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 0-9538129-3-6
Typeset by AMS-TEX
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 Z2 ; Stone’s theorem; the operations
∪ , ∩ , 4 , \ 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 Order-continuity 30
General distributive laws; order-closed sets; order-closures; Monotone Class Theorem; order-preserving
functions; order-continuity; order-dense sets; order-continuous Boolean homomorphisms; regularly em-
bedded subalgebras.
314 Order-completeness 40
Dedekind completeness and σ-completeness; quotients, subalgebras, principal ideals; order-continuous
homomorphisms; extension of homomorphisms; Loomis-Sikorski representation of a σ-complete algebra
as a quotient of a σ-algebra 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, σ-finite, semi-finite and localizable measure algebras; relation to corresponding types of
measure space; completions and c.l.d. versions of measures; semi-finite measure algebras are weakly
(σ, ∞)-distributive; subspace measures; simple products of measure algebras; Stone spaces of localizable
measure algebras; localizations of semi-finite measure algebras.
323 The topology of a measure algebra 82
Defining a topology and uniformity on a measure algebra; continuity of algebraic operations; order-closed
sets; Hausdorff and metrizable topologies, complete uniformities; closed subalgebras.
324 Homomorphisms 88
Homomorphisms induced by measurable functions; order-continuous and continuous homomorphisms;
the topology of a semi-finite measure algebra is determined by the algebraic structure; measure-preserving
homomorphisms.
325 Free products and product measures 95
The measure algebra of a product measure; the localizable measure algebra free product of two semi-finite
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; Radon-Nikodým 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; one-step extension of measure-preserving homomorphisms; Maharam type
of a measure algebra; Maharam-type-homogeneous 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 measure-preserving Boolean homomorphisms; complete classifi-
cation of closed subalgebras of probability algebras as triples (A, µ̄, 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 Translation-invariant liftings 200
Translation-invariant liftings on Rr 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; translation-invariant liftings on {0, 1}I ;
products of Maharam-type-homogeneous 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; order-dense
subspaces and order-continuous operators; bands; the algebra of complemented bands; the algebra of
projection bands; principal bands; f -algebras.
353 Archimedean and Dedekind complete Riesz spaces 237
Order-dense subspaces; bands; Dedekind (σ)-complete spaces; order-closed Riesz subspaces; order units;
f -algebras.
354 Banach lattices 246
Riesz norms; Fatou norms; the Levi property; order-continuous norms; order-unit norms; M -spaces; are
isomorphic to C(X) for compact Hausdorff X; L-spaces; uniform integrability in L-spaces.
355 Spaces of linear operators 255
Order-bounded linear operators; the space L∼ (U ; V ); order-continuous operators; extension of order-
continuous operators; the space L× (U ; V ); order-continuous norms.
 7

356 Dual spaces 264

The spaces U ∼ , U × , U ∗ ; biduals, embeddings U →V × where V ⊆U ∼ ; perfect Riesz spaces; L- and
M -spaces; uniformly integrable sets in the dual of an M -space; relative weak compactness in L-spaces.

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 Tπ : 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 order-bounded 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 M -space and f -algebra; universal mapping theorems for linear operators on L∞ ;
Tπ : 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 σ-complete M -spaces; the generalized Hahn-Banach theorem; the Banach-Ulam
problem.
364 L0 314
The space L0 (A); representing L0 when A is a quotient of a σ-algebra of sets; algebraic operations on
L0 ; action of Borel measurable functions on L0 ; identifying L0 (A) with L0 (µ) when A is a measure
algebra; embedding S and L∞ in L0 ; suprema and infima in L0 ; Dedekind completeness in A and L0 ;
multiplication in L0 ; projection bands; Tπ : L0 (A)→L0 (B); simple products; *regular open algebras;
*the space C ∞ (X).
365 L1 R R
335
The space L1 (A, µ̄); identification with L1 (µ); a u; the Radon-Nikodým theorem again; w×Tπ u dν̄ =
R
u dµ̄; the duality between L1 and L∞ ; additive functions on A and linear operators on L1 ; Tπ :
L1 (A, µ̄)→L1 (B, ν̄) and Pπ : L1 (B, ν̄)→L1 (A, µ̄); conditional expectations; bands in L1 ; varying µ̄.
366 Lp 351
The spaces Lp (A, µ̄); identification with Lp (µ); Lq as the dual of Lp ; the spaces M 0 and M 1,0 ; Tπ :
M 0 (A, µ̄)→M 0 (B, ν̄) and Pπ : M 1,0 (B, ν̄)→M 1,0 (A, µ̄); 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 L0 (A); and pointwise convergence; defined by the Riesz space struc-
ture; positive linear operators on L0 ; convergence in measure and the canonical projection (L1 )∗∗ →L1 .
368 Embedding Riesz spaces in L0 375
Extension of order-continuous Riesz homomorphisms into L0 ; representation of Archimedean Riesz
spaces as subspaces of L0 ; Dedekind completion of Riesz spaces; characterizing L0 spaces as Riesz
spaces; weakly (σ, ∞)-distributive Riesz spaces.
369 Banach function spaces 386
Riesz spaces separated by their order-continuous duals; representing U × when U ⊆L0 ; Kakutani’s repre-
0
sentation of L-spaces as L1 spaces; extended Fatou norms; associate norms; Lτ ∼ = (Lτ )× ; Fatou norms
and convergence in measure; M ∞,1 and M 1,∞ τ τ
, k k∞,1 and k k1,∞ ; L + L .
1 2

Chapter 37: Linear operators between function spaces

Introduction 402
371 The Chacon-Krengel theorem 402
(0)
L∼ (U ; V ) = L× (U ; V ) = B(U ; V ) for L-spaces U and V ; the class Tµ̄,ν̄ of k k1 -decreasing, k k∞ -decreasing
linear operators from M 1,0 (A, µ̄) to M 1,0 (B, ν̄).
372 The ergodic theorem 407
(0)
The Maximal Ergodic Theorem and the Ergodic Theorem for operators in Tµ̄,µ̄ ; for inverse-measure-
preserving functions φ : X→X; limit operators as conditional expectations; applications to continued
fractions; mixing and ergodic transformations.
8

