C), ω) = τ(B). Also  is a cover of B. In particular, κ =
¸
U∈/
J
U
, where J
U
= ¦ξ :
πa
ξ
∈ U¦. But this means that
κ = #(κ) ≤ max(ω, #(), sup
U∈/
#(J
U
)) = τ(B),
as claimed.
331K Theorem Let κ be any inﬁnite cardinal. Let µ be the usual measure on ¦0, 1¦
κ
and (A, ¯ µ) its
measure algebra. Then A is Maharamtypehomogeneous, of Maharam type κ.
proof Set X = ¦0, 1¦
κ
and write Σ for the domain of µ.
(a) To see that τ(A) ≤ κ, set E
ξ
= ¦x : x ∈ X, x(ξ) = 1¦, a
ξ
= E
•
ξ
for each ξ < κ. Writing c for the
algebra of subsets of X generated by ¦E
ξ
: ξ < κ¦, we see that every measurable cylinder in X, as deﬁned
in 254A, belongs to c, so that every member of Σ is approximated, in measure, by members of c (254Fe),
that is, ¦E
•
: E ∈ c¦ is topologically dense in A. But this means just that the subalgebra of A generated
by ¦a
ξ
: ξ < κ¦ is topologically dense in A, so that ¦a
ξ
: ξ < κ¦ τgenerates A, and τ(A) ≤ κ.
(b) Next, if c ∈ A ` ¦0¦ and A
c
is the principal ideal of A generated by c, the map a → a ∩ c is an
ordercontinuous Boolean homomorphism from A to A
c
, so by 331J we must have τ(A
c
) ≥ κ. Thus
κ ≤ τ(A
c
) ≤ τ(A) ≤ κ.
As c is arbitrary, A is Maharamtypehomogeneous with Maharam type κ.
331L Theorem Let (A, ¯ µ) be a Maharamtypehomogeneous probability algebra. Then there is exactly
one κ, either 0 or an inﬁnite cardinal, such that (A, ¯ µ) is isomorphic, as measure algebra, to the measure
algebra (A
κ
, ¯ µ
κ
) of the usual measure on ¦0, 1¦
κ
.
proof If τ(A) is ﬁnite, it is zero, and A = ¦0, 1¦ (331Ha, 331He) so that (interpreting ¦0, 1¦
0
as ¦∅¦) we
have the case κ = 0. If κ = τ(A) is inﬁnite, then by 331K we know that (A
κ
, ¯ µ
κ
) is also Maharamtype
homogeneous of Maharam type κ, so 331I gives the required isomorphism. Of course κ is uniquely deﬁned
by A.
331M Homogeneous Boolean algebras Having introduced the word ‘homogeneous’, I think I ought
not to leave you without mentioning its standard meaning in the context of Boolean algebras, which is
connected with one of the most striking and signiﬁcant consequences of Theorem 331I.
Deﬁnition A Boolean algebra A is homogeneous if A is isomorphic, as Boolean algebra, to every non
trivial principal ideal of A.
Remark Of course a homogeneous Boolean algebra must be Maharamtypehomogeneous, since τ(A) =
τ(A
c
) whenever A is isomorphic to A
c
. In general, a Boolean algebra can be Maharamtypehomogeneous
without being homogeneous (331Xj, 331Yj). But for σﬁnite measure algebras this doesn’t happen.
331N Proposition Let (A, ¯ µ) be a Maharamtypehomogeneous σﬁnite measure algebra. Then it is
homogeneous as a Boolean algebra.
proof If A = ¦0¦ this is trivial; so suppose that A = ¦0¦. By 322G, there is a measure ¯ ν on A such that
(A, ¯ ν) is a probability algebra. Now let c be any nonzero member of A, and set γ = ¯ νc, ¯ ν
t
c
= γ
−1
¯ ν
c
, where ¯ ν
c
is the restriction of ¯ ν to the principal ideal A
c
of A generated by c. Then (A, ¯ ν) and (A
c
, ¯ ν
t
c
) are Maharam
typehomogeneous probability algebras of the same Maharam type, so are isomorphic as measure algebras,
and a fortiori as Boolean algebras.
130 Maharam’s theorem 331X
331X Basic exercises (a) Let (X, Σ, µ) be a probability space, T a σsubalgebra of Σ such that for any
nonnegligible E ∈ Σ there in an F ∈ Σ such that F ⊆ E and µ(F´(E∩H)) > 0 for every H ∈ T. Suppose
that f : X → [0, 1] is a measurable function. Show that there is an F ∈ Σ such that
H
f = µ(H ∩ F) for
every H ∈ T.
>>>(b) Write out a direct proof of 331C not relying on 331B.
(c) Let A be a ﬁnite Boolean algebra with n atoms. Show that τ(A) is the least k such that n ≤ 2
k
.
>>>(d) Show that the measure algebra of Lebesgue measure on R is Maharamtypehomogeneous and of
Maharam type ω. (Hint: show that it is τgenerated by ¦]−∞, q]
•
: q ∈ Q¦.)
(e) Show that the measure algebra of Lebesgue measure on R
r
is Maharamtypehomogeneous, of Ma
haram type ω, for any r ≥ 1. (Hint: show that it is τgenerated by ¦]−∞, q]
•
: q ∈ Q
r
¦.)
(f ) Show that the measure algebra of any Radon measure on R
r
(256A) has countable Maharam type.
(Hint: show that it is τgenerated by ¦]−∞, q]
•
: q ∈ Q
r
¦.)
>>>(g) Show that {R has Maharam type ω. (Hint: show that it is τgenerated by ¦]−∞, q] : q ∈ Q¦.)
>>>(h) Show that the regular open algebra of R is Maharamtypehomogeneous, of Maharam type ω. (Hint:
show that it is τgenerated by ¦]−∞, q]
•
: q ∈ Q¦.)
(i) Let (A, ¯ µ) be a totally ﬁnite measure algebra, and κ an inﬁnite cardinal. Suppose that there is a family
'a
ξ
`
ξ<κ
in A such that inf
ξ∈I
a
ξ
= 0, sup
ξ∈I
a
ξ
= 1 for every inﬁnite I ⊆ κ. Show that τ(A
a
) ≥ κ for every
nonzero principal ideal A
a
of A.
(j) Let A be the measure algebra of Lebesgue measure on R, and G the regular open algebra of R.
Show that the simple product A G is Maharamtypehomogeneous, with Maharam type ω, but is not
homogeneous. (Hint: A is weakly (σ, ∞)distributive, but G is not, so they are not isomorphic.)
331Y Further exercises (a) Suppose that A is a Dedekind complete Boolean algebra, B is an order
closed subalgebra of A and C is an orderclosed subalgebra of B. Show that if a ∈ A is a relative atom in
A over C, then upr(a, B) is a relative atom in B over C. So if B is relatively atomless over C, then A is
relatively atomless over C.
(b) Give an example of a Boolean algebra A with a subalgebra A
t
and a proper subalgebra B of A
t
which
is orderclosed in A
t
, but τgenerates A. (Hint: take A to be the measure algebra A
L
of Lebesgue measure
on R and B the subalgebra B
Q
of A generated by ¦[a, b]
•
: a, b ∈ Q¦. Take E ⊆ R such that I ∩E, I `E have
nonzero measure for every nontrivial interval I ⊆ R (134Jb), and let A
t
be the subalgebra of A generated
by B∪ ¦E
•
¦.)
(c) Give an example of a Boolean algebra A with a subalgebra A
t
and a proper subalgebra B of A
t
which is orderclosed in A, but τgenerates A
t
. (Hint: in the notation of 331Yb, take Z to be the Stone
space of A
L
, and set A
t
= ¦´a : a ∈ A
L
¦, B = ¦´a : a ∈ B
Q
¦; let A be the subalgebra of {Z generated by
A
t
∪ ¦¦z¦ : z ∈ Z¦.)
(d) Let A be a Dedekind complete purely atomic Boolean algebra, and A the set of its atoms. Show that
τ(A) is the least cardinal κ such that #(A) ≤ 2
κ
.
(e) Let (A, ¯ µ) be a measure algebra. Write d(A) for the smallest cardinal of any subset of A which is
dense for the measurealgebra topology. Show that d(A) ≤ max(ω, τ(A)). Show that if (A, ¯ µ) is localizable,
then τ(A) ≤ d(A).
(f ) Let (X, ρ) be a metric space. Write d(X) for the density of X, the smallest cardinal of any dense
subset of X. (i) Show that if ( is any family of open subsets of X, there is a family H ⊆ ( such that
¸
H =
¸
( and #(H) ≤ max(ω, d(X)). (ii) Show that if κ > max(ω, d(X)) and 'x
ξ
`
ξ<κ
is any family in X,
then there is an x ∈ X such that #(¦ξ : x
ξ
∈ G¦) > max(ω, d(X)) for every open set G containing x, and
that there is a sequence 'ξ
n
`
n∈N
of distinct members of κ such that x = lim
n→∞
x
ξ
n
.
331 Notes Classiﬁcation of homogeneous measure algebras 131
(g) Show that the algebra of openandclosed subsets of ¦0, 1¦
N
is homogeneous.
(h) Show that if A is a homogeneous Boolean algebra so is its Dedekind completion
´
A (314U).
(i) Show that the regular open algebra of R is a homogeneous Boolean algebra.
(j) Let (A, ¯ µ) be the simple product (322K) of c copies of the measure algebra of the usual measure on
¦0, 1¦
c
. Show that A is Maharamtypehomogeneous but not homogeneous.
331 Notes and comments Maharam’s theorem belongs with the RadonNikod´ ym theorem, Fubini’s the
orem and the strong law of large numbers as one of the theorems which make measure theory what it is.
Once you have this theorem and its consequences in the next section properly absorbed, you will never again
look at a measure space without classifying its measure algebra in terms of the types of its homogeneous
principal ideals. As one might expect, a very large proportion of the important measure spaces of analysis
are homogeneous, and indeed a great many are homogeneous with Maharam type ω.
In this section I have contented myself with the basic statement of Theorem 331I on the isomorphism of
Maharamtypehomogeneous measure algebras and the identiﬁcation of representative homogeneous prob
ability algebras (331K). The same techniques lead to an enormous number of further facts, some of which
I will describe in the rest of the chapter. For the moment, it gives us a complete description of Maharam
typehomogeneous probability algebras (331L). There is the atomic algebra ¦0, 1¦, with Maharam type 0,
and for each inﬁnite cardinal κ there is the measure algebra of ¦0, 1¦
κ
, with Maharam type κ; these are all
nonisomorphic, and every Maharamtypehomogeneous probability algebra is isomorphic to exactly one of
them. The isomorphisms here are not unique; indeed, it is characteristic of measure algebras that they have
very large automorphism groups (see Chapter 38 below), and there are correspondingly large numbers of
isomorphisms between any isomorphic pair. The proof of 331I already suggests this, since we have such a
vast amount of choice concerning the lists 'a
ξ
`
ξ<κ
, 'b
ξ
`
ξ<κ
, and even with these ﬁxed there remains a good
deal of scope in the choice of 'a
t
ξ
`
ξ<κ
and 'b
t
ξ
`
ξ<κ
.
The isomorphisms described in Theorem 331I are measure algebra isomorphisms, that is, measure
preserving Boolean isomorphisms. Obvious questions arise concerning Boolean isomorphisms which are
not necessarily measurepreserving; the theorem also helps us to settle many of these (see 331M331N). But
we can observe straight away the remarkable fact that two homogeneous probability algebras which are
isomorphic as Boolean algebras are also isomorphic as probability algebras, since they must have the same
Maharam type.
I have already mentioned certain measure space isomorphisms (254K, 255A). Of course any isomorphism
between measure spaces must induce an isomorphism between their measure algebras (see 324M), and any
isomorphism between measure algebras corresponds to an isomorphism between their Stone spaces (see
324N). But there are many important examples of isomorphisms between measure algebras which do not
correspond to isomorphisms between the measure spaces most naturally involved. (I describe one in 343J.)
Maharam’s theorem really is a theorem about measure algebras rather than measure spaces.
The particular method I use to show that the measure algebra of the usual measure on ¦0, 1¦
κ
is homo
geneous for inﬁnite κ (331J331K) is chosen with a view to a question in the next section (332O). There are
other ways of doing it. But I recommend study of this particular one because of the way in which it involves
the topological, algebraic and order properties of the algebra B. I have extracted some of the elements of
the argument in 331Xi and 331Ye331Yf. These use the concept of ‘density’ of a topological space. This
does not seem the moment to go farther along this road, but I hope you can see that there are likely to be
many further ‘cardinal functions’ to provide useful measures of complexity in both algebraic and topological
structures.
132 Maharam’s theorem '332 intro.
332 Classiﬁcation of localizable measure algebras
In this section I present what I call ‘Maharam’s theorem’, that every localizable measure algebra is
expressible as a weighted simple product of measure algebras of spaces of the form ¦0, 1¦
κ
(332B). Among
its many consequences is a complete description of the isomorphism classes of localizable measure algebras
(332J). This description needs the concepts of ‘cellularity’ of a Boolean algebra (332D) and its reﬁnement,
the ‘magnitude’ of a measure algebra (332G). I end this section with a discussion of those pairs of measure
algebras for which there is a measurepreserving homomorphism from one to the other (332P332Q), and a
general formula for the Maharam type of a localizable measure algebra (332S).
332A Lemma Let A be any Boolean algebra. Writing A
a
for the principal ideal generated by a ∈ A,
the set ¦a : a ∈ A, A
a
is Maharamtypehomogeneous¦ is orderdense in A.
proof Take any a ∈ A` ¦0¦. Then A = ¦τ(A
b
) : 0 = b ⊆ a¦ has a least member; take c ⊆ a such that c = 0
and τ(A
c
) = min A. If 0 = b ⊆ c, then τ(A
b
) ≤ τ(A
c
), by 331Hc, while τ(A
b
) ∈ A, so τ(A
c
) ≤ τ(A
b
). Thus
τ(A
b
) = τ(A
c
) for every nonzero b ⊆ c, and A
c
is Maharamtypehomogeneous.
332B Maharam’s Theorem Let (A, ¯ µ) be any localizable measure algebra. Then it is isomorphic to
the simple product of a family '(A
i
, ¯ µ
i
)`
i∈I
of measure algebras, where for each i ∈ I (A
i
, ¯ µ
i
) is isomorphic,
up to a renormalization of the measure, to the measure algebra of the usual measure on ¦0, 1¦
κ
i
, where κ
i
is either 0 or an inﬁnite cardinal.
proof (a) For a ∈ A, let A
a
be the principal ideal of A generated by a. Then
D = ¦a : a ∈ A, 0 < ¯ µa < ∞, A
a
is Maharamtypehomogeneous¦
is orderdense in A. PPP If a ∈ A ` ¦0¦, then (because (A, ¯ µ) is semiﬁnite) there is a b ⊆ a such that
0 < ¯ µb < ∞; now by 332A there is a nonzero d ⊆ b such that A
d
is Maharamtypehomogeneous. By 331N,
A
d
is Maharamtypehomogeneous, and d ∈ D. QQQ
(b) By 313K, there is a partition of unity 'e
i
`
i∈I
consisting of members of D; by 322Kd, (A, ¯ µ) is
isomorphic, as measure algebra, to the simple product of the principal ideals A
i
= A
e
i
.
(c) For each i ∈ I, (A
i
, ¯ µ
i
) is a nontrivial totally ﬁnite Maharamtypehomogeneous measure algebra,
writing ¯ µ
i
= ¯ µA
i
. Take γ
i
= ¯ µ
i
(1
A
i
) = ¯ µe
i
, and set ¯ µ
t
i
= γ
−1
i
¯ µ
i
. Then (A
i
, ¯ µ
t
i
) is a Maharamtype
homogeneous probability algebra, so by 331L is isomorphic to the measure algebra (B
κ
i
, ¯ ν
κ
i
) of the usual
measure on ¦0, 1¦
κ
i
, where κ
i
is either 0 or an inﬁnite cardinal. Thus (A
i
, ¯ µ
i
) is isomorphic, up to a scalar
multiple of the measure, to (B
κ
i
, ¯ ν
κ
i
).
Remark For the case of totally ﬁnite measure algebras, this is Theorem 2 of Maharam 42.
332C Corollary Let (A, ¯ µ) be a localizable measure algebra. For any cardinal κ, write ν
κ
for the usual
measure on ¦0, 1¦
κ
, and Σ
κ
for its domain. Then we can ﬁnd families 'κ
i
`
i∈I
, 'γ
i
`
i∈I
such that every κ
i
is
either 0 or an inﬁnite cardinal, every γ
i
is a strictly positive real number, and (A, ¯ µ) is isomorphic to the
measure algebra of (X, Σ, ν), where
X = ¦(x, i) : i ∈ I, x ∈ ¦0, 1¦
κ
i
¦,
Σ = ¦E : E ⊆ X, ¦x : (x, i) ∈ E¦ ∈ Σ
κ
i
for every i ∈ I¦,
νE =
¸
i∈I
γ
i
ν
κ
i
¦x : (x, i) ∈ E¦
for every E ∈ Σ.
proof Take the family 'κ
i
`
i∈I
from the last theorem, take the γ
i
= ¯ µe
i
to be the normalizing factors of the
proof there, and apply 322Kb to identify the simple product of the measure algebras of (¦0, 1¦
κ
i
, Σ
κ
i
, γ
i
ν
κ
i
)
with the measure algebra of their direct sum (X, Σ, ν).
332H Classiﬁcation of localizable measure algebras 133
332D The cellularity of a Boolean algebra In order to properly describe nonsigmaﬁnite measure
algebras, we need the following concept. If A is any Boolean algebra, write
c(A) = sup¦#(C) : C ⊆ A ` ¦0¦ is disjoint¦,
the cellularity of A. (If A = ¦0¦, take c(A) = 0.) Thus A is ccc (316A) iﬀ c(A) ≤ ω.
332E Proposition Let (A, ¯ µ) be any semiﬁnite measure algebra, and C any partition of unity in A
consisting of elements of ﬁnite measure. Then max(ω, #(C)) = max(ω, c(A)).
proof Of course #(C ` ¦0¦) ≤ c(A), because C ` ¦0¦ is disjoint, so
max(ω, #(C)) = max(ω, #(C ` ¦0¦) ≤ max(ω, c(A)).
Now suppose that D is any disjoint set in A ` ¦0¦. For c ∈ C, ¦d ∩ c : d ∈ D¦ is a disjoint set in
the principal ideal A
c
generated by c. But A
c
is ccc (322G), so ¦d ∩ c : d ∈ D¦ must be countable, and
D
c
= ¦d : d ∈ D, d ∩ c = 0¦ is countable. Because sup C = 1, D =
¸
c∈C
D
c
, so
#(D) ≤ max(ω, #(C), sup
c∈C
#(D
c
)) = max(ω, #(C)).
As D is arbitrary, c(A) ≤ max(ω, #(C)) and max(ω, c(A)) = max(ω, #(C)).
332F Corollary Let (A, ¯ µ) be any semiﬁnite measure algebra. Then there is a disjoint set in A ` ¦0¦
of cardinal c(A).
proof Start by taking any partition of unity C consisting of nonzero elements of ﬁnite measure. If
#(C) = c(A) we can stop, because C is a disjoint set in A ` ¦0¦. Otherwise, by 332E, we must have C
ﬁnite and c(A) = ω. Let A be the set of atoms in A. If A is inﬁnite, it is a disjoint set of cardinal ω, so
we can stop. Otherwise, since there is certainly a disjoint set D ⊆ A ` ¦0¦ of cardinal greater than #(A),
and since each member of A can meet at most one member of D, there must be a member d of D which
does not include any atom. Accordingly we can choose inductively a sequence 'd
n
`
n∈N
such that d
0
= d,
0 = d
n+1
⊂ d
n
for every n. Now ¦d
n
\ d
n+1
: n ∈ N¦ is a disjoint set in A ` ¦0¦ of cardinal ω = c(A).
332G Deﬁnitions For the next theorem, it will be convenient to have some special terminology.
(a) The ﬁrst word I wish to introduce is a variant of the idea of ‘cellularity’, adapted to measure algebras.
If (A, ¯ µ) is a semiﬁnite measure algebra, let us say that the magnitude of an a ∈ A is ¯ µa if ¯ µa is ﬁnite,
and otherwise is the cellularity of the principal ideal A
a
generated by a. (This is necessarily inﬁnite, since
any partition of a into sets of ﬁnite measure must be inﬁnite.) If we take it that any real number is less
than any inﬁnite cardinal, then the class of possible magnitudes is totally ordered.
I shall sometimes speak of the magnitude of the measure algebra (A, ¯ µ) itself, meaning the magnitude
of 1
A
. Similarly, if (X, Σ, µ) is a semiﬁnite measure space, the magnitude of (X, Σ, µ), or of µ, is the
magnitude of its measure algebra.
(b) Next, for any Dedekind complete Boolean algebra A, and any cardinal κ, we can look at the element
e
κ
= sup¦a : a ∈ A ` ¦0¦, A
a
is Maharamtypehomogeneous of Maharam type κ¦,
writing A
a
for the principal ideal of A generated by a, as usual. I will call this the Maharamtypeκ
component of A. Of course e
κ
∩ e
λ
= 0 whenever λ, κ are distinct cardinals. PPP a ∩ b = 0 whenever A
a
, A
b
are Maharamtypehomogeneous of diﬀerent Maharam types, since τ(A
a∩b
) cannot be equal simultaneously
to τ(A
a
) and τ(A
b
). QQQ
Also ¦e
κ
: κ is a cardinal¦ is a partition of unity in A, because
sup¦e
κ
: κ is a cardinal¦ = sup¦a : A
a
is Maharamtypehomogeneous¦ = 1
by 332A. Note that there is no claim that A
e
κ
itself is homogeneous; but we do have a useful result in this
direction.
332H Lemma Let A be a Dedekind complete Boolean algebra and κ an inﬁnite cardinal. Let e be the
Maharamtypeκ component of A. If 0 = d ⊆ e and the principal ideal A
d
generated by d is ccc, then it is
Maharamtypehomogeneous with Maharam type κ.
134 Maharam’s theorem 332H
proof (a) The point is that τ(A
d
) ≤ κ. PPP Set
A = ¦a : a ∈ A ` ¦0¦, A
a
is Maharamtypehomogeneous of Maharam type κ¦.
Then d = sup¦a ∩ d : a ∈ A¦. Because A
d
is ccc, there is a sequence 'a
n
`
n∈N
in A such that d = sup
n∈N
d ∩ a
n
(316E); set b
n
= d ∩ a
n
. We have τ(A
b
n
) ≤ τ(A
a
n
) = κ for each n; let D
n
be a subset of A
b
n
, of cardinal at
most κ, which τgenerates A
b
n
. Set
D =
¸
n∈N
D
n
∪ ¦b
n
: n ∈ N¦ ⊆ A
d
.
If C is the orderclosed subalgebra of A
d
generated by D, then C ∩ A
b
n
is an orderclosed subalgebra of A
b
n
including D
n
, so is equal to A
b
n
, for every n. But a = sup
n∈N
a ∩ b
n
for every a ∈ A
d
, so C = A
d
. Thus
D τgenerates A
d
, and
τ(A
d
) ≤ #(D) ≤ max(ω, sup
n∈N
#(D
n
)) = κ. QQQ
(b) If now b is any nonzero member of A
d
, there is some a ∈ A such that b ∩ a = 0, so that
κ = τ(A
b∩a
) ≤ τ(A
b
) ≤ τ(A
d
) ≤ κ.
Thus we must have τ(A
b
) = κ for every nonzero b ∈ A
d
, and A
d
is Maharamtypehomogeneous of type κ,
as claimed.
332I Lemma Let (A, ¯ µ) be an atomless semiﬁnite measure algebra which is not totally ﬁnite. Then it
has a partition of unity consisting of elements of measure 1.
proof Let A be the set ¦a : ¯ µa = 1¦, and ( the family of disjoint subsets of A. By Zorn’s lemma, ( has a
maximal member C
0
(compare the proof of 313K). Set D = ¦d : d ∈ A, d ∩ c = 0 for every c ∈ C
0
¦. Then
D is upwardsdirected. If d ∈ D, then ¯ µa = 1 for every a ⊆ d, so ¯ µd < 1, by 331C. So d
0
= sup D is deﬁned
in A (321C); of course d
0
∈ D, so ¯ µd
0
< 1. Observe that supC
0
= 1 \ d
0
.
Because ¯ µ1 = ∞, C
0
must be inﬁnite; let 'a
n
`
n∈N
be any sequence of distinct elements of C
0
. For each
n ∈ N, use 331C again to choose an a
t
n
⊆ a
n
such that ¯ µa
t
n
= ¯ µd
0
. Set
b
0
= d
0
∪ (a
0
\ a
t
0
), b
n
= a
t
n−1
∪ (a
n
\ a
t
n
)
for every n ≥ 1. Then 'b
n
`
n∈N
is a disjoint sequence of elements of measure 1 and sup
n∈N
b
n
= sup
n∈N
a
n
∪ d
0
.
Now
(C
0
` ¦a
n
: n ∈ N¦) ∪ ¦b
n
: n ∈ N¦
is a partition of unity consisting of elements of measure 1.
332J Now I can formulate a complete classiﬁcation theorem for localizable measure algebras, reﬁning
the expression in 332B.
Theorem Let (A, ¯ µ) and (B, ¯ ν) be localizable measure algebras. For each cardinal κ, let e
κ
, f
κ
be the
Maharamtypeκ components of A, B respectively. Then (A, ¯ µ) and (B, ¯ ν) are isomorphic, as measure
algebras, iﬀ (i) e
κ
and f
κ
have the same magnitude for every inﬁnite cardinal κ (ii) for every γ ∈ ]0, ∞[,
(A, ¯ µ) and (B, ¯ ν) have the same number of atoms of measure γ.
proof Throughout the proof, write A
a
for the principal ideal of A generated by a, and ¯ µ
a
for the restriction
of ¯ µ to A
a
; and deﬁne B
b
, ¯ ν
b
similarly for b ∈ B.
(a) If (A, ¯ µ) and (B, ¯ ν) are isomorphic, then of course the isomorphism matches their Maharamtype
components together and retains their magnitudes, and matches atoms of the same measure together; so
the conditions are surely satisﬁed.
(b) Now suppose that the conditions are satisﬁed. Set
K = ¦κ : κ is an inﬁnite cardinal, e
κ
= 0¦ = ¦κ : κ is an inﬁnite cardinal, f
κ
= 0¦.
For γ ∈ ]0, ∞[, let A
γ
be the set of atoms of measure γ in A, and set e
γ
= sup A
γ
. Write I = K ∪ ]0, ∞[.
Then 'e
i
`
i∈I
is a partition of unity in A, so (A, ¯ µ) is isomorphic to the simple product of '(A
e
i
, ¯ µ
e
i
)`
i∈I
,
writing A
e
i
for the principal ideal generated by e
i
and ¯ µ
e
i
for the restriction ¯ µA
e
i
.
332L Classiﬁcation of localizable measure algebras 135
In the same way, writing B
γ
for the set of atoms of measure γ in B, f
γ
for sup B
γ
, B
f
i
for the principal
ideal generated by f
i
and ¯ ν
f
i
for the restriction of ¯ ν fo B
f
i
, we have (B, ¯ ν) isomorphic to the simple product
of '(B
f
i
, ¯ ν
f
i
)`
i∈I
.
(c) It will therefore be enough if I can show that (A
e
i
, ¯ µ
e
i
)
∼
= (B
f
i
, ¯ ν
f
i
) for every i ∈ I.
(i) For κ ∈ K, the hypothesis is that e
κ
and f
κ
have the same magnitude. If they are both of ﬁnite
magnitude, that is, ¯ µe
κ
= ¯ νf
κ
< ∞, then both (A
e
κ
, ¯ µ
e
κ
) and (B
f
κ
, ¯ ν
f
κ
) are homogeneous and of Maharam
type κ, by 332H. So 331I tells us that they are isomorphic. If they are both of inﬁnite magnitude λ, then
332I tells us that both A
e
κ
, B
f
κ
have partitions of unity C, D consisting of sets of measure 1. So (A
e
κ
, ¯ µ
e
κ
)
is isomorphic to the simple product of '(A
c
, ¯ µ
c
)`
c∈C
, while (B
f
κ
, ¯ ν
f
κ
) is isomorphic to the simple product
of '(B
d
, ¯ ν
d
)`
d∈D
. But we know also that every (A
c
, ¯ µ
c
), (B
d
, ¯ ν
d
) is a homogeneous probability algebra of
Maharam type κ, by 332H again, so by Maharam’s theorem again they are all isomorphic. Since C, D and
λ are all inﬁnite,
#(C) = c(A
e
κ
) = λ = c(B
f
κ
) = #(D)
by 332E. So we are taking the same number of factors in each product and (A
e
κ
, ¯ µ
e
κ
) must be isomorphic
to (B
f
κ
, ¯ ν
f
κ
).
(ii) For γ ∈ ]0, ∞[, our hypothesis is that #(A
γ
) = #(B
γ
). Now A
γ
is a partition of unity in A
e
γ
,
so (A
e
γ
, ¯ µ
e
γ
) is isomorphic to the simple product of '(A
a
, ¯ µ
a
)`
a∈A
γ
. Similarly, (B
f
γ
, ¯ ν
f
γ
) is isomorphic to
the simple product of '(B
b
, ¯ ν
b
)`
b∈B
γ
. Since every (A
a
, ¯ µ
a
), (B
b
, ¯ ν
b
) is just a simple atom of measure γ,
these are all isomorphic; since we are taking the same number of factors in each product, (A
e
γ
, ¯ µ
e
γ
) must
be isomorphic to (B
f
γ
, ¯ ν
f
γ
).
(iii) Thus we have the full set of required isomorphisms, and (A, ¯ µ) is isomorphic to (B, ¯ ν).
332K Remarks (a) The partition of unity ¦e
i
: i ∈ I¦ of A used in the above theorem is in some sense
canonical. (You might feel it more economical to replace I by K ∪ ¦γ : A
γ
= ∅¦.) The further partition of
the atomic part into individual atoms (part (cii) of the proof) is also canonical. But of course the partition
of the e
κ
of inﬁnite magnitude into elements of measure 1 requires a degree of arbitrary choice.
The value of the expressions in 332C is that the parameters κ
i
, γ
i
there are suﬃcient to identify the
measure algebra up to isomorphism. For, amalgamating the language of 332C and 332J, we see that the
magnitude of e
κ
in 332J is just
¸
κ
i
=κ
γ
i
if this is ﬁnite, #(¦i : κ
i
= κ¦) otherwise (using 332E, as usual);
while the number of atoms of measure γ is #(¦i : κ
i
= 0, γ
i
= γ¦).
(b) The classiﬁcation which Maharam’s theorem gives us is not merely a listing. It involves a real insight
into the nature of the algebras, enabling us to answer a very wide variety of natural questions. I give the
next couple of results as a sample of what we can expect these methods to do for us.
332L Proposition Let (A, ¯ µ) be a measure algebra, and a, b ∈ A two elements of ﬁnite measure.
Suppose that π : A
a
→ A
b
is a measurepreserving isomorphism, where A
a
, A
b
are the principal ideals
generated by a and b. Then there is a measurepreserving automorphism φ : A →A which extends π.
proof The point is that A
b\a
is isomorphic, as measure algebra, to A
a\b
. PPP Set c = a ∪ b. For each inﬁnite
cardinal κ, let e
κ
be the Maharamtypeκ component of A
c
. Then e
κ
∩ a is the Maharamtypeκ component of
A
a
, because if d ⊆ c and A
d
is Maharam homogeneous with Maharam type κ, then A
d∩a
is either ¦0¦ or again
Maharamtypehomogeneous with Maharam type κ. Similarly, e
κ
\ a is the Maharamtypeκ component of
A
c\a
= A
b\a
, e
κ
∩ b is the Maharamtypeκ component of A
b
and e
κ
\ b is the Maharamtypeκ component
of A
a\b
. Now π : A
a
→A
b
is an isomorphism, so π(e
κ
∩ a) must be e
κ
∩ b, and
¯ µ(e
κ
` a) = ¯ µe
κ
− ¯ µ(e
κ
∩ a) = ¯ µe
κ
− ¯ µπ(e
κ
∩ a)
= ¯ µe
κ
− ¯ µ(e
κ
∩ b) = ¯ µ(e
κ
` b).
In the same way, if we write n
γ
(d) for the number of atoms of measure γ in A
d
, then
n
γ
(b \ a) = n
γ
(c) −n
γ
(a) = n
γ
(c) −n
γ
(b) = n
γ
(a \ b)
136 Maharam’s theorem 332L
for every γ ∈ ]0, ∞[. By 332J, there is a measurepreserving isomorphism π
1
: A
b\a
→A
a\b
. QQQ
If we now set
φd = π(d ∩ a) ∪ π
1
(d ∩ b \ a) ∪ (d \ c)
for every d ∈ A, φ : A →A is a measurepreserving isomorphism which agrees with π on A
a
.
332M Lemma Suppose that (A, ¯ µ) and (B, ¯ ν) are homogeneous measure algebras, with τ(A) ≤ τ(B)
and ¯ µ1 = ¯ ν1 < ∞. Then there is a measurepreserving Boolean homomorphism from A to B.
proof The case τ(A) = 0 is trivial. Otherwise, considering normalized versions of the measures, we are
reduced to the case ¯ µ1 = ¯ ν1 = 1, τ(A) = κ ≥ ω, τ(B) = λ ≥ κ, so that (A, ¯ µ) is isomorphic to the
measure algebra (A
κ
, ¯ µ
κ
) of the usual measure ¯ µ
κ
on ¦0, 1¦
κ
; and similarly (B, ¯ ν) is isomorphic to the
measure algebra of the usual measure on ¦0, 1¦
λ
. Now (identifying the cardinals κ, λ with von Neumann
ordinals, as usual), κ ⊆ λ, so we have an inversemeasurepreserving map x → xκ : ¦0, 1¦
λ
→ ¦0, 1¦
κ
(254Oa), which induces a measurepreserving Boolean homomorphism from A
κ
to A
λ
(324M), and hence a
measurepreserving homomorphism from A to B.
332N Lemma If (A, ¯ µ) is a probability algebra and κ ≥ max(ω, τ(A)), then there is a measurepreserving
homomorphism from (A, ¯ µ) to the measure algebra (B, ¯ ν) of the usual measure ν on ¦0, 1¦
κ
; that is, (A, ¯ µ)
is isomorphic to a closed subalgebra of (B, ¯ ν).
proof Let 'c
i
`
i∈I
be a partition of unity in A such that every principal ideal A
c
i
is homogeneous and no
c
i
is zero. Then I is countable and
¸
i∈I
¯ µc
i
= 1. Accordingly there is a partition of unity 'd
i
`
i∈I
in B
κ
such that ¯ νd
i
= ¯ µc
i
for every i. PPP Because I is countable, we may suppose that it is either N or an initial
segment of N. In this case, choose 'd
i
`
i∈I
inductively such that d
i
⊆ 1 \ sup
j<i
d
j
and ¯ νd
i
= ¯ µd
i
for each
i ∈ I, using 331C. QQQ
If i ∈ I, then τ(A
c
i
) ≤ κ = τ(B
d
i
), so there is a measurepreserving Boolean homomorphism π
i
:
A
c
i
→B
d
i
. Setting πa = sup
i∈I
π
i
(a ∩ c
i
) for a ∈ A, we have a measurepreserving Boolean homomorphism
π : A →B. By 324Kb, π[A] is a closed subalgebra of B, and of course (π[A], ¯ νπ[A]) is isomorphic to (A, ¯ µ).
332O Lemma Let (A, ¯ µ), (B, ¯ ν) be localizable measure algebras. For each inﬁnite cardinal κ let e
κ
, f
κ
be their Maharamtypeκ components, and for γ ∈ ]0, ∞[ let e
γ
, f
γ
be the suprema of the atoms of measure
γ in A, B respectively. If there is a measurepreserving Boolean homomorphism from A to B, then the
magnitude of sup
κ≥λ
e
κ
is not greater than the magnitude of sup
κ≥λ
f
κ
whenever λ is an inﬁnite cardinal,
while the magnitude of sup
κ≥ω
e
κ
∪ sup
γ≤δ
e
γ
is not greater than the magnitude of sup
κ≥ω
f
κ
∪ sup
γ≤δ
f
γ
for any δ ∈ ]0, ∞[.
proof Suppose that π : A → B is a measurepreserving Boolean homomorphism. For inﬁnite car
dinals λ, set e
∗
λ
= sup
κ≥λ
e
κ
, f
∗
λ
= sup
κ≥λ
f
κ
, while for δ ∈ ]0, ∞[ set e
∗
δ
= sup
κ≥ω
e
κ
∪ sup
γ≤δ
e
γ
,
f
∗
δ
= sup
κ≥ω
f
κ
∪ sup
γ≤δ
f
γ
. Let 'c
i
`
i∈I
be a partition of unity in A such that all the principal ideals
A
c
i
are totally ﬁnite and homogeneous, as in 332B. Then c
i
⊆ e
κ
whenever κ = τ(A
c
i
) is inﬁnite, and
c
i
⊆ e
γ
if c
i
is an atom of measure γ. Take v to be either an inﬁnite cardinal or a strictly positive real
number. Set
J = ¦i : i ∈ I, c
i
⊆ e
∗
v
¦;
then e
∗
v
= sup
i∈J
c
i
.
Now the point is that if i ∈ J then πc
i
⊆ f
∗
v
. PPP We need to consider two cases. (i) If c
i
is an atom,
then v ∈ ]0, ∞[ and ¯ µc
i
≤ v. So we need only observe that 1 \ f
∗
v
is just the supremum in B of the atoms
of measure greater than v, none of which can meet πc
i
, since this has measure at most v. (ii) Now suppose
that A
c
i
is atomless, with τ(A
c
i
) = κ ≥ v. If 0 = b ⊆ πc
i
, then a → b ∩ πa : A
c
i
→B
b
is an ordercontinuous
Boolean homomorphism, while A
c
i
is isomorphic (as Boolean algebra) to the measure algebra of ¦0, 1¦
κ
,
so 331J tells us that τ(B
b
) ≥ κ. This means, ﬁrst, that b cannot be an atom, so that πc
i
cannot meet
sup
γ∈]0,∞[
f
γ
; and also that b cannot be included in f
κ
for any inﬁnite κ
t
< κ, so that πc
i
cannot meet
sup
ω≤κ
<κ
f
κ
. Thus πc
i
must be included in sup
κ
≥κ
f
κ
= f
∗
v
. QQQ
Of course 'πc
i
`
i∈J
is disjoint. So if e
∗
v
has ﬁnite magnitude, the magnitude of f
∗
v
is at least
332P Classiﬁcation of localizable measure algebras 137
¸
i∈J
¯ νπc
i
=
¸
i∈J
¯ µc
i
= ¯ µe
∗
v
,
the magnitude of e
∗
v
. While if e
∗
v
has inﬁnite magnitude, this is #(J), by 332E, which is not greater than
the magnitude of f
∗
v
.
332P Proposition Let (A, ¯ µ), (B, ¯ ν) be atomless totally ﬁnite measure algebras. For each inﬁnite
cardinal κ let e
κ
, f
κ
be their Maharamtypeκ components. Then the following are equiveridical:
(i) (A, ¯ µ) is isomorphic to a closed subalgebra of a principal ideal of (B, ¯ ν);
(ii) for every cardinal λ,
¯ µ(sup
κ≥λ
e
κ
) ≤ ¯ ν(sup
κ≥λ
f
κ
).
proof (a)(i)⇒(ii) Suppose that π : A →B
d
is a measurepreserving isomorphism between A and a closed
subalgebra of a principal ideal B
d
of B. The Maharamtypeκ component of B
d
is just d ∩ f
κ
, so 332O tells
us that
¯ µ(sup
κ≥λ
e
κ
) ≤ ¯ ν(sup
κ≥λ
d ∩ f
κ
) ≤ ¯ ν(sup
κ≥λ
f
κ
)
for every λ.
(b)(ii)⇒(i) Now suppose that the condition is satisﬁed.
(ααα) Let P be the set of all measurepreserving Boolean homomorphisms π from principal ideals A
c
π
of
A to principal ideals B
d
π
of B such that
¯ µ(sup
κ≥λ
e
κ
\ c
π
) ≤ ¯ ν(sup
κ≥λ
¯ νf
κ
\ d
π
)
for every cardinal λ ≥ ω. Then the trivial homomorphism from A
0
to B
0
belongs to P, so P is not empty.
Order P by saying that π ≤ π
t
if π
t
extends π, that is, if c
π
⊆ c
π
and π
t
a = πa for every a ∈ A
c
π
. Then P
is a partially ordered set.
(βββ) If Q ⊆ P is nonempty and totally ordered, it is bounded above in P. PPP Set c
∗
= sup
π∈Q
c
π
,
d
∗
= sup
π∈Q
d
π
. For a ⊆ c
∗
set π
∗
a = sup
π∈Q
π(a ∩ c
π
). Because Q is totally ordered, π
∗
extends all the
functions in Q. It is also easy to check that π
∗
0 = 0, π
∗
(a ∩ a
t
) = π
∗
a ∩ π
∗
a
t
and π
∗
(a ∪ a
t
) = π
∗
a ∪ π
∗
a
t
for
all a, a
t
∈ A
c
∗, π
∗
c
∗
= d
∗
and that ¯ νπ
∗
a = ¯ µa for every a ∈ A
c
∗; so that π
∗
is a measurepreserving Boolean
homomorphism from A
c
∗ to B
d
∗.
Now suppose that λ is any cardinal; then
¯ µ(sup
κ≥λ
e
κ
\ c
∗
) = inf
π∈Q
¯ µ(sup
κ≥λ
e
κ
\ c
π
) ≤ inf
π∈Q
¯ ν(sup
κ≥λ
f
κ
\ d
π
) = ¯ ν(sup
κ≥λ
f
κ
\ d
∗
).
