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Measure Theory/Measures on Polish spaces
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von Neumann's big theorem on algebra maps Let be Polish spaces that are part of the outer regular measure spaces and . Suppose that is an algebra map such that for all , there exists an such that . Then there exists and such that and a bijective function such that
for , and
for , , where is any set such that .
First, we write
,
where is a nullset and each is closed and of diameter . Then write and . Then we write
,
where is closed and each has diameter . Then set to be a set such that and its closure.
Continuing this ping-pong game, we obtain nested sequences and dependent on different numbers of indices. Moreover, if we set
and ,
then , so that for any given number of indices, the corresponding sequence of nested sets resp. covers almost all of resp. , dependent on whether the number of indices is even or odd. Define and . Then define a function as follows: If , then for any given number of indices there exists one and only one that contains . Moreover,