373 Decreasing rearrangements R R

422
The classes T , T × ; the space M 0,∞ ; decreasing rearrangements u∗ ; ku∗ kp = kukp ; |T u×v| ≤ u∗ ×v ∗
if T ∈ T ; the very weak operator topology and compactness of T ; v is expressible as T u, where T ∈ T ,
R R R R (0)
iff 0t v ∗ ≤ 0t u∗ for every t; finding T such that T u×v = u∗ ×v ∗ ; the adjoint operator from Tµ̄,ν̄ to
(0)
Tν̄,µ̄ .
374 Rearrangement-invariant spaces 440
T -invariant subspaces of M 1,∞ , and T -invariant extended Fatou norms; relating T -invariant norms
on different spaces; rearrangement-invariant sets and norms; when rearrangement-invariance implies
T -invariance.
375 Kwapien’s theorem 451
Linear operators on L0 spaces; if B is measurable, a positive linear operator from L0 (A) to L0 (B) can
be assembled from Riesz homomorphisms.
376 Integral operators 457
Kernel operators; free products of measure algebras and tensor products of L0 spaces; tensor products
of L1 spaces; abstract integral operators (i) as a band in L× (U ; V ) (ii) represented by kernels belonging
b
to L0 (A⊗B) (iii) as operators converting weakly convergent sequences into order*-convergent sequences;
operators into M -spaces or out of L-spaces; 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
Measure-preserving automorphisms as products of involutions; normal subgroups of Aut A and Autµ̄ 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 (Kolmogorov-Sinaı̌ theorem); Bernoulli shifts; isomor-
phic homomorphisms and conjugacy classes in Autµ̄ A; almost isomorphic inverse-measure-preserving
functions.
385 More about entropy 515
Periodic and aperiodic parts of an endomorphism; the Halmos-Rokhlin-Kakutani lemma; the Shannon-
McMillan-Breiman theorem; various lemmas.
386 Ornstein’s theorem 528
Bernoulli partitions; finding Bernoulli partitions with elements of given measure (Sinaı̌’s theorem); ad-
justing Bernoulli partitions; Ornstein’s theorem (Bernoulli shifts of the same finite entropy are isomor-
phic); Ornstein’s and Sinaı̌’s theorems in the case of infinite entropy.
387 Dye’s theorem 551
Full subgroups of Aut A; and orbits of inverse-measure-preserving 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; σ-linked Boolean algebras; Gaifman’s example.
392 Submeasures 575
Submeasures; exhaustive, uniformly exhaustive and Maharam submeasures; the Kalton-Roberts 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 L0 spaces; vector measures;
examples of submeasures.
394 Kawada’s theorem 595
Full local semigroups; τ -equidecomposability; fully non-paradoxical subgroups of Aut A; bb : ac and
db : ae; invariant additive functions from A to L∞ (C), where C is the fixed-point algebra of a group;
invariant additive functionals and measures; ergodic fully non-paradoxical groups.
395 The Hajian-Ito 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, zero-dimensional, 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 , RI ; cluster points of filters;
topology bases; uniform convergence of sequences of functions; one-point 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 Hahn-Banach 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 1-3
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 one-dimensional
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 one-dimensional case only in a definition and a (substantial) lemma.
So what I have done is to write them both out (§§114-115). 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: Set-theoretic 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 Radon-Nikodým 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 wide-ranging 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.
Cross-references are correspondingly abundant and wide-ranging. 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 cross-references 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 cross-references 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 Neumann-Maharam 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
(§§345-346). I mention here three sections interpolated into Chapter 34 (§§342-344) 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 re-working 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 twentieth-century
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 Radon-Nikodým 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 Lp spaces (particularly, with L0 spaces) for
Chapter 36. But I would recommend the results-only 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 Hahn-Banach 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 cross-references will be sufficiently well-targeted 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 a2 = a for every a ∈ A.

(b) A Boolean algebra is a Boolean ring A with a multiplicative identity 1 = 1A ; 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, (PX, 4, ∩) is a Boolean algebra; its zero is ∅ and its multiplicative
identity is X. PP We have to check the following, which are all easily established, using Venn diagrams or
otherwise:
A4B ⊆ X for all A, B ⊆ X,
(A4B)4C = A4(B4C) for all A, B, C ⊆ X,
so that (PX, 4) is a semigroup;
A4∅ = ∅4A = A for every A ⊆ X,
so that ∅ is the identity in (PX, 4);
A4A = ∅ for every A ⊆ X,
so that every element of PX is its own inverse in (PX, 4), and (PX, 4) is a group;
A4B = B4A for all A, B ⊆ X,
so that (PX, 4) 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 (PX, ∩) is a semigroup;
A ∩ (B4C) = (A ∩ B)4(A ∩ C), (A4B) ∩ C = (A ∩ C)4(B ∩ C) for all A, B, C ⊆ X,
so that (PX, 4, ∩) is a ring;
14 Boolean algebras 311B

A ∩ A = A for every A ⊆ X,
so that (PX, 4, ∩) is a Boolean ring;
A ∩ X = X ∩ A = A for every A ⊆ X,
so that (PX, 4, ∩) is a Boolean algebra and X is its identity. Q
Q

(b) Recall that an ‘algebra of subsets of X’ (136E) is a family Σ ⊆ PX such that ∅ ∈ Σ, X \ E ∈ Σ for
every E ∈ Σ, and E ∪ F ∈ Σ for all E, F ∈ Σ. In this case (Σ, 4, ∩) is a Boolean algebra with zero ∅ and
identity X. P
P If E, F ∈ Σ, then
E ∩ F = X \ ((X \ E) ∪ (X \ F )) ∈ Σ,