So π
∗
∈ P and is the required upper bound of Q. QQQ
(γγγ) By Zorn’s Lemma, P has a maximal element ˜ π say. Now c
˜ π
= 1. PPP??? If not, then let κ
0
be the
least cardinal such that e
κ
0
\ c
˜ π
= 0. Then
0 < ¯ µ(sup
κ≥κ
0
e
κ
\ c
˜ π
) ≤ ¯ ν(sup
κ≥κ
0
¯ νf
κ
\ d
˜ π
),
so there is a least κ
1
≥ κ
0
such that f
κ
1
\ d
˜ π
= 0. Set δ = min(¯ µ(e
κ
0
\ c
˜ π
), ¯ ν(f
κ
1
\ d
˜ π
)) > 0. Because A and B
are atomless, there are a ⊆ e
κ
0
\ c
˜ π
, b ⊆ f
κ
1
\ d
˜ π
such that ¯ µa = ¯ νb = δ (331C). Now A
a
is homogeneous with
Maharam type κ
0
, while B
b
is homogeneous with Maharam type κ
1
(332H), so there is a measurepreserving
Boolean homomorphism φ : A
a
→B
b
(332M). Set
c
∗
= c
˜ π
∪ a, d
∗
= d
˜ π
∪ b,
and deﬁne π
∗
: A
c
∗ → B
d
∗ by setting π
∗
(g) = ˜ π(g ∩ c
˜ π
) ∪ φ(g ∩ a) for every g ⊆ c
∗
. It is easy to check that
π
∗
is a measurepreserving Boolean homomorphism.
If λ is a cardinal and λ ≤ κ
0
,
¯ µ(sup
κ≥λ
e
κ
\ c
∗
) = ¯ µ(sup
κ≥λ
e
κ
\ c
˜ π
) −δ ≤ ¯ ν(sup
κ≥λ
f
κ
\ d
˜ π
) −δ = ¯ ν(sup
κ≥λ
¯ νf
κ
\ d
∗
).
If κ
0
< λ ≤ κ
1
,
138 Maharam’s theorem 332P
¯ µ(sup
κ≥λ
e
κ
\ c
∗
) = ¯ µ(sup
κ≥λ
e
κ
\ c
˜ π
) ≤ ¯ µ( sup
κ≥κ
0
e
κ
\ c
˜ π
) − ¯ µ(e
κ
0
\ c
π
)
≤ ¯ µ( sup
κ≥κ
0
e
κ
\ c
˜ π
) −δ ≤ ¯ ν( sup
κ≥κ
0
f
κ
\ d
˜ π
) −δ
= ¯ ν( sup
κ≥κ
1
f
κ
\ d
˜ π
) −δ
(by the choice of κ
1
)
= ¯ ν( sup
κ≥κ
1
f
κ
\ d
∗
) ≤ ¯ ν(sup
κ≥λ
f
κ
\ d
∗
).
If λ > κ
1
,
¯ µ(sup
κ≥λ
e
κ
\ c
∗
) = ¯ µ(sup
κ≥λ
e
κ
\ c
˜ π
) ≤ ¯ ν(sup
κ≥λ
f
κ
\ d
˜ π
) = ¯ ν(sup
κ≥λ
f
κ
\ d
∗
).
But this means that π
∗
∈ P, and evidently it is a proper extension of ˜ π, which is supposed to be impossible.
XXXQQQ
(δδδ) Thus ˜ π has domain A and is the required measurepreserving homomorphism fromA to the principal
ideal B
d
˜ π
of B.
332Q Proposition Let (A, ¯ µ) and B, ¯ ν) be totally ﬁnite measure algebras, and suppose that there are
measurepreserving Boolean homomorphisms π
1
: A → B and π
2
: B → A. Then (A, ¯ µ) and (B, ¯ ν) are
isomorphic.
proof Writing e
κ
, f
κ
for their Maharamtypeκ components, 332O (applied to both π
1
and π
2
) tells us that
¯ µ(sup
κ≥λ
e
κ
) = ¯ ν(sup
κ≥λ
f
κ
)
for every λ. Because all these measures are ﬁnite,
¯ µe
λ
= ¯ µ(sup
κ≥λ
e
κ
) − ¯ µ(sup
κ>λ
e
κ
)
= ¯ ν(sup
κ≥λ
f
κ
− ¯ ν(sup
κ>λ
f
κ
) = ¯ νf
λ
for every λ.
Similarly, writing e
γ
, f
γ
for the suprema in A, B of the atoms of measure γ, 332O tells us that
¯ µ(sup
γ≤δ
e
γ
) = ¯ ν(sup
γ≤δ
f
γ
)
for every δ ∈ ]0, ∞[, and hence that ¯ µe
γ
= ¯ νf
γ
for every γ, that is, that A and B have the same number of
atoms of measure γ.
So (A, ¯ µ) and (B, ¯ ν) are isomorphic, by 332J.
332R 332J tells us that if we know the magnitudes of the Maharamtypeκ components of a localizable
measure algebra, we shall have speciﬁed the algebra completely, so that all its properties are determined.
The calculation of its Maharam type is straightforward and useful, so I give the details.
Lemma Let (A, ¯ µ) be a semiﬁnite measure algebra. Then c(A) ≤ 2
τ(A)
.
proof Let C ⊆ A ` ¦0¦ be a disjoint set, and B ⊆ A a τgenerating set of size τ(A).
(a) If A is purely atomic, then for each c ∈ C choose an atom c
t
⊆ c, and set f(c) = ¦b : b ∈ B, c
t
⊆ b¦.
If c
1
, c
2
are distinct members of C, the set
¦a : a ∈ A, c
t
1
⊆ a ⇐⇒ c
t
2
⊆ a¦
is an orderclosed subalgebra of A not containing either c
t
1
or c
t
2
, so cannot include B, and f(c
1
) = f(c
2
).
Thus f is injective, and
#(C) ≤ #({B) = 2
τ(A)
.
332T Classiﬁcation of localizable measure algebras 139
(b) Now suppose that A is not purely atomic; in this case τ(A) is inﬁnite. For each c ∈ C choose
an element c
t
⊆ c of nonzero ﬁnite measure. Let B be the subalgebra of A generated by B. Then the
topological closure of B is A itself (323J), and #(B) = τ(A) (331Gc). For c ∈ C set
f(c) = ¦b : b ∈ B, ¯ µ(b ∩ c
t
) ≥
1
2
¯ µc
t
¦.
Then f : C → {B is injective. PPP If c
1
, c
2
are distinct members of C, then (because B is topologically
dense in A) there is a b ∈ B such that
¯ µ((c
t
1
∪ c
t
2
) ∩ (c
t
1
.b)) ≤
1
3
min(¯ µc
t
1
, ¯ µc
t
2
).
But in this case
¯ µ(c
t
1
\ b) ≤
1
3
¯ µc
t
1
, ¯ µ(c
t
2
∩ b) ≤
1
3
¯ µc
t
2
,
and b ∈ f(c
1
)´f(c
2
), so f(c
1
) = f(c
2
). QQQ Accordingly #(C) ≤ 2
#(B)
= 2
τ(A)
in this case also.
As C is arbitrary, c(A) ≤ 2
τ(A)
.
332S Theorem Let (A, ¯ µ) be a localizable measure algebra. Then τ(A) is the least cardinal λ such
that (α) c(A) ≤ 2
λ
(β) τ(A
a
) ≤ λ for every Maharamtypehomogeneous principal ideal A
a
of A.
proof Fix λ as the least cardinal satisfying (α) and (β).
(a) By 331Hc, τ(A
a
) ≤ τ(A) for every a ∈ A, while c(A) ≤ 2
τ(A)
by 332R; so λ ≤ τ(A).
(b) Let C be a partition of unity in A consisting of elements of nonzero ﬁnite measure generating
Maharamtypehomogeneous principal ideals (as in the proof of 332B); then #(C) ≤ c(A) ≤ 2
λ
, and there
is an injective function f : C → {λ. For each c ∈ C, let B
c
⊆ A
c
be a τgenerating set of cardinal τ(A
c
),
and f
c
: B
c
→ λ an injection. Set
b
ξ
= sup¦c : c ∈ C, ξ ∈ f(c)¦,
b
t
ξ
= sup¦b : there is some c ∈ C such that b ∈ B
c
, f
c
(b) = ξ¦
for ξ < λ. Set B = ¦b
ξ
: ξ < λ¦ ∪¦b
t
ξ
: ξ < λ¦ if λ is inﬁnite, ¦b
ξ
: ξ < λ¦ if λ is ﬁnite; then #(B) ≤ λ. Note
that if c ∈ C and b ∈ B
c
there is a b
t
∈ B such that b = b
t
∩ c. PPP Since B
c
= ∅, τ(A
c
) > 0; but this means
that τ(A
c
) is inﬁnite (see 331H) so λ is inﬁnite and b
t
ξ
∈ B, where ξ = f
c
(b); now b = b
t
ξ
∩ c. QQQ
Let B be the closed subalgebra of A generated by B. Then C ⊆ B. PPP For c ∈ C, we surely have c ⊆ b
ξ
if ξ ∈ f(c); but also, because C is disjoint, c ∩ b
ξ
= 0 if ξ ∈ λ ` f(c). Consequently
c
∗
= inf
ξ∈f(c)
b
ξ
∩ inf
ξ∈λ\f(c)
(1 \ b
ξ
)
includes c. On the other hand, if d is any other member of C, there is some ξ ∈ f(c)´f(d), so that
d
∗
∩ c
∗
⊆ b
ξ
∩ (1 \ b
ξ
) = 0.
Since sup C = 1, it follows that c = c
∗
; but c
∗
∈ B, so c ∈ B. QQQ
For any c ∈ C, look at ¦b ∩ c : b ∈ B¦ ⊆ B. This is a closed subalgebra of A
c
(314F(ai)) including B
c
, so
must be the whole of A
c
. Thus A
c
⊆ B for every c ∈ C. But sup C = 1, so a = sup
c∈C
a ∩ c ∈ B for every
a ∈ A, and A = B. Consequently τ(A) ≤ #(B) ≤ λ, and τ(A) = λ.
332T Proposition Let (A, ¯ µ) be a localizable measure algebra and B a closed subalgebra of A. Then
(a) there is a function ¯ ν : B → [0, ∞] such that (B, ¯ ν) is a localizable measure algebra;
(b) τ(B) ≤ τ(A).
proof (a) Let D be the set of those b ∈ B such that the principal ideal B
b
has Maharam type at most τ(A)
and is a totally ﬁnite measure algebra when endowed with an appropriate measure. Then D is orderdense
in B. PPP Take any nonzero b
0
∈ B. Then there is an a ∈ A such that a ⊆ b
0
and 0 < ¯ µa < ∞. Set
c = inf¦b : b ∈ B, a ⊆ b¦; then c ∈ B and a ⊆ c ⊆ b
0
. If 0 = b ∈ B
c
, then c \ b belongs to B and is properly
included in c, so cannot include a; accordingly a ∩ b = 0. For b ∈ B
c
, set ¯ νb = ¯ µ(a ∩ b). Because the
140 Maharam’s theorem 332T
map b → a ∩ b is an injective ordercontinuous Boolean homomorphism, ¯ ν is countably additive and strictly
positive, that is, (B
c
, ¯ ν) is a measure algebra. It is totally ﬁnite because ¯ νc = ¯ µa < ∞.
Let d ∈ B
c
` ¦0¦ be such that B
d
is Maharamtypehomogeneous; suppose that its Maharam type is κ.
The map b → b ∩ a is a measurepreserving Boolean homomorphism from B
d
to A
a∩d
, so by 332O A
a∩d
must have a nonzero Maharamtypeκ
t
component for some κ
t
≥ κ; but this means that
τ(B
d
) ≤ κ ≤ κ
t
≤ τ(A
a∩d
) ≤ τ(A).
Thus d ∈ D, while 0 = d ⊆ c ⊆ b
0
. As b
0
is arbitrary, D is orderdense. QQQ
Accordingly there is a partition of unity C in B such that C ⊆ D. For each c ∈ C we have a functional ¯ ν
c
such that (B
c
, ¯ ν
c
) is a totally ﬁnite measure algebra of Maharam type at most τ(A); deﬁne ¯ ν : B → [0, ∞] by
setting ¯ νb =
¸
c∈C
¯ ν
c
(b ∩ c) for every b ∈ B. It is easy to check that (B, ¯ ν) is a measure algebra (compare
322Ka); it is localizable because B (being orderclosed in a Dedekind complete partially ordered set) is
Dedekind complete.
(b) The construction above ensures that every homogeneous principal ideal of B can have Maharam type
at most τ(A), since it must share a principal ideal with some B
c
for c ∈ C. Moreover, any disjoint set in B
is also a disjoint set in A, so c(B) ≤ c(A). So 332S tells us that τ(B) ≤ τ(A).
Remark I think the only direct appeal I shall make to this result will be when (A, ¯ µ) is a probability algebra,
in which case (a) above becomes trivial, and the proof of (b) can be shortened to some extent, though I
think we still need some of the ideas of 332S.
332X Basic exercises (a) Let A be a Dedekind complete Boolean algebra. Show that it is isomorphic
to a simple product of Maharamtypehomogeneous Boolean algebras.
(b) Let A be a Boolean algebra of ﬁnite cellularity. Show that A is purely atomic.
(c) Let A be a purely atomic Boolean algebra. Show that c(A) is the number of atoms in A.
(d) Let A be any Boolean algebra, and Z its Stone space. Show that c(A) is equal to
c(Z) = sup¦#(() : G is a disjoint family of nonempty open subsets of Z¦,
the cellularity of the topological space Z.
(e) Let X be a topological space, and G its regular open algebra. Show that c(G) = c(X) as deﬁned in
332Xd.
(f ) Let A be a Boolean algebra, and B any subalgebra of A. Show that c(B) ≤ c(A).
(g) Let 'A
i
`
i∈I
be any family of Boolean algebras, with simple product A. Show that the cellularity of A
is at most max(ω, #(I), sup
i∈I
c(A
i
)). Devise an elegant expression of a necessary and suﬃcient condition
for equality.
(h) Let A be any Boolean algebra, and a ∈ A; let A
a
be the principal ideal generated by a. Show that
c(A
a
) ≤ c(A).
(i) Let (A, ¯ µ) be a semiﬁnite measure algebra. Show that it has a partition of unity of cardinal c(A).
(j) Let (A, ¯ µ) and (B, ¯ ν) be localizable measure algebras. For each cardinal κ let e
κ
, f
κ
be their Maharam
typeκ components, and A
e
κ
, B
f
κ
the corresponding principal ideals. Show that A and B are isomorphic,
as Boolean algebras, iﬀ c(A
e
κ
) = c(B
f
κ
) for every κ.
(k) Let ζ be an ordinal, and 'α
ξ
`
ξ<ζ
, 'β
ξ
`
ξ<ζ
two families of nonnegative real numbers such that
¸
θ≤ξ<ζ
α
ξ
≤
¸
θ≤η<ζ
β
η
< ∞ for every θ ≤ ζ. Show that there is a family 'γ
ξη
`
ξ≤η<ζ
of nonnegative real
numbers such that α
ξ
=
¸
ξ≤η<ζ
γ
ξη
for every ξ < ζ, β
η
≥
¸
ξ≤η
γ
ξη
for every η < ζ. (If only ﬁnitely many
of the α
ξ
, β
ξ
are nonzero, this is an easy special case of the maxﬂow mincut theorem; see Bollob´ as 79,
'III.1 or Anderson 87, 12.3.1.); there is a statement of the theorem in 4A3M in the next volume.) Show
that γ
ξη
can be chosen in such a way that if ξ < ξ
t
, η
t
< η then at least one of γ
ξη
, γ
ξ
η
is zero.
332 Notes Classiﬁcation of localizable measure algebras 141
(l) Use 332Xk and 332M to give another proof of 332P.
(m) For each cardinal κ, write (B
κ
, ¯ ν
κ
) for the measure algebra of the usual measure on ¦0, 1¦
κ
. Let
(A, ¯ µ) be the simple product of '(B
ω
n
, ¯ ν
ω
n
)`
n∈N
and (B, ¯ ν) the simple product of (A, ¯ µ) with (B
ω
ω
, ¯ ν
ω
ω
).
(See 3A1E for the notation ω
n
, ω
ω
.) Show that there is a measurepreserving Boolean homomorphism from
A to B, but that no such homomorphism can be ordercontinuous.
(n) For each cardinal κ, write (B
κ
, ¯ ν
κ
) for the measure algebra of the usual measure on ¦0, 1¦
κ
. Let (A, ¯ µ)
be the simple product of '(B
κ
n
, ¯ ν
κ
n
)`
n∈N
and (B, ¯ ν) the simple product of '(B
λ
n
, ¯ ν
λ
n
)`
n∈N
, where κ
n
= ω
for even n, ω
n
for odd n, while λ
n
= ω for odd n, ω
n
for even n. Show that there are ordercontinuous
measurepreserving Boolean homomorphisms from A to B and from B to A, but that these two measure
algebras are not isomorphic.
(o) Let C be a Boolean algebra. Show that the following are equiveridical: (i) C is isomorphic (as Boolean
algebra) to a closed subalgebra of a localizable measure algebra; (ii) there is a ¯ µ such that (C, ¯ µ) is itself a
localizable measure algebra; (iii) C is Dedekind complete and for every nonzero c ∈ C there is a completely
additive realvalued functional ν on C such that νc = 0. (Hint for (iii)⇒(ii): show that the set of supports
of nonnegative completely additive functionals is orderdense in C, so includes a partition of unity.)
332Y Further exercises (a) Let (A, ¯ µ), (B, ¯ ν) be atomless localizable measure algebras. For each
inﬁnite cardinal κ let e
κ
, f
κ
be their Maharamtypeκ components. Show that the following are equiveridical:
(i) (A, ¯ µ) is isomorphic to a closed subalgebra of a principal ideal of (B, ¯ ν); (ii) for every cardinal λ, the
magnitude of sup
κ≥λ
e
κ
is not greater than the magnitude of sup
κ≥λ
f
κ
.
(b) Let (A, ¯ µ) and (B, ¯ ν) be any semiﬁnite measure algebras, and (
´
A, ˆ µ), (
´
B, ˆ ν) their localizations
(322O322P). Let 'e
i
`
i∈I
, 'f
j
`
j∈J
be partitions of unity in A, B respectively into elements of ﬁnite measure
generating homogeneous principal ideals A
e
i
, B
f
j
. For each inﬁnite cardinal κ set I
κ
= ¦i : τ(A
e
i
) = κ¦,
J
κ
= ¦j : τ(B
f
j
) = κ¦; for γ ∈ ]0, ∞[, set I
γ
= ¦i : e
i
is an atom, ¯ µe
i
= γ¦, J
γ
= ¦j : f
j
is an atom,
¯ νf
j
= γ¦. Show that (
´
A, ˆ µ) and (
´
B, ˆ ν) are isomorphic iﬀ for each u, either
¸
i∈I
u
¯ µe
i
=
¸
j∈J
u
¯ νf
j
< ∞ or
¸
i∈I
u
¯ µe
i
=
¸
j∈J
u
¯ νf
j
= ∞ and #(I
u
) = #(J
u
).
(c) Let (A, ¯ µ) and (B, ¯ ν) be nonzero localizable measure algebras; let e
κ
, f
κ
be their Maharamtypeκ
components. Show that the following are equiveridical: (i) A is isomorphic, as Boolean algebra, to an order
closed subalgebra of a principal ideal of B; (ii) c(A
∗
λ
) ≤ c(B
∗
λ
) for every cardinal λ, where A
∗
λ
, B
∗
λ
are the
principal ideals generated by sup
κ≥λ
e
κ
and sup
κ≥λ
f
κ
respectively.
332 Notes and comments Maharam’s theorem tells us that all localizable measure algebras – in particular,
all σﬁnite measure algebras – can be obtained from the basic algebra A = ¦0, a, 1 \ a, 1¦, with ¯ µa = ¯ µ(1 \ a) =
1
2
, by combining the constructions of probability algebra free products, scalar multiples of measures and
simple products. But what is much more important is the fact that we get a description of our measure
algebras in terms suﬃciently explicit to make a very wide variety of questions resolvable. The description
I oﬀer in 332J hinges on the complementary concepts of ‘Maharam type’ and ‘magnitude’. If you like, the
magnitude of a measure algebra is a measure of its width, while its Maharam type is a measure of its depth.
The latter is more important just because, for localizable algebras, we have such a simple decomposition
into algebras of ﬁnite magnitude. Of course there is a good deal of scope for further complications if we seek
to consider nonlocalizable semiﬁnite algebras. For these, the natural starting point is a proper description
of their localizations, which is not diﬃcult (332Yb).
Observe that 332C gives a representation of a localizable measure algebra as the measure algebra of a
measure space which is completely diﬀerent from the Stone representation in 321K. It is less canonical (since
there is a degree of choice about the partition 'e
i
`
i∈I
) but very much more informative, since the κ
i
, γ
i
carry enough information to identify the measure algebra up to isomorphism (332K).
‘Cellularity’ is the second cardinal function I have introduced in this chapter. It refers as much to
topological spaces as to Boolean algebras (see 332Xd332Xe). There is an interesting question in this
context. If A is an arbitrary Boolean algebra, is there necessarily a disjoint set in A of cardinal c(A)? This
142 Maharam’s theorem 332 Notes
is believed to be undecidable from the ordinary axioms of set theory (including the axiom of choice); see
Juh´ asz 71, 3.1 and 6.5. But for semiﬁnite measure algebras we have a deﬁnite answer (332F).
Maharam’s classiﬁcation not only describes the isomorphism classes of localizable measure algebras, but
also tells us when to expect Boolean homomorphisms between them (332P, 332Yc). I have given 332P
only for atomless totally ﬁnite measure algebras because the nontotallyﬁnite case (332Ya, 332Yc) seems
to require a new idea, while atoms introduce acute combinatorial complications.
I oﬀer 332T as an example of the kind of result which these methods make very simple. It fails for general
Boolean algebras; in fact, there is for any κ a countably τgenerated Dedekind complete Boolean algebra
A with cellularity κ (Koppelberg 89, 13.1), so that {κ is isomorphic to an orderclosed subalgebra of A,
and if κ > c then τ({κ) > ω (332R).
For totally ﬁnite measure algebras we have a kind of weak Schr¨oderBernstein theorem: if we have two
of them, each isomorphic to a closed subalgebra of the other, they are isomorphic (332Q). This fails for
σﬁnite algebras (332Xn). I call it a ‘weak’ Schr¨oderBernstein theorem because it is not clear how to build
the isomorphism from the two injections; ‘strong’ Schr¨oderBernstein theorems include deﬁnite recipes for
constructing the isomorphisms declared to exist (see, for instance, 344D below).
333 Closed subalgebras
Proposition 332P tells us, in eﬀect, which totally ﬁnite measure algebras can be embedded as closed subal
gebras of each other. Similar techniques make it possible to describe the possible forms of such embeddings.
In this section I give the fundamental theorems on extension of measurepreserving homomorphisms from
closed subalgebras (333C, 333D); these rely on the concept of ‘relative Maharam type’ (333A). I go on to
describe possible canonical forms for structures (A, ¯ µ, C), where (A, ¯ µ) is a totally ﬁnite measure algebra and
C is a closed subalgebra of A (333K, 333N). I end the section with a description of ﬁxedpoint subalgebras
(333R).
333A Deﬁnitions (a) Let A be a Boolean algebra and C a subalgebra of A. The relative Maharam
type of A over C, τ
C
(A), is the smallest cardinal of any set A ⊆ A such that A∪ C τgenerates A.
(b) In this section, I will regularly use the following notation: if A is a Boolean algebra, C is a subalgebra
of A, and a ∈ A, then I will write C
a
for ¦c ∩ a : c ∈ C¦. Observe that C
a
is a subalgebra of the principal
ideal A
a
(because c → c ∩ a : C →A
a
is a Boolean homomorphism); it is included in C iﬀ a ∈ C..
(c) Still taking A to be a Boolean algebra and C to be a subalgebra of A, I will say that an element a of
A is relatively Maharamtypehomogeneous over C if τ
C
b
(A
b
) = τ
C
a
(A
a
) for every nonzero b ⊆ a.
333B Evidently this is a generalization of the ordinary concept of Maharam type as used in ''331332;
if C = ¦0, 1¦ then τ
C
(A) = τ(A). The ﬁrst step is naturally to check the results corresponding to 331H.
Lemma Let A be a Boolean algebra and C a subalgebra of A.
(a) If a ⊆ b in A, then τ
C
a
(A
a
) ≤ τ
C
b
(A
b
). In particular, τ
C
a
(A
a
) ≤ τ
C
(A) for every a ∈ A.
(b) The set ¦a : a ∈ A is relatively Maharamtypehomogeneous over C¦ is orderdense in A.
(c) If A is Dedekind complete and C is orderclosed in A, then C
a
is orderclosed in A
a
.
(d) If a ∈ A is relatively Maharamtypehomogeneous over C then either A
a
= C
a
, so that τ
C
a
(A
a
) = 0
and a is a relative atom of A over C (deﬁnition: 331A), or τ
C
a
(A
a
) ≥ ω.
(e) If D is another subalgebra of A and D ⊆ C, then
τ(A
a
) = τ
¦0,a¦
(A
a
) ≥ τ
D
a
(A
a
) ≥ τ
C
a
(A
a
) ≥ τ
A
a
(A
a
) = 0
for every a ∈ A.
proof (a) Let D ⊆ A
b
be a set of cardinal τ
C
b
(A
b
) such that D∪C
b
τgenerates A
b
. Set D
t
= ¦d ∩ a : d ∈ D¦.
Then D
t
∪C
a
τgenerates A
a
. PPPApply 313Mc to the map d → d ∩ a : A
b
→A
a
, as in 331Hc. QQQ Consequently
τ
C
a
(A
a
) ≤ #(D
t
) ≤ #(D) = τ
C
b
(A
b
),
333C Closed subalgebras 143
as claimed. Setting b = 1 we get τ
C
a
(A
a
) ≤ τ
C
(A).
(b) Just as in the proof of 332A, given b ∈ A` ¦0¦, there is an a ∈ A
b
` ¦0¦ minimising τ
C
a
(A
a
), and this
a must be relatively Maharamtypehomogeneous over C.
(c) C
a
is the image of the Dedekind complete Boolean algebra C under the ordercontinuous Boolean
homomorphism c → c ∩ a, so must be orderclosed (314Fa).
(d) Suppose that τ
C
a
(A
a
) is ﬁnite. Let D ⊆ A
a
be a ﬁnite set such that D ∪ C
a
τgenerates A
a
. Then
there is a nonzero b ∈ A
a
such that b ∩ d is either 0 or b for every d ∈ D. But this means that C
b
= ¦d ∩ b :
d ∈ D ∪ C
a
¦, which τgenerates A
b
; so that τ
C
b
(A
b
) = 0. Since a is relatively Maharamtypehomogeneous
over C, τ
C
a
(A
a
) must be zero, that is, A
a
= C
a
.
(e) The middle inequality is true just because A
a
will be τgenerated by D∪C
a
whenever it is τgenerated
by D ∪ D
a
. The neighbouring inequalities are special cases of the middle one, and the outer equalities are
elementary.
333C Theorem Let (A, ¯ µ) and (B, ¯ ν) be totally ﬁnite measure algebras, and C a closed subalgebra of
A. Let φ : C →B be a measurepreserving Boolean homomorphism.
(a) If, in the notation of 333A, τ
C
(A) ≤ τ
φ[C]
b
(B
b
) for every nonzero b ∈ B, there is a measurepreserving
Boolean homomorphism π : A →B extending φ.
(b) If τ
C
a
(A
a
) = τ
φ[C]
b
(B
b
) for every nonzero a ∈ A, b ∈ B, then there is a measure algebra isomorphism
π : A →B extending φ.
proof In both parts, the idea is to use the technique of the proof of 331I to construct π as the last of an
increasing family 'π
ξ
`
ξ≤κ
of measurepreserving homomorphisms from closed subalgebras C
ξ
of A, where
κ = τ
C
(A). Let 'a
ξ
`
ξ<κ
be a family in A such that C ∪ ¦a
ξ
: ξ < κ¦ τgenerates A. Write D for φ[C];
remember that D is a closed subalgebra of B (324L).
(a)(i) In this case, we can describe the C
ξ
immediately; C
ξ
will be the closed subalgebra of A generated
by C ∪ ¦a
η
: η < ξ¦. The induction starts with C
0
= C, π
0
= φ.
(ii) For the inductive step to a successor ordinal ξ + 1, where ξ < κ, suppose that C
ξ
and π
ξ
have
been deﬁned. Take any nonzero b ∈ B. We are supposing that τ
D
b
(B
b
) ≥ κ > #(ξ), so B
b
cannot be
τgenerated by
D = D
b
∪ ¦b ∩ π
ξ
a
η
: η < ξ¦ = π
ξ
[C]
b
∪ ¦b ∩ π
ξ
a
η
: η < ξ¦ = ψ[C ∪ ¦a
η
: η < ξ¦],
writing ψc = b ∩ π
ξ
c for c ∈ C
ξ
. As ψ is ordercontinuous, ψ[C
ξ
] is precisely the closed subalgebra of B
b
generated by D (314Gb), and is therefore not the whole of B
b
.
But this means that B
b
= ¦b ∩ π
ξ
c : c ∈ C
ξ
¦. As b is arbitrary, π
ξ
satisﬁes the conditions of 331D, and
has an extension to a measurepreserving Boolean homomorphism π
ξ+1
: C
ξ+1
→ B, since C
ξ+1
is just the
closed subalgebra of A generated by C ∪ ¦a
ξ
¦.
(iii) For the inductive step to a nonzero limit ordinal ξ ≤ κ, we can argue exactly as in part (d) of the
proof of 331I; C
ξ
will be the metric closure of C
∗
ξ
=
¸
η<ξ
C
η
, so we can take π
ξ
: C
ξ
→ B to be the unique
measurepreserving homomorphism extending π
∗
ξ
=
¸
η<ξ
π
η
.
Thus the induction proceeds, and evidently π = π
κ
will be a measurepreserving homomorphism from A
to B extending φ.
(b) (This is rather closer to the proof of 331I, being indeed a direct generalization of it.) Observe that
the hypothesis (b) implies that 1
A
is relatively Maharamtypehomogeneous over C; so either κ = 0, in which
case A = C, B = φ[C] and the result is trivial, or κ ≥ ω, by 333Bd. Let us therefore take it that κ is inﬁnite.
We are supposing, among other things, that τ
D
(B) = κ; let 'b
ξ
`
ξ<κ
be a family in B such that B is
τgenerated by D∪¦b
ξ
: ξ < κ¦. This time, as in 331I, we shall have to choose further families 'a
t
ξ
`
ξ<κ
and
'b
t
ξ
`
ξ<κ
, and
C
ξ
will be the closed subalgebra of A generated by
C ∪ ¦a
η
: η < ξ¦ ∪ ¦a
t
η
: η < ξ¦,
D
ξ
will be the closed subalgebra of B generated by
144 Maharam’s theorem 333C
D∪ ¦b
η
: η < ξ¦ ∪ ¦b
t
η
: η < ξ¦,
π
ξ
: C
ξ
→D
ξ
will be a measurepreserving homomorphism.
The induction will start with C
0
= C, D
0
= D and π
0
= φ, as in (a).
(i) For the inductive step to a successor ordinal ξ + 1, where ξ < κ, suppose that C
ξ
, D
ξ
and π
ξ
have
been deﬁned.
(ααα) Let b ∈ B` ¦0¦. Because
τ
D
b
(B
b
) = κ > #(¦b
η
: η < ξ¦ ∪ ¦b
t
η
: η < ξ¦),
B
b
cannot be τgenerated by D
b
∪¦b ∩ b
η
: η < ξ¦∪¦b ∩ b
t
η
: η < ξ¦, and cannot be equal to ¦b ∩ d : d ∈ D
ξ
¦.
As b is arbitrary, there is an extension of π
ξ
to a measurepreserving homomorphism φ
ξ
from C
t
ξ
to B, where
C
t
ξ
is the closed subalgebra of A generated by C∪¦a
η
: η ≤ ξ¦ ∪¦a
t
η
: η < ξ¦. Setting b
t
ξ
= φ
ξ
(a
ξ
), the image
D
t
ξ
= φ
ξ
[C
ξ
] will be the closed subalgebra of B generated by D∪ ¦b
η
: η < ξ¦ ∪ ¦b
t
η
: η ≤ ξ¦.
(βββ) Now, as in 331I, we must repeat the argument of (α), applying it now to φ
−1
ξ
: D
ξ
→ A. If
a ∈ A ` ¦0¦,
τ
C
a
(A
a
) = κ > #(¦a
η
: η ≤ ξ¦ ∪ ¦a
t
η
: η < ξ¦),
so that A
a
cannot be ¦a ∩ c : c ∈ C
t
ξ
¦. As a is arbitrary, φ
−1
ξ
has an extension to a measurepreserving
homomorphism ψ
ξ
: D
ξ+1
→ C
ξ+1
, where D
ξ+1
is the subalgebra of B generated by D
t
ξ
∪ ¦b
ξ
¦, that is,
the closed subalgebra of B generated by D∪ ¦b
η
: η ≤ ξ¦ ∪ ¦b
t
η
: η < ξ¦, and C
ξ+1
is the subalgebra of A
generated by C
t
ξ
∪ ¦a
t
ξ
¦, setting a
t
ξ
= ψ
ξ
(b
ξ
).
We can therefore take π
ξ+1
= ψ
−1
ξ
: C
ξ+1
→D
ξ+1
, as in 331I.
(ii) The inductive step to a nonzero limit ordinal ξ ≤ κ is exactly the same as in (a) above or in 331I;
C
ξ
is the metric closure of C
∗
ξ
=
¸
η<ξ
C
η
, D
ξ
is the metric closure of D
∗
ξ
=
¸
η<ξ
D
η
, and π
ξ
is the unique
measurepreserving homomorphism from C
ξ
to D
ξ
extending every π
η
for η < ξ.
(iii) The induction stops, as before, with π = π
κ
: C
κ
→D
κ
, where C
κ
= A, D
κ
= B.
333D Corollary Let (A, ¯ µ) and (B, ¯ ν) be totally ﬁnite measure algebras and C a closed subalgebra of
A. Suppose that
τ(C) < max(ω, τ(A)) ≤ min¦τ(B
b
) : b ∈ B` ¦0¦¦.
Then any measurepreserving Boolean homomorphism φ : C →B can be extended to a measurepreserving
Boolean homomorphism π : A →B.
proof Set κ = min¦τ(B
b
) : b ∈ B` ¦0¦¦. Then for any nonzero b ∈ B,
τ
φ[C]
b
(B
b
) ≥ κ.
PPP There is a set C ⊆ C, of cardinal τ(C), which τgenerates C, so that C
t
= ¦b ∩ φc : c ∈ C¦ τgenerates
φ[C]
b
. Now there is a set D ⊆ B
b
, of cardinal τ
φ[C]
b
(B
b
), such that φ[C]
b
∪ D τgenerates B
b
. In this case
C
t
∪ D must τgenerate B
b
, so κ ≤ #(C
t
∪ D). But #(C
t
) ≤ #(C) < κ and κ is inﬁnite, so we must have
#(D) ≥ κ, as claimed. QQQ
On the other hand, τ
C
(A) ≤ τ(A) ≤ κ. So we can apply 333C to give the result.
333E Theorem Let (C, ¯ µ) be a totally ﬁnite measure algebra, κ an inﬁnite cardinal, and (B
κ
, ¯ ν
κ
) the
measure algebra of the usual measure on ¦0, 1¦
κ
. Let (A,
¯
λ) be the localizable measure algebra free product
of (C, ¯ µ) and (B
κ
, ¯ ν
κ
), and ψ : C →A the corresponding homomorphism. Then for any nonzero a ∈ A,
τ
ψ[C]
a
(A
a
) = κ,
in the notation of 333A above.
proof Recall from 325Dd that ψ[C] is a closed subalgebra of A.
(a) Let 'b
ξ
`
ξ<κ
be the canonical independent family in B
κ
of elements of measure
1
2
. Let ψ
t
: B
κ
→ A
be the canonical map, and set b
t
ξ
= ψ
t
b
ξ
for each ξ.
333E Closed subalgebras 145
We know that ¦b
ξ
: ξ < κ¦ τgenerates B
κ
(see part (a) of the proof of 331K). Consequently ψ[C] ∪ ¦b
t
ξ
:
ξ < κ¦ τgenerates A. PPP Let A
1
be the closed subalgebra of A generated by ψ[C] ∪ ¦b
t
ξ
: ξ < κ¦. Because
ψ
t
: B
κ
→ A is ordercontinuous (325Da), ψ
t
[B
κ
] ⊆ A
1
(313Mb). But this means that A
1
includes
ψ[C] ∪ ψ
t
[B
κ
] and therefore includes the image of C ⊗ B
κ
in A; because this is topologically dense in A
(325Dc), A
1
= A, as claimed. QQQ
(b) It follows that
τ
ψ[C]
a
A
a
≤ τ
ψ[C]
A ≤ κ.
(c) We need to know that if ξ < κ and e belongs to the closed subalgebra E
ξ
of A generated by
ψ[C] ∪ ¦b
t
η
: η = ξ¦, then
¯
λ(e ∩ b
t
ξ
) =
1
2
¯
λe. PPP Set
E = ψ[C] ∪ ¦b
t
η
: η = ξ¦, F = ¦e
0
∩ . . . ∩ e
n
: e
0
, . . . , e
n
∈ E¦.
Then every member of F is expressible in the form
d = ψa ∩ inf
η∈J
b
t
η
,
where a ∈ C and J ⊆ κ ` ¦ξ¦ is ﬁnite. Now
¯
λd = ¯ µa ¯ ν(inf
η∈J
b
η
) = 2
−#(J)
¯ µa,
¯
λ(b
t
ξ
∩ d) = ¯ µa ¯ ν(b
ξ
∩ inf
η∈J
b
η
) = 2
−#(J∪¦ξ¦)
¯ µa =
1
2
¯
λd.
Now consider the set
G = ¦d : d ∈ A,
¯
λ(b
ξ
∩ d) =
1
2
¯
λd¦.
We have 1
A
∈ F ⊆ G, and F is closed under ∩ . Secondly, if d, d
t
∈ G and d ⊆ d
t
, then
¯
λ(b
ξ
∩ (d
t
\ d)) =
¯
λ(b
ξ
∩ d
t
) −
¯
λ(b
ξ
∩ d) =
1
2
¯
λd
t
−
1
2
¯
λd =
1
2
¯
λ(d
t
\ d),
so d
t
\ d ∈ G. Also, if H ⊆ G is nonempty and upwardsdirected,
¯
λ(b
ξ
∩ supH) =
¯
λ(sup
d∈H
b
ξ
∩ d) = sup
d∈H
¯
λ(b
ξ
∩ d) = sup
d∈H
1
2
¯
λd =
1
2
¯
λ(supH),
so supH ∈ G. By the Monotone Class Theorem (313Gc), G includes the orderclosed subalgebra of D
generated by F. But this is just E
ξ
. QQQ
(d) The next step is to see that τ
ψ[C]
a
(A
a
) > 0. PPP By (a) and 323J, A is the metric closure of the
subalgebra A
0
generated by ψ[C] ∪ ¦b
t
η
: η < κ¦, so there must be an a
0
∈ A
0
such that
¯
λ(a
0
.a) ≤
1
4
¯
λa.
Now there is a ﬁnite J ⊆ κ such that a
0
belongs to the subalgebra A
1
generated by ψ[C] ∪ ¦b
t
η
: η ∈ J¦.
Take any ξ ∈ κ ` J (this is where I use the hypothesis that κ is inﬁnite). If c ∈ C, then by (c) we have
¯
λ((a ∩ ψc) .(a ∩ b
t
ξ
)) =
¯
λ(a ∩ (ψc .b
t
ξ
)) ≥
¯
λ(a
0
∩ (ψc .b
t
ξ
)) −
¯
λ(a .a
0
)
=
¯
λ(a
0
∩ b
t
ξ
) +
¯
λ(a
0
∩ ψc) −2
¯
λ(a
0
∩ ψc ∩ b
t
ξ
) −
¯
λ(a .a
0
)
=
1
2
¯
λa
0
−
¯
λ(a .a
0
)
(because both a
0
and a
0
∩ ψc belong to E
ξ
)
≥
1
2
¯
λa −
3
2
¯
λ(a .a
0
) > 0.
Thus a ∩ b
t
ξ
is not of the form a ∩ ψc for any c ∈ C, and A
a
= ψ[C]
a
, so that τ
ψ[C]
a
(A
a
) > 0. QQQ
(e) It follows that τ
ψ[C]
a
(A
a
) is inﬁnite. PPP There is a nonzero d ⊆ a which is relatively Maharamtype
homogeneous over ψ[C]. By (d), applied to d, τ
ψ[C]
d
(A
d
) > 0; but now 333Bd tells us that τ
ψ[C]
d
(A
d
) must
be inﬁnite, so τ
ψ[C]
a
(A
a
) is inﬁnite. QQQ
146 Maharam’s theorem 333E
(f ) If κ = ω, we can stop here. If κ > ω, we continue, as follows. Let D ⊆ A
a
be any set of cardinal
less than κ. Each d ∈ D ∪ ¦a¦ belongs to the closed subalgebra of A generated by C = ψ[C] ∪ ¦b
t
ξ
: ξ < κ¦.
But because A is ccc, this is just the σsubalgebra of A generated by C (331Ge). So d belongs to the
closed subalgebra of A generated by some countable subset C
d
of C, by 331Gd. Now J
d
= ¦η : b
t
η
∈ C
d
¦ is
countable. Set J =
¸
d∈D∪¦a¦
J
d
; then
#(J) ≤ max(ω, #(D ∪ ¦a¦)) = max(ω, #(D)) < κ,
so J = κ, and there is a ξ ∈ κ ` J. Accordingly ψ[C] ∪ D ∪ ¦a¦ is included in E
ξ
, as deﬁned in (c) above,
and ψ[C]
a
∪ D ⊆ E
ξ
. As A
a
∩ E
ξ
is a closed subalgebra of A
a
, it includes the closed subalgebra generated
by ψ[C]
a
∪ D. But a ∩ b
t
ξ
surely does not belong to E
ξ
, since
¯
λ(a ∩ b
t
ξ
∩ b
t
ξ
) =
¯
λ(a ∩ b
t
ξ
) =
1
2
¯
λa > 0,
and
¯
λ(a ∩ b
t
ξ
∩ b
t
ξ
) =
1
2
¯
λ(a ∩ b
t
ξ
). Thus a ∩ b
t
ξ
cannot belong to the closed subalgebra of A
a
generated by
ψ[C]
a
∪ D, and ψ[C]
a
∪ D does not τgenerate A
a
. As D is arbitrary, τ
φ[C]
a
(A
a
) ≥ κ.
This completes the proof.
333F Corollary Let (A, ¯ µ) be a totally ﬁnite measure algebra, C a closed subalgebra of A and κ an
inﬁnite cardinal. Let (B
κ
, ¯ ν
κ
) be the measure algebra of the usual measure on ¦0, 1¦
κ
.
