Math 2.0

Measure and integration Measure-preserving maps and further topics Theorem

Isomorphism theorem for measure algebras

Builds on Boolean algebraLebesgue measureNull set

Statement

Let ๐”„\mathfrak{A} be a Boolean algebra in which every countable subset has a supremum, and let mโ€‰โฃ:๐”„โ†’[0,1]m \colon \mathfrak{A} \to [0, 1]. The pair (๐”„,m)(\mathfrak{A}, m) is a probability measure algebra if three conditions hold.

  1. m(1)=1m(1) = 1, and m(a)=0m(a) = 0 only for a=0a = 0.
  2. m(โ‹kak)=โˆ‘km(ak)m\left(\bigvee_k a_k\right) = \sum_k m(a_k) for every sequence of pairwise disjoint elements aka_k.
  3. The set ๐”„\mathfrak{A} is separable for the metric d(a,b)=m(aโ–ณb)d(a, b) = m(a \mathbin{\triangle} b).

Assume also that (๐”„,m)(\mathfrak{A}, m) is atomless: every aโ‰ 0a \ne 0 has some bโ‰คab \le a with 0<m(b)<m(a)0 < m(b) < m(a). Let ๐”\mathfrak{L} be the algebra of Lebesgue measurable subsets of [0,1][0,1] modulo null sets, with ฮป\lambda induced by Lebesgue measure. Then there is a Boolean algebra isomorphism ฮฆโ€‰โฃ:๐”„โ†’๐”\Phi \colon \mathfrak{A} \to \mathfrak{L} with ฮป(ฮฆ(a))=m(a)\lambda(\Phi(a)) = m(a) for all aโˆˆ๐”„a \in \mathfrak{A}.

Remarks

Idea of proof: take a dense sequence in ๐”„\mathfrak{A} and the finite partitions of 11 that it generates. Since the algebra is atomless, mm takes all values between 00 and m(a)m(a) on elements below aa. This lets one send each partition to a partition of [0,1][0,1] into finite unions of intervals with the same measures, compatibly with refinement. The map then extends by continuity in the metric dd. Without atomlessness the result fails: the algebra with two atoms of measure 1/21/2 has four elements, while ๐”\mathfrak{L} is infinite. Without separability it fails as well: the measure algebra of the product measure on {0,1}I\set{0,1}^I with II uncountable is atomless but not separable. As a consequence, the measure algebra of every atomless standard probability space is isomorphic to that of [0,1][0,1].

Going deeper

For a student

The theorem lets ergodic theory move between point maps and automorphisms of measure algebras. Together with the theory of standard probability spaces, it shows that many probability spaces of analysis are isomorphic to [0,1][0,1] up to null sets. An example is [0,1]โ„•[0,1]^\N with the product of Lebesgue measures. Maharam's theorem classifies the non-separable case.

Reading path

To understand this page from the ground up, read these 7 pages in order. The foundations come first.

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Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  1. Boolean algebra concept
  2. Borel sigma-algebra concept
  3. Euclidean space object
  4. Null set concept
  5. Outer measure concept
  6. Lebesgue measure object
  7. Isomorphism theorem for measure algebras statement

Further reading

  1. Web https://en.wikipedia.org/wiki/Standard_probability_space
About this page
TagYFAQGE2ATQ
URIm2://YFAQGE2ATQ
Kindstatement, theorem
WritingW0 stub
MSC28A60, 28D05
StatusThis copy of the site has no build data. Run m2 status YFAQGE2ATQ.
AboutLebesgue measure
UsesBoolean algebra, Lebesgue measure, Null set
Changed2 November 2026

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