E4F = (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 PX, is a Boolean algebra. Q
Q

(c) Consider the ring Z2 = {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) = a2 + a2 + a2 + a2 = a + a + a + a,
so we must have 0 = a + a.
(b) Now for any a, b ∈ A,
a + b = (a + b)(a + b) = a2 + ab + ba + b2 = 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 → Z2 such that φa = 1 and φd = 0 for every d ∈ I.
proof (a) Let I be the family of those ideals J of A which include I and do not contain a. Then I has a
maximal element K say. P PSApply Zorn’s lemma. Since I ∈ I, I 6= ∅. If J is a non-empty totally ordered
subset of I, then set J ∗ = J . If b, c ∈ J ∗ and d ∈ A, then there are J1 , J2 ∈ J such that b ∈ J1 and
c ∈ J2 ; now J = J1 ∪ J2 is equal to one of J1 , J2 , so belongs to J , and 0, b + c, bd all belong to J, so all
belong to J ∗ . Thus J ∗ C A; of course I ⊆ J ∗ and a ∈/ J ∗ , so J ∗ ∈ I and is an upper bound for J in I. As
J is arbitrary, the hypotheses of Zorn’s lemma are satisfied and I has a maximal element. Q Q
(b) For b ∈ A set Kb = {d : d ∈ A, bd ∈ K}. The following are easy to check:
(i) K ⊆ Kb for every b ∈ A, because K is an ideal.
P 0 ∈ K ⊆ Kb . If d, d0 ∈ Kb and c ∈ A then
(ii) Kb C A for every b ∈ A. P
b(d + d0 ) = bd + bd0 , b(dc) = (bd)c
belong to K, so d + d0 , dc ∈ Kb . Q
Q
(iii) If b ∈ A and a ∈
/ Kb , then Kb ∈ I so Kb = K.
311Fc Boolean algebras 15

(iv) Now a2 = a ∈ / K, so a ∈
/ Ka and Ka = K.
(v) If b ∈ A \ K then b ∈/ Ka , that is, ba = ab ∈
/ K, and a ∈
/ Kb ; consequently Kb = K.
(vi) If b, c ∈ A \ K then c ∈
/ Kb so bc ∈ / K.
(vii) If b, c ∈ A \ K then
bc(b + c) = b2 c + bc2 = bc + bc = 0 ∈ K,
so b + c ∈ Kbc . By (vi) and (v), Kbc = K so b + c ∈ K.
(c) Now define φ : A → Z2 by setting φd = 0 if d ∈ K, φd = 1 if d ∈ A \ K. Then φ is a ring
homomorphism. P P
(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 (b-vi) and (b-vii) 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. Q
Q
(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 Z2 . Then we have an injective ring homomorphism a 7→ b
a : A → PZ, setting
a = {z : z ∈ Z, z(a) = 1}. If A is a Boolean algebra, then b
b 1A = Z.
proof (a) If a, b ∈ A, then
d = {z : z(a+b) = 1} = {z : z(a) +2 z(b) = 1} = {z : {z(a), z(b)} = {0, 1}} = b
a+b a4bb,

b = {z : z(ab) = 1} = {z : z(a)z(b) = 1} = {z : z(a) = z(b) = 1} = b

ab a ∩ bb.
Thus a 7→ b
a is a ring homomorphism.
(b) If a ∈ A and a 6= 0, then by 311D, with I = {0}, there is a z ∈ Z such that z(a) = 1, that is, z ∈ b
a;
so that b
a 6= ∅. This shows that the kernel of a 7→ b
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(1A )z(a) = z(1A a) 6= 0 and z(1A ) 6= 0; thus b
1A = Z.

311F Remarks (a) For any Boolean ring A, I will say that the Stone space of A is the set Z of non-zero
ring homomorphisms from A to Z2 , and the canonical map a 7→ b
a : A → PZ is the Stone representation.

(b) Because the map a 7→ ba : A → PZ is an injective ring homomorphism, A is isomorphic, as Boolean

ring, to its image E = {b
a : a ∈ A}, which is a subring of PZ. Thus the Boolean rings PX 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 Z2 . Of course we could equally well take any set which is in a natural one-to-one 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 ∪ , \ , 4 on a Boolean ring Let A be a Boolean ring.

(a) Using the Stone representation, we can see that the elementary operations ∪, ∩, \, 4 of set theory
all correspond to operations on A. If we set
a ∪ b = a + b + ab, a ∩ b = ab, a \ b = a + ab, a4b = a+b
for a, b ∈ A, then we see that
ad a4bb4(b
∪b = b a ∩ bb) = b
a ∪ bb,

ad a ∩ bb,
∩b = b

ac a \ bb,
\b = b

ad a4bb.
4b = 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 hai ii∈I in A is disjoint if
ai ∩ aj = 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 ai = 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 non-zero a ∈ A
such that a ∩ c = 0 for every c ∈ C or a disjoint family hci ii∈I in A such that there is no non-zero a ∈ A
such that a ∩ ci = 0 for every i ∈ I. (In the first case I allow 0 ∈ C, and in the second I allow ci = 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. P
P 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. Q
Q

311H The order structure of a Boolean ring Again treating a Boolean ring A as an algebra of
a ⊆ bb. This translation makes
sets, we have a natural ordering on it, setting a ⊆ b if ab = a, so that a ⊆ b iff b
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 a0 , . . . , an ∈ A,
supi≤n ai = a0 ∪ . . . ∪ an , inf i≤n ai = a0 ∩ . . . ∩ an ;
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 ∈ b
a ⊆ G}.
Then T is a topology on Z, under which Z is a locally compact zero-dimensional Hausdorff space, and
E = {b
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