(i) Suppose that κ ≥ τ
C
(A). Let (C
´
⊗B
κ
,
¯
λ) be the localizable measure algebra free product of (C, ¯ µC)
and (B
κ
, ¯ ν
κ
), and ψ : C → C
´
⊗B
κ
the corresponding homomorphism. Then there is a measurepreserving
Boolean homomorphism π : A →C
´
⊗B
κ
extending ψ.
(ii) Suppose further that κ = τ
C
a
(A
a
) for every nonzero a ∈ A. Then π can be taken to be an isomorphism.
proof All we have to do is apply 333C with B = C
´
⊗B
κ
, using 333E to see that the hypothesis
τ
ψ[C]
b
(B
b
) = κ for every nonzero b ∈ B
is satisﬁed.
333G Corollary Let (C, ¯ µ) be a totally ﬁnite measure algebra. Suppose that κ ≥ max(ω, τ(C)) is a
cardinal, and write (B
κ
, ¯ ν
κ
) for the measure algebra of the usual measure on ¦0, 1¦
κ
. Let (C
´
⊗B
κ
,
¯
λ) be the
localizable measure algebra free product of (C, ¯ µ) and (B
κ
, ¯ ν
κ
). Then
(a) C
´
⊗B
κ
is Maharamtypehomogeneous, with Maharam type κ;
(b) for every measurepreserving Boolean homomorphism φ : C → C there is a measurepreserving auto
morphism π : C
´
⊗B
κ
→ C
´
⊗B
κ
such that π(c ⊗ 1) = φc ⊗ 1 for every c ∈ C, writing c ⊗ 1 for the canonical
image in C
´
⊗B
κ
of any c ∈ C.
proof Write A for C
´
⊗B
κ
, as in 333E.
(a) If C ⊆ C is a set of cardinal τ(C) which τgenerates C, and B ⊆ B
κ
a set of cardinal κ which
τgenerates B
κ
(331K), then ¦c ⊗ b : c ∈ C, b ∈ B¦ is a set of cardinal at most max(ω, τ(C), κ) = κ which
τgenerates A (because the subalgebra it generates is topologically dense in A, by 325Dc). So τ(A) ≤ κ.
On the other hand, if a ∈ A is nonzero, then τ(A
a
) ≥ τ
ψ[C]
a
(A
a
) ≥ κ, by 333E; so A is Maharamtype
homogeneous, with Maharam type κ.
(b) Writing D = ¦c ⊗ 1 : c ∈ C¦ for the canonical image of C in A, we have a measurepreserving
automorphism φ
1
: D →D deﬁned by setting φ
1
(c ⊗1) = φc ⊗1 for every c ∈ C. Because φ
1
[D] ⊆ D, 333Be
and 333E tell us that
κ = τ(A
a
) ≥ τ
φ
1
[D]
a
(A
a
) ≥ τ
D
a
(A
a
) = κ
for every nonzero a ∈ A, so we can use 333Cb, with B = A, to see that φ
1
can be extended to a measure
preserving automorphism on A.
333I Closed subalgebras 147
333H I turn now to the classiﬁcation of closed subalgebras.
Theorem Let (A, ¯ µ) be a localizable measure algebra and C a closed subalgebra of A. Then there are
'µ
i
`
i∈I
, 'c
i
`
i∈I
, 'κ
i
`
i∈I
such that
for each i ∈ I, µ
i
is a nonnegative completely additive functional on C,
c
i
= [[µ
i
> 0]] ∈ C,
κ
i
is 0 or an inﬁnite cardinal,
(C
c
i
, µ
i
C
c
i
) is a totally ﬁnite measure algebra, writing C
c
i
for the principal ideal of C
generated by c
i
,
¸
i∈I
µ
i
c = ¯ µc for every c ∈ C,
there is a measurepreserving isomorphism π from A to the simple product
¸
i∈I
C
c
i
´
⊗B
κ
i
of the localizable measure algebra free products C
c
i
´
⊗B
κ
i
of (C
c
i
, µ
i
C
c
i
), (B
κ
i
, ¯ ν
κ
i
), writing
(B
κ
, ¯ ν
κ
) for the measure algebra of the usual measure on ¦0, 1¦
κ
.
Moreover, π may be taken such that
for every c ∈ C, πc = '(c ∩ c
i
) ⊗1`
i∈I
, writing c ⊗1 for the image in C
c
i
´
⊗B
κ
i
of c ∈ C
c
i
.
Remark Recall that [[µ
i
> 0]] is that element of C such that µ
i
c > 0 whenever c ∈ C and 0 = c ⊆ [[µ
i
> 0]],
µ
i
c ≤ 0 whenever c ∈ C and c ∩ [[µ
i
> 0]] = 0 (326O).
proof (a) Let A be the set of those elements of A which are relatively Maharamtypehomogeneous over C
(see 333Ac). By 333Bb, A is orderdense in A (compare part (a) of the proof of 332B), and consequently
A
t
= ¦a : a ∈ A, ¯ µa < ∞¦ is orderdense in A. So there is a partition of unity 'a
i
`
i∈I
in A consisting of
members of A
t
(313K). For each i ∈ I, set µ
i
c = ¯ µ(a
i
∩ c) for every c ∈ C; then µ
i
is nonnegative, and it is
completely additive by 327E. Because 'a
i
`
i∈I
is a partition of the identity in A,
¯ µc =
¸
i∈I
¯ µ(c ∩ a
i
) =
¸
i∈I
µ
i
c
for every c ∈ C. Next, (C
c
i
, µ
i
C
c
i
) is a totally ﬁnite measure algebra. PPP C
c
i
is a Dedekind σcomplete
Boolean algebra because C is. µ
i
C
c
i
is a nonnegative countably additive functional because µ
i
is. If c ∈ C
c
i
and µ
i
c = 0, then c = 0 by the choice of c
i
. QQQ Note also that
¯ µ(a
i
\ c
i
) = µ
i
(1 \ c
i
) = 0,
so that a
i
⊆ c
i
.
(b) By 333Bd, any ﬁnite κ
i
must actually be zero. The next element we need is the fact that, for
each i ∈ I, we have a measurepreserving isomorphism c → c ∩ a
i
from (C
c
i
, µ
i
C
c
i
) to (C
a
i
, ¯ µC
a
i
). PPP
Of course this is a ring homomorphism. Because a
i
⊆ c
i
, it is a surjective Boolean homomorphism. It is
measurepreserving by the deﬁnition of µ
i
, and therefore injective. QQQ
(c) Still focusing on a particular i ∈ I, let A
a
i
be the principal ideal of A generated by a
i
. Then
we have a measurepreserving isomorphism ˜ π
i
: A
a
i
→ C
a
i
´
⊗B
κ
i
, extending the canonical homomorphism
c → c ⊗ 1 : C
a
i
→ C
a
i
´
⊗B
κ
i
. PPP When κ
i
is inﬁnite, this is just 333F(ii). But the only other case is when
κ
i
= 0, that is, C
a
i
= A
a
i
, while B
κ
i
= ¦0, 1¦ and C
a
i
´
⊗B
κ
i
∼
= C
c
i
. QQQ
The isomorphism between (C
c
i
, µ
i
C
c
i
) and (C
a
i
, ¯ µC
a
i
) induces an isomorphism between C
c
i
´
⊗B
κ
i
and
C
a
i
´
⊗B
κ
i
. So we have a measurepreserving isomorphism π
i
: A
a
i
→ C
c
i
´
⊗B
κ
i
such that π
i
(c ∩ a
i
) = c ⊗ 1
for every c ∈ C
c
i
.
(d) By 322Kd, we have a measurepreserving isomorphism a → 'a ∩ a
i
`
i∈I
: A →
¸
i∈I
A
a
i
.
Putting this together with the isomorphisms of (c), we have a measurepreserving isomorphism π : A →
¸
i∈I
C
c
i
´
⊗B
κ
i
, setting πa = 'π
i
(a ∩ a
i
)`
i∈I
for a ∈ A. Observe that, for c ∈ C,
πc = 'π
i
(c ∩ a
i
)`
i∈I
= '(c ∩ c
i
) ⊗1`
i∈I
,
as required.
333I Remarks (a) I hope it is clear that whenever (C, ¯ µ) is a Dedekind complete measure algebra,
'µ
i
`
i∈I
is a family of nonnegative completely additive functionals on C such that
¸
i∈I
µ
i
= ¯ µ, and 'κ
i
`
i∈I
148 Maharam’s theorem 333I
is a family of cardinals all inﬁnite or zero, then the construction above can be applied to give a measure al
gebra (A, ˜ µ), the product of the family 'C
c
i
´
⊗B
κ
i
`
i∈I
, together with an ordercontinuous measurepreserving
homomorphism π : C →A; and that the partition of unity 'a
i
`
i∈I
in A corresponding to this product (315E)
has µ
i
c = ˜ µ(a
i
∩ πc) for every c ∈ C and i ∈ I, while each principal ideal A
a
i
can be identiﬁed with C
c
i
´
⊗B
κ
i
,
so that a
i
is relatively Maharamtypehomogeneous over π[C]. Thus any structure (C, ¯ µ, 'µ
i
`
i∈I
, 'κ
i
`
i∈I
) of
the type described here corresponds to an embedding of C as a closed subalgebra of a localizable measure
algebra.
(b) The obvious next step is to seek a complete classiﬁcation of objects (A, ¯ µ, C), where (A, ¯ µ) is a
localizable measure algebra and C is a closed subalgebra, corresponding to the classiﬁcation of localizable
measure algebras in terms of the magnitudes of their Maharamtypeκ components in 332J. The general
case seems to be complex. But I can deal with the special case in which (A, ¯ µ) is totally ﬁnite. In this case,
we have the following facts.
333J Lemma Let (A, ¯ µ) be a totally ﬁnite measure algebra, and C a closed subalgebra. Let A be the
set of relative atoms of A over C. Then there is a unique sequence 'µ
n
`
n∈N
of additive functionals on C such
that (i) µ
n+1
≤ µ
n
for every n (ii) there is a disjoint sequence 'a
n
`
n∈N
in A such that sup
n∈N
a
n
= sup A
and µ
n
c = ¯ µ(a
n
∩ c) for every n ∈ N, c ∈ C.
Remark I hope it is plain from my wording that it is the µ
n
which are unique, not the a
n
.
proof (a) For each a ∈ A set ν
a
(c) = ¯ µ(c ∩ a) for c ∈ C. Then ν
a
is a nonnegative completely additive
realvalued functional on C (see 326Kd).
The key step is I suppose in (c) below; I approach by a twostage argument. For each b ∈ A write A
b
for
¦a : a ∈ A, a ∩ b = 0¦.
(b) For every b ∈ A, nonzero c ∈ C there are a ∈ A
b
, c
t
∈ C such that 0 = c
t
⊆ c and ν
a
(d) ≥ ν
e
(d)
whenever d ∈ C, e ∈ A
b
and d ⊆ c
t
. PPP??? Otherwise, choose 'a
n
`
n∈N
and 'c
n
`
n∈N
as follows. Since 0, c won’t
serve for a, c
t
, there must be an a
0
∈ A
b
such that ν
a
0
(c) > 0. Let δ > 0 be such that ν
a
0
(c) > δ¯ µc and set
c
0
= c ∩ [[ν
a
0
> δ¯ µC]]; then c
0
∈ C and 0 = c
0
⊆ c. Given that a
n
∈ A
b
, c
n
∈ C and 0 = c
n
⊆ c, then there
must be a
n+1
∈ A
b
, d
n
∈ C such that d
n
⊆ c
n
and ν
a
n+1
(d
n
) > ν
a
n
(d
n
). Set c
n+1
= d
n
∩ [[ν
a
n+1
> ν
a
n
]], so
that c
n+1
∈ C and 0 = c
n+1
⊆ c
n
, and continue.
There is some n ∈ N such that nδ ≥ 1. For any i < n, the construction ensures that
0 = c
n+1
⊆ c
i+1
⊆ [[ν
a
i+1
> ν
a
i
]],
so ν
a
i
(c
n+1
) < ν
a
i+1
(c
n+1
); also c
n+1
⊆ c
0
so
¯ µ(a
i
∩ c
n+1
) = ν
a
i
(c
n+1
) ≥ ν
a
0
(c
n+1
) > δ¯ µc
n+1
.
But this means that
¸
n−1
i=0
¯ µ(a
i
∩ c
n+1
) > ¯ µc
n+1
and there must be distinct j, k < n such that a
j
∩ a
k
∩ c
n+1
is nonzero. Because a
j
, a
k
∈ A there are d
t
, d
tt
∈ C such that a
j
∩ a
k
= a
j
∩ d
t
= a
k
∩ d
tt
; set d =
c
n+1
∩ d
t
∩ d
tt
, so that d ∈ C and
a
j
∩ d = a
j
∩ a
k
∩ c
n+1
= a
k
∩ d, ν
a
j
(d) = ¯ µ(a
j
∩ a
k
∩ c
n+1
) = ν
a
k
(d).
But as 0 = d ⊆ [[ν
a
i+1
> ν
a
i
]] for every i < n, ν
a
0
(d) < ν
a
1
(d) < . . . < ν
a
n
(d), so this is impossible. XXXQQQ
(c) Now for a global, rather than local, version of the same idea. For every b ∈ A there is an a ∈ A
b
such
that and ν
a
≥ ν
e
whenever e ∈ A
b
. PPP (i) By (b), the set C of those c ∈ C such that there is an a ∈ A
b
such
that ν
a
C
c
≥ ν
e
C
c
for every e ∈ A
b
is orderdense in C. Let 'c
i
`
i∈I
be a partition of unity in C consisting
of members of C, and for each i ∈ I choose a
i
∈ A
b
such that ν
a
i
C
c
i
≥ ν
e
C
c
i
for every e ∈ A
b
. Consider
a = sup
i∈I
a
i
∩ c
i
. (ii) If a
t
∈ A and a
t
⊆ a, then for each i ∈ I there is a d
i
∈ C such that a
i
∩ a
t
= a
i
∩ d
i
.
Set d
t
= sup
i∈I
c
i
∩ d
i
; then (because 'c
i
`
i∈I
is disjoint)
a ∩ d
t
= sup
i∈I
a
i
∩ c
i
∩ d
i
= sup
i∈I
a
i
∩ c
i
∩ a
t
= a ∩ a
t
= a
t
.
As a
t
is arbitrary, this shows that a ∈ A. (iii) Of course a ∩ b = 0, so a ∈ A
b
. Now take any e ∈ A
b
, d ∈ C.
Then
ν
a
(d) =
¸
i∈I
ν
a
i
(c
i
∩ d) ≥
¸
i∈I
ν
e
(c
i
∩ d) = ν
e
(d).
333K Closed subalgebras 149
So this a has the required property. QQQ
(d) Choose 'a
n
`
n∈N
inductively in A so that, for each n, a
n
∩ sup
i<n
a
i
= 0 and ν
a
n
≥ ν
e
whenever
e ∈ A and e ∩ sup
i<n
a
i
= 0. Set µ
n
= ν
a
n
. Because a
n+1
∩ sup
i<n
a
i
= 0, µ
n+1
≤ µ
n
for each n. Also
sup
n∈N
a
n
= supA. PPP Take any a ∈ A and set e = a \ sup
n∈N
a
n
. Then e ∈ A and, for any n ∈ N,
e ∩ sup
i<n
a
i
= 0, so ν
e
≤ ν
a
n
and
¯ µe = ν
e
(1) ≤ ν
a
n
(1) = ¯ µa
n
.
But as 'a
n
`
n∈N
is disjoint, this means that e = 0, that is, a ⊆ sup
n∈N
a
n
. As a is arbitrary, supA ⊆ sup
n∈N
a
n
.
QQQ
(e) Thus we have a sequence 'µ
n
`
n∈N
of the required type, witnessed by 'a
n
`
n∈N
. To see that it is
unique, suppose that 'µ
t
n
`
n∈N
, 'a
t
n
`
n∈N
are another pair of sequences with the same properties. Note
ﬁrst that if c ∈ C and 0 = c ⊆ [[µ
t
i
> 0]] there is some k ∈ N such that c ∩ a
t
i
∩ a
k
= 0; this is because
¯ µ(a
t
i
∩ c) = µ
t
i
(c) > 0, so that a
t
i
∩ c = 0, while a
t
i
⊆ supA = sup
k∈N
a
k
. ??? Suppose, if possible, that there is
some n such that µ
n
= µ
t
n
; since the situation is symmetric, there is no loss of generality in supposing that
µ
t
n
≤ µ
n
, that is, that c = [[µ
t
n
> µ
n
]] = 0. For any i ≤ n, µ
t
i
≥ µ
t
n
so c ⊆ [[µ
t
i
> 0]]. We may therefore choose
c
0
, . . . , c
n+1
∈ C
c
` ¦0¦ and k(0), . . . , k(n) ∈ N such that c
0
= c and, for i ≤ n,
c
i
∩ a
t
i
∩ a
k(i)
= 0
(choosing k(i), recalling that 0 = c
i
⊆ c ⊆ [[µ
t
i
> 0]]),
c
i+1
∈ C, c
i+1
⊆ c
i
, c
i+1
∩ a
t
i
= c
i+1
∩ a
k(i)
= c
i
∩ a
t
i
∩ a
k(i)
(choosing c
i+1
, using the fact that a
t
i
and a
k(i)
both belong to A – see the penultimate sentence in part (b)
of the proof.) On reaching c
n+1
, we have 0 = c
n+1
⊆ c so µ
n
(c
n+1
) < µ
t
n
(c
n+1
). On the other hand, for
each i ≤ n,
c
n+1
∩ a
t
i
∩ a
k(i)
= c
n+1
∩ c
i+1
∩ a
t
i
∩ a
k(i)
= c
n+1
∩ a
t
i
= c
n+1
∩ a
k(i)
,
so
µ
n
(c
n+1
) < µ
t
n
(c
n+1
) ≤ µ
t
i
(c
n+1
) = ¯ µ(c
n+1
∩ a
t
i
) = ¯ µ(c
n+1
∩ a
k(i)
) = µ
k(i)
(c
n+1
),
and k(i) must be less than n. There are therefore distinct i, j ≤ n such that k(i) = k(j). But in this case
c
n+1
∩ a
t
i
= c
n+1
∩ a
k(i)
= c
n+1
∩ a
k(j)
= c
n+1
∩ a
t
j
= 0
because 0 = c
n+1
⊆ [[µ
t
j
> 0]]. So a
t
i
, a
t
j
cannot be disjoint, breaking one of the rules of the construction. XXX
Thus µ
n
= µ
t
n
for every n ∈ N.
This completes the proof.
333K Theorem Let (A, ¯ µ) be a totally ﬁnite measure algebra and C a closed subalgebra of A. Then
there are unique families 'µ
n
`
n∈N
, 'µ
κ
`
κ∈K
such that
K is a countable set of inﬁnite cardinals,
for i ∈ N ∪ K, µ
i
is a nonnegative countably additive functional on C, and
¸
i∈N∪K
µ
i
c = ¯ µc
for every c ∈ C,
µ
n+1
≤ µ
n
for every n ∈ N, and µ
κ
= 0 for κ ∈ K,
setting e
i
= [[µ
i
> 0]] ∈ C, and giving the principal ideal C
e
i
generated by e
i
the measure
µ
i
C
e
i
for each i ∈ N∪K, and writing (B
κ
, ¯ ν
κ
) for the measure algebra of the usual measure on
¦0, 1¦
κ
for κ ∈ K, we have a measure algebra isomorphism
π : A →
¸
n∈N
C
e
n
¸
κ∈K
C
e
κ
´
⊗B
κ
such that
πc = ('c ∩ e
n
`
n∈N
, '(c ∩ e
κ
) ⊗1`
κ∈K
)
for each c ∈ C, writing c ⊗1 for the canonical image in C
e
κ
´
⊗B
κ
of c ∈ C
e
κ
.
proof (a) I aim to use the construction of 333H, but taking much more care over the choice of 'a
i
`
i∈I
in
part (a) of the proof there. We start by taking 'a
n
`
n∈N
as in 333J, and setting µ
n
c = ¯ µ(a
n
∩ c) for every
n ∈ N, c ∈ C; then these a
n
will deal with the part in supA, as deﬁned in the proof of 333J.
150 Maharam’s theorem 333K
(b) The further idea required here concerns the treatment of inﬁnite κ. Let 'b
i
`
i∈I
be any partition
of unity in A consisting of nonzero members of A which are relatively Maharamtypehomogeneous over
C, and 'κ
i
`
i∈I
the corresponding cardinals, so that κ
i
= 0 iﬀ b
i
∈ A. Set I
1
= ¦i : i ∈ I, κ
i
≥ ω¦. Set
K = ¦κ
i
: i ∈ I
1
¦, so that K is a countable set of inﬁnite cardinals, and for κ ∈ K set J
κ
= ¦i : κ
i
= κ¦,
a
κ
= sup
i∈J
κ
b
i
for κ ∈ K. Now every a
κ
is relatively Maharamtypehomogeneous over C. PPP (Compare
332H.) J
κ
must be countable, because A is ccc. If 0 = a ⊆ a
κ
, there is some i ∈ J
κ
such that a ∩ b
i
= 0; now
τ
C
a
(A
a
) ≥ τ
C
a∩b
i
(A
a∩b
i
) = κ
i
= κ.
At the same time, for each i ∈ J
κ
, there is a set D
i
⊆ A
b
i
such that #(D
i
) = κ and C
b
i
∪ D
i
τgenerates
A
b
i
. Set D =
¸
i∈J
κ
D
i
∪ ¦b
i
: i ∈ J
κ
¦; then
#(D) ≤ max(ω, #(J
κ
), sup
i∈K
#(D
i
)) = κ.
Let B be the closed subalgebra of A
a
κ
generated by C
a
κ
∪ D. Then
C
b
i
∪ D
i
⊆ ¦b ∩ b
i
: b ∈ B¦ = B∩ A
b
i
so B ⊇ A
b
i
for each i ∈ J
κ
, and B = A
a
κ
. Thus C
a
κ
∪ D τgenerates A
a
κ
, and
τ
C
a
κ
(A
a
κ
) ≤ κ ≤ min
0,=a⊆a
κ
τ
C
a
(A
a
).
This shows that a
κ
is relatively Maharamtypehomogeneousover C, with τ
C
a
κ
(A
a
κ
) = κ. QQQ
Since evidently 'J
κ
`
κ∈K
and 'a
κ
`
κ∈K
are disjoint, and sup
κ∈K
a
κ
= sup
i∈I
1
b
i
, this process yields a
partition 'a
i
`
i∈N∪K
of unity in A. Now the arguments of 333H show that we get an isomorphism π of the
kind described.
(c) To see that the families 'µ
n
`
n∈N
, 'µ
κ
`
κ∈K
(and therefore the e
i
and the (C
e
i
, µ
i
C
e
i
), but not π) are
uniquely deﬁned, argue as follows. Take families '˜ µ
n
`
n∈N
, '˜ µ
κ
`
κ∈
˜
K
which correspond to an isomorphism
˜ π : A →D =
¸
n∈N
C
˜ e
n
¸
κ∈
˜
K
C
˜ e
κ
´
⊗B
κ
,
writing ˜ e
i
= [[˜ µ
i
> 0]] for i ∈ N∪
˜
K. In the simple product
¸
n∈N
C
˜ e
n
¸
κ∈
˜
K
C
˜ e
κ
´
⊗B
κ
, we have a partition
of unity 'e
∗
i
`
i∈N∪
˜
K
corresponding to the product structure. Now for d ⊆ e
∗
i
, we have
τ
˜ π[C]
d
(D
d
) = 0 if i ∈ N,
= κ if i = κ ∈
˜
K.
So
˜
K must be
¦κ : κ ≥ ω, ∃a ∈ A, τ
C
a
(A
a
) = κ¦ = K,
and for κ ∈
˜
K,
˜ π
−1
e
∗
κ
= sup¦a : a ∈ A, τ
C
a
(A
a
) = κ¦ = a
κ
,
so that ˜ µ
κ
= µ
κ
. On the other hand, '˜ π
−1
e
∗
n
`
n∈N
must be a disjoint sequence with supremum supA, and
the corresponding functionals ˜ µ
n
are supposed to form a nonincreasing sequence, so must be equal to the
µ
n
by 333J.
333L Remark Thus for the classiﬁcation of structures (A, ¯ µ, C), where (A, ¯ µ) is a totally ﬁnite measure
algebra and C is a closed subalgebra, it will be enough to classify objects (C, ¯ µ, 'µ
n
`
n∈N
, 'µ
κ
`
κ∈K
), where
(C, ¯ µ) is a totally ﬁnite measure algebra,
'µ
n
`
n∈N
is a nonincreasing sequence of nonnegative countably additive functionals on C,
K is a countable set of inﬁnite cardinals (possibly empty),
'µ
κ
`
κ∈K
is a family of nonzero nonnegative countably additive functionals on C,
¸
∞
n=0
µ
n
+
¸
κ∈K
µ
κ
= ¯ µ.
To do this we need the concept of ‘standard extension’ of a countably additive functional on a closed
subalgebra of a measure algebra, treated in 327F327G, together with the following idea.
333M Closed subalgebras 151
333M Lemma Let (C, ¯ µ) be a totally ﬁnite measure algebra and 'µ
i
`
i∈I
a family of countably additive
functionals on C. For i ∈ I, α ∈ R set e
iα
= [[µ
i
> α¯ µ]] (326P), and let C
0
be the closed subalgebra of C
generated by ¦e
iα
: i ∈ I, α ∈ R¦. Write Σ for the σalgebra of subsets of R
I
generated by sets of the form
E
iα
= ¦x : x(i) > α¦ as i runs through I, α runs over R. Then
(a) there is a measure µ, with domain Σ, such that there is a measurepreserving isomorphism π : Σ/^
µ
→
C
0
for which πE
•
iα
= e
iα
for every i ∈ I, α ∈ R, writing ^
µ
for µ
−1
[¦0¦];
(b) this formula determines both µ and π;
(c) for every E ∈ Σ, i ∈ I, we have
µ
i
πE
•
=
E
x(i)µ(dx);
(d) for every i ∈ I, µ
i
is the standard extension of µ
i
C
0
to C;
(e) for every i ∈ I, µ
i
≥ 0 iﬀ x(i) ≥ 0 for µalmost every x;
(f) for every i, j ∈ I, µ
i
≥ µ
j
iﬀ x(i) ≥ x(j) for µalmost every x;
(g) for every i ∈ I, µ
i
= 0 iﬀ x(i) = 0 for µalmost every x.
proof (a) Express (C, ¯ µ) as the measure algebra of a measure space (Y, T, ν); write φ : T → C for the
corresponding homomorphism. For each i ∈ I let f
i
: Y →R be a Tmeasurable, νintegrable function such
that
H
f
i
= µ
i
φH for every H ∈ T. Deﬁne ψ : Y →R
I
by setting ψ(y) = 'f
i
(y)`
i∈I
; then ψ
−1
[E
iα
] ∈ Σ, and
e
iα
= φ(ψ
−1
[E
iα
]) for every i ∈ I, α ∈ R. (See part (a) of the proof of 327F.) So ¦E : E ⊆ R
I
, ψ
−1
[E] ∈ T¦,
which is a σalgebra of subsets of R
I
, contains every E
iα
, and therefore includes Σ; that is, ψ
−1
[E] ∈ T
for every E ∈ Σ. Accordingly we may deﬁne µ by setting µE = νψ
−1
[E] for every E ∈ Σ, and µ will be
a measure on R
I
with domain Σ. The Boolean homomorphism E → φψ
−1
[E] : Σ → C has kernel ^
µ
, so
descends to a homomorphism π : Σ/^
µ
→ C, which is measurepreserving. To see that π[Σ/^
µ
] = C
0
,
observe that because Σ is the σalgebra generated by ¦E
iα
: i ∈ I, α ∈ R¦, π[Σ/^
µ
] must be the closed
subalgebra of C generated by ¦πE
•
iα
: i ∈ I, α ∈ R¦ = ¦e
iα
: i ∈ I, α ∈ R¦, which is C
0
.
(b) Now suppose that µ
t
, π
t
have the same properties. Consider
/ = ¦E : E ∈ Σ, πE
•
= π
t
E
◦
¦,
where I write E
•
for the equivalence class of E in Σ/^
µ
, and E
◦
for the equivalence class of E in Σ/^
µ
.
Then / is a σsubalgebra of Σ, because E → πE
•
, E → π
t
E
◦
are both sequentially ordercontinuous Boolean
homomorphisms, and contains every E
iα
, so must be the whole of Σ. Consequently
µE = ¯ µπE
•
= ¯ µπ
t
E
◦
= µ
t
E
for every E ∈ Σ, and µ
t
= µ; it follows at once that π
t
= π. So µ and π are uniquely determined.
(c) If E ∈ Σ and i ∈ I,
E
x(i)µ(dx) =
x(i)χE(x)µ(dx) =
ψ(y)(i)χE(ψ(y))ν(dy)
(applying 235I to the inversemeasurepreserving function ψ : Y →R
I
)
=
ψ
−1
[E]
f
i
(y)ν(dy)
(by the deﬁnition of ψ)
= µ
i
φ(ψ
−1
[E])
(by the choice of f
i
)
= µ
i
πE
•
by the deﬁnition of π.
(d) Because [[µ
i
> α¯ µ]] ∈ C
0
, it is equal to [[µ
i
C
0
> α¯ µC
0
]], for every α ∈ R. So µ
i
must be the standard
extension of µ
i
C
0
(327F).
(e)(g) The point is that, because the standardextension operator is orderpreserving (327F(bii)),
152 Maharam’s theorem 333M
µ
i
≥ 0 ⇐⇒ µ
i
C
0
≥ 0
⇐⇒
E
x(i)µ(dx) ≥ 0 for every E ∈ Σ
⇐⇒ x(i) ≥ 0 µa.e.,
µ
i
≥ µ
j
⇐⇒ µ
i
C
0
≥ µ
j
C
0
⇐⇒
E
x(i)µ(dx) ≥
E
x(j)µ(dx) for every E ∈ Σ
⇐⇒ x(i) ≥ x(j) µa.e.,
µ
i
= 0 ⇐⇒ µ
i
C
0
= 0
⇐⇒
E
x(i)µ(dx) = 0 for every E ∈ Σ
⇐⇒ x(i) = 0 µa.e..
333N A canonical form for closed subalgebras We now have all the elements required to describe
a canonical form for structures
(A, ¯ µ, C),
where (A, ¯ µ) is a totally ﬁnite measure algebra and C is a closed subalgebra of A. The ﬁrst step is the
matching of such structures with structures
(C, ¯ µ, 'µ
n
`
n∈N
, 'µ
κ
`
κ∈K
),
where (C, ¯ µ) is a totally ﬁnite measure algebra, 'µ
n
`
n∈N
is a nonincreasing sequence of nonnegative count
ably additive functionals on C, K is a countable set of inﬁnite cardinals, 'µ
κ
`
κ∈K
is a family of nonzero
nonnegative countably additive functionals on C, and
¸
∞
n=0
µ
n
+
¸
κ∈K
µ
κ
= ¯ µ; this is the burden of 333K.
Next, given any structure of this second kind, we have a corresponding closed subalgebra C
0
of C, a
measure µ on R
I
, where I = N ∪ K, and an isomorphism π from the measure algebra C
∗
0
of µ to C
0
, all
uniquely deﬁned from the family 'µ
i
`
i∈I
by the process of 333M. For any E belonging to the domain Σ of
µ, and i ∈ I, we have
µ
i
πE
•
=
E
x(i)µ(dx)
(333Mc), so that µ
i
C
0
is ﬁxed by π and µ. Moreover, the functionals µ
i
can be recovered from their
restrictions to C
0
by the formulae of 327F (333Md). Thus from (C, ¯ µ, 'µ
i
`
i∈I
) we are led, by a canonical and
reversible process, to the structure
(C, ¯ µ, C
0
, I, µ, π).
But the extension C of C
0
= π[C
∗
0
] can be described, up to isomorphism, by the same process as before;
that is, it corresponds to a sequence '¯ ν
n
`
n∈N
and a family '¯ ν
κ
`
κ∈L
of countably additive functionals on C
0
satisfying the conditions of 333K. We can transfer these to C
∗
0
, where they correspond to families 'ν
n
`
n∈N
,
'ν
κ
`
κ∈L
of absolutely continuous countably additive functionals deﬁned on Σ, setting
ν
j
E = ¯ ν
j
πE
•
for E ∈ Σ, j ∈ N∪L. This process too is reversible; every absolutely continuous countably additive functional
ν on Σ corresponds to countably additive functionals on C
∗
0
and C
0
. Let me repeat that the results of 327F
mean that the whole structure (C, ¯ µ, 'µ
i
`
i∈I
) can be recovered from (C
0
, ¯ µC
0
, 'µ
i
C
0
`
i∈I
) if we can get the
description of (C, ¯ µ) right, and that the requirements µ
i
≥ 0, µ
n
≥ µ
n+1
, µ
κ
= 0,
¸
i∈I
µ
i
= ¯ µ imposed in
333K will survive the process (327F(biv)).
Putting all this together, a structure (A, ¯ µ, C) leads, in a canonical and (up to isomorphism) reversible
way, to a structure
(K, µ, L, 'ν
κ
`
κ∈N∪L
)
such that
333P Closed subalgebras 153
K and L are countable sets of inﬁnite cardinals,
µ is a totally ﬁnite measure on R
I
, where I = N ∪ K, and its domain Σ is precisely the
σalgebra of subsets of R
I
deﬁned by the coordinate functionals,
for µalmost every x ∈ R
I
we have x(i) ≥ 0 for every i ∈ I, x(n) ≥ x(n + 1) for every n ∈ N
and
¸
i∈I
x(i) = 1,
for κ ∈ K, µ¦x : x(κ) > 0¦ > 0,
(these two sections corresponding to the requirements µ
i
≥ 0, µ
n
≥ µ
n+1
,
¸
i∈I
µ
i
= ¯ µ, µ
κ
= 0 – see
333M(e)(g))
for j ∈ J = N ∪ L, ν
j
is a nonnegative countably additive functional on Σ,
ν
n
≥ ν
n+1
for every n ∈ N, ν
κ
= 0 for every κ ∈ L,
¸
j∈J
ν
j
= µ.
333O Remark I do not envisage quoting the result above very often. Indeed I do not claim that its ﬁnal
form adds anything to the constituent results 333K, 327F and 333M. I have taken the trouble to spell it out,
however, because it does not seem to me obvious that the trail is going to end quite as quickly as it does.
We need to use 333K twice, but only twice. The most important use of the ideas expressed here, I suppose,
is in constructing examples to strengthen our intuition for the structures (A, ¯ µ, C) under consideration, and
I hope that you will experiment in this direction.
333P At the risk of trespassing on the province of Chapter 38, I turn now to a special type of closed
subalgebra, in which there is a particularly elegant alternative form for a canonical description. The ﬁrst
step is an important result concerning automorphisms of homogeneous probability algebras.
Proposition Let (B, ¯ ν) be a homogeneous probability algebra. Then there is a measurepreserving auto
morphism φ : B →B such that
lim
n→∞
¯ ν(c ∩ φ
n
(b)) = ¯ νc ¯ νb
for all b, c ∈ B.
proof (a) The case B = ¦0, 1¦ is trivial (φ is, and must be, the identity map) so we may take it that
B is the measure algebra of ¦0, 1¦
κ
with its usual measure ν
κ
, where κ is an inﬁnite cardinal. Because
#(κ Z) = max(ω, κ) = κ, there must be a bijection θ : κ → κ such that every orbit of θ in κ is
inﬁnite (take θ to correspond to the bijection (ξ, n) → (ξ, n + 1) : κ Z → κ Z). This induces a
bijection
ˆ
θ : ¦0, 1¦
κ
→ ¦0, 1¦
κ
through the formula
ˆ
θ(x) = xθ for every x ∈ ¦0, 1¦
κ
, and of course
ˆ
θ is an
automorphism of the measure space (¦0, 1¦
κ
, ν
κ
). It therefore induces a corresponding automorphism φ of
B, setting φE
•
= (
ˆ
θ
−1
[E])
•
for every E in the domain Σ of ν
κ
.
(b) Let Σ
0
be the family of subsets E of ¦0, 1¦
κ
which are determined by coordinates in ﬁnite sets,
that is, are expressible in the form E = ¦x : xJ ∈
˜
E¦ for some ﬁnite set J ⊆ κ and some
˜
E ⊆ ¦0, 1¦
J
;
equivalently, expressible as a ﬁnite union of basic cylinder sets ¦x : xJ = y¦. Then Σ
0
is a subalgebra of
Σ, so C = ¦E
•
: E ∈ Σ
0
¦ is a subalgebra of B.
(c) Now if b, c ∈ C, there is an n ∈ N such that ¯ ν(c ∩ φ
m
(b)) = ¯ νc ¯ νb for every m ≥ n. PPP Express b, c
as E
•
, F
•
where E = ¦x : xJ ∈
˜
E¦, F = ¦x : xK ∈
˜
F¦ and J, K are ﬁnite subsets of κ. For ξ ∈ K, all
the θ
n
(ξ) are distinct, so only ﬁnitely many of them can belong to J; as K is also ﬁnite, there is an n such
that θ
m
[J] ∩ K = ∅ for every m ≥ n. Fix m ≥ n. Then φ
m
(b) = H
•
where
H = ¦x : xθ
m
∈ E¦ = ¦x : xθ
m
J ∈
˜
E¦ = ¦x : xL ∈
˜
H¦,
where L = θ
m
[J] and
˜
H = ¦zθ
−m
: z ∈
˜
E¦. So ¯ ν(c ∩ φ
m
(b)) = ν(F ∩H). But L and K are disjoint, because
m ≥ n, so F and H must be independent (cf. 272K), and
¯ ν(c ∩ φ
m
(b)) = νF νH = νF νE = ¯ νc ¯ νb,
as claimed. QQQ
(d) Now recall that for every E ∈ Σ, > 0 there is an E
t
∈ Σ
0
such that ν(E´E
t
) ≤ (254Fe). So,
given b, c ∈ B and > 0, we can ﬁnd b
t
, c
t
∈ C such that ¯ ν(b .b
t
) ≤ and ¯ ν(c .c
t
) ≤ , and in this case
154 Maharam’s theorem 333P
limsup
n→∞
[¯ ν(c ∩ φ
n
(b)) − ¯ νc ¯ νb[
≤ limsup
n→∞
[¯ ν(c ∩ φ
n
(b)) − ¯ ν(c
t
∩ φ
n
(b
t
))[
+[¯ ν(c
t
∩ φ
n
(b
t
)) − ¯ νc
t
¯ νb
t
[ +[¯ νc ¯ νb − ¯ νc
t
¯ νb
t
[
= limsup
n→∞
[¯ ν(c ∩ φ
n
(b)) − ¯ ν(c
t
∩ φ
n
(b
t
))[ +[¯ νc ¯ νb − ¯ νc
t
¯ νb
t
[
≤ limsup
n→∞
¯ ν(c .c
t
) + ¯ ν(φ
n
(b) .φ
n
(b
t
))
+ ¯ νc[¯ νb − ¯ νb
t
[ +[¯ νc − ¯ νc
t
[¯ νb
t
≤ ¯ ν(c .c
t
) + ¯ ν(b .b
t
) + ¯ νc ¯ ν(b .b
t
) + ¯ ν(c .c
t
)¯ νb
t
≤ 4.
As is arbitrary,
lim
n→∞
¯ ν(c ∩ φ
n
(b)) = ¯ νc ¯ νb,
as required.
Remark Automorphisms of this type are called mixing (see 372P below).
333Q Corollary Let (C, ¯ µ
0
) be a totally ﬁnite measure algebra and (B, ¯ ν) a probability algebra which
is either homogeneous or purely atomic with ﬁnitely many atoms all of the same measure. Let (A, ¯ µ) be
the localizable measure algebra free product of (C, ¯ µ
0
) and (B, ¯ ν). Then there is a measurepreserving
automorphism π : A →A such that
¦a : a ∈ A, πa = a¦ = ¦c ⊗1 : c ∈ C¦.
Remark I am following 315M in using the notation c ⊗b for the intersection in A of the canonical images
of c ∈ C and b ∈ B. By 325Dc I need not distinguish between the free product C ⊗B and its image in A.
proof (a) Let me deal with the case of atomic B ﬁrst. In this case, if B has n atoms b
0
, . . . , b
n−1
, let
φ : B → B be the measurepreserving homomorphism cyclically permuting these atoms, so that φb
0
=
b
1
, . . . , φb
n−1
= b
0
. Because φ is an automorphism of (B, ¯ ν), it induces an automorphism π of (A, ¯ µ);
any member of A is uniquely expressible as a = sup
i<n
c
i
⊗ b
i
, and now πa = sup
i<n
c
i
⊗ b
i+1
, if we set
b
n
= b
0
. So πa = a iﬀ c
i
= c
i+1
for i < n − 1 and c
n−1
= c
0
, that is, iﬀ all the c
i
are the same and
a = sup
i<n
c ⊗b
i
= c ⊗1 for some c ∈ C.
(b) If B is homogeneous, then take a mixing measurepreserving automorphism φ : B →B as described
in 333P. As in (a), this corresponds to an automorphism π of A, deﬁned by saying that π(c ⊗b) = c ⊗φ(b)
for every c ∈ C, b ∈ A. Of course π(c ⊗1) = c ⊗1 for every c ∈ C.
Now suppose that a ∈ A and πa = a; I need to show that a ∈ C
1
= ¦c ⊗1 : c ∈ C¦. Take any > 0. We
know that C ⊗ B is topologically dense in A (325Dc), so there is an a
t
∈ C ⊗ B such that ¯ µ(a .a
t
) ≤
2
.
Express a
t
as sup
i∈I
c
i
⊗b
i
, where 'c
i
`
i∈I
is a ﬁnite partition of unity in C (315Na). Then
πa
t
= sup
i∈I
c
i
⊗φ(b
i
), π
n
(a
t
) = sup
i∈I
c
i
⊗φ
n
(b
i
) for every n ∈ N.
So we can get a formula for
lim
n→∞
¯ µ(a
t
∩ π
n
(a
t
)) = lim
n→∞
¯ µ(sup
i∈I
c
i
⊗(b
i
∩ φ
n
(b
i
)))
= lim
n→∞
¸
i∈I
¯ µ
0
c
i
¯ ν(b
i
∩ φ
n
(b
i
)) =
¸
i∈I
¯ µ
0
c
i
(¯ νb
i
)
2
.