S
proof (a) Because E is closed under ∩, and E = Z (recall that Z is the set of surjective homomorphisms
from A to Z2 , so that every z ∈ Z is somewhere non-zero and belongs to some b
a), E is a topology base, and
T is a topology.
(b) T is Hausdorff. P P Take any distinct z, w ∈ Z. Then there is an a ∈ A such that z(a) 6= 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)b; also
a(b + ab) = ab + a2 b = ab + ab = 0,
so
a ∩ (b + ab)b = (a(b + ab))b = b
b 0 = ∅,
and b
a, (b + ab)b are disjoint members of T containing z, w respectively. Q
Q
(c) If a ∈ A then b a is compact. P P Let F be an ultrafilter on Z containing b a. For each b ∈ A,
z0 (b) = limz→F z(b) must be defined in Z2 , since one of the sets {z : z(b) = 0}, {z : z(b) = 1} must belong
to F. If b, c ∈ A, then the set
F = {z : z(b) = z0 (b), z(c) = z0 (c), z(b + c) = z0 (b + c), z(bc) = z0 (bc)}
belongs to F, so is not empty; take any z1 ∈ F ; then
z0 (b + c) = z1 (b + c) = z1 (b) +2 z1 (c) = z0 (b) +2 z0 (c),

z0 (bc) = z1 (bc) = z1 (b)z1 (c) = z0 (b)z0 (c).

As b, c are arbitrary, z0 : A → Z2 is a ring homomorphism. Also z0 (a) = 1, because b
a ∈ F , so z0 ∈ b a.
Now let G be any open subset of Z containing z0 ; then there is a b ∈ A such that z0 ⊆ bb ⊆ G; since
limz→F z(b) = z0 (b) = 1, we must have bb = {z : z(b) = 1} ∈ F and G ∈ F. Thus F converges to z0 . As F
is arbitrary, b
a is compact (2A3R). Q
Q
(d) This shows that b a is a compact open set for every a ∈ A. Moreover, since every point of Z belongs to
some b a, every point of Z has a compact neighbourhood, and Z is locally compact. Every b a is closed (because
it is compact, or otherwise), so E is a base for T consisting of open-and-closed sets, and T is zero-dimensional.
(e) Now suppose that E ⊆ Z is an open compact set. If E = ∅ then E = b
0. Otherwise, set
G = {ba : a ∈ A, ba ⊆ E}.
S
Then G is a family of open subsets
S of Z and G = E, because E is open. But E is also compact, so there
is a finite G0 ⊆ G such that E = G0 . Express G0 as {ba0 , . . . , b
an }. Then
E=b
a0 ∪ . . . ∪ b
an = (a0 ∪ . . . ∪ an )b.
This shows that every compact open subset of Z is of the form b
a for some a ∈ A.
(f ) Finally, if A is a Boolean algebra then Z = b
1 is compact, by (c); while if Z is compact then (e) tells
us that Z = b 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 zero-dimensional Hausdorff space. Then the set A of open-and-
compact subsets of X is a subring of PZ. If Z is the Stone space of A, there is a unique homeomorphism
a = θ−1 [a] for every a ∈ A.
θ : Z → X such that b
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 a4b belong to A for all a, b ∈ A, and A is a subring of PX.
It will be helpful to know that A is a base for the topology of X. P P 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
zero-dimensional) there is an open-and-closed 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. Q Q
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.
P (i) If z ∈ Z and x, x0 ∈ X are distinct, then, because X is Hausdorff, there is an open set G ⊆ X
P
containing x and not containing x0 ; because A is a base for the topology of X, there is an a ∈ A such that
x ∈ a ⊆ G, so that x0 ∈
/ a. Now either z(a) = 1 and (z, x0 ) ∈
/ 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 a0 ∈ A such that z(a0 ) = 1. Consider A = {a : z(a) = 1}.TThis is a family
of closed subsets ofTX containing the compact set a0 , and a ∩ b ∈ A for all a, b ∈ A. So A is not empty
(3A3Db); take x ∈ A. Then x ∈ a whenever z(a) = 1. On the other hand, if z(a) = 0, then
z(a0 \ a) = z(a0 4(a ∩ a0 )) = z(a0 ) +2 z(a0 )z(a) = 1,
so x ∈ a0 \ 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 → Z2 by setting z(a) = 1 if x ∈ a, 0 otherwise. It is elementary to check
that z is a ring homomorphism form A to Z2 . 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 0 ∈ Z and θ(z) = θ(z 0 ), then, for any a ∈ A,
z(a) = 1 ⇐⇒ θ(z) ∈ a ⇐⇒ θ(z 0 ) ∈ a ⇐⇒ z 0 (a) = 1,
so z = z 0 . Thus θ is injective. Q
Q
(c) For any a ∈ A,
θ−1 [a] = {z : θ(z) ∈ a} = {z : z(a) = 1} = b
a.
It follows that
S θ is a homeomorphism. P
P (i) If G ⊆ X is open, then (because A is a base for the topology
of X) G = {a : a ∈ A, a ⊆ G} and
S S
θ−1 [G] = {θ−1 [a] : a ∈ A, a ⊆ G} = {b
a : a ∈ A, a ⊆ G}
arbitrary, θ is continuous. (ii) On theSother hand, if G ⊆ X and θ−1 [G] is
is an open subset of Z. As G is S
−1
open, then θ [G] is of the form a∈A b a for some A ⊆ A, so that G = A is an open set in X. Accordingly
θ is a homeomorphism. Q Q
(d) Finally, I must check the uniqueness of θ. But of course if θ̃ : Z → X is any function such that
−1
θ̃ [a] = b
a for every a ∈ A, then the graph of θ̃ must be R, so θ̃ = θ.