It follows that
¸
i∈I
¯ µ
0
c
i
(¯ νb
i
)
2
= lim
n→∞
¯ µ(a
t
∩ π
n
(a
t
))
≥ limsup
n→∞
¯ µ(a ∩ π
n
(a)) − ¯ µ(a .a
t
) − ¯ µ(π
n
(a) .π
n
(a
t
))
= ¯ µa −2¯ µ(a .a
t
) ≥ ¯ µa
t
−3¯ µ(a .a
t
) ≥
¸
i∈I
¯ µ
0
c
i
¯ νb
i
−3
2
,
333R Closed subalgebras 155
that is,
¸
i∈I
¯ µ
0
c
i
¯ νb
i
(1 − ¯ νb
i
) ≤ 3
2
.
But this means that, setting J = ¦i : i ∈ I, ¯ νb
i
(1 − ¯ νb
i
) ≥ ¦, we must have
¸
i∈J
¯ µ
0
c
i
≤ 3. Set
K = ¦i : i ∈ I, ¯ νb
i
≥ 1 −2¦, L = ¦i : i ∈ I ` K, ¯ νb
i
≤ 2¦, c = sup
i∈K
c
i
.
Then I ` (K ∪ L) ⊆ J, so
¯ µ(a
t
.(c ⊗1)) =
¸
i∈I\K
¯ µ
0
c
i
¯ νb
i
+
¸
i∈K
¯ µ
0
c
i
(1 − ¯ νb
i
)
≤
¸
i∈J
¯ µ
0
c
i
¯ νb
i
+
¸
i∈L
¯ µ
0
c
i
¯ νb
i
+
¸
i∈K
¯ µ
0
c
i
(1 − ¯ νb
i
)
≤
¸
i∈J
¯ µ
0
c
i
+ 2
¸
i∈L
¯ µ
0
c
i
+ 2
¸
i∈K
¯ µ
0
c
i
≤ 3 + 2 = 5,
and
¯ µ(a .(c ⊗1)) ≤
2
+ 5.
As is arbitrary, a belongs to the topological closure of C
1
. But of course C
1
is a closed subalgebra of A
(325Dd), so must actually contain a.
As a is arbitrary, π has the required property.
333R Now for the promised special type of closed subalgebra. It will be convenient to have the following
temporary notation. Write Card
∗
for the (proper) class of all nonzero cardinals. For inﬁnite κ ∈ Card
∗
, let
(B
κ
, ¯ ν
κ
) be the measure algebra of the usual measure on ¦0, 1¦
κ
. For ﬁnite n ∈ Card
∗
, let B
n
be the power
set of ¦0, . . . , n −1¦ and set ¯ ν
n
b =
1
n
#(b) for b ∈ B
n
.
Theorem Let (A, ¯ µ) be a totally ﬁnite measure algebra and C a subset of A. Then the following are
equiveridical:
(i) there is some set G of measurepreserving automorphisms of A such that
C = ¦c : c ∈ A, πc = c for every π ∈ G¦;
(ii) C is a closed subalgebra of A and there is a partition of unity 'e
i
`
i∈I
of C, where I is a countable
subset of Card
∗
, such that A is isomorphic to
¸
i∈I
C
e
i
´
⊗B
i
, writing C
e
i
for the principal ideal of C generated
by e
i
and endowed with ¯ µC
e
i
, and C
e
i
´
⊗B
i
for the localizable measure algebra free product of C
e
i
and B
i
– the isomorphism being one which takes any c ∈ C to '(c ∩ e
i
) ⊗1`
i∈I
, as in 333H and 333K;
(iii) there is a single measurepreserving automorphism π of A such that
C = ¦c : c ∈ A, πc = c¦.
proof (a)(i)⇒(ii)(ααα) C is a subalgebra because every π ∈ G is a Boolean homomorphism, and it is order
closed because every π is ordercontinuous (324Kb). (Or, if you prefer, C is topologically closed because
every π is continuous.)
(βββ) Because C is a closed subalgebra of A, its embedding can be described in terms of families 'µ
n
`
n∈N
,
'µ
κ
`
κ∈K
as in Theorem 333K. Set I
t
= K∪N. Recall that each µ
i
is deﬁned by setting µ
i
c = ¯ µ(c ∩ a
i
), where
'a
i
`
i∈I
is a partition of unity in A (see the proofs of 333H and 333K). Now for κ ∈ K, a
κ
is the maximal
element of A which is relatively Maharamtypehomogeneous over C with relative Maharam type κ (part
(b) of the proof of 333K). Consequently we must have πa
κ
= a
κ
for any measure algebra automorphism of
(A, ¯ µ) which leaves C invariant; in particular, for every π ∈ G. Thus a
κ
∈ C for every κ ∈ K.
(γγγ) Now consider the relatively atomic part of A. The elements a
n
, for n ∈ N, are not uniquely
deﬁned. However, the functionals µ
n
and their supports e
t
n
= [[µ
n
> 0]] are uniquely deﬁned from the
structure (A, ¯ µ, C) and therefore invariant under G. Observe also that because sup
n∈N
a
n
= 1 \ sup
κ∈K
a
κ
belongs to C, and e
t
n
= inf¦c : c ∈ C, c ⊇ a
n
¦, while e
t
n
⊇ e
t
n+1
for every n, we must have e
t
0
= sup
n∈N
a
n
.
156 Maharam’s theorem 333R
Let G
∗
be the set of all those automorphisms π of the measure algebra (A, ¯ µ) such that πc = c for every
c ∈ C. Then of course G
∗
is a group including G. Now sup
π∈G
∗ πa
n
must be invariant under every member
of G
∗
, so belongs to C; it includes a
n
and is included in any member of C including a
n
, so must be e
t
n
.
(δδδ) I claim now that if n ∈ N then e
t
n
∩ [[µ
0
> µ
n
]] = 0. PPP??? Otherwise, set c = [[µ
0
> µ
n
]] ∩ e
t
n
. Then
µ
0
c > 0 so c ∩ a
0
= 0. By the last remark in (γ), there is a π ∈ G
∗
such that c ∩ a
0
∩ πa
n
= 0. Now there is
a c
t
∈ C such that c ∩ a
0
∩ πa
n
= c
t
∩ a
0
, and of course we may suppose that c
t
⊆ c. But this means that
π(c
t
∩ a
n
) = c
t
∩ πa
n
⊇ c
t
∩ a
0
∩ πa
n
= c
t
∩ a
0
,
so that
µ
n
c
t
= ¯ µ(c
t
∩ a
n
) = ¯ µπ(c
t
∩ a
n
) ≥ ¯ µ(c
t
∩ a
0
) = µ
0
c
t
,
which is impossible, because 0 = c
t
⊆ [[µ
0
> µ
n
]]. XXXQQQ
So µ
0
c ≤ µ
n
c whenever c ∈ C and c ⊆ e
t
n
. Because the µ
k
have been chosen to be a nonincreasing
sequence, we must have µ
0
c = µ
1
c = . . . = µ
n
c for every c ⊆ e
t
n
.
() Recalling now that
¸
i∈I
µ
i
= ¯ µC, we see that µ
0
c ≤
1
n+1
¯ µc for every c ⊆ e
t
n
. It follows that if
e
∗
= inf
n∈N
e
t
n
, µ
0
e
∗
= 0; but this must mean that e
∗
= 0. Consequently, setting I = I
t
`¦0¦, e
n
= e
t
n−1
\ e
t
n
for n ≥ 1, e
κ
= a
κ
for κ ∈ K, we ﬁnd that 'e
i
`
i∈I
is a partition of unity in C.
Moreover, for n ≥ 1 and c ⊆ e
n
, we must have
¯ µc =
¸
i∈I
µ
i
c =
¸
k<n
µ
k
c = nµ
0
c,
so that µ
k
c =
1
n
µc for every k < n. But this means that we have a measurepreserving homomorphism
ψ
n
: A
e
n
→C
e
n
´
⊗B
n
given by setting
ψ
n
(a
k
∩ c) = c ⊗¦k¦
whenever c ∈ C
e
n
and k < n; this is welldeﬁned because e
n
⊆ e
t
k
, so that a
k
∩ c = a
k
∩ c
t
if c, c
t
are distinct
members of C
e
n
, and it is measurepreserving because
¯ µ(a
k
∩ c) = µ
k
c =
1
n
¯ µc = ¯ µc ¯ ν
n
¦k¦
for all relevant k and c. Because B
n
is ﬁnite, ψ
n
is surjective.
(ζζζ) Just as in 333H, we now see that because 'e
i
`
i∈I
is a partition of unity in A as well as in C, we can
identify A with
¸
i∈I
A
e
i
and therefore with
¸
i∈I
C
e
i
´
⊗B
i
.
(b)(ii)⇒(iii) Let us work in D =
¸
i∈I
C
e
i
´
⊗B
i
, writing ψ : A →D for the canonical map. For each i ∈ I,
we have a measurepreserving automorphism π
i
of C
e
i
´
⊗B
i
with ﬁxedpoint subalgebra ¦c ⊗ 1 : c ∈ C
e
i
¦
(333Q). For d = 'd
i
`
i∈I
∈ D, set
πd = 'π
i
d
i
`
i∈I
.
Then π is a measurepreserving automorphism because every π
i
is. If πd = d, then for every i ∈ I there
must be a c
i
⊆ e
i
such that d
i
= c
i
⊗ 1. But this means that d = ψc, where c = sup
i∈I
c
i
∈ C. Thus
the ﬁxedpoint subalgebra of π is just ψ[C]. Transferring the structure (D, ψ[C], π) back to A, we obtain a
measurepreserving automorphism ψ
−1
πψ of A with ﬁxedpoint subalgebra C, as required.
(c)(iii)⇒(i) is trivial.
333X Basic exercises (a) Show that, in the proof of 333H, c
i
= upr(a
i
, C) (deﬁnition: 314V) for every
i ∈ I.
(b) In the context of Lemma 333M, show that we have a onetoone correspondence between atoms c of
C
0
and points x of nonzero mass in R
I
, given by the formula π¦x¦
•
= c.
(c) Let (A, ¯ µ) be totally ﬁnite measure algebra and G a set of measurepreserving Boolean homomorphisms
from A to itself such that πφ ∈ G for all π, φ ∈ G. (i) Show that a ⊆ sup
π∈G
πa for every a ∈ A. (Hint: if
πc ⊆ c, where π ∈ G and c ∈ A, then πc = c; apply this to c = sup
π∈G
πa.) (ii) Set C = ¦c : c ∈ A, πc = c
for every π ∈ G¦. Show that sup
π∈G
πa = upr(a, C) for every a ∈ A.
333 Notes Closed subalgebras 157
333Y Further exercises (a) Show that when I = N the algebra Σ of subsets of R
I
, used in 333M, is
precisely the Borel σalgebra as described in 271Ya.
(b) Let (A, ¯ µ) be a totally ﬁnite measure algebra, and B, C two closed subalgebras of A with C ⊆ B.
Show that τ
C
(B) ≤ τ
C
(A). (Hint: use 333K and the ideas of 332T.)
(c) Let (A, ¯ µ) be a probability algebra. Show that A is homogeneous iﬀ there is a measurepreserving
automorphism of A which is mixing in the sense of 333P.
(d) Let (A, ¯ µ) be a totally ﬁnite measure algebra, and G a set of measurepreserving Boolean homomor
phisms from A to itself. Set C = ¦c : c ∈ A, πc = c for every π ∈ G¦. Show that C is a closed subalgebra of A
of the type described in 333R. (Hint: in the language of part (a) of the proof of 333R, show that sup
n∈N
a
n
still belongs to C.)
333 Notes and comments I have done my best, in the ﬁrst part of this section, to follow the lines already
laid out in ''331332, using what should (once you have seen them) be natural generalizations of the former
deﬁnitions and arguments. Thus the Maharam type τ(A) of an algebra is just the relative Maharam type
τ
¦0,1¦
(A), and A is Maharamtypehomogeneous iﬀ it is relatively Maharamtypehomogeneous over ¦0, 1¦.
To help you trace through the correspondence, I list the code numbers: 331Fa→333Aa, 331Fb→333Ac,
331Hc→333Ba, 331Hd→333Bd, 332A→333Bb, 331I→333Cb, 331K→333E, 331L→333F(ii), 332B→333H,
332J→333K. 333D overlaps with 332P. Throughout, the principle is the same: everything can be built up
from products and free products.
Theorem 333Ca does not generalize any explicitly stated result, but overlaps with Proposition 332P. In
the proof of 333E I have used a new idea; the same method would of course have worked just as well for
331K, but I thought it worth while to give an example of an alternative technique, which displays a diﬀerent
facet of homogeneous algebras, and a diﬀerent way in which the algebraic, topological and metric properties
of homogeneous algebras interact. The argument of 331K331L relies (without using the term) on the fact
that measure algebras of Maharam type κ have topological density at most max(κ, ω) (see 331Ye), while
the the argument of 333E uses the rather more sophisticated concept of stochastic independence.
Corollary 333F(i) is cruder than the more complicated results which follow, but I think that it is invaluable
as a ﬁrst step in forming a picture of the possible embeddings of a given (totally ﬁnite) measure algebra C
in a larger algebra A. If we think of C as the measure algebra of a measure space (X, Σ, µ), then we can be
sure that A is representable as a closed subalgebra of the measure algebra of X ¦0, 1¦
κ
for some κ, that
is, the measure algebra of λT where λ is the product measure on X ¦0, 1¦
κ
and T is some σsubalgebra
of the domain of λ; the embedding of C in A being deﬁned by the formula E
•
→ (E ¦0, 1¦
κ
)
•
for E ∈ Σ
(325A, 325D). Identifying, in our imaginations, both X and ¦0, 1¦
κ
with the unit interval, we can try to
picture everything in the unit square – and these pictures, although necessarily inadequate for algebras of
uncountable Maharam type, already give a great deal of scope for invention.
I said above that everything can be constructed from simple products and free products, judiciously
combined; of course some further ideas must be mixed with these. The diﬀerence between 332B and 333H,
for instance, is partly in the need for the functionals µ
i
in the latter, whereas in the former the decomposition
involves only principal ideals with the induced measures. Because the µ
i
are completely additive, they all
have supports c
i
(326Xi) and we get measure algebras (C
c
i
, µ
i
C
c
i
) to use in the products. (I note that the
c
i
can be obtained directly from the a
i
, without mentioning the functionals µ
i
, by the process of 333Xa.)
The fact that the c
i
can overlap means that the ‘relatively atomic’ part of the larger algebra A needs a much
more careful description than before; this is the burden of 333J, and also the principal complication in the
proof of 333R. The ‘relatively atomless’ part is (comparatively) straightforward, since we can use the same
kind of amalgamation as before (part (ci) of the proof of 332J, part (b) of the proof of 333K), simpliﬁed
because I am no longer seeking to deal with algebras of inﬁnite magnitude.
Theorem 333K gives a canonical form for superalgebras of a given totally ﬁnite measure algebra (C, ¯ µ),
taking the structure (C, ¯ µ) itself for granted. I hope it is clear that while the µ
i
amd e
i
and the algebra
´
A =
¸
n∈N
C
e
n
¸
κ∈K
C
e
κ
´
⊗B
κ
and the embedding of C in
´
A are uniquely deﬁned, the rest of the isomorphism
π : A →
´
A generally is not. Even when the a
κ
are uniquely deﬁned the isomorphisms between A
a
κ
and
C
e
κ
´
⊗B
κ
depend on choosing generating families in the A
a
κ
; see the proof of 333Cb.
158 Maharam’s theorem 333 Notes
To understand the possible structures (C, 'µ
i
`
i∈I
) of that theorem, we have to go rather deeper. The route
I have chosen is to pick out the subalgebra C
0
of C determined by 'µ
i
`
i∈I
and identify it with the measure
algebra of a particular measure on R
I
. Perhaps I should apologise for not stating explicitly in the course of
Lemma 333M that the measures µ here are ‘Borel measures’ (see 333Ya); but I am afraid of opening a door
to an invasion of ideas which belong in Volume 4. Besides, if I were going to do anything more with these
measures than observe that they are uniquely deﬁned by the construction proposed, I would complete them
and call them Radon measures. In order to validate this approach, I must show that the µ
i
can be recovered
from their restrictions to C
0
; this is 333Md, and is the motive for the discussion of ‘standard extensions’ in
'327. No doubt there are other ways of doing it. One temptation which I felt it right to resist was the idea
of decomposing C into its homogeneous principal ideals; this seemed merely an additional complication. Of
course the subalgebra C
0
has countable Maharam type (being τgenerated by the elements e
iq
, for i ∈ I and
q ∈ Q, of 333M), so that its decomposition is relatively simple, being just a matter of picking out the atoms
(333Xb).
In 333P I ﬁnd myself presenting an important fact about homogeneous measure algebras, rather out of
context; but I hope that it will help you to believe that I have by no means ﬁnished with the insights which
Maharam’s theorem provides. I give it here for the sake of 333R. For the moment, I invite you to think of
333R as just a demonstration of the power of the techniques I have developed in this chapter, and of the
kind of simpliﬁcation (in the equivalence of conditions (i) and (iii)) which seems to arise repeatedly in the
theory of measure algebras. But you will see that the ﬁrst step to understanding any automorphism will
be a description of its ﬁxedpoint subalgebra, so 333R will also be basic to the theory of automorphisms of
measure algebras. I note that the hypothesis (i) of 333R can in fact be relaxed (333Yd), but this seems to
need an extra idea.
334 Products
I devote a short section to results on the Maharam classiﬁcation of the measure algebras of product
measures, or, if you prefer, of the free products of measure algebras. The complete classiﬁcation, even
for probability algebras, is complex (334Xe, 334Ya), so I content myself with a handful of the most useful
results. I start with upper bounds for the Maharam type of the c.l.d. product of two measure spaces (334A)
and the localizable measure algebra free product of two semiﬁnite measure algebras (334B), and go on to
the corresponding results for products of probability spaces and algebras (334C334D). Finally, I show that
any inﬁnite power of a probability space is Maharamtypehomogeneous (334E).
334A Theorem Let (X, Σ, µ) and (Y, T, ν) be measure spaces, with measure algebras A, B. Let λ be
the c.l.d. product measure on X Y , and (C,
¯
λ) its measure algebra. Then the Maharam type τ(C) is at
most max(ω, τ(A), τ(B)).
proof Recall from 325A that we have ordercontinuous Boolean homomorphisms ε
1
: A →C and ε
2
: B →C
deﬁned by setting ε
1
E
•
= (EY )
•
, ε
2
F
•
= (XF)
•
for E ∈ Σ, F ∈ T. Let A ⊆ A, B ⊆ B be τgenerating
sets with #(A) = τ(A), #(B) = τ(B); set C = ε
1
[A] ∪ ε
2
[B]. Then C τgenerates C. PPP Let C
1
be the
orderclosed subalgebra of C generated by C. Because ε
1
is ordercontinuous, ε
−1
1
[C
1
] is an orderclosed
subalgebra of A, and it includes A, so must be the whole of A; thus ε
1
a ∈ C
1
for every a ∈ A. Similarly,
ε
2
b ∈ C
1
for every b ∈ B.
This means that
Λ
1
= ¦W : W ∈ Λ, W
•
∈ C
1
¦
contains E F for every E ∈ Σ, F ∈ T. Also Λ
1
is a σalgebra of subsets of X Y , because C
1
is
(sequentially) orderclosed in C. So Λ
1
⊇ Σ
´
¸
T (deﬁnition: 251D). But this means that if W ∈ Λ there is
a V ∈ Λ
1
such that V ⊆ W and λV = λW (251Ib); that is, if c ∈ C there is a d ∈ C
1
such that d ⊆ c and
¯
λd =
¯
λc. Thus C
1
is orderdense in C, and
c = sup¦d : d ∈ C
1
, d ⊆ c¦ ∈ C
1
for every c ∈ C. So C
1
= C and C τgenerates C, as claimed. QQQ
334E Products 159
Consequently
τ(C) ≤ #(C) ≤ max(ω, τ(A), τ(B)).
334B Corollary Let (A
1
, ¯ µ
1
), (A
2
, ¯ µ
2
) be semiﬁnite measure algebras, with localizable measure algebra
free product (C,
¯
λ) (325E). Then τ(C) ≤ max(ω, τ(A), τ(B)).
proof By the construction of part (a) of the proof of 325D, C can be regarded as the measure algebra of
the c.l.d. product of the Stone representations of (A
1
, ¯ µ
1
) and (A
2
, ¯ µ
2
); so the result follows at once from
334A.
334C Theorem Let '(X
i
, Σ
i
, µ
i
)`
i∈I
be a family of probability spaces, with product (X, Λ, λ). Let A
i
,
C be the corresponding measure algebras. Then
τ(C) ≤ max(ω, #(I), sup
i∈I
τ(A
i
)).
proof Recall from 325I that we have ordercontinuous Boolean homomorphisms ψ
i
: A
i
→C corresponding
to the inversemeasurepreserving maps x → π
i
(x) = x(i) : X → X
i
. For each i ∈ I, let A
i
⊆ A
i
be a
set of cardinal τ(A
i
) which τgenerates A
i
. Set C =
¸
i∈I
ψ
i
[A
i
]. Then C τgenerates C. PPP Let C
1
be the
orderclosed subalgebra of C generated by C. Because ψ
i
is ordercontinuous, ψ
−1
i
[C
1
] is an orderclosed
subalgebra of A
i
, and it includes A
i
, so must be the whole of A
i
; thus ψ
i
a ∈ C
1
for every a ∈ A
i
, i ∈ I.
This means that
Λ
1
= ¦W : W ∈ Λ, W
•
∈ C
1
¦
contains π
−1
i
[E] for every E ∈ Σ
i
, i ∈ I. Also Λ
1
is a σalgebra of subsets of X, because C
1
is (sequentially)
orderclosed in C. So Λ
1
⊇
´
¸
i∈I
Σ
i
. But this means that if W ∈ Λ there is a V ∈ Λ
1
such that V
•
= W
•
(254Ff), that is, that C
1
= C, and C τgenerates C, as claimed. QQQ
Consequently
τ(C) ≤ #(C) ≤ max(ω, #(I), sup
i∈I
τ(A
i
)).
334D Corollary Let '(A
i
, ¯ µ
i
)`
i∈I
be a family of probability algebras, with probability algebra free
product (C,
¯
λ). Then
τ(C) ≤ max(ω, #(I), sup
i∈I
τ(A
i
)).
proof See 325J325K.
334E I come now to the question of when a probability algebra free product is homogeneous. I give
just one result in detail, leaving others to the exercises.
Theorem Let (X, Σ, µ) be a probability space, with measure algebra A, and I an inﬁnite set; let C be
the measure algebra of the product measure on X
I
. Then C is homogeneous. If τ(A) = 0 then τ(C) = 0;
otherwise τ(C) = max(τ(A), #(I)).
proof (a) As usual, write ¯ µ for the measure of A; let λ be the measure on X
I
,
¯
λ the measure on C. If
τ(A) = 0, that is, A = ¦0, 1¦, then C = ¦0, 1¦ (by 254Fe, or 325Jc, or otherwise), and in this case is surely
homogeneous, with τ(C) = 0. So let us suppose hencforth that τ(A) > 0. We have
τ(C) ≤ max(ω, #(I), τ(A)) = max(#(I), τ(A)),
by 334C.
(b) Fix on b ∈ A ` ¦0, 1¦. For each i ∈ I, let ψ
i
: A → C be the canonical measurepreserving homomor
phism corresponding to the inversemeasurepreserving function x → x(i) : X
I
→ X. For each n ∈ N, there
is a set J ⊆ I of cardinal n, and now the ﬁnite subalgebra of C generated by ¦ψ
i
b : i ∈ J¦ has atoms of
measure at most δ
n
, where δ = max(¯ µb, 1 − ¯ µb) < 1. Consequently C can have no atom of measure greater
than δ
n
, for any n, and is therefore atomless.
160 Maharam’s theorem 334E
(c) Because I is inﬁnite, there is a bijection between I and I N; that is, there is a partition 'J
i
`
i∈I
of
I into countably inﬁnite sets. Now (X
I
, λ) can be identiﬁed with the product of the family '(X
J
i
, λ
i
)`
i∈I
,
where λ
i
is the product measure on X
J
i
(254N). By (b), every λ
i
is atomless, so there are sets E
i
⊆ X
J
i
of measure
1
2
. The sets E
t
i
= ¦x : xJ
i
∈ E
i
¦ are now stochastically independent in X. Accordingly we
have an inversemeasurepreserving function f : X → ¦0, 1¦
I
, endowed with its usual measure ν
I
, deﬁned
by setting f(x)(i) = 1 if x ∈ E
t
i
, 0 otherwise, and therefore a measurepreserving Boolean homomorphism
π : B
I
→C, writing B
I
for the measure algebra of ν
I
.
Now if c ∈ C`¦0¦ and C
c
is the corresponding ideal, b → c ∩ πb : B
I
→C
c
is an ordercontinuous Boolean
homomorphism. It follows that τ(C
c
) ≥ #(I) (331J).
(d) Again take any nonzero c ∈ C. For each i ∈ I, set a
i
= inf¦a : ψ
i
a ⊇ c¦. Writing A
a
i
for the
corresponding principal ideal of A, we have an ordercontinuous Boolean homomorphism ψ
t
i
: A
a
i
→ C
c
,
given by the formula
ψ
t
i
a = ψ
i
a ∩ c for every a ∈ A
a
i
.
Now ψ
t
i
is injective, so is a Boolean isomorphism between A
a
i
and its image ψ
t
i
[A
a
i
], which by 314F(ai) is
a closed subalgebra of C
c
. So
τ(A
a
i
) = τ(ψ
t
i
[A
a
i
]) ≤ τ(C
c
)
by 332Tb.
For any ﬁnite J ⊆ I,
0 <
¯
λc ≤
¯
λ(inf
i∈J
ψ
i
a
i
) =
¸
i∈J
¯
λ(ψ
i
a
i
) =
¸
i∈J
¯ µa
i
.
So for any δ < 1, ¦i : ¯ µa
i
≤ δ¦ must be ﬁnite, and sup
i∈I
¯ µa
i
= 1. In particular, sup
i∈I
a
i
= 1 in A. But
this means that if ζ is any cardinal such that the Maharamtypeζ component e
ζ
of A is nonzero, then
e
ζ
∩ a
i
= 0 for some i ∈ I, so that
ζ ≤ τ(A
e
ζ
∩a
i
) ≤ τ(A
a
i
) ≤ τ(C
c
).
As ζ is arbitrary, τ(A) ≤ max(ω, τ(C
c
)) (332S).
(e) Putting (a)(d) together, we have
max(τ(A), #(I)) ≤ max(ω, τ(C
c
)) = τ(C
c
) ≤ τ(C) ≤ max(τ(A), #(I))
for every nonzero c ∈ C; so C is homogeneous.
334X Basic exercises (a) Let (X, Σ, µ) and (Y, T, ν) be complete locally determined measure spaces
with c.l.d. product (XY, Λ, λ). Let A, C be the measure algebras of µ, λ respectively. Show that if νY > 0
then τ(A) ≤ τ(C).
(b) Let X be a set and µ and ν two totally ﬁnite measures on X with the same domain Σ; then λ = µ+ν
is also a totally ﬁnite measure. Write (A, ¯ µ), (B, ¯ ν) and (C,
¯
λ) for the three measure algebras. Show
that (i) there is a surjective ordercontinuous Boolean homomorphism from C onto A; (ii) C is isomorphic
to a closed subalgebra of the localizable measure algebra free product of A and B; (iii) τ(A) ≤ τ(C) ≤
max(ω, τ(B), τ(C)).
>>>(c) Let '(A
i
, ¯ µ
i
)`
i∈I
be a family of probability algebras, with probability algebra free product (C,
¯
λ).
Show that τ(A
i
) ≤ τ(C) for every i, and that
#(¦i : i ∈ I, τ(A
i
) > 0¦) ≤ τ(C).
(d) Let X be a set and 'µ
n
`
n∈N
a sequence of totally ﬁnite measures on X all with the same domain
Σ. Let 'α
n
`
n∈N
be a sequence of nonnegative real numbers such that
¸
∞
n=0
α
n
µ
n
X < ∞, and set λE =
¸
∞
n=0
α
n
µ
n
E for E ∈ Σ. Check that λ is a measure. Write (A
n
, ¯ µ
n
) for the measure algebra of µ
n
and
(C,
¯
λ) for the measure algebra of λ. Show that τ(C) ≤ max(ω, sup
n∈N
τ(A
n
)).
(e) Let (X, Σ, µ) and (Y, T, ν) be σﬁnite measure spaces, and λ the product measure on X Y . Show
that λ is Maharamtypehomogeneous iﬀ one of µ, ν is Maharamtypehomogeneous with Maharam type at
least as great as the Maharam type of the other.
334 Notes Products 161
(f ) Show that the product of any family of Maharamtypehomogeneous probability spaces is again
Maharamtypehomogeneous.
>>>(g) Let (X, Σ, µ) be a probability space of Maharam type κ, and I any set of cardinal at least max(ω, κ).
Show that the product measure on X ¦0, 1¦
I
is Maharamtypehomogeneous, with Maharam type #(I).
334Y Further exercises (a) Let '(X
i
, Σ
i
, µ
i
)`
i∈I
be an inﬁnite family of probability spaces, with
product (X, Λ, λ). Let κ
i
be the Maharam type of µ
i
for each i; set κ = max(#(I), sup
i∈I
κ
i
). Show that
either λ is Maharamtypehomogeneous, with Maharam type κ, or there are κ
t
< κ, X
t
i
∈ Σ
i
such that
¸
i∈I
µ
i
(X
i
` X
t
i
) < ∞ and the Maharam type of the subspace measure on X
t
i
is at most κ
t
for every i ∈ I
and either κ
t
= 0 or #(I) < κ.
334 Notes and comments The results above are all very natural ones; I have spelt them out partly
for completeness and partly for the sake of an application in '346 below. But note the second alternative
in 334Ya; it is possible, even in an inﬁnite product, for a kernel of relatively small Maharam type to be
preserved.
162 Liftings
Chapter 34
The lifting theorem
Whenever we have a surjective homomorphism φ : P → Q, where P and Q are mathematical structures,
we can ask whether there is a right inverse of φ, a homomorphism ψ : Q → P such that φψ is the identity on
Q. As a general rule, we expect a negative answer; those categories in which epimorphisms always have right
inverses (e.g., the category of linear spaces) are rather special, and elsewhere the phenomenon is relatively
rare and almost always important. So it is notable that we have a case of this at the very heart of the
theory of measure algebras: for any complete probability space (X, Σ, µ) (in fact, for any complete strictly
localizable space of nonzero measure) the canonical homomorphism from Σ to the measure algebra of µ has
a right inverse (341K). This is the von NeumannMaharam lifting theorem. Its proof, together with some
essentially elementary remarks, takes up the whole of of '341.
As a ﬁrst application of the theorem (there will be others in Volume 4) I apply it to one of the central
problems of measure theory: under what circumstances will a homomorphism between measure algebras
be representable by a function between measure spaces? Variations on this question are addressed in '343.
For a reasonably large proportion of the measure spaces arising naturally in analysis, homomorphisms are
representable (343B). New diﬃculties arise if we ask for isomorphisms of measure algebras to be representable
by isomorphisms of measure spaces, and here we have to work rather hard for rather narrowly applicable
results; but in the case of Lebesgue measure and its closest relatives, a good deal can be done, as in 344H
and 344I.
Returning to liftings, there are many diﬃcult questions concerning the extent to which liftings can be
required to have special properties, reﬂecting the natural symmetries of the standard measure spaces. For
instance, Lebesgue measure is translationinvariant; if liftings were in any sense canonical, they could be
expected to be automatically translationinvariant in some sense. It seems sure that there is no canonical
lifting for Lebesgue measure – all constructions of liftings involve radical use of the axiom of choice – but even
so we do have many translationinvariant liftings ('345). We have less luck with product spaces; here the
construction of liftings which respect the product structure is fraught with diﬃculties. I give the currently
known results in '346.
341 The lifting theorem
I embark directly on the principal theorem of this chapter (341K, ‘every nontrivial complete strictly
localizable measure space has a lifting’), using the minimum of advance preparation. 341A341B give the
deﬁnition of ‘lifting’; the main argument is in 341F341K, using the concept of ‘lower density’ (341C341E)
and a theorem on martingales from '275. In 341P I describe an alternative way of thinking about liftings
in terms of the Stone space of the measure algebra.
341A Deﬁnition Let (X, Σ, µ) be a measure space, and A its measure algebra. By a lifting of A (or
of (X, Σ, µ), or of µ) I shall mean
either a Boolean homomorphism θ : A → Σ such that (θa)
•
= a for every a ∈ A
or a Boolean homomorphism φ : Σ → Σ such that (i) φE = ∅ whenever µE = 0 (ii) µ(E´φE) = 0 for
every E ∈ Σ.
341B Remarks (a) I trust that the ambiguities permitted by this terminology will not cause any
confusion. The point is that there is a natural onetoone correspondence between liftings θ : A → Σ and
liftings φ : Σ → Σ given by the formula
θE
•
= φE for every E ∈ Σ.
PPP (i) Given a lifting θ : A → Σ, the formula deﬁnes a Boolean homomorphism φ : Σ → Σ such that
φ∅ = θ0 = ∅, (E .φE)
•
= E
•
.(θE
•
)
•
= 0 ∀ E ∈ Σ,
341E The lifting theorem 163
so that φ is a lifting. (ii) Given a lifting φ : Σ → Σ, the kernel of φ includes ¦E : µE = 0¦, so there is a
Boolean homomorphism θ : A → Σ such that θE
•
= φE for every E (3A2G), and now
(θE
•
)
•
= (φE)
•
= E
•
for every E ∈ Σ, so θ is a lifting. QQQ
I suppose that the word ‘lifting’ applies most naturally to functions from A to Σ; but for applications in
measure theory the other type of lifting is used at least equally often.
(b) Note that if φ : Σ → Σ is a lifting then φ
2
= φ. PPP For any E ∈ Σ,
φ
2
E .φE = φ(E .φE) = ∅. QQQ
If φ is associated with θ : A → Σ, then φθa = θa for every a ∈ A. PPP φθa = θ((θa)
•
) = θa. QQQ
341C Deﬁnition Let (X, Σ, µ) be a measure space, and A its measure algebra. By a lower density
of A (or of (X, Σ, µ), or of µ) I shall mean
either a function θ : A → Σ such that (i) (θa)
•
= a for every a ∈ A (ii) θ0 = ∅ (iii) θ(a ∩ b) = θa ∩ θb for
all a, b ∈ A
or a function φ : Σ → Σ such that (i) φE = φF whenever E, F ∈ Σ and µ(E´F) = 0 (ii) µ(E´φE) = 0
for every E ∈ Σ (iii) φ∅ = ∅ (iv) φ(E ∩ F) = φE ∩ φF for all E, F ∈ Σ.
341D Remarks (a) As in 341B, there is a natural onetoone correspondence between lower densities
θ : A → Σ and lower densities φ : Σ → Σ given by the formula
θE
•
= φE for every E ∈ Σ.
(For the requirement φE = φF whenever E
•
= F
•
in A means that every φ corresponds to a function θ,
and the other clauses match each other directly.)
(b) As before, if φ : Σ → Σ is a lower density then φ
2
= φ. If φ is associated with θ : A → Σ, then φθ = θ.
(c) It will be convenient, in the course of the proofs of 341F341H below, to have the following concept
available. If (X, Σ, µ) is a measure space with measure algebra A, a partial lower density of A is a function
θ : B → Σ such that (i) the domain B of θ is a subalgebra of A (ii) (θb)
•
= b for every b ∈ B (iii) θ0 = ∅
(iv) θ(a ∩ b) = θa ∩ θb for all a, b ∈ B.
Similarly, if T is a subalgebra of Σ, a function φ : T → Σ is a partial lower density if (i) φE = φF
whenever E, F ∈ T and µ(E´F) = 0 (ii) µ(E´φE) = 0 for every E ∈ T (iii) φ∅ = ∅ (iv) φ(E∩F) = φE∩φF
for all E, F ∈ T.
(d) Note that lower densities and partial lower densities are orderpreserving; if a ⊆ b in A, and θ is a
lower density of A, then
θa = θ(a ∩ b) = θa ∩ θb ⊆ θb.
(e) Of course a Boolean homomorphism from A to Σ, or from Σ to itself, is a lifting iﬀ it is a lower density.
341E Example Let µ be Lebesgue measure on R
r
, where r ≥ 1, and Σ its domain. For E ∈ Σ set
φE = ¦x : x ∈ R
r
, lim
δ↓0
µ(E∩B(x,δ))
µB(x,δ)
= 1¦.
(Here B(x, δ) is the closed ball with centre x and radius δ.) Then φ is a lower density for µ; we may call it
lower Lebesgue density. PPP (You may prefer at ﬁrst to suppose that r = 1, so that B(x, δ) = [x−δ, x+δ]
and µB(x, δ) = 2δ.) By 261Db (or 223B, for the onedimensional case) φE´E is negligible for every E;
in particular, φE ∈ Σ for every E ∈ Σ. If E´F is negligible, then µ(E ∩ B(x, δ)) = µ(F ∩ B(x, δ)) for
every x and δ, so φE = φF. If E ⊆ F, then µ(E ∩ B(x, δ)) ≤ µ(F ∩ B(x, δ)) for every x, δ, so φE ⊆ φF;
consequently φ(E ∩ F) ⊆ φE ∩ φF for all E, F ∈ Σ. If E, F ∈ Σ and x ∈ φE ∩ φF, then
164 Liftings 341E
µ(E ∩ F ∩ B(x, δ)) = µ(E ∩ B(x, δ)) +µ(F ∩ B(x, δ)) −µ((E ∪ F) ∩ B(x, δ))
≥ µ(E ∩ B(x, δ)) +µ(F ∩ B(x, δ)) −µ(B(x, δ))
for every δ, so
µ(E∩F∩B(x,δ))
µB(x,δ)
≥
µ(E∩B(x,δ))
µB(x,δ)
+
µ(F∩B(x,δ))
µB(x,δ)
−1 → 1
as δ ↓ 0, and x ∈ φ(E ∩ F). Thus φ(E ∩ F) = φE ∩ φF for all E, F ∈ Σ, and φ is a lower density. QQQ
341F The hard work of this section is in the proof of 341H below. To make it a little more digestible,
I extract two parts of the proof as separate lemmas.
Lemma Let (X, Σ, µ) be a probability space and A its measure algebra. Let B be a closed subalgebra of A
and θ : B → Σ a partial lower density. Then for any e ∈ A there is a partial lower density θ
1
, extending θ,
deﬁned on the subalgebra B
1
of A generated by B∪ ¦e¦.
proof (a) Because B is orderclosed,
v = upr(e, B) = inf¦a : a ∈ B, a ⊇ e¦, w = upr(1 \ e, B)
are deﬁned in B (314V). Let E ∈ Σ be such that E
•
= e.
(b) We have a function θ
1
: B
1
→ Σ deﬁned by writing
θ
1
((a ∩ e) ∪ (b \ e)) =
θ((a ∩ v) ∪ (b \ v)) ∩ E
∪
θ((a \ w) ∪ (b ∩ w)) ` E
for a, b ∈ B. PPP By 312M, every element of B
1
is expressible as (a ∩ e) ∪ (b \ e) for some a, b ∈ B. If a, a
t
,
b, b
t
∈ B are such that (a ∩ e) ∪ (b \ e) = (a
t
∩ e) ∪ (b
t
\ e), then a ∩ e = a
t
∩ e and b \ e = b
t
\ e, that is,
a .a
t
⊆ 1 \ e ⊆ w, b .b
t
⊆ e ⊆ v.
This means that e ⊆ 1 \ (a .a
t
) ∈ B and 1 \ e ⊆ 1 \ (b .b
t
) ∈ B. So we also have v ⊆ 1 \ (a .a
t
) and
w ⊆ 1 \ (b .b
t
). Accordingly
a ∩ v = a
t
∩ v, b ∩ w = b
t
∩ w. a \ w = a
t
\ w, b \ v = b
t
\ v.
But this means that
θ((a ∩ v) ∪ (b \ v)) ∩ E
∪
θ((a \ w) ∪ (b ∩ w)) ` E
=
θ((a
t
∩ v) ∪ (b
t
\ v)) ∩ E
∪
θ((a
t
\ w) ∪ (b
t
∩ w)) ` E
.
Thus the formula given deﬁnes θ
1
uniquely. QQQ
(c) Now θ
1
is a lower density.
PPP(i) If a, b ∈ B,
(θ
1
((a ∩ e) ∪ (b \ e)))
•
=
θ((a ∩ v) ∪ (b \ v)) ∩ E
∪
θ((a \ w) ∪ (b ∩ w)) ` E
•
=
((a ∩ v) ∪ (b \ v)) ∩ e
∪
((a \ w) ∪ (b ∩ w)) \ e
= (a ∩ e) ∪ (b \ e).
So (θ
1
c)
•
= c for every c ∈ B
1
.
(ii)
θ
1
(0) =
θ((0 ∩ v) ∪ (0 \ v)) ∩ E
∪
θ((0 \ w) ∪ (0 ∩ w)) ` E
= ∅.
(iii) If a, a
t
, b, b
t
∈ B, then
341G The lifting theorem 165
θ
1
(((a ∩ e) ∪ (b \ e)) ∩ ((a
t
∩ e) ∪ (b
t
\ e)))
= θ
1
((a ∩ a
t
∩ e) ∪ (b ∩ b
t
\ e))
=
θ((a ∩ a
t
∩ v) ∪ (b ∩ b
t
\ v)) ∩ E
∪
θ((a ∩ a
t
\ w) ∪ (b ∩ b
t
∩ w)) ` E
=
θ(((a ∩ v) ∪ (b \ v)) ∩ ((a
t
∩ v) ∪ (b
t
\ v))) ∩ E
∪
θ(((a \ w) ∪ (b ∩ w)) ∩ ((a
t
\ w) ∪ (b
t
∩ w))) ` E
=
θ((a ∩ v) ∪ (b \ v)) ∩ θ((a
t
∩ v) ∪ (b
t
\ v)) ∩ E
∪
θ((a \ w) ∪ (b ∩ w)) ∩ θ((a
t
\ w) ∪ (b
t
∩ w)) ` E
=
θ((a ∩ v) ∪ (b \ v)) ∩ E
∪
θ((a \ w) ∪ (b ∩ w)) ` E
∩
θ((a
t
∩ v) ∪ (b
t
\ v)) ∩ E
∪
θ((a
t
\ w) ∪ (b
t
∩ w)) ` E
= θ
1
((a ∩ e) ∪ (b \ e)) ∩ θ
1
((a
t
∩ e) ∪ (b
t
\ e)).
So θ
1
(c ∩ c
t
) = θ
1
(c) ∩ θ
1
(c
t
) for all c, c
t
∈ B
1
. QQQ
(d) If a ∈ B, then
θ
1
(a) = θ
1
((a ∩ e) ∪ (a \ e))
=
θ((a ∩ v) ∪ (a \ v)) ∩ E
∪
θ((a \ w) ∪ (a ∩ w)) ` E
=
θ(a) ∩ E
∪
θ(a) ` E
= θa.
Thus θ
1
extends θ, as required.
341G Lemma Let (X, Σ, µ) be a probability space and (A, ¯ µ) its measure algebra. Suppose we have
a sequence 'θ
n
`
n∈N
of partial lower densities such that, for each n, (i) the domain B
n
of θ
n
is a closed
subalgebra of A (ii) B
n
⊆ B
n+1
and θ
n+1
extends θ
n
. Let B be the closed subalgebra of A generated by
¸
n∈N
B
n
. Then there is a partial lower density θ, with domain B, extending every θ
n
.
proof (a) For each n, set
Σ
n
= ¦E : E ∈ Σ, E
•
∈ B
n
¦,
and set
Σ
∞
= ¦E : E ∈ Σ, E
•
∈ B¦.
Then (because all the B
n
, B are σsubalgebras of A, and E → E
•
is sequentially ordercontinuous) all
the Σ
n
, Σ
∞
are σsubalgebras of Σ. We need to know that Σ
∞
is just the σalgebra Σ
∗
∞
of subsets of X
generated by
¸
n∈N
Σ
n
. PPP Because Σ
∞
is a σalgebra including
¸
n∈N
Σ
n
, Σ
∗
∞
⊆ Σ
∞
. On the other hand,
B
∗
= ¦E
•
: E ∈ Σ
∗
∞
¦ is a σsubalgebra of A including B
n
for every n ∈ N. Because A is ccc, B
∗
is
(order)closed (316Fb), so includes B. This means that if E ∈ Σ
∞
there must be an F ∈ Σ
∗
∞
such that
E
•
= F
•
. But now (E´F)
•
= 0 ∈ B
0
, so E´F ∈ Σ
0
⊆ Σ
∗
∞
, and E also belongs to Σ
∗
∞
. This shows that
Σ
∞
⊆ Σ
∗
∞
and the two algebras are equal. QQQ
(b) For each n ∈ N, we have the partial lower density θ
n
: B
n
→ Σ. Since (θ
n
a)
•
= a ∈ B
n
for every
a ∈ B
n
, θ
n
takes all its values in Σ
n
. For n ∈ N, let φ
n
: Σ
n
→ Σ
n
be the lower density corresponding to
θ
n
(341Ba), that is, φ
n
E = θ
n
E
•
for every E ∈ Σ
n
.
(c) For a ∈ A, n ∈ N choose G
a
∈ Σ, g
an
such that G
•
a
= a and g
an
is a conditional expectation of χG
a
on Σ
n
; that is,
E
g
an
=
E
χG
a
= µ(E ∩ G
a
) = ¯ µ(E
•
∩ a)
for every E ∈ Σ
n
. As remarked in 233Db, such a function g
an
can always be found, and moreover we may
take it to be Σ
n
measurable and deﬁned everywhere on X, by 232He. Now if a ∈ B, lim
n→∞
g
an
(x) exists
and is equal to χG
a
(x) for almost every x. PPP By L´evy’s martingale theorem (275I), lim
n→∞
g
an
is deﬁned
almost everywhere and is a conditional expectation of χG
a
on the σalgebra generated by
¸
n∈N
Σ
n
. As
166 Liftings 341G
observed in (a), this is just Σ
∞
; and as χG
a
is itself Σ
∞
measurable, it is also a conditional expectation of
itself on Σ
∞
, and must be equal almost everywhere to lim
n→∞
g
an
. QQQ
(d) For a ∈ B, k ≥ 1, n ∈ N set
H
kn
(a) = ¦x : x ∈ X, g
an
(x) ≥ 1 −2
−k
¦ ∈ Σ
n
,
˜
H
kn
(a) = φ
n
(H
kn
(a)),
θa =
¸
k≥1
¸
n∈N
¸
m≥n
˜
H
km
(a).
The rest of the proof is devoted to showing that θ : B → Σ has the required properties.
(e) G
0
is negligible, so every g
0n
is zero almost everywhere, every H
kn
(0) is negligible and every
˜
H
kn
(0)
is empty; so θ0 = ∅.
(f ) If a ⊆ b in B, then θa ⊆ θb. PPP G
a
` G
b
is negligible, g
an
≤ g
bn
almost everywhere for every n, every
H
kn
(a) ` H
kn
(b) is negligible,
˜
H
kn
(a) ⊆
˜
H
kn
(b) for every n and k, and θa ⊆ θb. QQQ
(g) If a, b ∈ B then θ(a ∩ b) = θa ∩θb. PPP χG
a∩b
≥ χG
a
+χG
b
−1 a.e. so g
a∩b,n
≥ g
an
+g
bn
−1 a.e. for
every n. Accordingly
H
k+1,n
(a) ∩ H
k+1,n
(b) ` H
kn
(a ∩ b)
is negligible, and (because φ
n
is a lower density)
˜
H
kn
(a ∩ b) ⊇ φ
n
(H
k+1,n
(a) ∩ H
k+1,n
(b)) =
˜
H
k+1,n
(a) ∩
˜
H
k+1,n
(b)
for all k ≥ 1, n ∈ N. Now, if x ∈ θa ∩ θb, then, for any k ≥ 1, there are n
1
, n
2
∈ N such that
x ∈
¸
m≥n
1
˜
H
k+1,m
(a), x ∈
¸
m≥n
2
˜
H
k+1,m
(b).
But this means that
x ∈
¸
m≥max(n
1
,n
2
)
˜
H
km
(a ∩ b).
As k is arbitrary, x ∈ θ(a ∩ b); as x is arbitrary, θa ∩ θb ⊆ θ(a ∩ b). We know already from (f) that
θ(a ∩ b) ⊆ θa ∩ θb, so θ(a ∩ b) = θa ∩ θb. QQQ
(h) If a ∈ B, then θa
•
= a. PPP 'g
an
`
n∈N
→ χG
a
a.e., so setting
V
a
=
¸
k≥1
¸
n∈N
¸
m≥n
H
km
(a) = ¦x : liminf
n→∞
g
an
(x) ≥ 1¦,
V
a
´G
a
is negligible, and V
•
a
= a; but
θa´V
a
⊆
¸
k≥1,n∈N
H
kn
(a)´
˜
H
kn
(a)
is also negligible, so θa
•
is also equal to a. QQQ Thus θ is a partial lower density with domain B.
(i) Finally, θ extends θ
n
for every n ∈ N. PPP If a ∈ B
n
, then G
a
∈ Σ
m
for every m ≥ n, so g
am
= χG
a
a.e. for every m ≥ n; H
km
(a)´G
a
is negligible for k ≥ 1, m ≥ n;
˜
H
km
= φ
m
G
a
= θ
m
a = θ
n
a
for k ≥ 1, m ≥ n (this is where I use the hypothesis that θ
m+1
extends θ
m
for every m); and
θa =
¸
k≥1
¸
r∈N
¸
m≥r
˜
H
km
(a)
=
¸
k≥1
¸
r≥n
¸
m≥r
˜
H
km
(a) =
¸
k≥1
¸
r≥n
θ
n
a = θ
n
a. QQQ
The proof is complete.
341H Now for the ﬁrst main theorem.
Theorem Let (X, Σ, µ) be any strictly localizable measure space. Then it has a lower density φ : Σ → Σ.
If µX > 0 we can take φX = X.
341I The lifting theorem 167
proof : Part A I deal ﬁrst with the case of probability spaces. Let (X, Σ, µ) be a probability space, and
(A, ¯ µ) its measure algebra.
(a) Set κ = #(A) and enumerate A as 'a
ξ
`
ξ<κ
. For ξ ≤ κ let A
ξ
be the closed subalgebra of A generated
by ¦a
η
: η < ξ¦. I seek to deﬁne a lower density θ : A → Σ as the last of a family 'θ
ξ
`
ξ≤κ
, where θ
ξ
: A
ξ
→ Σ
is a partial lower density for each ξ. The inductive hypothesis will be that θ
ξ
extends θ
η
whenever η ≤ ξ ≤ κ.
To start the induction, we have A
0
= ¦0, 1¦, θ
0
0 = ∅, θ
0
1 = X.
(b) Inductive step to a successor ordinal ξ Given a succesor ordinal ξ ≤ κ, express it as ζ + 1; we are
supposing that θ
ζ
: A
ζ
→ Σ has been deﬁned. Now A
ξ
is the subalgebra of A generated by A
ζ
∪ ¦a
ζ
¦
(because this is a closed subalgebra, by 323K). So 341F tells us that θ
ζ
can be extended to a partial lower
density θ
ξ
with domain A
ξ
.
(c) Inductive step to a nonzero limit ordinal ξ of countable coﬁnality In this case, there is a strictly
increasing sequence 'ζ(n)`
n∈N
with supremum ξ. Applying 341G with B
n
= A
ζ(n)
, we see that there is a
partial lower density θ
ξ
, with domain the closed subalgebra B generated by
¸
n∈N
A
ζ(n)
, extending every
θ
ζ(n)
. Now A
ζ(n)
⊆ A
ξ
for every ξ, so B ⊆ A
ξ
; but also, if η < ξ, there is an n ∈ N such that η < ζ(n),
so that a
η
∈ A
ζ(n)
⊆ B; as η is arbitrary, A
ξ
⊆ B and A
ξ
= B. Again, if η < ξ, there is an n such that
η ≤ ζ(n), so that θ
ζ(n)
extends θ
η
and θ
ξ
extends θ
η
. Thus the induction continues.
(d) Inductive step to a limit ordinal ξ of uncountable coﬁnality In this case, A
ξ
=
¸
η<ξ
A
η
. PPP Because
A is ccc, every member a of A
ξ
must be in the closed subalgebra of A generated by some countable subset A
of ¦a
η
: η < ξ¦ (331Gde). Now A can be expressed as ¦a
η
: η ∈ I¦ for some countable I ⊆ ξ. As I cannot
be coﬁnal with ξ, there is a ζ < ξ such that η < ζ for every η ∈ I, so that A ⊆ A
ζ
and a ∈ A
ζ
. QQQ
But now, because θ
ζ
extends θ
η
whenever η ≤ ζ < ξ, we have a function θ
ξ
: A
ξ
→ Σ deﬁned by writing
θ
ξ
a = θ
η
a whenever η < ξ and a ∈ A
η
. Because the family ¦A
η
: η < ξ¦ is totally ordered and every θ
η
is a
partial lower density, θ
ξ
is a partial lower density.
Thus the induction proceeds when ξ is a limit ordinal of uncountable coﬁnality.
(e) The induction stops when we reach θ
κ
: A → Σ, which is a lower density such that θ
κ
1 = X. Setting
φE = θ
κ
E
•
, φ is a lower density such that φX = X.
Part B The general case of a strictly localizable measure space follows easily. First, if µX = 0, then
A = ¦0¦ and we can set φ0 = ∅. Second, if µ is totally ﬁnite but not zero, we can replace it by ν, where
νE = µE/µX for every E ∈ Σ; a lower density for ν is also a lower density for µ. Third, if µ is not totally
ﬁnite, let 'X
i
`
i∈I
be a decomposition of X (211E). There is surely some j such that µX
j
> 0; replacing
X
j
by X
j
∪
¸
¦X
i
: i ∈ I, µX
i
= 0¦, we may assume that µX
i
> 0 for every i ∈ I. For each i ∈ I, let
φ
i
: Σ
i
→ Σ
i
be a lower density of µ
i
, where Σ
i
= Σ∩{X
i
and µ
i
= µΣ
i
, such that φ
i
X
i
= X
i
. Then it is
easy to check that we have a lower density φ : Σ → Σ given by setting
φE =
¸
i∈I
φ
i
(E ∩ X
i
)
for every E ∈ Σ, and that φX = X.
341I The next step is to give a method of moving from lower densities to liftings. I start with an
elementary remark on lower densities on complete measure spaces.
Lemma Let (X, Σ, µ) be a complete measure space with measure algebra A.
(a) Suppose that θ : A → Σ is a lower density and θ
1
: A → {X is a function such that θ
1
0 = ∅,
θ
1
(a ∩ b) = θ
1
a ∩ θ
1
b for all a, b ∈ A and θ
1
a ⊇ θa for all a ∈ A. Then θ
1
is a lower density. If θ
1
is a
Boolean homomorphism, it is a lifting.
(b) Suppose that φ : Σ → Σ is a lower density and φ
1
: Σ → {X is a function such that φ
1
E = φ
1
F
whenever E´F is negligible, φ
1
∅ = ∅, φ
1
(E ∩ F) = φ
1
E ∩ φ
1
F for all E, F ∈ Σ and φ
1
E ⊇ φE for all
E ∈ Σ. Then φ
1
is a lower density. If φ
1
is a Boolean homomorphism, it is a lifting.
proof (a) All I have to check is that θ
1
a ∈ Σ and (θ
1
a)
•
= a for every a ∈ A. But
θa ⊆ θ
1
a, θ(1 \ a) ⊆ θ
1
(1 \ a), θ
1
a ∩ θ
1
(1 \ a) = θ
1
0 = ∅.
So
168 Liftings 341I
θa ⊆ θ
1
a ⊆ X ` θ(1 \ a).
Since
(θa)
•
= a = (X ` θ(1 \ a))
•
,
and µ is complete, θ
1
is a lower density. If it is a Boolean homomorphism, then it is also a lifting (341De).
(b) This follows by the same argument, or by looking at the functions from A to Σ deﬁned by φ and φ
1
and using (a).
341J Proposition Let (X, Σ, µ) be a complete measure space such that µX > 0, and A its measure
algebra.
(a) If θ : A → Σ is any lower density, there is a lifting θ : A → Σ such that θa ⊇ θa for every a ∈ A.
(b) If φ : Σ → Σ is any lower density, there is a lifting φ : Σ → Σ such that φE ⊇ φE for every E ∈ Σ.
proof (a) For each x ∈ θ1, set
I
x
= ¦a : a ∈ A, x ∈ θ(1 \ a)¦.
Then I
x
is a proper ideal of A. PPP We have
0 ∈ I
x
, because x ∈ θ1,
if b ⊆ a ∈ I
x
then b ∈ I
x
, because x ∈ θ(1 \ a) ⊆ θ(1 \ b),
if a, b ∈ I
x
then a ∪ b ∈ I
x
, because x ∈ θ(1 \ a) ∩ θ(1 \ b) = θ(1 \ (a ∪ b)),
1 / ∈ I
x
because x / ∈ ∅ = θ0. QQQ
For x ∈ X`θ1, set I
x
= ¦0¦; this is also a proper ideal of A, because A = ¦0¦. By 311D, there is a surjective
Boolean homomorphism π
x
: A → ¦0, 1¦ such that π
x
d = 0 for every d ∈ I
x
.
Deﬁne θ : A → {X by setting
θa = ¦x : x ∈ X, π
x
(a) = 1¦
for every a ∈ A. It is easy to check that, because every π
x
is a surjective Boolean homomorphism, θ is a
Boolean homomorphism. Now for any a ∈ A, x ∈ X,
x ∈ θa =⇒ 1 \ a ∈ I
x
=⇒ π
x
(1 \ a) = 0 =⇒ π
x
a = 1 =⇒ x ∈ θa.
Thus θa ⊇ θa for every a ∈ A. By 341I, θ is a lifting, as required.
(b) Repeat the argument above, or apply it, deﬁning θ by setting θ(E
•
) = φE for every E ∈ Σ, and φ
by setting φE = θ(E
•
) for every E.
341K The Lifting Theorem Every complete strictly localizable measure space of nonzero measure
has a lifting.
proof By 341H, it has a lower density, so by 341J it has a lifting.
341L Remarks If we count 341F341K as a single argument, it may be the longest proof, after Carleson’s
theorem ('286), which I have yet presented in this treatise, and perhaps it will be helpful if I suggest ways
of looking at its components.
(a) The ﬁrst point is that the theorem should be thought of as one about probability spaces. The shift to
general strictly localizable spaces (Part B of the proof of 341H) is purely a matter of technique. I would not
have presented it if I did not think that it’s worth doing, for a variety of reasons, but there is no signiﬁcant
idea needed, and if – for instance – the result were valid only for σﬁnite spaces, it would still be one of
the great theorems of mathematics. So the rest of these remarks will be directed to the ideas needed in
probability spaces.
(b) All the proofs I know of the theorem depend in one way or another on an inductive construction. We
do not, of course, need a transﬁnite induction written out in the way I have presented it in 341H above.
Essentially the same proof can be presented as an application of Zorn’s Lemma; if we take P to be the set
of partial lower densities, then the arguments of 341G and part (Ad) of the proof of 341H can be adapted
341Lf The lifting theorem 169
to prove that any totally ordered subset of P has an upper bound in P, while the argument of 341F shows
that any maximal element of P must have domain A. I think it is purely a matter of taste which form
one prefers. I suppose I have used the ordinalindexed form largely because that seemed appropriate for
Maharam’s theorem in the last chapter.
(c) There are then three types of inductive step to examine, corresponding to 341F, 341G and (Ad)
in 341H. The ﬁrst and last are easier than the second. Seeking the onestep extension of θ : B → Σ to
θ
1
: B
1
→ Σ, the natural model to use is the onestep extension of a Boolean homomorphism presented in
312N. The situation here is rather more complicated, as θ
1
is not fully speciﬁed by the value of θ
1
e, and we
do in fact have more freedom at this point than is entirely welcome. The formula used in the proof of 341F
is derived from Graf & Weizs¨ acker 76.
(d) At this point I must call attention to the way in which the whole proof is dominated by the choice
of closed subalgebras as the domains of our partial liftings. This is what makes the inductive step to a
limit ordinal ξ of countable coﬁnality diﬃcult, because A
ξ
will ordinarily be larger than
¸
η<ξ
A
η
. But it is
absolutely essential in the onestep extensions.
Because we are dealing with a ccc algebra A, the requirement that the A
ξ
should be closed is not a
problem when cf(ξ) is uncountable, since in this case
¸
η<ξ
A
η
is already a closed subalgebra; this is the only
idea needed in (Ad) of 341H.
(e) So we are left with the inductive step to ξ when cf(ξ) = ω, which is 341G. Here we actually need
some measure theory, and a particularly striking bit. (You will see that the measure µ, as opposed to the
algebras Σ and A and the homomorphism E → E
•
and the ideal of negligible sets, is simply not mentioned
anywhere else in the whole argument.)
(i) The central idea is to use the fact that bounded martingales converge to deﬁne θa in terms of a
sequence of conditional expectations. Because I have chosen a fairly direct assault on the problem, some of
the surrounding facts are not perhaps so clearly visible as they might have been if I had used a more leisurely
route. For each a ∈ A, I start by choosing a representative G
a
∈ Σ; let me emphasize that this is a crude
application of the axiom of choice, and that the diﬀerent sets G
a
are in no way coordinated. (The theorem
we are proving is that they can be coordinated, but we have not reached that point yet.) Next, I choose,
arbitrarily, a conditional expectation g
an
of χG
a
on Σ
n
. Once again, the choices are not coordinated; but
the martingale theorem assures us that g
a
= lim
n→∞
g
an
is deﬁned almost everywhere, and is equal almost
everywhere to χG
a
if a ∈ B. Of course I could have gone to the g
an
without mentioning the G
a
; they are set
up as RadonNikod´ ym derivatives of the countably additive functionals E → ¯ µ(E
•
∩ a) : Σ
n
→R. Now the
g
an
, like the G
a
, are not uniquely deﬁned. But they are deﬁned ‘up to a negligible set’, so that any alternative
functions g
t
an
would have g
t
an
= g
an
a.e. This means that the sets H
kn
(a) = ¦x : g
an
(x) ≥ 1 − 2
−k
¦ are
also deﬁned ‘up to a negligible set’, and consequently the sets
˜
H
kn
(a) = φ
n
(H
kn
(a)) are uniquely deﬁned. I
point this out to show that it is not a complete miracle that we have formulae
˜
H
kn
(a) ⊆
˜
H
kn
(b) if a ⊆ b,
˜
H
kn
(a ∩ b) ⊇
˜
H
k+1,n
(a) ∩
˜
H
k+1,n
(b) for all a, b ∈ A
which do not ask us to turn a blind eye to any negligible sets. I note in passing that I could have deﬁned
the
˜
H
kn
(a) without mentioning the g
an
; in fact
˜
H
kn
(a) = θ
n
(sup¦c : c ∈ B
n
, ¯ µ(a ∩ d) ≥ 1 −2
−k
¯ µd whenever d ∈ B
n
, d ⊆ c¦).
(ii) Now, with the sets
˜
H
kn
(a) in hand, we can look at
˜
V
a
=
¸
k≥1
¸
n∈N
¸
m≥n
˜
H
kn
(a);
because g
an
→ χG
a
a.e.,
˜
V
a
´G
a
is negligible and
˜
V
•
a
= a for every a ∈ A
ξ
. The rest of the argument
amounts to checking that a →
˜
V
a
will serve for θ.
(f ) The arguments above apply to all probability spaces, and show that every probability space has a
lower density. The next step is to convert a lower density into a lifting. It is here that we need to assume
170 Liftings 341Lf
completeness. The point is that we can ﬁnd a Boolean homomorphism θ : A → {X such that θa ⊆ θa for
every a; this corresponds just to extending the ideals I
x
= ¦a : x ∈ θ(1 \ a)¦ to maximal ideals (and giving
a moment’s thought to x ∈ X ` θ1). In order to ensure that θa ∈ Σ and (θa)
•
= a, we have to observe that
θa is sandwiched between θa and X ` θ(1 \ a), which diﬀer by a negligible set; so that if µ is complete all
will be well.
(g) The fact that completeness is needed at only one point in the argument makes it natural to wonder
whether the theorem might be true for probability spaces in general. (I will come later, in 341M, to non
strictlylocalizable spaces.) There is as yet no satisfactory answer to this. For Borel measure on R, the
question is known to be undecidable from the ordinary axioms of set theory (including the axiom of choice,
but not the continuum hypothesis, as usual); I will give some of the arguments in Volume 5. (For the
moment, I refer you to the discussion in Fremlin 89, '4, and to Burke 93.) But I conjecture that there
is an counterexample under the ordinary axioms (see 341Z below).
(h) Quite apart from whether completeness is needed in the argument, it is not absolutely clear why
measure theory is required. The general question of whether a lifting exists can be formulated for any triple
(X, Σ, 1) where X is a set, Σ is a σalgebra of subsets of X, and 1 is a σideal of Σ. (See 341Ya below.)
S.Shelah has given an example of such a triple without a lifting in which two of the basic properties of the
measuretheoretic case are satisﬁed: (X, Σ, 1) is ‘complete’ in the sense that every subset of any member of
1 belongs to Σ (and therefore to 1), and 1 is ω
1
saturated in Σ in the sense of 316C (see Shelah Sh636,
Burke n96). But many other cases are known (e.g., 341Yb) in which liftings do exist.
(i) It is of course possible to prove 341K without mentioning ‘lower densities’, and there are even some
advantages in doing so. The idea is to follow the lines of 341H, but with ‘liftings’ instead of ‘lower densities’
throughout. The inductive step to a successor ordinal is actually easier, because we have a Boolean homo
morphism θ in 341F to extend, and we can use 312N as it stands if we can choose the pair E, F = X ` E
correctly. The inductive step to an ordinal of uncountable coﬁnality remains straightforward. But in the
inductive step to an ordinal of countable coﬁnality, we ﬁnd that in 341G we get no help from assuming that
the θ
n
are actually liftings; we are still led to to a lower density θ. So at this point we have to interpolate
the argument of 341J to convert this lower density into a lifting.
I have chosen the more leisurely exposition, with the extra concept, partly in order to get as far as possible
without assuming completeness of the measure and partly because lower densities are an important tool for
further work (see ''345346).
(j) For more light on the argument of 341G see also 363Xe and 363Yg below.
341M I remarked above that the shift from probability spaces to general strictly localizable spaces
was simply a matter of technique. The question of which spaces have liftings is also primarily a matter
concerning probability spaces, as the next result shows.
Proposition Let (X, Σ, µ) be a complete locally determined space with µX > 0. Then it has a lifting iﬀ it
has a lower density iﬀ it is strictly localizable.
proof If (X, Σ, µ) is strictly localizable then it has a lifting, by 341K. A lifting is already a lower density,
and if (X, Σ, µ) has a lower density it has a lifting, by 341J. So we have only to prove that if it has a lifting
then it is strictly localizable.
Let θ : A → Σ be a lifting, where A is the measure algebra of (X, Σ, µ). Let C be a partition of unity in
A consisting of elements of ﬁnite measure (322Ea). Set / = ¦θc : c ∈ C¦. Because C is disjoint, so is /.
Because supC = 1 in A, every set of positive measure meets some member of / in a set of positive measure.
So the conditions of 213O are satisﬁed, and (X, Σ, µ) is strictly localizable.
341N Extension of partial liftings The following facts are obvious from the proof of 341H, but it
will be useful to have them out in the open.
341P The lifting theorem 171
Proposition Let (X, Σ, µ) be a probability space and T a σsubalgebra of Σ.
(a) Any partial lower density φ
0
: T → Σ has an extension to a lower density φ : Σ → Σ.
(b) Suppose now that µ is complete. If φ
0
is a Boolean homomorphism, it has an extension to a lifting φ
for µ.
proof (a) In Part A of the proof of 341H, let A
ξ
be the closed subalgebra of A generated by ¦E
•
: E ∈
T¦ ∪ ¦a
η
: η < ξ¦, and set θ
0
E
•
= φ
0
E for every E ∈ T. Proceed with the induction as before. The only
diﬀerence is that we no longer have a guarantee that φX = X.
(b) Suppose now that φ
0
is a Boolean homomorphism. 341J tells us that there is a lifting φ : Σ → Σ
such that φE ⊇ φE for every E ∈ Σ. But if E ∈ T we must have φE ⊇ φ
0
E,
φE ` φ
0
E = φE ∩ φ
0
(X ` E) ⊆ φE ∩ φ(X ` E) = ∅,
so that φE = φ
0
E, and φ extends φ
0
.
341O Liftings and Stone spaces The arguments of this section so far involve repeated use of the
axiom of choice, and oﬀer no suggestion that any liftings (or lower densities) are in any sense ‘canonical’.
There is however one context in which we have a distinguished lifting. Suppose that we have the Stone
space (Z, T, ν) of a measure algebra (A, ¯ µ); as in 311E, I think of Z as being the set of surjective Boolean
homomorphisms from A to Z
2
, so that each a ∈ A corresponds to the openandclosed set ´a = ¦z : z(a) = 1¦.
Then we have a lifting θ : A → T deﬁned by setting θa = ´a for each a ∈ A. (I am identifying A with the
measure algebra of ν, as in 321J.) The corresponding lifting φ : T → T is deﬁned by taking φE to be that
unique openandclosed set such that E´φE is negligible (or, if you prefer, meager).
Generally, liftings can be described in terms of Stone spaces, as follows.
341P Proposition Let (X, Σ, µ) be a measure space, (A, ¯ µ) its measure algebra, and (Z, T, ν) the Stone
space of (A, ¯ µ) with its canonical measure.
(a) There is a onetoone correspondence between liftings θ : A → Σ and functions f : X → Z such that
f
−1
[´a] ∈ Σ and (f
−1
[´a])
•
= a for every a ∈ A, deﬁned by the formula
θa = f
−1
[´a] for every a ∈ A.
(b) If (X, Σ, µ) is complete and locally determined, then a function f : X → Z satisﬁes the conditions of
(a) iﬀ (α) it is inversemeasurepreserving (β) the homomorphism it induces between the measure algebras
of µ and ν is the canonical isomorphism deﬁned by the construction of Z.
proof Recall that T is just the set ¦´a´M : a ∈ A, M ⊆ Z is meager¦, and that ν(´a´M) = ¯ µa for all such
a, M; while the canonical isomorphism π between A and the measure algebra of ν is deﬁned by the formula
πF
•
= a whenever F ∈ T, a ∈ A and F´´a is meager
(341K).
(a) If θ : A → Σ is any Boolean homomorphism, then for every x ∈ X we have a surjective Boolean
homomorphism f
θ
(x) : A → Z
2
deﬁned by saying that f
θ
(x)(a) = 1 if x ∈ θa, 0 otherwise. f
θ
is a function
from X to Z. We can recover θ from f
θ
by the formula
θa = ¦x : f
θ
(x)(a) = 1¦ = ¦x : f
θ
(x) ∈ ´a¦ = f
−1
θ
[´a].
So f
−1
θ
[´a] ∈ Σ and, if θ is a lifting,
(f
−1
θ
[´a])
•
= (θa)
•
= a.
for every a ∈ A.
Similarly, given a function f : X → Z with this property, then we can set θa = f
−1
[´a] for every a ∈ A to
obtain a lifting θ : A → Σ; and of course we now have
f(x)(a) = 1 ⇐⇒ f(x) ∈ ´a ⇐⇒ x ∈ θa,
so f
θ
= f.
172 Liftings 341P
(b) Assume now that (X, Σ, µ) is complete and locally determined.
(i) Let f : X → Z be the function associated with a lifting θ, as in (a). I show ﬁrst that f is inverse
measurepreserving. PPP If F ∈ T, express it as ´a´M, where a ∈ A and M ⊆ Z is meager. By 322F, A is
weakly (σ, ∞)distributive, so M is nowhere dense (316I). Consider f
−1
[M]. If E ⊆ X is measurable and
of ﬁnite measure, then E ∩ f
−1
[M] has a measurable envelope H (132Ed). ??? If µH > 0, then b = H
•
= 0
and
´
b is a nonempty open set in Z. Because M is nowhere dense, there is a nonzero a ∈ A such that
´a ⊆
´
b `M. Now µ(f
−1
[
´
b]´H) = 0, so f
−1
[´a] `H is negligible, and f
−1
[´a] ∩H is a nonnegligible measurable
set disjoint from E ∩ f
−1
[M] and included in H; which is impossible. XXX Thus H and E ∩ f
−1
[M] are
negligible. This is true for every measurable set E of ﬁnite measure. Because µ is complete and locally
determined, f
−1
[M] ∈ Σ and µf
−1
[M] = 0. So f
−1
[F] = f
−1
[´a]´f
−1
[M] is measurable, and
µf
−1
[F] = µf
−1
[´a] = µθa = ¯ µa = ν´a = νF.
As F is arbitrary, f is inversemeasurepreserving. QQQ
It follows at once that for any F ∈ T,
f
−1
[F]
•
= a = πF
•
where a is that element of A such that M = F´a is meager, because in this case f
−1
[´a]
•
= a, by (a), while
f
−1
[M] is negligible. So π is the homomorphism induced by f.
(ii) Now suppose that f : X → Z is an inversemeasurepreserving function such that f
−1
[F]
•
= πF
•
for every F ∈ T. Then, in particular,
f
−1
[´a]
•
= π´a
•
= a
for every a ∈ A, so that f satisﬁes the conditions of (a).
341Q Corollary Let (X, Σ, µ) be a strictly localizable measure space, (A, ¯ µ) its measure algebra, and
Z the Stone space of A; suppose that µX > 0. For E ∈ Σ write E
∗
for the openandclosed subset of Z
corresponding to E
•
∈ A. Then there is a function f : X → Z such that E´f
−1
[E
∗
] is negligible for every
E ∈ Σ. If µ is complete, then f is inversemeasurepreserving.
proof Let ˆ µ be the completion of µ, and
ˆ
Σ its domain. Then we can identify (A, ¯ µ) with the measure
algebra of ˆ µ (322Da). Let θ : A →
ˆ
Σ be a lifting, and f : X → Z the corresponding function. If E ∈ Σ then
E
∗
= ´a where a = E
•
, so E´f
−1
[E
∗
] = E´θE
•
is negligible. If µ is itself complete, so that
ˆ
Σ = Σ, then f
is inversemeasurepreserving, by 341Pb.
341X Basic exercises (a) Let (X, Σ, µ) be a measure space and φ : Σ → Σ a function. Show that φ
is a lifting iﬀ it is a lower density and φE ∪ φ(X ` E) = X for every E ∈ Σ.
>>>(b) Let µ be the usual measure on X = ¦0, 1¦
N
, and Σ its domain. For x ∈ X and n ∈ N set
U
n
(x) = ¦y : y ∈ X, yn = xn¦. For E ∈ Σ set φE = ¦x : lim
n→∞
2
n
µ(E ∩ U
n
(x)) = 1¦. Show that φ is a
lower density of (X, Σ, µ).
>>>(c) Let P be the set of all lower densities of a complete measure space (X, Σ, µ), with measure algebra
A, ordered by saying that θ ≤ θ
t
if θa ⊆ θ
t
a for every a ∈ A. Show that any nonempty totally ordered
subset of P has an upper bound in P. Show that if θ ∈ P and a ∈ A and x ∈ X ` (θa ∪ θ(1 \ a)), then
θ
t
: A → Σ is a lower density, where θ
t
b = θb ∪ ¦x¦ if either a ⊆ b or there is a c ∈ A such that x ∈ θc and
a ∩ c ⊆ b, and θ
t
b = θb otherwise. Hence prove 341J.
(d) Let (X, Σ, µ) and (Y, T, ν) be measure spaces and suppose that there is an inversemeasurepreserving
function f : X → Y such that the associated homomorphism from the measure algebra of ν to that of µ
is an isomorphism. Show that for every lifting φ of (Y, T, ν) we have a corresponding lifting ψ of (X, Σ, µ)
deﬁned uniquely by the formula
ψ(f
−1
[F]) = f
−1
[φF] for every F ∈ T.
341 Notes The lifting theorem 173
(e) Let (X, Σ, µ) be a measure space, and write L
∞
(Σ) for the linear space of all bounded Σmeasurable
functions from X to R. Show that for any lifting φ : Σ → Σ of µ there is a unique linear operator
T : L
∞
(µ) →L
∞
(Σ) such that T(χE)
•
= χ(φE) for every E ∈ Σ and Tu ≥ 0 in L
∞
(Σ) whenever u ≥ 0 in
L
∞
(µ). Show that (i) (Tu)
•
= u and sup
x∈X
[(Tu)(x)[ = u
∞
for every u ∈ L
∞
(µ) (ii) T(uv) = TuTv
for all u, v ∈ L
∞
(µ).
341Y Further exercises (a) Let X be a set, Σ an algebra of subsets of X and 1 an ideal of Σ; let
A be the quotient Boolean algebra Σ/1. We say that a function θ : A → Σ is a lifting if it is a Boolean
homomorphism and (θa)
•
= a for every a ∈ A, and that θ : A → Σ is a lower density if θ0 = ∅,
θ(a ∩ b) = θa ∩ θb for all a, b ∈ A, and (θa)
•
= a for every a ∈ A.
Show that if (X, Σ, 1) is ‘complete’ in the sense that F ∈ Σ whenever F ⊆ E ∈ 1, and if X / ∈ 1, and
θ : A → Σ is a lower density, then there is a lifting θ : A → Σ such that θa ⊆ θa for every a ∈ A.
(b) Let X be a nonempty Baire space,
´
B the σalgebra of subsets of X with the Baire property (314Yd)
and ´ the ideal of meager subsets of X. Show that there is a lifting θ from
´
B/´ to
´
B such that θG
•
⊇ G
for every open G ⊆ X. (Hint: in 341Ya, set θ(G
•
) = G for every regular open set G.)
(c) Let (X, Σ, µ) be a Maharamtypehomogeneous probability space with Maharam type κ ≥ ω. Let
Σ be the Baire σalgebra of Y = ¦0, 1¦
κ
, that is, the σalgebra of subsets of Y generated by the family
¦¦x : x(ξ) = 1¦ : ξ < κ¦, and let ν be the restriction to Σ of the usual measure on ¦0, 1¦
κ
. Show that there
is an inversemeasurepreserving function f : X → Y which induces an isomorphism between their measure
algebras.
(d) Let (X, Σ, µ) be a complete Maharamtypehomogeneous probability space with Maharam type κ ≥ ω,
and let ν be the usual measure on ¦0, 1¦
κ
. Show that there is an inversemeasurepreserving function
f : X → Y which induces an isomorphism between their measure algebras.
(e) Let (X, Σ, µ) be a semiﬁnite measure space which is not purely atomic. Write L
1
strict
for the linear
space of integrable functions f : X → R. Show that there is no operator T : L
1
(µ) → L
1
strict
such that (i)
(Tu)
•
= u for every u ∈ L
1
(µ) (ii) Tu ≥ Tv whenever u ≥ v in L
1
(µ). (Hint: Suppose ﬁrst that µ is the
usual measure on ¦0, 1¦
N
. Let F be the countable set of continuous functions f : ¦0, 1¦
N
→ N. Show that
if T satisﬁes (i) then there is an x ∈ ¦0, 1¦
N
such that T(f
•
)(x) = f(x) for every f ∈ F; ﬁnd a sequence
'f
n
`
n∈N
in F such that ¦f
•
n
: n ∈ N¦ is bounded above in L
1
(µ) but sup
n∈N
f
n
(x) = ∞. Now transfer this
argument to some atomless fragment of X.)
341Z Problems (a) Can we construct, using the ordinary axioms of mathematics (including the axiom
of choice, but not the continuum hypothesis), a probability space (X, Σ, µ) with no lifting?
(b) Set κ = ω
3
. (There is a reason for taking ω
3
here; see Volume 5, when it appears, or Fremlin 89.)
Let Σ be the Baire σalgebra of X = ¦0, 1¦
κ
(as in 341Yc), and let µ be the restriction to Σ of the usual
measure on ¦0, 1¦
κ
. Does (X, Σ, µ) have a lifting?
341 Notes and comments Innumerable variations of the proof of 341K have been devised, as each author
has struggled with the technical complications. I have discussed the reasons for my own choices in 341L.
The theorem has a curious history. It was originally announced by von Neumann, but he seems never to
have written his proof down, and the ﬁrst published proof is that of Maharam 58. That argument is based
on Maharam’s theorem, 341Xd and 341Yd, which show that it is enough to ﬁnd liftings for every ¦0, 1¦
κ
;
this requires most of the ideas presented above, but feels more concrete, and some of the details are slightly
simpler. The argument as I have written it owes a great deal to Ionescu Tulcea & Ionescu Tulcea 69.
The lifting theorem and Maharam’s theorem are the twin pillars of modern abstract measure theory. But
there remains a degree of mystery about the lifting theorem which is absent from the other. The ﬁrst point
is that there is nothing canonical about the liftings we can construct, except in the quite exceptional case
of Stone spaces (341O). Even when there is a more or less canonical lower density present (341E, 341Xb),
the conversion of this into a lifting requires arbitrary choices, as in 341J. While we can distinguish some
174 The lifting theorem 341 Notes
liftings as being somewhat more regular than others, I know of no criterion which marks out any particular
lifting of Lebesgue measure, for instance, among the rest. Perhaps associated with this arbitrariness is the
extreme diﬃculty of deciding whether liftings of any given type exist. Neither positive nor negative results
are easily come by (I will present a few in the later sections of this chapter), and the nature of the obstacles
remains quite unclear.
342 Compact measure spaces
The next three sections amount to an extended parenthesis, showing how the Lifting Theorem can be used
to attack one of the fundamental problems of measure theory: the representation of Boolean homomorphisms
between measure algebras by functions between appropriate measure spaces. This section prepares for the
main idea by introducing the class of ‘locally compact’ measures (342Ad), with the associated concepts of
‘compact’ and ‘perfect’ measures (342Ac, 342K). These depend on the notions of ‘inner regularity’ (342Aa,
342B) and ‘compact class’ (342Ab, 342D). I list the basic permanence properties for compact and locally
compact measures (342G342I) and mention some of the compact measures which we have already seen
(342J). Concerning perfect measures, I content myself with the proof that a locally compact measure is
perfect (342L). I end the section with two examples (342M, 342N).
342A Deﬁnitions (a) Let (X, Σ, µ) be a measure space. If / ⊆ {X, I will say that µ is inner regular
with respect to / if
µE = sup¦µK : K ∈ / ∩ Σ, K ⊆ E¦
for every E ∈ Σ.
Of course µ is inner regular with respect to / iﬀ it is inner regular with respect to / ∩ Σ.
(b) A family / of sets is a compact class if
¸
/
t
= ∅ whenever /
t
⊆ / has the ﬁnite intersection
property.
Note that any subset of a compact class is again a compact class. (In particular, it is convenient to allow
the empty set as a compact class.)
(c) A measure space (X, Σ, µ), or a measure µ, is compact if µ is inner regular with respect to some
compact class of subsets of X.
Allowing ∅ as a compact class, and interpreting sup∅ as 0 in (a) above, µ is a compact measure whenever
µX = 0.
(d) A measure space (X, Σ, µ), or a measure µ, is locally compact if the subspace measure µ
E
is compact
whenever E ∈ Σ and µE < ∞.
Remark I ought to point out that the original deﬁnitions of ‘compact class’ and ‘compact measure’ (Mar
czewski 53) correspond to what I call ‘countably compact class’ and ‘countably compact measure’ in
Volume 4. For another variation on the concept of ‘compact class’ see condition (β) in 343B(ii)(iii).
For examples of compact measure spaces see 342J.
342B I prepare the ground with some straightforward lemmas.
Lemma Let (X, Σ, µ) be a measure space, and / ⊆ Σ a set such that whenever E ∈ Σ and µE > 0 there
is a K ∈ / such that K ⊆ E and µK > 0. Let E ∈ Σ.
(a) There is a countable disjoint set /
1
⊆ / such that K ⊆ E for every K ∈ /
1
and µ(
¸
/
1
) = µE.
(b) If µE < ∞ then µ(E `
¸
/
1
) = 0.
(c) In any case, there is for any γ < µE a ﬁnite disjoint /
0
⊆ / such that K ⊆ E for every K ∈ /
0
and
µ(
¸
/
0
) ≥ γ.
342F Compact measure spaces 175
proof Set /
t
= ¦K : K ∈ /, K ⊆ E, µK > 0¦. Let /
∗
be a maximal disjoint subfamily of /
t
. If /
∗
is
uncountable, then there is some n ∈ N such that ¦K : K ∈ /
∗
, µK ≥ 2
−n
¦ is inﬁnite, so that there is a
countable /
1
⊆ /
∗
such that µ(
¸
/
1
) = ∞ = µE.