311K Remark Thus we have a correspondence between Boolean rings and zero-dimensional locally
compact Hausdorff spaces which is (up to isomorphism, on the one hand, and homeomorphism, on the
other) one-to-one. Every property of Boolean rings which we study will necessarily correspond to some
property of zero-dimensional 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 7→ a0 : A → A which is order-reversing, that is, a ≤ b iff b0 ≤ a0 , and
such that a00 = a for every a;
(iii) A has a least element 0 and a ∧ a0 = 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 00 ; if a ∈ A, then a0 ≥ 0 so a = a00 ≤ 00 = 1, and 1 is the greatest element of A.
If a, b ∈ A then, because 0 is an order-reversing bijection, a0 ∨ b0 = (a ∧ b)0 . P
P For c ∈ A,

a0 ∨ b0 ≤ c ⇐⇒ a0 ≤ c & b0 ≤ c ⇐⇒ c0 ≤ a & c0 ≤ b
⇐⇒ c0 ≤ a ∧ b ⇐⇒ (a ∧ b)0 ≤ c. Q
Q
Similarly, a0 ∧ b0 = (a ∨ b)0 . If a, b, c ∈ A then
(a ∧ b) ∨ c = ((a0 ∨ b0 ) ∧ c0 )0 = ((a0 ∧ c0 ) ∨ (b0 ∧ c0 ))0 = (a ∨ c) ∧ (b ∨ c).

(b) Define addition and multiplication on A by setting

a + b = (a ∧ b0 ) ∨ (a0 ∧ b), ab = a ∧ b
for a, b ∈ A.
(c)(i) If a, b ∈ A then

(a + b)0 = (a0 ∨ b) ∧ (a ∨ b0 ) = (a0 ∧ a) ∨ (a0 ∧ b0 ) ∨ (b ∧ a) ∨ (b ∧ b0 )

= 0 ∨ (a0 ∧ b0 ) ∨ (b ∧ a) = (a0 ∧ b0 ) ∨ (a ∧ b).
So if a, b, c ∈ A then

(a + b) + c = ((a + b) ∧ c0 ) ∨ ((a + b)0 ∧ c)

= (((a ∧ b0 ) ∨ (a0 ∧ b)) ∧ c0 ) ∨ (((a0 ∧ b0 ) ∨ (a ∧ b)) ∧ c)
= (a ∧ b0 ∧ c0 ) ∨ (a0 ∧ b ∧ c0 ) ∨ (a0 ∧ b0 ∧ 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 = (a0 ∧ 0) ∨ (a ∧ 00 ) = 0 ∨ (a ∧ 1) = a,
so 0 is the additive identity of A. Also
a + a = (a ∧ a0 ) ∨ (a0 ∧ 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)0 ) ∨ ((a ∧ b)0 ∧ a ∧ c)

= (a ∧ b ∧ (a0 ∨ c0 )) ∨ ((a0 ∨ b0 ) ∧ a ∧ c)
= (a ∧ b ∧ a0 ) ∨ (a ∧ b ∧ c0 ) ∨ (a0 ∧ a ∧ c) ∨ (b0 ∧ a ∧ c)
= (a ∧ b ∧ c0 ) ∨ (b0 ∧ a ∧ c)
= a ∧ ((b ∧ c0 ) ∨ (b0 ∧ 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 A0 , . . . , An be sets. Show that

A0 4 . . . 4An = {x : #({i : i ≤ n, x ∈ Ai }) is odd}.
20 Boolean algebras 311Xb

(b) Let X be a set, and Σ ⊆ PX. Show that the following are equiveridical: (i) Σ is an algebra of subsets
of X; (ii) Σ is a subring of PX (that is, contains ∅ and is closed under 4 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 7→ a0 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 + b0 = a0 + b = (a + b)0 , a0 + b0 = a + b,

a0 b = b + ab, ab0 = a + ab, a0 b0 = (a + b + ab)0 .

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
#(K)
has at most 22 members, being the set of sums of products of members of K.

> (e) Show that any finite Boolean ring is isomorphic to PX 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 open-and-compact; (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 {Ei : i ∈ I},
where Ei = {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
a0 ∈ A such that a ∨ a0 = 1 and a ∧ a0 = 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 one-point 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 a0 ∈ A such that a ∨ a0 = 1,
a ∧ a0 = 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 first-order properties
– can be effectively studied in the context of elementary set theory. In 311G-311H 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
S this corresponds to the ordering
⊆ of ordinary sets, we find that (sup A)b is sufficiently different from a∈A b
a to need new kinds of intuition.
312B Homomorphisms 21

S
(The point is that a∈A b 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)b, even when sup A 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 312B-312C 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 4 , ∩ 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 finitely-generated Boolean algebras are finite
(311Xd), since relatively elementary methods show that any finite Boolean algebra is isomorphic to PX 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 7→ a0 = 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 (312A-312K) 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 312M-312N 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
(312O-312S).

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 = 1A .

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 6= ∅, 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 6= ∅,

a ∩ b ∈ B, 1 \ a = 1 4 a ∈ B.

(b)(iii)⇒(ii) If (iii) is true, then there is some b0 ∈ B; now 1 \ b0 ∈ B, so

0 = b0 ∩ (1 \ b0 ) ∈ 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 4 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 PX.

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 4 b) 4 (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
a4b ⊆ a∪b ∈ I
so a 4 b ∈ I, while of course −a = a ∈ I, and also 0 ∈ I, by hypothesis; thus I is a subgroup of (A, 4).
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
PX.

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 Aa 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 Aa
of A generated by a is just {b : b ∈ A, b ⊆ a}, and (with the inherited operations ∩ ¹ Aa × Aa , 4 ¹ Aa × Aa )
is a Boolean algebra in its own right, with multiplicative identity a.
proof b ⊆ a iff b ∩ a = a, so that
Aa = {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 4 b) = πa 4 πb, π(a ∩ b) = πa ∩ πb for all a, b ∈ A) which is uniferent, that is, π(1A ) = 1B .