If /
∗
is countable, set /
1
= /
∗
. Then F =
¸
/
1
is measurable, and F ⊆ E. Moreover, there is no
member of /
t
disjoint from F; but this means that E ` F must be negligible. So µF = µE, and (a) is true.
Now (b) and (c) follow at once, because
µ(
¸
/
1
) = sup¦µ(
¸
/
0
) : /
0
⊆ /
1
is ﬁnite¦.
Remark This lemma can be thought of as two more versions of the principle of exhaustion; compare 215A.
342C Corollary Let (X, Σ, µ) be a measure space and / ⊆ {X a family of sets such that (α) K∪K
t
∈ /
whenever K, K
t
∈ / and K ∩ K
t
= ∅ (β) whenever E ∈ Σ and µE > 0, there is a K ∈ / ∩ Σ such that
K ⊆ E and µK > 0. Then µ is inner regular with respect to /.
proof Apply 342Bc to / ∩ Σ.
342D Lemma Let X be a set and / a family of subsets of X.
(a) The following are equiveridical:
(i) / is a compact class;
(ii) there is a topology T on X such that X is compact and every member of / is a closed set for T.
(b) If / is a compact class, so are the families /
1
= ¦K
0
∪. . . ∪K
n
: K
0
, . . . , K
n
∈ /¦ and /
2
= ¦
¸
/
t
:
∅ = /
t
⊆ /¦.
proof (a)(i)⇒(ii) Let T be the topology generated by ¦X ` K : K ∈ /¦. Then of course every member of
/ is closed for T. Let T be an ultraﬁlter on X. Then /∩T has the ﬁnite intersection property; because /
is a compact class, it has nonempty intersection; take x ∈ X
¸
(/ ∩ T). The family
¦G : G ⊆ X, either G ∈ T or x / ∈ G¦
is easily seen to be a topology on X, and contains X ` K for every K ∈ / (because if X ` K / ∈ T then
K ∈ T and x ∈ K), so includes T; but this just means that every Topen set containing x belongs to T,
that is, that T → x. As T is arbitrary, X is compact for T (2A3R).
(ii)⇒(i) Use 3A3Da.
(b) Let T be a topology on X such that X is compact and every member of / is closed for T; then the
same is true of every member of /
1
or /
2
.
342E Corollary Suppose that (X, Σ, µ) is a measure space and that / is a compact class such that
whenever E ∈ Σ and µE > 0 there is a K ∈ / ∩ Σ such that K ⊆ E and µK > 0. Then µ is compact.
proof Set /
1
= ¦K
0
∪ . . . ∪ K
n
: K
0
, . . . , K
n
∈ /¦. By 342Db, /
1
is a compact class, and by 342C µ is
inner regular with respect to /
1
.
342F Corollary A measure space (X, Σ, µ) is compact iﬀ there is a topology on X such that X is
compact and µ is inner regular with respect to the closed sets.
proof (a) If µ is inner regular with respect to a compact class /, then there is a compact topology on X
such that every member of / is closed; now the family T of closed sets includes /, so µ is also inner regular
with respect to T.
(b) If there is a compact topology on X such that µ is inner regular with respect to the family / of
closed sets, then this is a compact class, so µ is a compact measure.
176 The lifting theorem 342G
342G Now I look at the standard questions concerning preservation of the properties of ‘compactness’
or ‘local compactness’ under the usual manipulations.
Proposition (a) Any measurable subspace of a compact measure space is compact.
(b) The completion and c.l.d. version of a compact measure space are compact.
(c) A semiﬁnite measure space is compact iﬀ its completion is compact iﬀ its c.l.d. version is compact.
(d) The direct sum of a family of compact measure spaces is compact.
(e) The c.l.d. product of two compact measure spaces is compact.
(f) The product of any family of compact probability spaces is compact.
proof (a) Let (X, Σ, µ) be a compact measure space, and E ∈ Σ. If / is a compact class such that µ is
inner regular with respect to /, then /
E
= /∩{E is a compact class (just because it is a subset of /) and
the subspace measure µ
E
is inner regular with respect to /
E
.
(b) Let (X, Σ, µ) be a compact measure space. Write (X,
ˇ
Σ, ˇ µ) for either the completion or the c.l.d.
version of (X, Σ, µ). Let / ⊆ {X be a compact class such that µ is inner regular with respect to /. Then
ˇ µ is also inner regular with respect to /. PPP If E ∈
ˇ
Σ and γ < ˇ µE there is an E
t
∈ Σ such that E
t
⊆ E
and µE
t
> γ; if ˇ µ is the c.l.d. version of µ, we may take µE
t
to be ﬁnite. There is a K ∈ / ∩ Σ such that
K ⊆ E
t
and µK ≥ γ. Now ˇ µK = µK ≥ γ and K ⊆ E and K ∈ / ∩
ˇ
Σ. QQQ
(c) Now suppose that (X, Σ, µ) is semiﬁnite; again write (X,
ˇ
Σ, ˇ µ) for either its completion or its c.l.d.
version. We already know that if µ is compact, so is ˇ µ. If ˇ µ is compact, let / ⊆ {X be a compact class
such that ˇ µ is inner regular with respect to /. Set /
∗
= ¦
¸
/
t
: ∅ = /
t
⊆ /¦; then /
∗
is a compact class
(342Db). Now µ is inner regular with respect to /
∗
. PPP Take E ∈ Σ and γ < µE. Choose 'E
n
`
n∈N
, 'K
n
`
n∈N
as follows. Because µ is semiﬁnite, there is an E
0
⊆ E such that E
0
∈ Σ and γ < µE
0
< ∞. Given E
n
∈ Σ
such that µE
n
> γ, there is a K
n
∈ /∩
ˇ
Σ such that K
n
⊆ E
n
and ˇ µK
n
> γ. Now there is an E
n+1
∈ Σ such
that E
n+1
⊆ K
n
and µE
n+1
> γ. Continue. On completing the induction, set K =
¸
n∈N
K
n
=
¸
n∈N
E
n
,
so that K ∈ /
∗
∩Σ and K ⊆ E and µK = lim
n→∞
µE
n
≥ γ. As E, γ are arbitrary, µ is inner regular with
respect to /
∗
. QQQ As /
∗
is a compact class, µ is a compact measure.
(d) Let '(X
i
, Σ
i
, µ
i
)`
i∈I
be a family of compact measure spaces, with direct sum (X, Σ, µ). We may
suppose that each X
i
is actually a subset of X, with µ
i
the subspace measure. For each i ∈ I let /
i
⊆ {X
i
be a compact class such that µ
i
is inner regular with respect to /
i
. Then / =
¸
i∈I
/
i
is a compact class,
for if /
t
⊆ / has the ﬁnite intersection property, then /
t
⊆ /
i
for some i, so has nonempty intersection.
Now if E ∈ Σ, µE > 0 there is some i ∈ I such that µ
i
(E∩X
i
) > 0, and we can ﬁnd a K ∈ /
i
∩Σ
i
⊆ /∩Σ
such that K ⊆ E ∩ X
i
and µ
i
K > 0, in which case µK > 0. By 342E, µ is compact.
(e) Let (X, Σ, µ) and (Y, T, ν) be two compact measure spaces, with c.l.d. product measure (XY, Λ, λ).
Let T, S be topologies on X, Y respectively such that X and Y are compact spaces and µ, ν are inner
regular with respect to the closed sets. Then the product topology on X Y is compact (3A3J).
The point is that λ is inner regular with respect to the family / of closed subsets of X Y . PPP Suppose
that W ∈ Λ and λW > γ. Then there are E ∈ Σ, F ∈ T such that µE < ∞, νF < ∞and λ(W∩(EF)) > γ
(251F). Now there are sequences 'E
n
`
n∈N
, 'F
n
`
n∈N
in Σ, T respectively such that
(E F) ` W ⊆
¸
n∈N
E
n
F
n
,
¸
∞
n=0
µE
n
νF
n
< λ((E F) ` W) +λ((E F) ∩ W) −γ = λ(E F) −γ
(251C). Set
W
t
= (E F) `
¸
n∈N
E
n
F
n
=
¸
n∈N
((E (F ` F
n
)) ∪ ((E ` E
n
) F)).
Then W
t
⊆ W, and
λ((E F) ` W
t
) ≤ λ(
¸
n∈N
E
n
F
n
) ≤
¸
∞
n=0
µE
n
νF
n
< λ(E F) −γ,
so λW
t
> γ.
Set =
1
4
(λW
t
− γ)/(1 + µE + µF). For each n, we can ﬁnd closed measurable sets K
n
, K
t
n
⊆ X and
L
n
, L
t
n
⊆ Y such that
K
n
⊆ E, µ(E ` K
n
) ≤ 2
−n
,
342H Compact measure spaces 177
L
t
n
⊆ F ` F
n
, ν((F ` F
n
) ` L
t
n
) ≤ 2
−n
,
K
t
n
⊆ E ` E
n
, µ((E ` E
n
) ` K
t
n
) ≤ 2
−n
,
L
n
⊆ F, ν(F ` L
n
) ≤ 2
−n
.
Set
V =
¸
n∈N
(K
n
L
t
n
) ∪ (K
t
n
L
n
) ⊆ W
t
⊆ W.
Now
W
t
` V ⊆
¸
n∈N
((E ` K
n
) F) ∪ (E ((F ` F
n
) ` L
t
n
))
∪ (((E ` E
n
) ` K
t
n
) F) ∪ (E (F ` L
n
)),
so
λ(W
t
` V ) ≤
∞
¸
n=0
µ(E ` K
n
) νF +µE ν((F ` F
n
) ` L
t
n
)
+µ((E ` E
n
) ` K
t
n
) νF +µE ν(F ` L
n
)
≤
∞
¸
n=0
2
−n
(2µE + 2µF) ≤ λW
t
−γ,
and λV ≥ γ. But V is a countable intersection of ﬁnite unions of products of closed measurable sets, so is
itself a closed measurable set, and belongs to / ∩ Λ. QQQ
Accordingly the product topology on X Y witnesses that λ is a compact measure.
(f ) The same method works. In detail: let '(X
i
, Σ
i
, µ
i
)`
i∈I
be a family of compact probability spaces,
with product (X, Λ, λ). For each i, let T
i
be a topology on X
i
such that X
i
is compact and µ
i
is inner regular
with respect to the closed sets. Give X the product topology; this is compact. If W ∈ Λ and > 0, let
'C
n
`
n∈N
be a sequence of measurable cylinder sets (in the sense of 254A) such that X ` W ⊆
¸
n∈N
C
n
and
¸
∞
n=0
λC
n
≤ λ(X`W)+. Express each C
n
as
¸
i∈I
E
ni
where E
ni
∈ Σ
i
for each i and J
n
= ¦i : E
ni
= X
i
¦
is ﬁnite. For n ∈ N, i ∈ J
n
set
ni
= 2
−n
/(1 +#(J
n
)). Choose closed measurable sets K
ni
⊆ X
i
` E
ni
such
that µ
i
((X
i
` E
ni
) ` K
ni
) ≤
ni
for n ∈ N, i ∈ J
n
. For each n ∈ N, set
V
n
=
¸
i∈J
n
¦x : x ∈ X, x(i) ∈ K
ni
¦,
so that V
n
is a closed measurable subset of X. Observe that
X ` V
n
= ¦x : x(i) ∈ X ` K
ni
for i ∈ J
n
¦
includes C
n
, and that
λ(X ` (V
n
∪ C
n
)) ≤
¸
i∈J
n
λ¦x : x(i) ∈ X
i
` (K
ni
∪ E
ni
)¦ ≤
¸
i∈J
n
ni
≤ 2
−n
.
Now set V =
¸
n∈N
V
n
; then V is again a closed measurable set, and
X ` V ⊆
¸
n∈N
C
n
∪ (X ` (C
n
∪ V
n
))
has measure at most
¸
∞
n=0
λC
n
+ 2
−n
≤ 1 −λW + + 2,
so λV ≥ λW − 3. As W and are arbitrary, λ is inner regular with respect to the closed sets, and is a
compact measure.
342H Proposition (a) A compact measure space is locally compact.
(b) A strictly localizable locally compact measure space is compact.
(c) Let (X, Σ, µ) be a measure space. Suppose that whenever E ∈ Σ and µE > 0 there is an F ∈ Σ such
that F ⊆ E, µF > 0 and the subspace measure on F is compact. Then µ is locally compact.
proof (a) This is immediate from 342Ga and the deﬁnition of ‘locally compact’ measure space.
178 The lifting theorem 342H
(b) Suppose that (X, Σ, µ) is a strictly localizable locally compact measure space. Let 'X
i
`
i∈I
be a
decomposition of X, and for each i ∈ I let µ
i
be the subspace measure on X
i
. Then µ
i
is compact. Now µ
can be identiﬁed with the direct sum of the µ
i
, so itself is compact, by 342Gd.
(c) Write T for the set of measurable sets F ⊆ X such that the subspace measures µ
F
are compact.
Take E ∈ Σ with µE < ∞. By 342Bb, there is a countable disjoint family 'F
i
`
i∈I
in T such that F
i
⊆ E
for each i, and F
t
= E `
¸
i∈I
F
i
is negligible; now this means that F
t
∈ T (342Ac), so we may take it that
E =
¸
i∈I
F
i
. In this case µ
E
is isomorphic to the direct sum of the measures µ
F
i
and is compact. As E is
arbitrary, µ is locally compact.
342I Proposition (a) Any measurable subspace of a locally compact measure space is locally compact.
(b) A measure space is locally compact iﬀ its completion is locally compact iﬀ its c.l.d. version is locally
compact.
(c) The direct sum of a family of locally compact measure spaces is locally compact.
(d) The c.l.d. product of two locally compact measure spaces is locally compact.
proof (a) Trivial: if (X, Σ, µ) is locally compact, and E ∈ Σ, and F ⊆ E is a measurable set of ﬁnite
measure for the subspace measure on E, then F ∈ Σ and µF < ∞, so the subspace measure on F is
compact.
(b) Let (X, Σ, µ) be a measure space, and write (X,
ˇ
Σ, ˇ µ) for either its completion or its c.l.d. version.
(i) Suppose that µ is locally compact, and that ˇ µF < ∞. Then there is an E ∈ Σ such that E ⊆ F
and µE = ˇ µF. Let µ
E
be the subspace measure on E induced by the measure µ; then we are assuming that
µ
E
is compact. Let / ⊆ {E be a compact class such that µ
E
is inner regular with respect to /. Then, as
in the proof of 342Gb, the subspace measure ˇ µ
F
on F induced by ˇ µ is also inner regular with respect to /,
so ˇ µ
F
is compact; as F is arbitrary, ˇ µ is locally compact.
(ii) Now suppose that ˇ µ is locally compact, and that µE < ∞. Then the subspace measure ˇ µ
E
is
compact. But this is just the completion of the subspace measure µ
E
, so µ
E
is compact, by 342Gc; as E is
arbitrary, µ is locally compact.
(c) Put (a) and 342Hc together.
(d) Let (X, Σ, µ) and (Y, T, ν) be locally compact measure spaces, with product (X Y, Λ, λ). If W ∈ Λ
and λW > 0, there are E ∈ Σ, F ∈ T such that µE < ∞, νF < ∞ and λ(W ∩ (E F)) > 0. Now the
subspace measure λ
E·F
induced by λ on E F is just the product of the subspace measures (251P(iiα),
so is compact, and the subspace measure λ
W∩(E·F)
is therefore again compact, by 342Ga. By 342Hc, this
is enough to show that λ is locally compact.
342J Examples It is time I listed some examples of compact measure spaces.
(a) Lebesgue measure on R
r
is compact. (Let / be the family of subsets of R
r
which are compact for
the usual topology. By 134Fb, Lebesgue measure is inner regular with respect to /.)
(b) Similarly, any Radon measure on R
r
(256A) is compact.
(c) If (A, ¯ µ) is any semiﬁnite measure algebra, the standard measure ν on its Stone space Z is compact.
(By 322Qa, ν is inner regular with respect to the family of openandclosed subsets of Z, which are all
compact for the standard topology of Z, so form a compact class.)
(d) The usual measure on ¦0, 1¦
I
is compact, for any set I. (It is obvious that the usual measure on
¦0, 1¦ is compact; now use 342Gf.)
Remark (a)(c) above are special cases of the fact that all Radon measures are compact; I will return to
this in '416.
342K One of the most important properties of (locally) compact measure spaces has been studied
under the following name.
Deﬁnition Let (X, Σ, µ) be a measure space. Then (X, Σ, µ), or µ, is perfect if whenever f : X → R is
measurable, E ∈ Σ and µE > 0, then there is a compact set K ⊆ f[E] such that µf
−1
[K] > 0.
*342N Compact measure spaces 179
342L Theorem A semiﬁnite locally compact measure space is perfect.
proof Let (X, Σ, µ) be a semiﬁnite locally compact measure space, f : X → R a measurable function,
and E ∈ Σ a set of nonzero measure. Because µ is semiﬁnite, there is an F ∈ Σ such that F ⊆ E and
0 < µF < ∞. Now the subspace measure µ
F
is compact; let T be a topology on F such that F is compact
and µ
F
is inner regular with respect to the family / of closed sets for T.
Let '
q
`
q∈Q
be a family of strictly positive real numbers such that
¸
q∈Q
q
<
1
2
µF. (For instance, you
could set
q(n)
= 2
−n−3
µF where 'q(n)`
n∈N
is an enumeration of Q.) For each q ∈ Q, set E
q
= ¦x : x ∈
F, f(x) ≤ q¦, E
t
q
= ¦x : x ∈ F, f(x) > q¦, and choose K
q
, K
t
q
∈ / ∩ Σ such that K
q
⊆ E
q
, K
t
q
⊆ E
t
q
,
µ(E
q
` K
q
) ≤
q
and µ(E
t
q
` K
t
q
) ≤
q
. Then K =
¸
q∈Q
(K
q
∪ K
t
q
) ∈ / ∩ Σ, K ⊆ F and
µ(F ` K) ≤
¸
q∈Q
µ(E
q
` K
q
) +µ(E
t
q
` K
t
q
) < µF,
so µK > 0.
The point is that fK is continuous. PPP For any q ∈ Q, ¦x : x ∈ K, f(x) ≤ q¦ = K ∩ K
q
and
¦x : x ∈ K, f(x) > q¦ = K ∩ K
t
q
. If H ⊆ R is open and x ∈ K ∩ f
−1
[H], take q, q
t
∈ Q such that
f(x) ∈ ]q, q
t
] ⊆ H; then G = K ` (K
q
∪ K
t
q
) is a relatively open subset of K containing x and included in
f
−1
[H]. Thus K ∩ f
−1
[H] is relatively open in K; as H is arbitrary, f is continuous. QQQ
Accordingly f[K] is a continuous image of a compact set, therefore compact; it is a subset of f[E], and
µf
−1
[f[K]] ≥ µK > 0. As f and E are arbitrary, µ is perfect.
342M I ought to give examples to distinguish between the concepts introduced here, partly on general
principles, but also because it is not obvious that the concept of ‘locally compact’ measure space is worth
spending time on at all. It is easy to distinguish between ‘perfect’ and ‘(locally) compact’; ‘locally compact’
and ‘compact’ are harder to separate.
Example Let X be an uncountable set and µ the countablecocountable measure on X (211R). Then µ is
perfect but not compact or locally compact.
proof (a) If f : X → R is measurable and E ⊆ X is measurable, with measure greater than 0, set
A = ¦α : α ∈ R, ¦x : x ∈ X, f(x) ≤ r¦ is negligible¦. Then α ∈ A whenever α ≤ β ∈ A. Since
X =
¸
n∈N
¦x : f(x) ≤ n¦, there is some n such that n / ∈ A, in which case A is bounded above by
n. Also there is some m ∈ N such that ¦x : f(x) > −m¦ is nonnegligible, in which case it must be
conegligible, and −m ∈ A, so A is nonempty. Accordingly γ = supA is deﬁned in R. Now for any k ∈ N,
¦x : f(x) ≤ γ − 2
−k
¦ is negligible, so ¦x : f(x) < γ¦ is negligible. Also, for any k, ¦x : f(x) ≤ γ + 2
−k
¦ is
nonnegligible, so ¦x : f(x) > γ
−k
2
¦ must be negligible; accordingly, ¦x : f(x) > γ¦ is negligible. But this
means that ¦x : f(x) = γ¦ is conegligible and has measure 1. Thus we have a compact set K = ¦γ¦ such
that µf
−1
[K] = 1, and γ must belong to f[E]. As f and E are arbitrary, µ is perfect.
(b) µ is not compact. PPP??? Suppose, if possible, that / ⊆ {X is a compact class such that µ is inner
regular with respect to /. Then for every x ∈ X there is a measurable set K
x
∈ / such that K
x
⊆ X ` ¦x¦
and µK
x
> 0, that is, K
x
is conegligible. But this means that ¦K
x
: x ∈ X¦ must have the ﬁnite intersection
property; as it also has empty intersection, / cannot be a compact class. XXXQQQ
(c) Because µ is totally ﬁnite, it cannot be locally compact (342Hb).
*342N Example There is a complete locally determined localizable locally compact measure space
which is not compact.
proof (a) I refer to the example of 216E. In that construction, we have a set I and a family 'f
γ
`
γ∈C
in
X = ¦0, 1¦
I
such that for every D ⊆ C there is an i ∈ I such that D = ¦γ : f
γ
(i) = 1¦; moreover, #(C) > c.
The σalgebra Σ is the family of sets E ⊆ X such that for every γ there is a countable set J ⊆ I such that
¦x : xJ = f
γ
J¦ is a subset of either E or X ` E; and for E ∈ Σ, µE is #(¦γ : f
γ
∈ E¦) if this is ﬁnite, ∞
otherwise. Note that any subset of X determined by a countable set of coordinates belongs to Σ.
For each γ ∈ C, let i
γ
∈ I be such that f
γ
(i
γ
) = 1, f
δ
(i
γ
) = 0 for δ = γ. (In 216E I took I to be {C,
and i
γ
would be ¦γ¦.) Set
Y = ¦x : x ∈ X, ¦γ : γ ∈ C, x(i
γ
) = 1¦ is ﬁnite¦.
180 The lifting theorem *342N
Give Y its subspace measure µ
Y
with domain Σ
Y
. Then µ
Y
is complete, locally determined and localizable
(214Id). Note that f
γ
∈ Y for every γ ∈ C.
(b) µ
Y
is locally compact. PPP Suppose that F ∈ Σ
Y
and µ
Y
F < ∞. If µ
Y
F = 0 then surely the subspace
measure µ
F
is compact. Otherwise, we can express F as E ∩ Y where E ∈ Σ and µE = µ
Y
F. Then
D = ¦γ : f
γ
∈ E¦ = ¦γ : f
γ
∈ F¦ is ﬁnite. For γ ∈ D set
G
t
γ
= ¦x : x ∈ X, x(i
γ
) = 1, x(i
δ
) = 0 for every δ ∈ D ` ¦γ¦¦ ∈ Σ,
/
γ
= ¦K : f
γ
∈ K ⊆ F ∩ G
t
γ
¦.
Then each /
γ
is a compact class, and members of diﬀerent /
γ
’s are disjoint, so / =
¸
γ∈D
/
γ
is a compact
class.
Now suppose that H belongs to the subpsace σalgebra Σ
F
and µ
F
H > 0. Then there is a γ ∈ D such
that f
γ
∈ H, so that H ∩ G
t
γ
∈ / ∩ Σ
F
and µ
F
(H ∩ G
t
γ
) > 0. By 342E, this is enough to show that µ
F
is
compact. As F is arbitrary, µ
Y
is locally compact. QQQ
(c) µ
Y
is not compact. PPP??? Suppose, if possible, that µ
Y
is inner regular with respect to a compact class
/ ⊆ {Y . For each γ ∈ C set G
γ
= ¦x : x ∈ X, x(i
γ
) = 1¦, so that f
γ
∈ G
γ
∈ Σ and µ
Y
(G
γ
∩ Y ) = 1.
There must therefore be a K
γ
∈ / such that K
γ
⊆ G
γ
∩Y and µ
Y
K
γ
= 1 (since µ
Y
takes no value in ]0, 1[).
Express K
γ
as Y ∩ E
γ
, where E
γ
∈ Σ, and let J
γ
⊆ I be a countable set such that
E
γ
⊇ ¦x : x ∈ X, xJ
γ
= f
γ
J
γ
¦.
At this point I call on the full strength of 2A1P. There is a set B ⊆ C, of cardinal greater than c, such
that f
γ
J
γ
∩ J
δ
= f
δ
J
γ
∩ J
δ
for all γ, δ ∈ B. But this means that, for any ﬁnite set D ⊆ B, we can deﬁne
x ∈ X by setting
x(i) = f
α
(i) if α ∈ D, i ∈ J
α
,
= 0 if i ∈ I `
¸
α∈D
J
α
.
It is easy to check that ¦γ : γ ∈ C, x(i
γ
) = 1¦ = D, so that x ∈ Y ; but now
x ∈ Y ∩
¸
α∈D
E
α
=
¸
α∈D
K
α
.
What this shows is that ¦K
α
: α ∈ B¦ has the ﬁnite intersection property. It must therefore have
nonempty intersection; say
y ∈
¸
α∈B
K
α
⊆
¸
α∈B
G
α
.
But now we have a member y of Y such that ¦γ : y(i
γ
) = 1¦ ⊇ B is inﬁnite, contrary to the deﬁnition of Y .
XXXQQQ
342X Basic exercises >>>(a) Show that a measure space (X, Σ, µ) is semiﬁnite iﬀ µ is inner regular
with respect to ¦E : µE < ∞¦.
(b) Find a proof of 342B based on 215A.
(c) Let (X, Σ, µ) be a locally compact semiﬁnite measure space in which all singleton sets are negligible.
Show that it is atomless.
(d) Let (X, Σ, µ) be a measure space, and ν an indeﬁniteintegral measure over µ (234B). Show that ν is
compact, or locally compact, if µ is. (Hint: if / satisﬁes the conditions of 342E with respect to µ, then it
satisﬁes them for ν.)
(e) Let f : R →R be any nondecreasing function, and ν
f
the corresponding LebesgueStieltjes measure.
Show that ν
f
is compact. (Hint: 256Xg.)
(f ) Let µ be Lebesgue measure on [0, 1], ν the countablecocountable measure on [0, 1], and λ their c.l.d.
product. Show that λ is a compact measure. (Hint: let / be the family of sets K A where A ⊆ [0, 1] is
cocountable and K ⊆ A is compact.)
342 Notes Compact measure spaces 181
(g) (i) Give an example of a compact probability space (X, Σ, µ), a set Y and a function f : X → Y such
that the image measure µf
−1
is not compact. (ii) Give an example of a compact probability space (X, Σ, µ)
and a σsubalgebra T of Σ such that (X, T, µT) is not compact. (Hint: 342Xf.)
(h) Let (X, Σ, µ) be a perfect measure space, and f : X →R a measurable function. Show that the image
measure µf
−1
is inner regular with respect to the compact subsets of R, so is a compact measure.
(i) Let (X, Σ, µ) be a σﬁnite measure space. Show that it is perfect iﬀ for every measurable f : X → R
there is a Borel set H ⊆ f[X] such that f
−1
[H] is conegligible in X. (Hint: 342Xh for ‘only if’, 256C for
‘if’.)
(j) Let (X, Σ, µ) be a complete totally ﬁnite perfect measure space and f : X →R a measurable function.
Show that the image measure µf
−1
is a Radon measure, and is the only Radon measure on R for which f
is inversemeasurepreserving. (Hint: 256G.)
(k) Suppose that (X, Σ, µ) is a perfect measure space. (i) Show that if (Y, T, ν) is a measure space,
and f : X → Y is a function such that f
−1
[F] ∈ Σ for every F ∈ T and f
−1
[F] is µnegligible for every
νnegligible set F, then (Y, T, ν) is perfect. (ii) Show that if T is a σsubalgebra of Σ then (X, T, µT) is
perfect.
(l) Let (X, Σ, µ) be a perfect measure space such that Σ is the σalgebra generated by a sequence of sets.
Show that µ is compact. (Hint: if Σ is generated by ¦E
n
: n ∈ N¦, set f =
¸
∞
n=0
3
−n
χE
n
and consider
¦f
−1
[K] : K ⊆ f[X] is compact¦.)
(m) Let (X, Σ, µ) be a semiﬁnite measure space. Show that µ is perfect iﬀ µT is compact for every
countably generated σsubalgebra T of Σ.
(n) Show that (i) a measurable subspace of a perfect measure space is perfect (ii) a semiﬁnite measure
space is perfect iﬀ all its totally ﬁnite subspaces are perfect (iii) the direct sum of any family of perfect
measure spaces is perfect (iv) the c.l.d. product of two perfect measure spaces is perfect (hint: put 342Xm
and 342Ge together) (v) the product of any family of perfect probability spaces is perfect (vi) a measure
space is perfect iﬀ its completion is perfect (vii) the c.l.d. version of a perfect measure space is perfect (viii)
any purely atomic measure space is perfect (ix) an indeﬁniteintegral measure over a perfect measure is
perfect.
(o) Let µ be Lebesgue measure on R, let A be a subset of R, and let µ
A
be the subspace measure. Show
that µ
A
is compact iﬀ it is perfect iﬀ A is Lebesgue measurable. (Hint: if µ
A
is perfect, consider the image
measure hµ
−1
A
on R, where h(x) = x for x ∈ A.)
342Y Further exercises (a) Show that the space (X, Σ, µ) of 216E and 342N is a compact measure
space. (Hint: use the usual topology on X = ¦0, 1¦
I
.)
(b) Give an example of a compact complete locally determined measure space which is not localizable.
(Hint: in 216D, add a point to each horizontal and vertical section of X, so that all the sections become
compact measure spaces.)
342 Notes and comments The terminology I ﬁnd myself using in this section – ‘compact’, ‘locally
compact’, ‘countably compact’, ‘perfect’ – is not entirely satisfactory, in that it risks collision with the same
words applied to topological spaces. For the moment, this is not a serious problem; but when in Volume 4
we come to the systematic analysis of spaces which have both topologies and measures present, it will be
necessary to watch our language carefully. Of course there are cases in which a ‘compact class’ of the sort
discussed here can be taken to be the family of compact sets for some familiar topology, as in 342Ja342Jd,
but in others this is not so (see 342Xf); and even when we have a familiar compact class, the topology
constructed from it by the method of 342Da need not be one we might expect. (Consider, for instance, the
topology on R for which the closed sets are just the sets which are compact for the usual topology.)
182 The lifting theorem 342 Notes
I suppose that ‘compact’ and ‘perfect’ measure spaces look reasonably natural objects to study; they oﬀer
to illuminate one of the basic properties of Radon measures, the fact that (at least for totally ﬁnite Radon
measures on Euclidean space) the image measure of a Radon measure under a measurable function is again
Radon (256G, 342Xj). Indeed this was the original impetus for the study of perfect measures (Gnedenko
& Kolmogorov 54, Sazonov 66). It is not obvious that there is any need to examine ‘locally compact’
measure spaces, but actually they are the chief purpose of this section, since the main theorem of the next
section is an alternative characterization of semiﬁnite locally compact measure spaces (343B). Of course you
may feel that the fact that ‘locally compact’ and ‘compact’ coincide for strictly localizable spaces (342Hb)
excuses you from troubling about the distinction at ﬁrst reading.
As with any new classiﬁcation of measure spaces, it is worth ﬁnding out how the classes of ‘compact’ and
‘perfect’ measure spaces behave with respect to the standard constructions. I run through the basic facts in
342G342I, 342Xd, 342Xk and 342Xn. We can also look for relationships between the new properties and
those already studied. Here, in fact, there is not much to be said; 342N and 342Yb show that ‘compactness’
is largely independent of the classiﬁcation in '211. However there are interactions with the concept of ‘atom’
(342Xc, 342Xn(viii)).
I give examples to show that perfect measure spaces need not be locally compact, and that locally compact
measure spaces need not be compact (342M, 342N). The standard examples of measure spaces which are
not perfect are nonmeasurable subspaces (342Xo); I will return to these in the next section (343L343M).
Something which is not important to us at the moment, but is perhaps worth taking note of, is the
following observation. To determine whether a measure space (X, Σ, µ) is compact, we need only the
structure (X, Σ, ^), where ^ is the σideal of negligible sets, since that is all that is referred to in the
criterion of 342E. The same is true of local compactness, by 342Hc, and of perfectness, by the deﬁnition in
342K. Compare 342Xd, 342Xk, 342Xn(ix).
Much of the material of this section will be repeated in Volume 4 as part of a more systematic analysis
of inner regularity.
343 Realization of homomorphisms
We are now in a position to make progress in one of the basic questions of abstract measure theory. In
'324 I have already described the way in which a function between two measure spaces can give rise to a
homomorphism between their measure algebras. In this section I discuss some conditions under which we
can be sure that a homomorphism can be represented by a function.
The principal theorem of the section is 343B. If a measure space (X, Σ, µ) is locally compact, then many
homomorphisms from the measure algebra of µ to other measure algebras will be representable by functions
into X; moreover, this characterizes locally compact spaces. In general, a homomorphism between measure
algebras can be represented by widely diﬀerent functions (343I, 343J). But in some of the most important
cases (e.g., Lebesgue measure) representing functions are ‘almost’ uniquely deﬁned; I introduce the concept
of ‘countably separated’ measure space to describe these (343D343H).
343A Preliminary remarks It will be helpful to establish some vocabulary and a couple of elementary
facts.
(a) If (X, Σ, µ) and (Y, T, ν) are measure spaces, with measure algebras A and B, I will say that a
function f : X → Y represents a homomorphism π : B → A if f
−1
[F] ∈ Σ and (f
−1
[F])
•
= π(F
•
) for
every F ∈ T.
(Perhaps I should emphasize here that some homomorphisms are representable in this sense, and some
are not; see 343M below for examples of nonrepresentable homomorphisms.)
(b) If (X, Σ, µ) and (Y, T, ν) are measure spaces, with measure algebras A and B, f : X → Y is a function,
and π : B →A is a sequentially ordercontinuous Boolean homomorphism, then
¦F : F ∈ T, f
−1
[F] ∈ Σ and f
−1
[F]
•
= πF
•
¦
is a σsubalgebra of T. (The veriﬁcation is elementary.)
343B Realization of homomorphisms 183
(c) Let (X, Σ, µ) and (Y, T, ν) be measure spaces, with measure algebras A and B, and π : B → A a
Boolean homomorphism which is represented by a function f : X → Y . Let (X,
ˆ
Σ, ˆ µ), (Y,
ˆ
T, ˆ ν) be the
completions of (X, Σ, µ), (Y, T, ν); then A and B can be identiﬁed with the measure algebras of ˆ µ and
ˆ ν (322Da). Now f still represents π when regarded as a function from (X,
ˆ
Σ, ˆ µ) to (Y,
ˆ
T, ˆ ν). PPP If G is
νnegligible, there is a negligible F ∈ T such that G ⊆ F; since
f
−1
[F]
•
= πF
•
= 0,
f
−1
[F] is µnegligible, so f
−1
[E] is negligible, therefore belongs to
ˆ
Σ. If G is any element of
ˆ
T, there is an
F ∈ T such that G´F is negligible, so that
f
−1
[G] = f
−1
[F]´f
−1
[G´F] ∈
ˆ
Σ,
and
f
−1
[G]
•
= f
−1
[F]
•
= πF
•
= πG
•
. QQQ
(d) In particular, if (X, Σ, µ) and (Y, T, ν) are measure spaces, and f : X → Y is inversemeasure
preserving, then f is still inversemeasurepreserving with respect to the completed measures ˆ µ and ˆ ν (apply
(c) with π : B →A the homomorphism induced by f). (See 235Hc.)
343B Theorem Let (X, Σ, µ) be a nonempty semiﬁnite measure space, and (A, ¯ µ) its measure alge
bra. Let (Z, Λ, λ) be the Stone space of (A, ¯ µ); for E ∈ Σ write E
∗
for the openandclosed subset of Z
corresponding to the image E
•
of E in A. Then the following are equiveridical:
(i) (X, Σ, µ) is locally compact in the sense of 342Ad.
(ii) There is a family / ⊆ Σ such that (α) whenever E ∈ Σ and µE > 0 there is a K ∈ / such that
K ⊆ E and µK > 0 (β) whenever /
t
⊆ / is such that µ(
¸
/
0
) > 0 for every nonempty ﬁnite set /
0
⊆ /
t
,
then
¸
/
t
= ∅.
(iii) There is a family / ⊆ Σ such that (α)
t
µ is inner regular with respect to / (β) whenever /
t
⊆ / is
such that µ(
¸
/
0
) > 0 for every nonempty ﬁnite set /
0
⊆ /
t
, then
¸
/
t
= ∅.
(iv) There is a function f : Z → X such that f
−1
[E]´E
∗
is negligible for every E ∈ Σ.
(v) Whenever (Y, T, ν) is a complete strictly localizable measure space, with measure algebra B, and
π : A →B is an ordercontinuous Boolean homomorphism, then there is a g : Y → X representing π.
(vi) Whenever (Y, T, ν) is a complete strictly localizable measure space, with measure algebra B, and
π : A → B is an ordercontinuous measurepreserving Boolean homomorphism, then there is a g : Y → X
representing π.
proof (a)(i)⇒(ii) Because µ is semiﬁnite, there is a partition of unity 'a
i
`
i∈I
in A such that ¯ µa
i
< ∞ for
each i. For each i ∈ I, let E
i
∈ Σ be such that E
•
i
= a
i
. Then the subspace measure µ
E
i
on E
i
is compact;
let /
i
⊆ {E
i
be a compact class such that µ
E
i
is inner regular with respect to /
i
. Set / =
¸
i∈I
/
i
. If
/
t
⊆ / and µ(
¸
/
0
) > 0 for every nonempty ﬁnite /
0
⊆ /, then /
t
⊆ /
i
for some i, and surely has the
ﬁnite intersection property, so
¸
/
t
= ∅; thus /
t
satisﬁes (β) of condition (ii). And if E ∈ Σ, µE > 0 then
there must be some i ∈ I such that E
•
i
∩ a
i
= 0, that is, µ(E ∩E
i
) > 0, in which case there is a K ∈ /
i
⊆ /
such that K ⊆ E ∩ E
i
and µK > 0; so that / satisﬁes condition (α).
(b)(ii)⇒(iii) Suppose that / ⊆ Σ witnesses that (ii) is true. If µX = 0 then / already witnesses that
(iii) is true, so we need consider only the case µX > 0. Set L = ¦K
0
∪ . . . ∪ K
n
: K
0
, . . . , K
n
∈ /¦. Then
L witnesses that (iii) is true. PPP By 342Ba, µ is inner regular with respect to L. Let L
t
⊆ L be such that
µ(
¸
L
0
) > 0 for every nonempty ﬁnite L
0
⊆ L
t
. Then
T
0
= ¦A : A ⊆ X, there is a ﬁnite L
0
⊆ L
t
such that X ∩
¸
L
0
` A is negligible¦
is a ﬁlter on X, so there is an ultraﬁlter T on X including T
0
. Note that every conegligible set belongs to
T
0
, so no negligible set can belong to T. Set /
t
= / ∩ T; then
¸
/
0
belongs to T, so is not negligible, for
every nonempty ﬁnite /
0
⊆ /
t
. Accordingly there is some x ∈
¸
/
t
. But any member of L
t
is of the form
L = K
0
∪ . . . ∪ K
n
where each K
i
∈ /; because T is an ultraﬁlter and L ∈ T, there must be some i ≤ n
such that K
i
∈ T, in which case x ∈ K
i
⊆ L. Thus x ∈
¸
L
t
. As L
t
is arbitrary, L satisﬁes the condition
(β). QQQ
184 The lifting theorem 343B
(c)(iii)⇒(iv) Let / ⊆ Σ witness that (iii) is true. For any z ∈ Z, set /
z
= ¦K : K ∈ /, z ∈ K
∗
¦. If
K
0
, . . . , K
n
∈ /
z
, then z ∈
¸
i≤n
K
∗
i
= (
¸
i≤n
K
i
)
∗
, so (
¸
i≤n
K
i
)
∗
= ∅ and µ(
¸
i≤n
K
i
) > 0. By (β) of
condition (iii),
¸
/
z
= ∅; and even if /
z
= ∅, X ∩
¸
/
z
= ∅ because X is nonempty. So we may choose
f(z) ∈ X ∩
¸
/
z
. This deﬁnes a function f : Z → X. Observe that, for K ∈ / and z ∈ Z,
z ∈ K
∗
=⇒ K ∈ /
z
=⇒ f(z) ∈ K =⇒ z ∈ f
−1
[K],
so that K
∗
⊆ f
−1
[K].
Now take any E ∈ Σ. Consider
U
1
=
¸
¦K
∗
: K ∈ /, K ⊆ E¦ ⊆
¸
¦E
∗
∩ f
−1
[K] : K ∈ /, K ⊆ E¦ ⊆ E
∗
∩ f
−1
[E],
U
2
=
¸
¦K
∗
: K ∈ /, K ⊆ X ` E¦ ⊆ (X ` E)
∗
∩ f
−1
[X ` E] = Z ` (f
−1
[E] ∪ E
∗
),
so that f
−1
[E]´E
∗
⊆ Z ` (U
1
∪U
2
). Now U
1
and U
2
are open subsets of Z, so M = Z ` (U
1
∪U
2
) is closed,
and in fact M is nowhere dense. PPP??? Otherwise, there is a nonzero a ∈ A such that the corresponding
openandclosed set ´a is included in M, and an F ∈ Σ of nonzero measure such that a = F
•
. At least one
of F ∩ E, F ` E is nonnegligible and therefore includes a nonnegligible member K of /. But in this case
K
∗
is a nonempty open subset of M which is included in either U
1
or U
2
, which is impossible. XXXQQQ
By the deﬁnition of λ (321J321K), M is λnegligible, so f
−1
[E]´E
∗
⊆ M is negligible, as required.
(d)(iv)⇒(v) Now assume that f : Z → X witnesses (iv), and let (Y, T, ν) be a complete strictly localiz
able measure space, with measure algebra B, and π : A →B an ordercontinuous Boolean homomorphism.
If νY = 0 then any function from Y to X will represent π, so we may suppose that νY > 0. Write W for
the Stone space of B. Then we have a continuous function φ : W → Z such that φ
−1
[´a] = ´ πa for every
a ∈ A (312P), and φ
−1
[M] is nowhere dense in W for every nowhere dense M ⊆ Z (313R). It follows that
φ
−1
[M] is meager for every meager M ⊆ Z, that is, φ
−1
[M] is negligible in W for every negligible M ⊆ Z.