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(1A \ a) = 1B \ πa for all a, b ∈ A;
(iii) π(a ∪ b) = πa ∪ πb and π(1A \ a) = 1B \ πa for all a, b ∈ A;
(iv) π(a ∪ b) = πa ∪ πb and πa ∩ πb = 0B whenever a, b ∈ A and a ∩ b = 0A , and π(1A ) = 1B .
proof (i)⇒(iv) If π is a Boolean homomorphism then of course π(1A ) = 1B ; also, given that a ∩ b = 0 in A,
πa ∩ πb = π(a ∩ b) = π(0A ) = 0B ,

π(a ∪ b) = π(a 4 b) = πa 4 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
1B = π(1A ) = πa ∪ π(1A \ a), 0B = πa ∩ π(1A \ a),
so π(1A \ a) = 1B \ πa. Thus (iii) is true.
(iii)⇒(ii) If (iii) is true and a, b ∈ A, then

π(a ∪ b) = π(1A \ ((1A \ a) ∩ (1A \ b)))

= 1B \ ((1B \ πa) ∩ (1B \ πb))) = πa ∪ πb.
So (ii) is true.
(ii)⇒(i) If (ii) is true, then

π(a 4 b) = π((1A \ ((1A \ a) ∩ (1A \ b)) ∩ (1A \ (a ∩ b)))

= (1B \ ((1B \ πa) ∩ (1B \ πb)) ∩ (1B \ (πa ∩ πb))) = πa 4 πb
for all a, b ∈ A, so π is a ring homomorphism; and now
π(1A ) = π(1A \ 0A ) = 1B \ π(0A ) = 1B \ 0B = 1B ,
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 7→ a ∩ b is a
surjective Boolean homomorphism from A onto the principal ideal Aa 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 7→ a• : A → A/I is a Boolean
homomorphism, so that
(a 4 b)• = a• 4 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 7→ a• = {a 4 b : b ∈ I} is a ring homomorphism (3A2F). Because

(a• )2 = (a2 )• = a•
for every a ∈ A, A/I is a Boolean ring; because 1• is a multiplicative identity, it is a Boolean algebra, and
a 7→ 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 c0 , c1 ∈ A such that πc0 = 0B , πc1 = 1B ; now π(0A ) ⊆ πc0 ,
πc1 ⊆ π(1A ), so we must have π(0A ) = 0B , π(1A ) = 1B .
(b) If a ∈ A, then πa ∪ π(1A \ a) = 1B . P
P There is a c ∈ A such that πc = 1B \ (πa ∪ π(1A \ a)). Now
π(c ∩ a) ⊆ πc ∩ πa = 0B , π(c \ a) ⊆ πc ∩ π(1A \ a) = 0B ;
as π is injective, c ∩ a = c \ a = 0A and c = 0A , πc = 0B , πa ∪ π(1A \ a) = 1B . Q
Q
(c) If a ∈ A, then πa ∩ π(1A \ a) = 0B . P
P 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 = 1B \ (πa ∩ π(1A \ a)).
Now
π(c ∪ a) ⊇ πc ∪ πa = 1B , π(c ∪ (1A \ a)) ⊇ πc ∪ π(1A \ a) = 1B ;
as π is injective, c ∪ a = c ∪ (1A \ a) = 1A and c = 1A , πc = 1B , πa ∩ π(1A \ a) = 0B . Q
Q
(d) Putting (b) and (c) together, we have π(1A \ a) = 1B \ πa for every a ∈ A. Now π(a ∪ b) = πa ∪ πb
for every a, b ∈ A. P
P Surely πa ∪ πb ⊆ π(a ∪ b). Let c ∈ A be such that πc = π(a ∪ b) \ (πa ∪ πb). Then
π(c ∩ a) ⊆ πc ∩ πa = 0B , π(c ∩ b) ⊆ πc ∩ πb = 0B ,
so c ∩ a = c ∩ b = 0 and c ⊆ 1A \ (a ∪ b); accordingly
πc ⊆ π(1A \ (a ∪ b)) = 1B \ π(a ∪ b);
as also πc ⊆ π(a ∪ b), πc = 0B and π(a ∪ b) = πa ∪ πb. Q
Q
(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 A0 a subalgebra of A; let c be any member of A. Then
A1 = {(a ∩ c) ∪ (b \ c) : a, b ∈ A0 }
is a subalgebra of A; it is the subalgebra of A generated by A0 ∪ {c}.
312N Homomorphisms 25

proof We have to check the following:

a = (a ∩ c) ∪ (a \ c) ∈ A1
for every a ∈ A0 , so A0 ⊆ A1 ; in particular, 0 ∈ A1 .
1 \ ((a ∩ c) ∪ (b \ c)) = ((1 \ a) ∩ c) ∪ ((1 \ b) \ c) ∈ A1
for all a, b ∈ A0 , so 1 \ d ∈ A1 for every d ∈ A1 .
(a ∩ c) ∪ (b \ c) ∪ (a0 ∩ c) ∪ (b0 \ c) = ((a ∪ a0 ) ∩ c) ∪ ((b ∪ b0 ) \ c) ∈ A1
for all a, b, a0 , b0 ∈ A0 , so d ∪ d0 ∈ A1 for all d, d0 ∈ A1 . Thus A1 is a subalgebra of A (using 312B).
c = (1 ∩ c) ∪ (0 \ c) ∈ A1 ,
so A1 includes A0 ∪ {c}; and finally it is clear that any subalgebra of A including A0 ∪ {c}, being closed under
∩ , ∪ and complementation, must include A1 , so that A1 is the subalgebra of A generated by A0 ∪ {c}.