By 341Q, there is an inversemeasurepreserving function h : Y → W such that h
−1
[
´
b]
•
= b for every b ∈ B.
Consider g = fφh : Y → X.
If E ∈ Σ, set a = E
•
∈ A, so that E
∗
= ´a ⊆ Z, and M = f
−1
[E]´E
∗
is λnegligible; consequently
φ
−1
[M] is negligible in W. Because h is inversemeasurepreserving,
g
−1
[E]´h
−1
[φ
−1
[E
∗
]] = h
−1
[φ
−1
[f
−1
[E]]]´h
−1
[φ
−1
[E
∗
]] = h
−1
[φ
−1
[M]]
is negligible. But φ
−1
[E
∗
] = ´ πa, so
g
−1
[E]
•
= h
−1
[φ
−1
[E
∗
]]
•
= πa.
As E is arbitrary, g induces the homomorphism π.
(e)(v)⇒(vi) is trivial.
(f )(vi)⇒(iv) Assume (vi). Let ν be the c.l.d. version of λ, T its domain, and B its measure algebra;
then ν is strictly localizable (322Qb). The embedding Λ ⊆ T corresponds to an ordercontinuous measure
preserving Boolean homomorphism from A to B (322Db). By (vi), there is a function f : Z → X such
that f
−1
[E] ∈ T and f
−1
[E]
•
= (E
∗
)
•
in B for every E ∈ Σ. But as ν and λ have the same negligible sets
(322Qb), f
−1
[E]´E
∗
is λnegligible for every E ∈ Σ, as required by (iv).
(g)(iv)⇒(i)(ααα) To begin with (down to the end of (γ) below) I suppose that µ is totally ﬁnite. In this
case we have a function g : X → Z such that E´g
−1
[E
∗
] is negligible for every E ∈ Σ (341Q again). We
are supposing also that there is a function f : Z → X such that f
−1
[E]´E
∗
is negligible for every E ∈ Σ.
Write / for the family of sets K ⊆ E such that K ∈ Σ and there is a compact set L ⊆ Z such that
f[L] ⊆ K ⊆ g
−1
[L].
(βββ) µ is inner regular with respect to /. PPP Take F ∈ Σ and γ < µF. Choose 'V
n
`
n∈N
, 'F
n
`
n∈N
as
follows. F
0
= F. Given that µF
n
> γ, then
λ(f
−1
[F
n
] ∩ F
∗
n
) = λF
∗
n
= µF
n
> γ,
so there is an openandclosed set V
n
⊆ f
−1
[F
n
] ∩ F
∗
n
with λV
n
> γ. Express V
n
as F
∗
n+1
where F
n+1
∈ Σ;
since F
n
´g
−1
[F
∗
n
] is negligible, and V
n
⊆ F
∗
n
, we may take it that F
n+1
⊆ g
−1
[F
∗
n
]. Continue.
At the end of the induction, set K =
¸
n∈N
F
n
∈ Σ and L =
¸
n∈N
F
∗
n
. Because F
n+1
` F
n
⊆ g
−1
[F
∗
n
] ` F
n
is negligible for each n, µK = lim
n→∞
µF
n
≥ γ, while K ⊆ F and L is surely compact. We have
343D Realization of homomorphisms 185
L ⊆
¸
n∈N
V
n
⊆
¸
n∈N
f
−1
[F
n
] = f
−1
[K],
so f[L] ⊆ K. Also
K ⊆
¸
n∈N
F
n+1
⊆
¸
n∈N
g
−1
[F
∗
n
] = g
−1
[L].
So K ∈ /. As F and γ are arbitrary, µ is inner regular with respect to /. QQQ
(γγγ) Next, / is a compact class. PPP Suppose that /
t
⊆ / has the ﬁnite intersection property. If /
t
= ∅,
of course
¸
/
t
= ∅; suppose that /
t
is nonempty. Let L be the family of closed sets L ⊆ Z such that
g
−1
[L] includes some member of /
t
. Then L has the ﬁnite intersection property, and Z is compact, so
there is some z ∈
¸
L; also Z ∈ L, so z ∈ Z. For any K ∈ /
t
, there is some closed set L ⊆ Z such that
f[L] ⊆ K ⊆ g
−1
[L], so that L ∈ L and z ∈ L and f(z) ∈ K. Thus f(z) ∈
¸
/
t
. As /
t
is arbitrary, / is a
compact class. QQQ
So / witnesses that µ is a compact measure.
(δδδ) Now consider the general case. Take any E ∈ Σ of ﬁnite measure. If E = ∅ then surely the subspace
measure µ
E
is compact. Otherwise, we can identify the measure algebra of µ
E
with the principal ideal A
E
•
of A generated by E
•
(322Ja), and E
∗
⊆ Z with the Stone space of A
E
• (312S). Take any x
0
∈ E and
deﬁne
˜
f : E
∗
→ E by setting
˜
f(z) = f(z) if z ∈ E
∗
∩ f
−1
[E], x
0
if z ∈ E
∗
` f
−1
[E]. Then f and
˜
f agree
almost everywhere on E
∗
, so
˜
f
−1
[F]´F
∗
is negligible for every F ∈ Σ
E
, that is,
˜
f represents the canonical
isomorphism between the measure algebras of µ
E
and the subspace measure λ
E
∗ on E
∗
. But this means
that condition (iv) is true of µ
E
, so µ
E
is compact, by (α)(γ) above. As E is arbitrary, µ is locally compact.
This completes the proof.
343C Examples (a) Let κ be an inﬁnite cardinal. We know that the usual measure ν
κ
on ¦0, 1¦
κ
is compact (342Jd). It follows that if (X, Σ, µ) is any complete probability space such that the measure
algebra B
κ
of ν
κ
can be embedded as a subalgebra of the measure algebra A of µ, there is an inverse
measurepreserving function from X to ¦0, 1¦
κ
. By 332P, this is so iﬀ every nonzero principal ideal of A has
Maharam type at least κ. Of course this does not depend in any way on the results of the present chapter.
If B
κ
can be embedded in A, there must be a stochastically independent family 'E
ξ
`
ξ<κ
of sets of measure
1
2
; now we get a map h : X → ¦0, 1¦
κ
by saying that h(x)(ξ) = 1 iﬀ x ∈ E
ξ
, which by 254G is inverse
measurepreserving.
(b) In particular, if µ is atomless, there is an inversemeasurepreserving function from X to ¦0, 1¦
N
; since
this is isomorphic, as measure space, to [0, 1] with Lebesgue measure (254K), there is an inversemeasure
preserving function from X to [0, 1].
(c) More generally, if (X, Σ, µ) is any complete atomless totally ﬁnite measure space, there is an inverse
measurepreserving function from X to the interval [0, µX] endowed with Lebesgue measure. (If µX > 0,
apply (b) to the normalized measure (µX)
−1
µ; or argue directly from 343B, using the fact that Lebesgue
measure on [0, µX] is compact; or use the idea suggested in 343Xd.)
(d) Throughout the work above – in '254 as well as in 343B – I have taken the measures involved to be
complete. It does occasionally happen, in this context, that this restriction is inconvenient. Typical results
not depending on completeness in the domain space X are in 343Xc343Xd. Of course these depend not
only on the very special nature of the codomain spaces ¦0, 1¦
I
or [0, 1], but also on the measures on these
spaces being taken to be incomplete.
343D Uniqueness of realizations The results of 342E342J, together with 343B, give a respectable
number of contexts in which homomorphisms between measure algebras can be represented by functions
between measure spaces. They say nothing about whether such functions are unique, or whether we can
distinguish, among the possible representations of a homomorphism, any canonical one. In fact the proof of
343B, using the Lifting Theorem as it does, strongly suggests that this is like looking for a canonical lifting,
and I am sure that (outside a handful of very special cases) any such search is vain. Nevertheless, we do
have a weak kind of uniqueness theorem, valid in a useful number of spaces, as follows.
186 The lifting theorem 343D
Deﬁnition A measure space (X, Σ, µ) is countably separated if there is a countable set / ⊆ Σ separating
the points of X in the sense that for any distinct x, y ∈ X there is an E ∈ / containing one but not the
other. (Of course this is a property of the structure (X, Σ) rather than of (X, Σ, µ).)
343E Lemma A measure space (X, Σ, µ) is countably separated iﬀ there is an injective measurable
function from X to R.
proof If (X, Σ, µ) is countably separated, let / ⊆ Σ be a countable set separating the points of X. Let
'E
n
`
n∈N
be a sequence running over /∪ ¦∅¦. Set
f =
¸
∞
n=0
3
−n
χE
n
: X →R.
Then f is measurable (because every E
n
is measurable) and injective (because if x = y in X and n = min¦i :
#(E
i
∩ ¦x, y¦) = 1¦ and x ∈ E
n
, then
f(x) ≥ 3
−n
+
¸
i<n
3
−i
χE
i
(x) >
¸
i>n
3
−i
+
¸
i<n
3
−i
χE
i
(y) ≥ f(y).)
On the other hand, if f : X → R is measurable and injective, then / = ¦f
−1
[ ]−∞, q] ] : q ∈ Q¦ is a
countable subset of Σ separating the points of X, so (X, Σ, µ) is countably separated.
Remark The construction of the function f from the sequence 'E
n
`
n∈N
in the proof above is a standard
trick; such f are sometimes called Marczewski functionals.
343F Proposition Let (X, Σ, µ) be a countably separated measure space and (Y, T, ν) any measure
space. Let f, g : Y → X be two functions such that f
−1
[E] and g
−1
[E] both belong to T, and f
−1
[E]´g
−1
[E]
is νnegligible, for every E ∈ Σ. Then f = g νalmost everywhere, and ¦y : y ∈ Y, f(y) = g(y)¦ is measurable
as well as negligible.
proof Let / ⊆ Σ be a countable set separating the points of X. Then
¦y : f(y) = g(y)¦ =
¸
E∈.
f
−1
[E]´g
−1
[E]
is measurable and negligible.
343G Corollary If, in 343B, (X, Σ, µ) is countably separated, then the functions f : Y → X of 343B(v)
(vi) are almost uniquely deﬁned in the sense that if f, g both represent the same homomorphism from A to
B then f = g a.e.
343H Examples Leading examples of countably separated spaces are
(i) R (take / = ¦]−∞, q] : q ∈ Q¦);
(ii) ¦0, 1¦
N
(take / = ¦E
n
: n ∈ N¦, where E
n
= ¦x : x(n) = 1¦);
(iii) subspaces (measurable or not) of countably separated spaces;
(iv) ﬁnite products of countably separated spaces;
(v) countable products of countably separated probability spaces;
(vi) completions and c.l.d. versions of countably separated spaces.
As soon as we move away from these elementary ideas, however, some interesting diﬃculties arise.
343I Example Let µ be the usual measure on X = ¦0, 1¦
c
, where c = #(R), and Σ its domain. Then
there is a function f : X → X such that f(x) = x for every x ∈ X, but E´f
−1
[E] is negligible for every
E ∈ Σ. PPP The set c ` ω is still of cardinal c, so there is an injection h : ¦0, 1¦
ω
→ c ` ω. (As usual, I am
identifying the cardinal number c with the corresponding initial ordinal. But if you prefer to argue without
the full axiom of choice, you can express all the same ideas with R in the place of c and N in the place of
ω.) For x ∈ X, set
f(x)(ξ) = 1 −x(ξ) if ξ = h(xω),
= x(ξ) otherwise .
Evidently f(x) = x for every x. If E ⊆ X is measurable, then we can ﬁnd a countable set J ⊆ c and sets E
t
,
E
tt
, both determined by coordinates in J, such that E
t
⊆ E ⊆ E
tt
and E
tt
`E
t
is negligible (254Oc). Now for
343K Realization of homomorphisms 187
any particular ξ ∈ c`ω, ¦x : h(xω) = ξ¦ is negligible, being either empty or of the form ¦x : x(n) = z(n) for
every n < ω¦ for some z ∈ ¦0, 1¦
ω
. So H = ¦x : h(xω) ∈ J¦ is negligible. Now we see that for x ∈ X ` H,
f(x)J = xJ, so for x ∈ X ` (H ∪ (E
tt
` E
t
)),
x ∈ E =⇒ x ∈ E
t
=⇒ f(x) ∈ E
t
=⇒ f(x) ∈ E,
x / ∈ E =⇒ x / ∈ E
tt
=⇒ f(x) / ∈ E
tt
=⇒ f(x) / ∈ E.
Thus E´f
−1
[E] ⊆ H ∪ (E
tt
` E
t
) is negligible. QQQ
343J The split interval I introduce a construction which here will seem essentially elementary, but in
other contexts is of great interest, as will appear in Volume 4.
(a) Take I
¦
to consist of two copies of each point of the unit interval, so that I
¦
= ¦t
+
: t ∈ [0, 1]¦ ∪¦t
−
:
t ∈ [0, 1]¦. For A ⊆ I
¦
write A
l
= ¦t : t
−
∈ A¦, A
r
= ¦t : t
+
∈ A¦. Let Σ be the set
¦E : E ⊆ I
¦
, E
l
and E
r
are Lebesgue measurable and E
l
´E
r
is Lebesgue negligible¦.
For E ∈ Σ, set
µE = µ
L
E
l
= µ
L
E
r
where µ
L
is Lebesgue measure on [0, 1]. It is easy to check that (I
¦
, Σ, µ) is a complete probability space.
Also it is compact. PPP Take / to be the family of sets K ⊆ I
¦
such that K
l
= K
r
is a compact subset
of [0, 1], and check that / is a compact class and that µ is inner regular with respect to /; or use 343Xa
below. QQQ The sets ¦t
−
: t ∈ [0, 1]¦ and ¦t
+
: t ∈ [0, 1]¦ are nonmeasurable subsets of I
¦
; on both of them
the subspace measures correspond exactly to µ
L
. We have a canonical inversemeasurepreserving function
h : I
¦
→ [0, 1] given by setting h(t
+
) = h(t
−
) = t for every t ∈ [0, 1]; h induces an isomorphism between the
measure algebras of µ and µ
L
.
I
¦
is called the split interval or (especially when given its standard topology, as in 343Yc below) the
double arrow space or two arrows space.
Now the relevance to the present discussion is this: we have a map f : I
¦
→ I
¦
given by setting
f(t
+
) = t
−
, f(t
−
) = t
+
for every t ∈ [0, 1]
such that f(x) = x for every x, but E´f
−1
[E] is negligible for every E ∈ Σ, so that f represents the
identity homomorphism on the measure algebra of µ. The function h : I
¦
→ [0, 1] is canonical enough,
but is twotoone, and the canonical map from the measure algebra of µ to the measure algebra of µ
L
is
represented equally by the functions t → t
−
and t → t
+
, which are nowhere equal.
(b) Consider the direct sum (Y, ν) of (I
¦
, µ) and ([0, 1], µ
L
); for deﬁniteness, take Y to be (I
¦
¦0¦) ∪
([0, 1] ¦1¦). Setting
h
1
(t
+
, 0) = h
1
(t
−
, 0) = (t, 1), h
1
(t, 1) = (t
+
, 0),
we see that h
1
: Y → Y induces a measurepreserving involution of the measure algebra Bof ν, corresponding
to its expression as a simple product of the isomorphic measure algebras of µ and µ
L
. But h
1
is not invertible,
and indeed there is no invertible function from Y to itself which induces this involution of B. PPP??? Suppose,
if possible, that g : Y → Y were such a function. Looking at the sets
E
q
= [0, q] ¦1¦, F
q
= ¦(t
+
, 0) : t ∈ [0, q]¦ ∪ ¦(t
−
, 0) : t ∈ [0, q]¦
for q ∈ Q, we must have g
−1
[E
q
]´F
q
negligible for every q, so that we must have g(t
+
, 0) = g(t
−
, 0) = (t, 1)
for almost every t ∈ [0, 1], and g cannot be injective. XXXQQQ
(c) Thus even with a compact probability space, and an automorphism φ of its measure algebra, we
cannot be sure of representing φ and φ
−1
by functions which will be inverses of each other.
343K 342L has a partial converse.
Proposition If (X, Σ, µ) is a semiﬁnite countably separated measure space, it is compact iﬀ it is locally
compact iﬀ it is perfect.
188 The lifting theorem 343K
proof We already know that compact measure spaces are locally compact and locally compact semiﬁnite
measure spaces are perfect (342Ha, 342L). So suppose that (X, Σ, µ) is a perfect semiﬁnite countably
separated measure space. Let f : X →R be an injective measurable function (343E). Consider
/ = ¦f
−1
[L] : L ⊆ f[X], L is compact in R¦.
The deﬁnition of ‘perfect’ measure space states exactly that whenever E ∈ Σ and µE > 0 there is a K ∈ /
such that K ⊆ E and µK > 0. And / is a compact class. PPP If /
t
⊆ / has the ﬁnite intersection
property, L = ¦f[K] : K ∈ /
t
¦ is a family of compact sets in R with the ﬁnite intersection property, and
has nonempty intersection; so that
¸
/
t
is also nonempty, because f is injective. QQQ By 342E, (X, Σ, µ) is
compact.
343L The time has come to give examples of spaces which are not locally compact, so that we can expect
to have measurepreserving homomorphisms not representable by inversemeasurepreserving functions. The
most commonly arising ones are covered by the following result.
Proposition Let (X, Σ, µ) be a complete locally determined countably separated measure space, and A ⊆ X
a set such that the subspace measure µ
A
is perfect. Then A is measurable.
proof ??? Otherwise, there is a set E ∈ Σ such that µE < ∞ and B = A ∩ E / ∈ Σ. Let f : X → R be an
injective measurable function (343E again). Then fB is Σ
B
measurable, where Σ
B
is the domain of the
subspace measure µ
B
on B. Set
/ = ¦f
−1
[L] : L ⊆ f[B], L is compact in R¦.
Just as in the proof of 343K, / is a compact class and µ
B
is inner regular with respect to /. By 342Bb,
there is a sequence 'K
n
`
n∈N
in / such that µ
B
(B `
¸
n∈N
K
n
) = 0. But of course / ⊆ Σ, because f is
Σmeasurable, so
¸
n∈N
K
n
∈ Σ. Because µ is complete, B `
¸
n∈N
K
n
∈ Σ and B ∈ Σ. XXX
343M Example 343L tells us that any nonmeasurable set X of R
r
, or of ¦0, 1¦
N
, with their usual
measures, is not perfect, therefore not (locally) compact, when given its subspace measure.
To ﬁnd a nonrepresentable homomorphism, we do not need to go through the whole apparatus of 343B.
Take Y to be a measurable envelope of X (132Ed). Then the identity function from X to Y induces an
isomorphism of their measure algebras. But there is no function from Y to X inducing the same isomorphism.
PPP??? Writing Z for R
r
or ¦0, 1¦
N
and µ for its measure, Z is countably separated; suppose 'E
n
`
n∈N
is a
sequence of measurable sets in Z separating its points. For each n, (Y ∩ E
n
)
•
in the measure algebra of
µ
Y
corresponds to (X ∩ E
n
)
•
in the measure algebra of µ
X
. So if f : Y → X were a function representing
the isomorphism of the measure algebras, (Y ∩ E
n
)´f
−1
[E
n
] would have to be negligible for each n, and
A =
¸
n∈N
(Y ∩ E
n
)´f
−1
[E
n
] would be negligible. But for y ∈ Y ` A, f(y) belongs to just the same E
n
as
y does, so must be equal to y. Accordingly X ⊇ Y ` A and X is measurable. XXXQQQ
343X Basic exercises (a) Let (X, Σ, µ) be a semiﬁnite measure space. (i) Suppose that there is a
set A ⊆ X, of full outer measure, such that the subspace measure on A is compact. Show that µ is locally
compact. (Hint: show that µ satisﬁes (ii) or (v) of 343B.) (ii) Suppose that for every nonnegligible E ∈ Σ
there is a nonnegligible set A ⊆ E such that the subspace measure on A is compact. Show that µ is locally
compact.
(b) Let 'X
i
`
i∈I
be a family of nonempty sets, with product X; write π
i
: X → X
i
for the coordinate
map. Suppose we are given a σalgebra Σ
i
of subsets of X
i
for each i; let Σ =
´
¸
i∈I
Σ
i
be the corresponding
σalgebra of subsets of X generated by ¦π
−1
i
[E] : i ∈ I, E ∈ Σ
i
¦. Let µ be a totally ﬁnite measure with
domain Σ, and for i ∈ I let µ
i
be the image measure µπ
−1
i
. Check that the domain of µ
i
is Σ
i
. Show that if
every (X
i
, Σ
i
, µ
i
) is compact, then so is (X, Σ, µ). (Hint: either show that µ satisﬁes (v) of 343B or adapt
the method of 342Gf.)
(c) Let I be any set. Let T be the σalgebra of subsets of ¦0, 1¦
I
generated by the sets F
i
= ¦z : z(i) = 1¦
for i ∈ I, and ν any probability measure with domain T; let B be the measure algebra of ν. Let (X, Σ, µ)
be a measure space with measure algebra A, and φ : B → A an ordercontinuous Boolean homomorphism.
Show that there is an inversemeasurepreserving function f : X → ¦0, 1¦
I
representing φ. (Hint: for each
i ∈ I, take E
i
∈ Σ such that E
•
i
= φF
•
i
; set f(x)(i) = 1 if x ∈ E
i
, and use 343Ab.)
343Yc Realization of homomorphisms 189
(d) Let (X, Σ, µ) be an atomless probability space. Let µ
B
be the restriction of Lebesgue measure to
the σalgebra of Borel subsets of [0, 1]. Show that there is a function g : X → [0, 1] which is inverse
measurepreserving for µ and µ
B
. (Hint: ﬁnd an f : X → ¦0, 1¦
N
as in 343Xc, and set g = hf where
h(z) =
¸
∞
n=0
2
−n−1
g(n), as in 254K; or choose E
q
∈ Σ such that µE
q
= q, E
q
⊆ E
q
whenever q ≤ q
t
in
[0, 1] ∩ Q, and set f(x) = inf¦q : x ∈ E
q
¦ for x ∈ E
1
.)
(e) Let (X, Σ, µ) be a countably separated measure space, with measure algebra A. (i) Show that ¦x¦ ∈ Σ
for every x ∈ X. (ii) Show that every atom of A is of the form ¦x¦
•
for some x ∈ X.
(f ) Let I
¦
be the split interval, with its usual measure µ described in 343J, and h : I
¦
→ [0, 1] the
canonical surjection. Show that the canonical isomorphism between the measure algebras of µ and Lebesgue
measure on [0, 1] is given by the formula ‘E
•
→ h[E]
•
for every measurable E ⊆ I
¦
’.
(g) Let (X, Σ, µ) and (Y, T, ν) be measure spaces with measure algebras (A, ¯ µ), (B, ¯ ν). Suppose that
X ∩ Y = ∅ and that we have a measurepreserving isomorphism π : A →B. Set
Λ = ¦W : W ⊆ X ∪ Y, W ∩ X ∈ Σ, W ∩ Y ∈ T, π(W ∩ X)
•
= (W ∩ Y )
•
¦,
and for W ∈ Λ set λW = µ(W ∩ X) = ν(W ∩ Y ). Show that (X ∪ Y, Λ, λ) is a measure space which is
locally compact, or perfect, if (X, Σ, µ) is.
(h) Let (X, Σ, µ) be a complete perfect totally ﬁnite measure space, (Y, T, ν) a complete countably
separated measure space, and f : X → Y an inversemeasurepreserving function. Show that T = ¦F : F ⊆
Y, f
−1
[F] ∈ Σ¦, so that a function h : Y → R is νintegrable iﬀ hf is µintegrable. (Hint: if A ⊆ Y and
E = f
−1
[A] ∈ Σ, fE is inversemeasurepreserving for the subspace measures µ
E
, ν
A
; by 342Xk, ν
A
is
perfect, so by 343L A ∈ T. Now use 235L.)
343Y Further exercises (a) Let (X, Σ, µ) be a semiﬁnite measure space, and suppose that there is
a compact class / ⊆ {X such that (α) whenever E ∈ Σ and µE > 0 there is a nonnegligible K ∈ / such
that K ⊆ E (β) whenever K
0
, . . . , K
n
∈ / and
¸
i≤n
K
i
= ∅ then there are measurable sets E
0
, . . . , E
n
such that E
i
⊇ K
i
for every i and
¸
i≤n
E
i
is negligible. Show that µ is locally compact.
(b) (i) Show that a countably separated semiﬁnite measure space has magnitude at most c and Maharam
type at most 2
c
. (ii) Show that the direct sum of c or fewer countably separated measure spaces is countably
separated.
(c) Let I
¦
= ¦t
+
: t ∈ [0, 1]¦ ∪ ¦t
−
: t ∈ [0, 1]¦ be the split interval (343J). (i) Show that the rules
s
−
≤ t
−
⇐⇒ s
+
≤ t
+
⇐⇒ s ≤ t, s
+
≤ t
−
⇐⇒ s < t,
t
−
≤ t
+
for all t ∈ [0, 1]
deﬁne a Dedekind complete total order on I
¦
with greatest and least elements. (ii) Show that the intervals
[0
−
, t
−
], [t
+
, 1
+
], interpreted for this ordering, generate a compact Hausdorﬀ topology on I
¦
for which the
map h : I
¦
→ [0, 1] of 343J is continuous. (iii) Show that a subset E of I
¦
is Borel for this topology iﬀ the
sets E
r
, E
l
⊆ [0, 1], as described in 343J, are Borel and E
r
´E
l
is countable. (iv) Show that if f : [0, 1] →R
is of bounded variation then there is a continuous g : I
¦
→R such that g = fh except perhaps at countably
many points. (v) Show that the measure µ of 343J is inner regular with respect to the compact subsets of
I
¦
. (vi) Show that we have a lower density φ for µ deﬁned by setting
φE = ¦t
−
: 0 < t ≤ 1, lim
δ↓0
1
δ
µ(E ∩ [(t −δ)
+
, t
−
]) = 1¦
∪ ¦t
+
: 0 ≤ t < 1, lim
δ↓0
1
δ
µ(E ∩ [t
+
, (t +δ)
−
]) = 1¦
for measurable sets E ⊆ I
¦
.
190 The lifting theorem 343Yd
(d) Set X = ¦0, 1¦
c
, with its usual measure µ. Show that there is an inversemeasurepreserving function
f : X → X such that f[X] is nonmeasurable but f induces the identity automorphism of the measure
algebra of µ. (Hint: use the idea of 343I.) Show that under these conditions f[X], with its subspace
measure, must be compact. (Hint: use 343B(iv).)
(e) Let µ
Hr
be rdimensional Hausdorﬀ measure on R
s
, where s ≥ 1 is an integer and r ≥ 0 ('264). (i)
Show that µ
Hr
is countably separated. (ii) Show that the c.l.d. version of µ
Hr
is compact. (Hint: 264Yi.)
(f ) Give an example of a countably separated probability space (X, Σ, µ) and a function f from X to a
set Y such that the image measure µf
−1
is not countably separated. (Hint: use 223B to show that if E ⊆ R
is Lebesgue measurable and not negligible, then E +Q is conegligible; or use the zeroone law to show that
if E ⊆ {N is measurable and not negligible for the usual measure on {N, then ¦a´b : a ∈ E, b ∈ [N]
<ω
¦ is
conegligible.)
343 Notes and comments The points at which the Lifting Theorem impinges on the work of this section
are in the proofs of (iv)⇒(i) and (iv)⇒(v) in Theorem 343B. In fact the ideas can be rearranged to give a
proof of 343B which does not rely on the Lifting Theorem; I give a hint in Volume 4 (413Yc).
I suppose the signiﬁcant new ideas of this section are in 343B and 343K. The rest is mostly a matter
of being thorough and careful. But I take this material at a slow pace because there are some potentially
confusing features, and the underlying question is of the greatest importance: when, given a Boolean
homomorphism from one measure algebra to another, can we be sure of representing it by a measurable
function between measure spaces? The concept of ‘compact’ space puts the burden ﬁrmly on the measure
space corresponding to the domain of the Boolean homomorphism, which will be the codomain of the
measurable function. So the ﬁrst step is to try to understand properly which spaces are compact, and what
other properties they can be expected to have; which accounts for much of the length of '342. But having
understood that many of our favourite spaces are compact, we have to come to terms with the fact that
we still cannot count on a measure algebra isomorphism corresponding to a measure space isomorphism.
I introduce the split interval (343J, 343Xf, 343Yc) as a close approximation to Lebesgue measure on [0, 1]
which is not isomorphic to it. Of course we have already seen a more dramatic example: the Stone space
of the Lebesgue measure algebra also has the same measure algebra as Lebesgue measure, while being in
almost every other way very much more complex, as will appear in Volumes 4 and 5.
As 343C suggests, elementary cases in which 343B can be applied are often amenable to more primitive
methods, avoiding not only the concept of ‘compact’ measure, but also Stone spaces and the Lifting Theorem.
For substantial examples in which we can prove that a measure space (X, µ) is compact, without simulta
neously ﬁnding direct constructions for inversemeasurepreserving functions into X (as in 343Xc343Xd), I
think we shall have to wait until Volume 4.
The concept of ‘countably separated’ measure space does not involve the measure at all, nor even the
ideal of negligible sets; it belongs to the theory of σalgebras of sets. Some simple permanence properties
are in 343H and 343Yb(ii). Let us note in passing that 343Xh describes some more situations in which the
‘image measure catastrophe’, described in 235J, cannot arise.
I include the variants 343B(ii), 343B(iii) and 343Ya of the notion of ‘local compactness’ because they are
not obvious and may illuminate it.
344 Realization of automorphisms
In 343Jb, I gave an example of a ‘good’ (compact, complete) probability space X with an automorphism
φ of its measure algebra such that both φ and φ
−1
are representable by functions from X to itself, but there
is no such representation in which the two functions are inverses of each other. The present section is an
attempt to describe the further reﬁnements necessary to ensure that automorphisms of measure algebras can
be represented by automorphisms of the measure spaces. It turns out that in the most important contexts
in which this can be done, a little extra work yields a signiﬁcant generalization: the simultaneous realization
of countably many homomorphisms by a consistent family of functions.
344B Realization of automorphisms 191
I will describe three cases in which such simultaneous realizations can be achieved: Stone spaces (344A),
perfect complete countably separated spaces (344C) and suitable measures on ¦0, 1¦
I
(344E344G). The
arguments for 344C, suitably reﬁned, give a complete description of perfect complete countably separated
strictly localizable spaces which are not purely atomic (344I, 344Xc). At the same time we ﬁnd that Lebesgue
measure, and the usual measure on ¦0, 1¦
I
, are ‘homogeneous’ in the strong sense that two measurable
subspaces (of nonzero measure) are isomorphic iﬀ they have the same measure (344J, 344L).
344A Stone spaces The ﬁrst case is immediate from the work of ''312, 313 and 321, as collected
in 324E. If (Z, Σ, µ) is actually the Stone space of a measure algebra (A, ¯ µ), then every ordercontinuous
Boolean homomorphism φ : A → A corresponds to a unique continuous function f
φ
: Z → Z (312P)
which represents φ (324E). The uniqueness of f
φ
means that we can be sure that f
φψ
= f
ψ
f
φ
for all order
continuous homomorphisms φ and ψ; and of course f
ι
is the identity map on Z, so that f
φ
−1 will have to
be f
−1
φ
whenever φ is invertible. Thus in this special case we can consistently, and canonically, represent all
ordercontinuous Boolean homomorphisms from A to itself.
Now for two cases where we have to work for the results.
344B Theorem Let (X, Σ, µ) be a countably separated measure space with measure algebra A, and
G a countable semigroup of Boolean homomorphisms from A to itself such that every member of G can be
represented by some function from X to itself. Then a family 'f
φ
`
φ∈G
of such representatives can be chosen
in such a way that f
φψ
= f
ψ
f
φ
for all φ, ψ ∈ G; and if the identity automorphism ι belongs to G, then we
may arrange that f
ι
is the identity function on X.
proof (a) Because G ∪ ¦ι¦ satisﬁes the same conditions as G, we may suppose from the beginning that ι
belongs to G itself. Let / ⊆ Σ be a countable set separating the points of X. For each φ ∈ G take some
representing function g
φ
: X → X; take g
ι
to be the identity function. If φ, ψ ∈ G, then of course
((g
φ
g
ψ
)
−1
[E])
•
= (g
−1
ψ
[g
−1
φ
[E]])
•
= ψ(g
−1
φ
[E])
•
= ψφE
•
= (g
−1
ψφ
[E])
•
for every E ∈ Σ. By 343F, the set
H
φψ
= ¦x : g
ψφ
(x) = g
φ
g
ψ
(x)¦
is negligible and belongs to Σ.
(b) Set
H =
¸
φ,ψ∈G
H
φψ
;
because G is countable, H is also measurable and negligible. Try deﬁning f
φ
: X → X by setting f
φ
(x) =
g
φ
(x) if x ∈ X ` H, f
φ
(x) = x if x ∈ H. Because H is measurable, f
−1
φ
[E] ∈ Σ for every E ∈ Σ; because H
is negligible,
(f
−1
φ
[E])
•
= (g
−1
φ
[E])
•
= φE
•
for every E ∈ Σ, and f
φ
represents φ, for every φ ∈ G. Of course f
ι
= g
ι
is the identity function on X.
(c) If θ ∈ G then f
−1
θ
[H] = H. PPP (i) If x ∈ H then f
θ
(x) = x ∈ H. (ii) If f
θ
(x) ∈ H and f
θ
(x) = x then
of course x ∈ H. (iii) If f
θ
(x) = g
θ
(x) ∈ H then there are φ, ψ ∈ G such that g
φ
g
ψ
g
θ
(x) = g
ψφ
g
θ
(x). So
either
g
ψ
g
θ
(x) = g
θψ
(x),
or
g
φ
g
θψ
(x) = g
θψφ
(x)
or
g
θψφ
(x) = g
ψφ
g
θ
(x),
and in any case x ∈ H. QQQ
192 The lifting theorem 344B
(d) It follows that f
φ
f
ψ
= f
ψφ
for every φ, ψ ∈ G. PPP (i) If x ∈ H then
f
φ
f
ψ
(x) = x = f
ψφ
(x).
(ii) If x ∈ X ` H then f
ψ
(x) / ∈ H, by (c), so
f
φ
f
ψ
(x) = g
φ
g
ψ
(x) = g
ψφ
(x) = f
ψφ
(x). QQQ
344C Corollary Let (X, Σ, µ) be a countably separated perfect complete strictly localizable measure
space with measure algebra A, and G a countable semigroup of ordercontinuous Boolean homomorphisms
from A to itself. Then we can choose simultaneously, for each φ ∈ G, a function f
φ
: X → X representing
φ, in such a way that f
φψ
= f
ψ
f
φ
for all φ, ψ ∈ G; and if the identity automorphism ι belongs to G, then
we may arrange that f
ι
is the identity function on X. In particular, if φ ∈ G is invertible, and φ
−1
∈ G, we
shall have f
φ
−1 = f
−1
φ
; so that if moreover φ and φ
−1
are measurepreserving, f
φ
will be an automorphism
of the measure space (X, Σ, µ).
proof By 343K, (X, Σ, µ) is compact. So 343B(v) tells us that every member of G is representable, and we
can apply 344B.
Reminder: Spaces satisfying the conditions of this corollary include Lebesgue measure on R
r
, the usual
measure on ¦0, 1¦
N
, and their measurable subspaces; see also 342J, 342Xe, 343H and 343Ye.
344D The third case I wish to present requires a more elaborate argument. I start with a kind of
Schr¨oderBernstein theorem for measurable spaces.
Lemma Let X and Y be sets, and Σ ⊆ {X, T ⊆ {Y σalgebras. Suppose that there are f : X → Y ,
g : Y → X such that F = f[X] ∈ T, E = g[Y ] ∈ Σ, f is an isomorphism between (X, Σ) and (F, T
F
) and
g is an isomorphism between (Y, T) and (E, Σ
E
), writing Σ
E
, T
F
for the subspace σalgebras (see 121A).
Then (X, Σ) and (Y, T) are isomorphic, and there is an isomorphism h : X → Y which is covered by f and
g in the sense that
¦(x, h(x)) : x ∈ X¦ ⊆ ¦(x, f(x)) : x ∈ X¦ ∪ ¦(g(y), y) : y ∈ Y ¦.
proof Set X
0
= X, Y
0
= Y , X
n+1
= g[Y
n
] and Y
n+1
= f[X
n
] for each n ∈ N; then 'X
n
`
n∈N
is a non
increasing sequence in Σ and 'Y
n
`
n∈N
is a nonincreasing sequence in T. Set X
∞
=
¸
n∈N
X
n
, Y
∞
=
¸
n∈N
Y
n
.
Then fX
2k
` X
2k+1
is an isomorphism between X
2k
` X
2k+1
and Y
2k+1
` Y
2k+2
, while gY
2k
` Y
2k+1
is an
isomorphism between Y
2k
` Y
2k+1
and X
2k+1
` X
2k+2
; and gY
∞
is an isomorphism between Y
∞
and X
∞
.
So the formula
h(x) = f(x) if x ∈
¸
k∈N
X
2k
` X
2k+1
,
= g
−1
(x) for other x ∈ X
gives the required isomorphism between X and Y .
Remark You will recognise the ordinary Schr¨oderBernstein theorem (2A1G) as the case Σ = {X, T = {Y .
344E Theorem Let I be any set, and let µ be a σﬁnite measure on X = ¦0, 1¦
I
with domain the
σalgebra B generated by the sets ¦x : x(i) = 1¦ as i runs over I; write A for the measure algebra of µ.
Let G be a countable semigroup of ordercontinuous Boolean homomorphisms from A to itself. Then we
can choose simultaneously, for each φ ∈ G, a function f
φ
: X → X representing φ, in such a way that
f
φψ
= f
ψ
f
φ
for all φ, ψ ∈ G; and if the identity automorphism ι belongs to G, then we may arrange that f
ι
is the identity function on X. In particular, if φ ∈ G is invertible and φ
−1
∈ G, we shall have f
φ
−1 = f
−1
φ
;
so that if moreover φ is measurepreserving, f
φ
will be an automorphism of the measure space (X, B, µ).
proof (a) As in 344C, we may as well suppose from the beginning that ι ∈ G. The case of ﬁnite I is trivial,
so I will suppose that I is inﬁnite. For i ∈ I, set E
i
= ¦x : x(i) = 1¦; for J ⊆ I, let B
J
be the σsubalgebra
of B generated by ¦E
i
: I ∈ J¦. For i ∈ I, φ ∈ G choose F
φi
∈ B such that F
•
φi
= φE
•
i
. Let . be the family
of those subsets J of I such that F
φi
∈ B
J
for every i ∈ J, φ ∈ G.
344E Realization of automorphisms 193
(b) For the purposes of this proof, I will say that a pair (J, 'g
φ
`
φ∈G
) is consistent if J ∈ . and, for
each φ ∈ G, g
φ
is a function from X to itself such that
g
−1
φ
[E
i
] ∈ B
J
and (g
−1
φ
[E
i
])
•
= φE
•
i
whenever i ∈ J, φ ∈ G,
g
−1
φ
[E
i
] = E
i
whenever i ∈ I ` J, φ ∈ G,
g
φ
g
ψ
= g
ψφ
whenever φ, ψ ∈ G,
g
ι
(x) = x for every x ∈ X.
Now the key to the proof is the following fact: if (J, 'g
φ
`
φ∈G
) is consistent, and
˜
J is a member of . such
that
˜
J ` J is countably inﬁnite, then there is a family '˜ g
φ
`
φ∈G
such that (
˜
J, '˜ g
φ
`
φ∈G
) is consistent and
˜ g
−1
φ
[E
i
] = g
−1
φ
[E
i
] whenever i ∈ J, φ ∈ G. The construction is as follows.
(i) Start by ﬁxing on any inﬁnite set K ⊆
˜
J ` J such that (
˜
J ` J) ` K is also inﬁnite. For z ∈ ¦0, 1¦
K
,
set V
z
= ¦x : x ∈ X, xK = z¦; then V
z
∈ B
˜
J
. All the sets V
z
, as z runs over the uncountable set ¦0, 1¦
K
,
are disjoint, so they cannot all have nonzero measure (because µ is σﬁnite), and we can choose z such that
V
z
is µnegligible.
(ii) Deﬁne h
φ
: X → X, for φ ∈ G, by setting
h
φ
(x)(i) = g
φ
(x)(i) if i ∈ J,
= x(i) if i ∈ I `
˜
J,
= x(i) if i ∈
˜
J ` J and x ∈ V
z
,
= 1 if i ∈
˜
J ` J and x ∈ F
φi
` V
z
,
= 0 if i ∈
˜
J ` J and x / ∈ F
φi
∪ V
z
.
Because V
z
∈ B
˜
J
and µV
z
= 0, we see that
(α) h
−1
φ
[E
i
] = g
−1
φ
[E
i
] ∈ B
J
if i ∈ J,
(β) h
−1
φ
[E
i
] ∈ B
˜
J
and h
−1
φ
[E
i
]´F
φi
is negligible if i ∈
˜
J ` J,
and consequently
(γ) (h
−1
φ
[E
i
])
•
= φE
•
i
for every i ∈
˜
J,
(δ) (h
−1
φ
[E])
•
= φE
•
for every E ∈ B
˜
J
(by 343Ab); moreover,
() h
−1
φ
[E] = g
−1
φ
[E] for every E ∈ B
J
,
(ζ) h
−1
φ
[E] ∈ B
˜
J
for every E ∈ B
˜
J
,
(η) h
−1
φ
[E
i
] = E
i
if i ∈ I `
˜
J,
so that
(θ) h
−1
φ
[E] ∈ B for every E ∈ B;
ﬁnally
(ι) h
ι
(x) = x for every x ∈ X.
(iii) The next step is to note that if φ, ψ ∈ G then
H
φ,ψ
= ¦x : x ∈ X, h
φ
h
ψ
(x) = h
ψφ
(x)¦
belongs to B
˜
J
and is negligible. PPP
H
φ,ψ
=
¸
i∈I
h
−1
ψ
[h
−1
φ
[E
i
]]´h
−1
ψφ
[E
i
].
Now if i ∈ J, then h
−1
φ
[E
i
] = g
−1
φ
[E
i
] ∈ B
J
, so
h
−1
ψ
[h
−1
φ
[E
i
]] = h
−1
ψ
[g
−1
φ
[E
i
]] = g
−1
ψ
[g
−1
φ
[E
i
]] = g
−1
ψφ
[E
i
] = h
−1
ψφ
[E
i
].