312N Lemma Let A and B be Boolean algebras, A0 a subalgebra of A, π : A0 → B a Boolean

homomorphism, and c ∈ A. If v ∈ B is such that πa ⊆ v ⊆ πb whenever a, b ∈ A0 and a ⊆ c ⊆ b, then there
is a unique Boolean homomorphism π1 from the subalgebra A1 of A generated by A0 ∪ {c} such that π1
extends π and π1 c = v.
proof (a) The basic fact we need to know is that if a, a0 , b, b0 ∈ A0 and
(a ∩ c) ∪ (b \ c) = d = (a0 ∩ c) ∪ (b0 \ c),
then
(πa ∩ v) ∪ (πb \ v) = (πa0 ∩ v) ∪ (πb0 \ v).
P
P We have
a ∩ c = d ∩ c = a0 ∩ c.
Accordingly (a 4 a0 ) ∩ c = 0 and c ⊆ 1 \ (a 4 a0 ). Consequently (since a 4 a0 surely belongs to A0 )
v ⊆ π(1 \ (a 4 a0 )) = 1 \ (πa 4 πa0 ),
and
πa ∩ v = πa0 ∩ v.
Similarly,
b \ c = d \ c = b0 \ c,
so
(b 4 b0 ) \ c = 0, b 4 b0 ⊆ c, π(b 4 b0 ) ⊆ v
and
πb \ v = πb0 \ v.
Putting these together, we have the result. Q
Q
(b) Consequently, we have a function π1 defined by writing
π1 ((a ∩ c) ∪ (b \ c)) = (πa ∩ v) ∪ (πb \ c)
for all a, b ∈ A0 ; and 312M tells us that the domain of π1 is just A1 . Now π1 is a Boolean homomorphism.
PP This amounts to running through the proof of 312M again.
(i) If a, b ∈ A0 , then

π1 (1 \ ((a ∩ c) ∪ (b \ c))) = π1 (((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 \ π1 ((a ∩ c) ∪ (b \ c)).
26 Boolean algebras 312N

So π1 (1 \ d) = 1 \ π1 d for every d ∈ A1 .
(ii) If a, b, a0 , b0 ∈ A0 , then

π1 ((a ∩ c) ∪ (b \ c) ∪ (a0 ∩ c) ∪ (b0 \ c)) = π1 (((a ∪ a0 ) ∩ c) ∪ ((b ∪ b0 ) \ c))

= (π(a ∪ a0 ) ∩ v) ∪ (π(b ∪ b0 ) \ v)
= ((πa ∪ πa0 ) ∩ v) ∪ ((πb ∪ πb0 ) \ v)
= (πa ∩ v) ∪ (πb \ v) ∪ (πa0 ∩ v) ∪ (πb0 \ v)
= π1 ((a ∩ c) ∪ (b \ c)) ∪ π1 ((a0 ∩ v) ∪ (b0 \ v)).
So π1 (d ∪ d0 ) = π1 d ∪ π1 d0 for all d, d0 ∈ A1 .
By 312H(iii), π1 is a Boolean homomorphism. Q Q
(c) If a ∈ A0 , then
π1 a = π1 ((a ∩ c) ∪ (a \ c)) = (πa ∩ v) ∪ (πa \ v) = πa,
so π1 extends π. As for the action of π1 on c,
π1 c = π1 ((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 A1 to
B which will extend π and take c to v. So π1 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 b
a ⊆ Z for the open-and-closed set
corresponding to a ∈ A. Then there is a one-to-one correspondence between ideals I of A and open sets
G ⊆ Z, given by the formulae
S
G = a∈I b a, I = {a : b
a ⊆ G}.
S
proof (a) For any ideal I C A, set H(I) = a∈I ba; 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, b
a ⊆ G}; then J(G) satisfies the conditions of 312C, so is
an ideal of A.
(b) If I C A, then J(H(I)) = I. P P (i) If a ∈ I, then b
a ⊆ H(I) so a ∈ J(H(I)). (ii) If a ∈ J(H(I)), then
S b b
a ⊆ H(I) = b∈I b. Because b
b a is compact and all the b are open, there must be finitely many b0 , . . . , bn ∈ I
such that ba ⊆ bb0 ∪ . . . ∪ bbn . But now a ⊆ b0 ∪ . . . ∪ bn ∈ I, so a ∈ I. Q
Q
(c) If G ⊆ Z is open, then H(J(G)) = G. P P (i) If z ∈ G, then (because {b
a : a ∈ A} is a base for the
topology of Z) there is an a ∈ A such that z ∈ b
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 ∈ b
a; now ba ⊆ G, so z ∈ G. QQ
This shows that the maps G 7→ J(G), I 7→ H(I) are two halves of a one-to-one correspondence, as
required.

312P Theorem Let A, B be Boolean algebras, with Stone spaces Z, W ; write b a ⊆ Z, bb ⊆ W for the
open-and-closed sets corresponding to a ∈ A, b ∈ B. Then we have a one-to-one correspondence between
Boolean homomorphisms π : A → B and continuous functions φ : W → Z, given by the formula
a] = bb.
πa = b ⇐⇒ φ−1 [b

proof (a) Recall that I have constructed Z, W as the sets of Boolean homomorphisms from A, B to
Z2 (311E). So if π : A → B is any Boolean homomorphism, and w ∈ W , ψπ (w) = wπ is a Boolean
homomorphism from A to Z2 (312Gb), and belongs to Z. Now ψπ−1 [b
a] = π
ca for every a ∈ A. P
P
312R Homomorphisms 27

ψπ−1 [b
a] = {w : ψπ (w) ∈ ba} = {w : wπ ∈ ba} = {w : wπ(a) = 1} = {w : w ∈ π
ca}. Q
Q
S
Consequently ψπ is continuous. P P Let G be any open subset of Z. Then G = {b a:b
a ⊆ G}, so
S S
ψπ−1 [G] = {ψπ−1 [b
a] : b
a ⊆ G} = {c πa : b
a ⊆ G}
is open. As G is arbitrary, ψπ is continuous. Q
Q