Next, for i ∈ I `
˜
J,
h
−1
ψ
[h
−1
φ
[E
i
]] = h
−1
ψ
[E
i
] = E
i
= h
−1
ψφ
[E
i
].
So
194 The lifting theorem 344E
H
φ,ψ
=
¸
i∈
˜
J\J
h
−1
ψ
[h
−1
φ
[E
i
]]´h
−1
ψφ
[E
i
].
But for any particular i ∈
˜
J ` J, E
i
and h
−1
φ
[E
i
] belong to B
˜
J
, so
(h
−1
ψ
[h
−1
φ
[E
i
]])
•
= ψ(h
−1
φ
[E
i
])
•
= ψφE
•
i
= (h
−1
ψφ
[E
i
])
•
,
and h
−1
ψ
[h
−1
φ
[E
i
]]´h
−1
ψφ
[E
i
] is a negligible set, which by (iiζ) belongs to B
˜
J
. So H
φ,ψ
is a countable union
of sets of measure 0 in B
˜
J
and is itself a negligible member of B
˜
J
, as claimed. QQQ
(iv) Set
H =
¸
φ,ψ∈G
H
φ,ψ
∪
¸
φ∈G
h
−1
φ
[V
z
].
Then H ∈ B
˜
J
and µH = 0. PPP We know that every H
φ,ψ
is negligible and belongs to B
˜
J
((iii) above), that
every h
−1
φ
[V
z
] belongs to B
˜
J
(by (iiζ), and that (h
−1
φ
[V
z
])
•
= φV
•
z
= 0, so that h
−1
φ
[V
z
] is negligible, for every
φ ∈ G (by (iiδ)). Consequently H is negligible and belongs to B
˜
J
. QQQ Also, of course, V
z
= h
−1
ι
[V
z
] ⊆ H.
Next, h
φ
(x) / ∈ H whenever x ∈ X ` H and φ ∈ G. PPP If ψ, θ ∈ G then
h
θψ
h
φ
(x) = h
φθψ
(x) = h
ψ
h
φθ
(x) = h
ψ
h
θ
h
φ
(x),
h
ψ
h
φ
(x) = h
φψ
(x) / ∈ V
z
because
x / ∈ H
θψ,φ
∪ H
φθ,ψ
∪ H
θ,φ
∪ H
ψ,φ
∪ h
−1
φψ
[V
z
];
thus h
φ
(x) / ∈ H
ψ,θ
∪ h
−1
ψ
[V
z
]; as ψ and θ are arbitrary, h
φ
(x) / ∈ H. QQQ
(v) The next fact we need is that there is a bijection q : X → H such that (α) for E ⊆ H, E ∈ B
˜
J
iﬀ
q
−1
[E] ∈ B
˜
J
(β) q(x)(i) = x(i) for every i ∈ I ` (
˜
J ` J), x ∈ X. PPP Fix any bijection r :
˜
J ` J →
˜
J ` (J ∪K).
Consider the maps p
1
: X → H, p
2
: H → X given by
p
1
(x)(i) = x(r
−1
(i)) if i ∈
˜
J ` (J ∪ K),
= z(i) if i ∈ K,
= x(i) if i ∈ X ` (
˜
J ` J),
p
2
(y) = y
for x ∈ X, y ∈ H. Then p
1
is actually an isomorphism between (X, B
˜
J
) and (V
z
, B
˜
J
∩ {V
z
). So p
1
, p
2
are
isomorphisms between (X, B
˜
J
), (H, B
˜
J
∩ {H) and measurable subspaces of H, X respectively. By 344D,
there is an isomorphism q between X and H such that, for every x ∈ X, either q(x) = p
1
(x) or p
2
(q(x)) = x.
Since p
1
(x)I ` (
˜
J ` J) = xI ` (
˜
J ` J) for every x ∈ X, and p
2
(y)I ` (
˜
J ` J) = yI ` (
˜
J ` J) for every y ∈ H,
q(x)I ` (
˜
J ` J) = xI ` (
˜
J ` J) for every x ∈ X. QQQ
(vi) An incidental fact which will be used below is the following: if i ∈
˜
J, φ ∈ G then g
−1
φ
[E
i
] belongs
to B
˜
J
, because it belongs to B
J
if i ∈ J, and otherwise is equal to E
i
. Consequently g
−1
φ
[E] ∈ B
˜
J
for every
E ∈ B
˜
J
.
(vii) I am at last ready to give a formula for ˜ g
φ
. For φ ∈ G set
˜ g
φ
(x) = h
φ
(x) if x ∈ X ` H,
= qg
φ
q
−1
(x) if x ∈ H.
Now (
˜
J, '˜ g
φ
`
φ∈G
) is consistent. PPP
(α) If i ∈
˜
J, φ ∈ G,
˜ g
−1
φ
[E
i
] = (h
−1
φ
[E
i
] ` H) ∪ q[g
−1
φ
[q
−1
[E
i
∩ H]]] ∈
˜
B
J
because H ∈ B
˜
J
and h
−1
φ
[E], q
−1
[H ∩ E], g
−1
φ
[E] and q[E] all belong to B
˜
J
for every E ∈ B
˜
J
. At the same
time, because ˜ g
φ
agrees with h
φ
on the conegligible set X ` H,
(˜ g
−1
φ
[E
i
])
•
= (h
−1
φ
[E
i
])
•
= φE
•
i
.
344E Realization of automorphisms 195
(β) If i ∈ I `
˜
J, φ ∈ G, x ∈ X then
g
φ
(x)(i) = h
φ
(x)(i) = q(x)(i) = x(i),
and if x ∈ H then q
−1
(x)(i) is also equal to x(i); so ˜ g
φ
(x)(i) = x(i). But this means that ˜ g
−1
φ
[E
i
] = E
i
.
(γ) If φ, ψ ∈ G and x ∈ X ` H, then
˜ g
ψ
(x) = h
ψ
(x) ∈ X ` H
by (iv) above. So
˜ g
φ
˜ g
ψ
(x) = h
φ
h
ψ
(x) = h
ψφ
(x) = g
ψφ
(x)
because x / ∈ H
φ,ψ
. While if x ∈ H, then
˜ g
ψ
(x) = qg
ψ
q
−1
(x) ∈ H,
so
˜ g
φ
˜ g
ψ
(x) = qg
φ
q
−1
qg
ψ
q
−1
(x) = qg
φ
g
ψ
q
−1
(x) = qg
ψφ
q
−1
(x) = ˜ g
ψφ
(x).
Thus ˜ g
φ
˜ g
ψ
= ˜ g
ψφ
.
(δ) Because g
ι
(x) = h
ι
(x) = x for every x, ˜ g
ι
(x) = x for every x. QQQ
(viii) Finally, if i ∈ J and φ ∈ G, q
−1
[E
i
] = E
i
, so that q[E
i
∩H] = E
i
. Accordingly q(x)J = xJ for
every x ∈ X, while q
−1
(x)J = xJ for x ∈ H. So g
φ
q
−1
(x)J = g
φ
(x)J for x ∈ H, and
˜ g
φ
(x)(i) = h
φ
(x)(i) = g
φ
(x)(i) if x ∈ X ` H,
= qg
φ
q
−1
(x)(i) = g
φ
q
−1
(x)(i) = g
φ
(x)(i) if x ∈ X ` H.
Thus (
˜
J, '˜ g
φ
`
φ∈G
) satisﬁes all the required conditions.
(c) The remaining idea we need is the following: there is a nondecreasing family 'J
ξ
`
ξ≤κ
in ., for some
cardinal κ, such that J
ξ+1
` J
ξ
is countably inﬁnite for every ξ < κ, J
ξ
=
¸
η<ξ
J
η
for every limit ordinal
η < κ, and J
κ
= I. PPP Recall that I am already supposing that I is inﬁnite. If I is countable, set κ = 1,
J
0
= ∅, J
1
= I. Otherwise, set κ = #(I) and let 'i
ξ
`
ξ<κ
be an enumeration of I. For i ∈ I, φ ∈ G let K
φi
⊆ I
be a countable set such that F
φi
∈ B
K
φi
. Choose the J
ξ
inductively, as follows. The inductive hypothesis
must include the requirement that #(J
ξ
) ≤ max(ω, #(ξ)) for every ξ. Start by setting J
0
= ∅. Given ξ < κ
and J
ξ
∈ . with #(J
ξ
) ≤ max(ω, #(ξ)) < κ, take an inﬁnite set L ⊆ κ ` J
ξ
and set J
ξ+1
= J
ξ
∪
¸
n∈N
L
n
,
where
L
0
= L ∪ ¦i
ξ
¦,
L
n+1
=
¸
i∈L
n
,φ∈G
K
φi
for n ∈ N, so that every L
n
is countable,
F
φi
∈ B
L
n+1
whenever i ∈ L
n
, φ ∈ G
and J
ξ+1
∈ .; since L ⊆ J
ξ+1
` J
ξ
⊆
¸
n∈N
L
n
, J
ξ+1
` J
ξ
is countably inﬁnite, and
#(J
ξ+1
) = max(ω, #(J
ξ
)) ≤ max(ω, #(ξ)) = max(ω, #(ξ + 1)).
For nonzero limit ordinals ξ < κ, set J
ξ
=
¸
η<ξ
J
η
; then
#(J
ξ
) ≤ max(ω, #(ξ), sup
η<ξ
#(J
η
)) ≤ max(ω, #(ξ)).
Thus the induction proceeds. Observing that the construction puts i
ξ
into J
ξ+1
for every ξ, we see that J
κ
will be the whole of I, as required. QQQ
(d) Now put (b) and (c) together, as follows. Take 'J
ξ
`
ξ≤κ
from (c). Set f
φ0
(x) = x for every φ ∈ G,
x ∈ X; then, because J
0
= ∅, (J
0
, 'f
φ0
`
φ∈G
) is consistent in the sense of (b). Given that (J
ξ
, 'f
φξ
`
φ∈G
) is
consistent, where ξ < κ, use the construction of (b) to ﬁnd a family 'f
φ,ξ+1
`
φ∈G
such that (J
ξ+1
, 'f
φ,ξ+1
`
φ∈G
)
is consistent and f
φ,ξ+1
(x)(i) = f
φξ
(x)(i) for every i ∈ J
ξ
. At a nonzero limit ordinal ξ ≤ κ, set
f
φξ
(x)(i) = f
φη
(x)(i) if x ∈ X, η < ξ, i ∈ J
η
,
= x(i) if i ∈ I ` J
ξ
.
196 The lifting theorem 344E
(The inductive hypothesis includes the requirement that f
φη
(x)J
ζ
= f
φζ
(x)J
ζ
whenever φ ∈ G, x ∈ X
and ζ ≤ η < ξ.) To see that (J
ξ
, 'f
φξ
`
φ∈G
) is consistent, the only nontrivial point to check is that
f
φ,ξ
f
ψ,ξ
= f
ψφ,ξ
for all φ, ψ ∈ G. But if i ∈ J
ξ
there is some η < ξ such that i ∈ J
η
, and in this case
f
−1
ψ,ξ
[E
i
] = f
−1
ψ,η
[E
i
] ∈ B
J
η
is determined by coordinates in J
η
, so that (because f
φ,ξ
(x)J
η
= f
φ,η
(x)J
η
for every x)
f
−1
φ,ξ
[f
−1
ψ,ξ
[E
i
]] = f
−1
φ,η
[f
−1
ψ,η
[E
i
]] = f
−1
ψφ,η
[E
i
] = f
−1
ψφ,ξ
[E
i
];
while if i ∈ I ` J
ξ
then
f
−1
ψφ,ξ
[E
i
] = E
i
= f
−1
φ,ξ
[E
i
] = f
−1
ψ,ξ
[E
i
] = f
−1
ψ,ξ
[f
−1
φ,ξ
[E
i
]].
Thus
f
−1
ψ,ξ
[f
−1
φ,ξ
[E
i
]] = f
−1
ψφ,ξ
[E
i
]
for every i, and f
φ,ξ
f
ψ,ξ
= f
φψ,ξ
.
On completing the induction, set f
φ
= f
φκ
for every φ ∈ G; it is easy to see that 'f
φ
`
φ∈G
satisﬁes the
conditions of the theorem.
344F Corollary Let I be any set, and let µ be a σﬁnite measure on X = ¦0, 1¦
I
. Suppose that µ is the
completion of its restriction to the σalgebra B generated by the sets ¦x : x(i) = 1¦ as i runs over I. Write A
for the measure algebra of µ. Let G be a countable semigroup of ordercontinuous Boolean homomorphisms
from A to itself. Then we can choose simultaneously, for each φ ∈ G, a function f
φ
: X → X representing
φ, in such a way that f
φψ
= f
ψ
f
φ
for all φ, ψ ∈ G; and if the identity automorphism ι belongs to G, then
we may arrange that f
ι
is the identity function on X. In particular, if φ ∈ G is invertible and φ
−1
∈ G,
we shall have f
φ
−1 = f
−1
φ
; so that if moreover φ is measurepreserving, f
φ
will be an automorphism of the
measure space (X, Σ, µ).
proof Apply 344E to µB; of course A is canonically isomorphic to the measure algebra of µB (322Da).
The functions f
φ
provided by 344E still represent the homomorphisms φ when reinterpreted as functions
on the completed measure space (¦0, 1¦
I
, µ), by 343Ac.
344G Corollary Let I be any set, ν the usual measure on ¦0, 1¦
I
, and A its measure algebra. Then any
measurepreserving automorphism of A is representable by a measure space automorphism of (¦0, 1¦
I
, ν).
344H Lemma Let (X, Σ, µ) be a locally compact semiﬁnite measure space which is not purely atomic.
Then there is a negligible subset of X of cardinal c.
proof Let E be a set of nonzero ﬁnite measure not including any atom. Let / ⊆ {E be a compact class
such that the subspace measure µ
E
is inner regular with respect to /. Set S =
¸
n∈N
¦0, 1¦
n
, and choose
'K
z
`
z∈S
inductively , as follows. K
∅
is to be any nonnegligible member of /∩Σ included in E. Given that
K
z
⊆ E and µK
z
> 0, where z ∈ ¦0, 1¦
n
, take F
z
, F
t
z
⊆ K
z
to be disjoint nonnegligible measurable sets
both of measure at most 3
−n
; such exist because µ is semiﬁnite and E does not include any atom. Choose
K
z
0
⊆ F
z
, K
z
1
⊆ F
t
z
to be nonnegligible members of / ∩ Σ.
For each w ∈ ¦0, 1¦
N
, 'K
wn
`
n∈N
is a decreasing sequence of members of / all of nonzero measure, so
has nonempty intersection; choose a point x
w
∈
¸
n∈N
K
wn
. Since K
z
0
∩ K
z
1
= ∅ for every z ∈ S, all
the x
w
are distinct, and A = ¦x
w
: w ∈ ¦0, 1¦
N
¦ has cardinal c. Also
A ⊆
¸
z∈¦0,1¦
n
K
z
which has measure at most 2
n
3
−(n−1)
for every n ≥ 1, so µ
∗
A = 0 and A is negligible.
Remark I see that in this proof I have slipped into a notation which is a touch more sophisticated than
what I have used so far. See 3A1H for a note on the interpretations of ‘¦0, 1¦
n
’, ‘¦0, 1¦
N
’ which make sense
of the formulae here.
I ought to note also that the lemma is valid for all perfect spaces; see 344Yf.
344K Realization of automorphisms 197
344I Theorem Let (X, Σ, µ) and (Y, T, ν) be atomless, perfect, complete, strictly localizable, countably
separated measure spaces of the same nonzero magnitude. Then they are isomorphic.
proof (a) The point is that the measure algebra (A, ¯ µ) of µ has Maharam type ω. PPP Let 'E
n
`
n∈N
be a
sequence in Σ separating the points of X. Let Σ
0
be the σsubalgebra of Σ generated by ¦E
n
: n ∈ N¦,
and A
0
the orderclosed subalgebra of A generated by ¦E
•
n
: n ∈ N¦; then E
•
∈ A
0
for every E ∈ Σ
0
, and
(X, Σ
0
, µΣ
0
) is countably separated. Let f : X → R be Σ
0
measurable and injective (343E). Of course f
is also Σmeasurable. If a ∈ A ` ¦0¦, express a as E
•
where E ∈ Σ. Because (X, Σ, µ) is perfect, there is a
compact K ⊆ R such that K ⊆ f[E] and µf
−1
[K] > 0. K is surely a Borel set, so f
−1
[K] ∈ Σ
0
and
b = f
−1
[K]
•
∈ A
0
` ¦0¦.
But because f is injective, we also have f
−1
[K] ⊆ E and b ⊆ a. As a is arbitrary, A
0
is orderdense in A;
but A
0
is orderclosed, so must be the whole of A. Thus A is τgenerated by the countable set ¦E
•
n
: n ∈ N¦,
and τ(A) ≤ ω. QQQ
On the other hand, because A is atomless, and not ¦0¦, none of its principal ideals can have ﬁnite
Maharam type, and it is Maharamtypehomogeneous, with type ω.
(b) Writing (B, ¯ ν) for the measure algebra of ν, we see that the argument of (a) applies equally to
(B, ¯ ν), so that (A, ¯ µ) and (B, ¯ ν) are atomless localizable measure algebras, of Maharam type ω and the
same magnitude. Consequently they are isomorphic as measure algebras, by 332J. Let φ : A → B be a
measurepreserving isomorphism.
By 343B, there are functions g : Y → X and f : X → Y representing φ and φ
−1
, because µ and ν
are compact and complete and strictly localizable. Now fg : Y → Y and gf : X → X represent the
identity automorphisms on B, A, so by 343F are equal almost everywhere to the identity functions on Y ,
X respectively. Set
E = ¦x : x ∈ X, gf(x) = x¦, F = ¦y : y ∈ Y, fg(y) = y¦;
then both E and F are conegligible. Of course f[E] ⊆ F (since fgf(x) = f(x) for every x ∈ E), and similarly
g[F] ⊆ E; consequently fE, gF are the two halves of a onetoone correspondence between E and F.
Because φ is measurepreserving, µf
−1
[H] = νH, νg
−1
[G] = µG for every G ∈ Σ, H ∈ T; accordingly fE
is an isomorphism between the subspace measures on E and F.
(c) By 344H, applied to the subspace measure on E, there is a negligible set A ⊆ E of cardinal c. Now
X and Y , being countably separated, both have cardinal at most c. (There are injective functions from X
and Y to R.) Set
B = A∪ (X ` E), C = f[A] ∪ (Y ` F).
Then B and C are negligible subsets of X, Y respectively, and both have cardinal c precisely, so there is a
bijection h : B → C. Set
f
1
(x) = f(x) if x ∈ X ` B = E ` A,
= h(x) if x ∈ B.
Then, because µ and ν are complete, f
1
is an isomorphism between the measure spaces (X, Σ, µ) and
(Y, T, ν), as required.
344J Corollary Suppose that E, F are two Lebesgue measurable subsets of R
r
of the same nonzero
measure. Then the subspace measures on E and F are isomorphic.
344K Corollary (a) A measure space is isomorphic to Lebesgue measure on [0, 1] iﬀ it is an atomless
countably separated compact (or perfect) complete probability space; in this case it is also isomorphic to
the usual measure on ¦0, 1¦
N
.
(b) A measure space is isomorphic to Lebesgue measure on R iﬀ it is an atomless countably separated
compact (or perfect) σﬁnite measure space which is not totally ﬁnite; in this case it is also isomorphic to
Lebesgue measure on any Euclidean space R
r
.
(c) Let µ be Lebesgue measure on R. If 0 < µE < ∞ and we set νF =
1
µE
µF for every measurable
F ⊆ E, then (E, ν) is isomorphic to Lebesgue measure on [0, 1].
198 The lifting theorem 344L
344L The homogeneity property of Lebesgue measure described in 344J is repeated in ¦0, 1¦
I
for any
I.
Theorem Let I be any set, and µ the usual measure on ¦0, 1¦
I
. If E, F ⊆ ¦0, 1¦
I
are two measurable sets
of the same nonzero ﬁnite measure, the subspace measures on E and F are isomorphic.
proof Write X = ¦0, 1¦
I
.
(a) If I is ﬁnite, then X, E and F are all ﬁnite, and #(E) = #(F), so the result is trivial. If I is
countably inﬁnite, then the subspace measures are perfect and complete and countably separated, so the
result follows from 344I. So let us suppose that I is uncountable.
(b) Let (A, ¯ µ) be the measure algebra of µ. Then A is homogeneous, and ¯ µE
•
= ¯ µF
•
, so there is
an automorphism φ : A → A such that φE
•
= F
•
. (Apply 333D to the ﬁnite subalgebra C generated
by ¦E
•
, F
•
¦; or argue directly from 331I.) By 344F, there is a measure space isomorphism f : X → X
representing φ, so that f
−1
[E]´F and f[F]´E are negligible.
(c) We can ﬁnd a countably inﬁnite set J ⊆ I and a measurable set E
t
such that E
t
is determined by
coordinates in J, E
t
⊆ E ∩ f[F] and E ` E
t
is negligible; so that E
t
is nonempty. Take any x
0
∈ E
t
and set V = ¦x : x ∈ X, xJ = x
0
J¦; then V is a negligible subset of E and #(V ) = #(X) (because
#(I ` J) = #(I) and x → xI ` J : V → ¦0, 1¦
I\J
is a bijection). Setting E
1
= E ∩ f[F], F
1
= F ∩ f
−1
[E],
fE
1
is a bijection between E
1
and F
1
. Now
#(V ∪ (E ` E
1
)) = #(X) = #(f
−1
[V ] ∪ (F ` F
1
)),
so there is a bijection h : f
−1
[V ] ∪ (F ` F
1
) → V ∪ (E ` E
1
). Deﬁne g : E → F by writing
g(x) = f(x) if x ∈ F
1
` f
−1
[V ],
= h(x) if x ∈ f
−1
[V ] ∪ (F ` F
1
).
Then g is a bijection, and because g = f almost everywhere on F, g
−1
= f
−1
almost everywhere on E, g is
an isomorphism for the subspace measures.
344X Basic exercises (a) Let (X, Σ, µ) and (Y, T, ν) be measure spaces, and suppose that there are
E ∈ Σ, F ∈ T such that (X, Σ, µ) is isomorphic to the subspace (F, T
F
, ν
F
), while (Y, T, ν) is isomorphic to
(E, Σ
E
, µ
E
). Show that (X, Σ, µ) and (Y, T, ν) are isomorphic.
(b) Let (X, Σ, µ) and (Y, T, ν) be perfect countably separated complete strictly localizable measure spaces
with isomorphic measure algebras. Show that there are conegligible subsets X
t
⊆ X, Y
t
⊆ Y such that X
t
and Y
t
, with the subspace measures, are isomorphic.
(c) Let (X, Σ, µ) and (Y, T, ν) be perfect countably separated complete strictly localizable measure spaces
with isomorphic measure algebras. Suppose that they are not purely atomic. Show that they are isomorphic.
(d) Give an example of two perfect countably separated complete probability spaces, with isomorphic
measure algebras, which are not isomorphic.
(e) Let (Z, Σ, µ) be the Stone space of a Maharamtypehomogeneous measure algebra. Show that if E,
F ∈ Σ have the same nonzero ﬁnite measure, then the subspace measures on E and F are isomorphic.
(f ) Let (I
¦
, Σ, µ) be the split interval with its usual measure (343J), and A its measure algebra. (i) Show
that every automorphism of A is represented by a measure space automorphism of I
¦
. (ii) Show that if E,
F ∈ Σ and µE = µF > 0 then the subspace measures on E and F are isomorphic.
(g) Let I be an inﬁnite set, and µ the usual measure on ¦0, 1¦
I
. Show that if E ⊆ ¦0, 1¦
I
is any set of
nonzero measure, then the subspace measure on E is isomorphic to a multiple of µ.
344 Notes Realization of automorphisms 199
344Y Further exercises (a) Let X be a set, Σ a σalgebra of subsets of X, 1 a σideal of Σ, and
A the quotient Σ/1. Suppose that there is a countable set / ⊆ Σ separating the points of X. Let G be
a countable semigroup of Boolean homomorphisms from A to itself such that every member of G can be
represented by some function from X to itself. Show that a family 'f
φ
`
φ∈G
of such representatives can be
chosen in such a way that f
φψ
= f
ψ
f
φ
for all φ, ψ ∈ G; and if the identity automorphism ι belongs to G,
then we may arrange that f
ι
is the identity function on X.
(b) Let A, B be Dedekind σcomplete Boolean algebras. Suppose that each is isomorphic to a principal
ideal of the other. Show that they are isomorphic.
(c) Let I be an inﬁnite set, and write B for the σalgebra of subsets of X = ¦0, 1¦
I
generated by the
sets ¦x : x(i) = 1¦ as i runs over I. Let µ and ν be σﬁnite measures on X, both with domain B, and
with measure algebras (A, ¯ µ), (B, ¯ ν). Show that any Boolean isomorphism φ : A → B is represented by a
bijection f : X → X such that f
−1
represents φ
−1
: B → A, and hence that (A, ¯ µ) is isomorphic to (B, ¯ ν)
iﬀ (X, B, µ) is isomorphic to (X, B, ν).
(d) Let I be any set, and write B for the σalgebra of subsets of X = ¦0, 1¦
I
generated by the sets
¦x : x(i) = 1¦ as i runs over I. Let 1 be an ω
1
saturated ideal of B, and write A for the quotient Boolean
algebra B/1. Let G be a countable semigroup of ordercontinuous Boolean homomorphisms from A to itself.
Show that we can choose simultaneously, for each φ ∈ G, a function f
φ
: X → X representing φ, in such
a way that f
φψ
= f
ψ
f
φ
for all φ, ψ ∈ G; and if the identity automorphism ι belongs to G, then we may
arrange that f
ι
is the identity function on X. In particular, if φ ∈ G is invertible and φ
−1
∈ G, f
φ
will be
an automorphism of the structure (X, B, 1).
(e) Let I be any set, and write B for the σalgebra of subsets of X = ¦0, 1¦
I
generated by the sets
¦x : x(i) = 1¦ as i runs over I. Let 1, . be ω
1
saturated ideals of B. Show that if the Boolean algebras
B/1 and B/. are isomorphic, so are the structures (X, B, 1) and (X, B, .).
(f ) Show that if (X, Σ, µ) is a perfect semiﬁnite measure space which is not purely atomic, there is a
negligible set of cardinal c. (Hint: reduce to the case in which µ is atomless and totally ﬁnite; in this case,
construct a measurable function f : X → R such that the image measure ν = µf
−1
is atomless, and apply
344H to ν.)
344 Notes and comments In this section and the last, I have allowed myself to drift some distance from
the avowed subject of this chapter; but it seemed a suitable place for this material, which is fundamental
to abstract measure theory. We ﬁnd that the concepts of ''342343 are just what is needed to characterise
Lebesgue measure (344K), and the characterization shows that among nonnegligible measurable subspaces
of R
r
the isomorphism classes are determined by a single parameter, the measure of the subspace. Of course
a very large number of other spaces – indeed, most of those appearing in ordinary applications of measure
theory to other topics – are perfect and countably separated (for example, those of 342Xe and 343Ye), and
therefore covered by this classiﬁcation. I note that it includes, as a special case, the isomorphism between
Lebesgue measure on [0, 1] and the usual measure on ¦0, 1¦
N
already described in 254K.
In 344I, the ﬁrst part of the proof is devoted to showing that a perfect countably separated measure space
has countable Maharam type; I ought perhaps to note here that we must resist the temptation to suppose
that all countably separated measure spaces have countable Maharam type. In fact there are countably
separated probability spaces with Maharam type as high as 2
c
. The arguments are elementary but seem to
ﬁt better into Volume 5 than here.
I have oﬀered three contexts in which automorphisms of measure algebras are represented by automor
phisms of measure spaces (344A, 344C, 344E). In the ﬁrst case, every automorphism can be represented
simultaneously in a consistent way. In the other two cases, there is, I am sure, no such consistent family of
representations which can be constructed within ZFC; but the theorems I give oﬀer consistent simultaneous
representations of countably many homomorphisms. The question arises, whether ‘countably many’ is the
true natural limit of the arguments. In fact it is possible to extend both results to families of at most ω
1
automorphisms. I hope to return to this in Volume 5.
200 Liftings 344 Notes
Having successfully characterized Lebesgue measure – or, what is very nearly the same thing, the usual
measure on ¦0, 1¦
N
– it is natural to seek similar characterizations of the usual measures on ¦0, 1¦
κ
for
uncountable cardinals κ. This seems to be hard. A variety of examples (which I hope to describe in Volume
5) show that none of the most natural conjectures can be provable in ZFC.
In fact the principal new ideas of this section do not belong speciﬁcally to measure theory; rather, they
belong to the general theory of σalgebras and σideals of sets. In the case of the Schr¨oderBernsteintype
theorem 344D, this is obvious from the formulation I give. (See also 344Yb.) In the case of 344B and
344E, I oﬀer generalizations in 344Ya344Ye. Of course the applications of 344B here, in 344C and its
corollaries, depend on Maharam’s theorem and the concept of ‘compact’ measure space. The former has
no generalization to the wider context, and the value of the latter is based on the equivalences in Theorem
343B, which also do not have simple generalizations.
The property described in 344J and 344L – a measure space (X, Σ, µ) in which any two measurable subsets
of the same nonzero measure are isomorphic – seems to be a natural concept of ‘homogeneity’ for measure
spaces; it seems unreasonable to ask for all sets of zero measure to be isomorphic, since ﬁnite sets of diﬀerent
cardinalities can be expected to be of zero measure. An extra property, shared by Lebesgue measure and
the usual measure on ¦0, 1¦
I
(and by the measure on the split interval, 344Xf) but not by counting measure,
would be the requirement that measurable sets of diﬀerent nonzero ﬁnite measures should be isomorphic up
to a scalar multiple of the measure. All these examples have the further property, that all automorphisms
of their measure algebras correspond to automorphisms of the measure spaces.
345 Translationinvariant liftings
In this section and the next I complement the work of '341 by describing some important special properties
which can, in appropriate circumstances, be engineered into our liftings. I begin with some remarks on
translationinvariance. I restrict my attention to measure spaces which we have already seen, delaying a
general discussion of translationinvariant measures on groups until Volume 4, and to results which can be
proved without special axioms, delaying the use of the continuum hypothesis, in particular, until Volume 5.
345A Translationinvariant liftings In this section I shall consider two forms of translationinvariance,
as follows.
(a) Let µ be Lebesgue measure on R
r
, and Σ its domain. A lifting φ : Σ → Σ is translationinvariant
if φ(E +x) = φE +x for every E ∈ Σ, x ∈ R
r
. (Recall from 134A that E +x = ¦y +x : y ∈ E¦ belongs to
Σ for every E ∈ Σ, x ∈ R
r
.)
Similarly, writing A for the measure algebra of µ, a lifting θ : A → Σ is translationinvariant if
θ(E +x)
•
= θE
•
+x for every E ∈ Σ, x ∈ R
r
.
It is easy to see that if θ and φ correspond to each other in the manner of 341B, then one is translation
invariant if and only it the other is.
(b) Now let I be any set, and let µ be the usual measure on X = ¦0, 1¦
I
, with Σ its domain and A its
measure algebra. For x, y ∈ X, deﬁne x + y ∈ X by setting (x + y)(i) = x(i) +
2
y(i) for every i ∈ I; that
is, give X the group structure of the product group Z
I
2
. This makes X an abelian group (isomorphic to the
additive group ({I, ´) of the Boolean algebra {I, if we match x ∈ X with ¦i : x(i) = 1¦ ⊆ I).
Recall that the measure µ is a product measure (254J), being the product of copies of the faircoin
probability on the twoelement set ¦0, 1¦. If x ∈ X, then for each i ∈ I the map → +
2
x(i) : ¦0, 1¦ → ¦0, 1¦
is a measure space automorphism of ¦0, 1¦, since the two singleton sets ¦0¦ and ¦1¦ have the same measure
1
2
. It follows at once that the map y → y +x : X → X is a measure space automorphism.
Accordingly we can again say that a lifting θ : A → Σ, or φ : Σ → Σ, is translationinvariant if
θ(E +x)
•
= θE
•
+x, φ(E +x) = φE +x
for every E ∈ Σ, x ∈ X.
345C Translationinvariant liftings 201
345B Theorem For any r ≥ 1, there is a translationinvariant lifting of Lebesgue measure on R
r
.
proof (a) Write µ for Lebesgue measure on R
r
, Σ for its domain. Let φ : Σ → Σ be lower Lebesgue density
(341E). Then φ is translationinvariant in the sense that φ(E +x) = φE +x for every E ∈ Σ, x ∈ R
r
. PPP
φ(E +x) = ¦y : y ∈ R
r
, lim
δ↓0
µ(E+x)∩B(y,δ)
µ(B(y,δ))
= 1¦
= ¦y : y ∈ R
r
, lim
δ↓0
µ(E∩B(y−x,δ))
µ(B(y−x,δ))
= 1¦
(because µ is translationinvariant)
= ¦y +x : y ∈ R
r
, lim
δ↓0
µ(E∩B(y,δ))
µ(B(y,δ))
= 1¦
= φE +x. QQQ
(b) Let φ
0
be any lifting of µ such that φ
0
E ⊇ φE for every E ∈ Σ (341J). Consider
φE = ¦y : 0 ∈ φ
0
(E −y)¦
for E ∈ Σ. It is easy to check that φ : Σ → Σ is a Boolean homomorphism because φ
0
is, so that, for
instance,
y ∈ φE´φF ⇐⇒ 0 ∈ φ
0
(E −y)´φ
0
(F −y)
⇐⇒ 0 ∈ φ
0
((E −y)´(F −y)) = φ
0
((E´F) −y))
⇐⇒ y ∈ φ(E´F).
(c) If µE = 0, then E −y is negligible for every y ∈ R
r
, so φ
0
(E −y) is always empty and φE = ∅.
(d) Next, φE ⊆ φE for every E ∈ Σ. PPP If y ∈ φE, then
0 = y −y ∈ φE −y = φ(E −y) ⊆ φ
0
(E −y),
so y ∈ φE. QQQ By 341Ib, φ is a lifting for µ.
(e) Finally, φ is translationinvariant, because if E ∈ Σ and x, y ∈ R
r
then
y ∈ φ(E +x) ⇐⇒ 0 ∈ φ
0
(E +x −y) = φ
0
(E −(y −x))
⇐⇒ y −x ∈ φE
⇐⇒ y ∈ φE +x.
345C Theorem For any set I, there is a translationinvariant lifting of the usual measure on ¦0, 1¦
I
.
proof I base the argument on the same programme as in 345B. This time we have to work rather harder,
as we have no simple formula for a translationinvariant lower density. However, the ideas already used in
341F341H are in fact adequate, if we take care, to produce one.
(a) Since there is certainly a bijection between I and its cardinal κ = #(I), it is enough to consider the
case I = κ. Write µ for the usual measure on X = ¦0, 1¦
I
= ¦0, 1¦
κ
and Σ for its domain. For each ξ < κ
set E
ξ
= ¦x : x ∈ X, x(ξ) = 1¦, and let Σ
ξ
be the σalgebra generated by ¦E
η
: η < ξ¦. Because x + E
η
is
either E
η
or X`E
η
, and in either case belongs to Σ
ξ
, for every η < ξ and x ∈ X, Σ
ξ
is translationinvariant.
(Consider the algebra
Σ
t
ξ
= ¦E : E +x ∈ Σ
ξ
for every x ∈ X¦;
this must be Σ
ξ
.) Let Φ
ξ
be the set of partial lower densities φ : Σ
ξ
→ Σ which are translationinvariant in
the sense that φ(E +x) = φE +x for any E ∈ Σ
ξ
, x ∈ X.
(b)(i) For ξ < κ, Σ
ξ+1
is just the algebra of subsets of X generated by Σ
ξ
∪ ¦E
ξ
¦, that is, sets of the
form (F ∩E
ξ
) ∪(G` E
ξ
) where F, G ∈ Σ
ξ
(312M). Moreover, the expression is unique. PPP Deﬁne x
ξ
∈ X by
202 Liftings 345C
setting x
ξ
(ξ) = 1, x
ξ
(η) = 0 if η = ξ. Then x
ξ
+E
η
= E
η
for every η < ξ, so x
ξ
+F = F for every F ∈ Σ
ξ
.
If H = (F ∩ E
ξ
) ∪ (G` E
ξ
) where F, G ∈ Σ
ξ
, then
x
ξ
+H = ((x
ξ
+F) ∩ (x
ξ
+E
ξ
)) ∪ ((x
ξ
+G) ` (x
ξ
+E
ξ
)) = (F ` E
ξ
) ∪ (G∩ E
ξ
),
so
F = (H ∩ E
ξ
) ∪ ((x
ξ
+H) ` E
ξ
) = F
H
,
G = (H ` E
ξ
) ∪ ((x
ξ
+H) ∩ E
ξ
) = G
H
are determined by H. QQQ
(ii) The functions H → F
H
, H → G
H
: Σ
ξ+1
→ Σ
ξ
deﬁned above are clearly Boolean homomorphisms;
moreover, if H, H
t
∈ Σ
ξ+1
and H´H
t
is negligible, then
(F
H
´F
H
) ∪ (G
H
´G
H
) ⊆ (H´H
t
) ∪ (x
ξ
+ (H´H
t
))
is negligible. It follows at once that if ξ < κ and φ ∈ Φ
ξ
, we can deﬁne φ
1
: Σ
ξ+1
→ Σ by setting
φ
1
H = (φF
H
∩ E
ξ
) ∪ (φG
H
` E
ξ
),
and φ
1
will be a lower density. If H ∈ Σ
ξ
then F
H
= G
H
= H, so φ
1
H = φH.
(iii) To see that φ
1
is translationinvariant, observe that if x ∈ X and x(ξ) = 0 then x +E
ξ
= E
ξ
, so,
for any F, G ∈ Σ
ξ
,
φ
1
(x + ((F ∩ E
ξ
) ∪ (G` E
ξ
))) = φ
1
(((F +x) ∩ E
ξ
) ∪ ((G+x) ` E
ξ
))
= (φ(F +x) ∩ E
ξ
) ∪ (φ(G+x) ` E
ξ
)
= ((φF +x) ∩ E
ξ
) ∪ ((φG+x) ` E
ξ
)
= x + (φF ∩ E
ξ
) ∪ (φG` E
ξ
)
= x +φ
1
((F ∩ E
ξ
) ∪ (G` E
ξ
)).
While if x(ξ) = 1 then x +E
ξ
= X ` E
ξ
, so
φ
1
(x + ((F ∩ E
ξ
) ∪ (G` E
ξ
))) = φ
1
(((F +x) ` E
ξ
) ∪ ((G+x) ∩ E
ξ
))
= (φ(F +x) ` E
ξ
) ∪ (φ(G+x) ∩ E
ξ
)
= ((φF +x) ` E
ξ
) ∪ ((φG+x) ∩ E
ξ
)
= x + (φF ∩ E
ξ
) ∪ (φG` E
ξ
)
= x +φ
1
((F ∩ E
ξ
) ∪ (G` E
ξ
)).
So φ
1
∈ Φ
ξ+1
.
(iv) Thus every member of Φ
ξ
has an extension to a member of Φ
ξ+1
.
(c) Now suppose that 'ζ(n)`
n∈N
is a nondecreasing sequence in κ with supremum ξ < κ. Then Σ
ξ
is
just the σalgebra generated by
¸
n∈N
Σ
ζ(n)
. If we have a sequence 'φ
n
`
n∈N
such that φ
n
∈ Φ
ζ(n)
and φ
n+1
extends φ
n
for every n, then there is a φ ∈ Φ
ξ
extending every φ
n
. PPP I repeat the ideas of 341G.
(i) For E ∈ Σ
ξ
, n ∈ N choose g
En
such that g
En
is a conditional expectation of χE on Σ
ζ(n)
; that is,
F
g
En
=
F
χE = µ(F ∩ E)
for every E ∈ Σ
ζ(n)
. Moreover, make these choices in such a way that (α) every g
En
is Σ
ζ(n)
measurable
and deﬁned everywhere on X (β) g
En
= g
E
n
for every n if E´E
t
is negligible. Now lim
n→∞
g
En
exists and
is equal to χE almost everywhere, by L´evy’s martingale theorem (275I).
(ii) For E ∈ Σ
ξ
, k ≥ 1, n ∈ N set
H
kn
(E) = ¦x : x ∈ X, g
En
(x) ≥ 1 −2
−k
¦ ∈ Σ
ζ(n)
,
˜
H
kn
(E) = φ
n
(H
kn
(E)),
345C Translationinvariant liftings 203
φE =
¸
k≥1
¸
n∈N
¸
m≥n
˜
H
km
(E).
(iii) Every g
∅n
is zero almost everywhere, every H
kn
(∅) is negligible and every
˜
H
kn
(∅) is empty;
so φ∅ = ∅. If E, E
t
∈ Σ
ξ
and E´E
t
is negligible, g
En
= g
E
n
for every n, H
nk
(E) = H
nk
(E
t
) and
˜
H
nk
(E) =
˜
H
nk
(E
t
) for all n, k, and φE = φE
t
.
(iv) If E ⊆ F in Σ
ξ
, then g
En
≤ g
Fn
almost everywhere for every n, every H
kn
(E) ` H
kn
(F) is
negligible,
˜
H
kn
(E) ⊆
˜
H
kn
(F) for every n, k, and φE ⊆ φF.
(v) If E, F ∈ Σ
ξ
then χ(E ∩ F) ≥ χE + χF − 1 a.e. so g
E∩F,n
≥ g
En
+ g
Fn
− 1 a.e. for every n.
Accordingly
H
k+1,n
(E) ∩ H
k+1,n
(F) ` H
kn
(E ∩ F)
is negligible, and (because φ
n
is a lower density)
˜
H
kn
(E ∩ F) ⊇ φ
n
(H
k+1,n
(E) ∩ H
k+1,n
(F)) =
˜
H
k+1,n
(E) ∩
˜
H
k+1,n
(F)
for all k ≥ 1, n ∈ N. Now, if x ∈ φE ∩ φF, then, for any k ≥ 1, there are n
1
, n
2
∈ N such that
x ∈
¸
m≥n
1
˜
H
k+1,m
(E), x ∈
¸
m≥n
2
˜
H
k+1,m
(F).
But this means that
x ∈
¸
m≥max(n
1
,n
2
)
˜
H
km
(E ∩ F).
As k is arbitrary, x ∈ φ(E ∩ F); as x is arbitrary, φE ∩ φF ⊆ φ(E ∩ F). We know alr