(b) If φ : W → Z is continuous, then for any a ∈ A the set φ−1 [b a] must be an open-and-closed set in
a] = θd
W ; consequently there is a unique member of B, call it θφ a, such that φ−1 [b φ a. Observe that, for any
w ∈ W and a ∈ A,
w(θφ a) = 1 ⇐⇒ w ∈ θd
φ a ⇐⇒ φ(w) ∈ b
a ⇐⇒ (φ(w))(a) = 1,
so φ(w) = wθφ .
Now θφ is a Boolean homomorphism. P
P (i) If a, b ∈ A then
a ∪ bb] = φ−1 [b
θφ (a ∪ b)b = φ−1 [(a ∪ b)b] = φ−1 [b a] ∪ φ−1 [bb] = θd c
φ a ∪ θφ b = (θφ a ∪ θφ b)b,

so θφ (a ∪ b) = θφ a ∪ θφ b. (ii) If a ∈ A, then
θφ (1 \ a)b = φ−1 [(1 \ a)b] = φ−1 [Z \ b a] = W \ θd
a] = W \ φ−1 [b φ a = (1 \ θφ a)b,

so θφ (1 \ a) = 1 \ θφ a. (iii) By 312H, θφ is a Boolean homomorphism. Q

Q

(c) For any Boolean homomorphism π : A → B, π = θψπ . P

P For a ∈ A,
(θψπ a)b = ψπ−1 [b
a] = π
ca,
so θψπ a = a. Q
Q

(d) For any continuous function φ : W → Z, φ = ψθφ . P

P For any w ∈ W ,
ψθφ (w) = wθφ = φ(w). Q
Q

(e) Thus π 7→ ψπ , φ 7→ θφ are the two halves of a one-to-one 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,

d = (θ(πa))b = ψ −1 [c
θπa π a] = ψ −1 [φ−1 [b
a]] = (φψ)−1 [b
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

b
a ∩ φ[W ] = ∅ ⇐⇒ φ(w) ∈
/ba 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 ] 6= ∅

⇐⇒ there is a non-zero a ∈ A such that b
a ⊆ Z \ φ[W ]
⇐⇒ there is a non-zero a ∈ A such that πa = 0
⇐⇒ π is not injective

(3A2Db).

(b)(i) If π is surjective and w, w0 are distinct members of W , then there is a b ∈ B such that w ∈ bb
and w0 ∈/ bb. Now b = πa for some a ∈ A, so φ(w) ∈ b a and φ(w0 ) ∈
/ba, and φ(w) 6= φ(w0 ). As w and w0 are
arbitrary, φ is injective.
(ii) If φ is injective and b ∈ B,Sthen K = φ[bb], L = φ[W \ bb] are disjoint compact subsets of Z. Consider
I = {a : a ∈ A, L ∩ b a = ∅}. Then a∈I b a = Z \ L ⊇ K. Because K is compact and every b a is open, there
is a finite family a0 , . . . , an ∈ I such that K ⊆ ba0 ∪ . . . ∪ b
an . Set a = a0 ∪ . . . ∪ an . Then b
a=b a0 ∪ . . . ∪ b
an
includes K and is disjoint from L. So π a] includes bb and is disjoint from W \ bb; that is, π
ca = φ−1 [b ca = bb 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 7→ b ∩ a : A → Aa , the principal ideal generated by a (312J). Writing Z for the Stone space
of A and Za for the Stone space of Aa , this homomorphism must correspond to an injective continuous
function φ : Za → Z (312Rb). Because Za is compact and Z is Hausdorff, φ must be a homeomorphism
between Za and its image φ[Za ] ⊆ Z (3A3Dd). To identify φ[Za ], note that it is compact, therefore closed,
and that
[
Z \ φ[Za ] = {bb : b ∈ A, bb ∩ φ[Za ] = ∅}
[ [
= {bb : φ−1 [bb] = ∅} = {bb : b ∩ a = 0} = Z \ b
a,

so that φ[Za ] = b
a. It is therefore natural to identify Za with the open-and-closed set b
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) = 0B whenever a ∩ b = 0A (iii) φ(a) ∪ φ(b) ∪ φ(c) = 1B whenever a ∪ b ∪ c = 1A . 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 7→ a∩b is a ring homomorphism
from A onto the principal ideal Aa generated by a.

(g) Let A1 and A2 be Boolean rings, and let B1 , B2 be the Boolean algebras constructed from them
by the method of 311Xc. Show that any ring homomorphism from A1 to A2 has a unique extension to a
Boolean homomorphism from B1 to B2 .
312 Notes Homomorphisms 29

(h) Let A and B be Boolean rings, A0 a subalgebra of A, π : A0 → B a ring homomorphism, and c ∈ A.

Show that if v ∈ B is such that πa \ v = πb ∩ v = 0 whenever a, b ∈ A0 and a \ c = b ∩ c = 0, then there is
a unique ring homomorphism π1 from the subring A1 of A generated by A0 ∪ {c} such that π1 extends π0
and π1 c = v.

(i) Let A be a Boolean ring, and Z its Stone space. Show that there
S is a one-to-one correspondence
between ideals I of A and open sets G ⊆ Z, given by the formulae G = a∈I b
a, I = {a : b
a ⊆ G}.

(j) Let A be a Boolean algebra, and suppose that A is the subalgebra of itself generated by A0 ∪ {c},
where A0 is a subalgebra of A and c ∈ A. Let Z be the Stone space of A and Z0 the Stone space of A0 . Let
ψ : Z → Z0 be the continuous surjection corresponding to the embedding of A0 in A. Show that ψ¹ b c and
ψ¹Z \ b
c are injective.
Now let B be another Boolean algebra, with Stone space W , and π : A0 → B a Boolean homomorphism,
with corresponding function φ : W → Z0 . Show that there is a continuous function φ1 : W → Z such that
ψφ1 = φ iff there is an open-and-closed set V ⊆ W such that φ[V ] ⊆ ψ[b
c] and φ[W \ V ] ⊆ ψ[Z \ b
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 : P{0, 1, 2} → Z2 such that φ(1 \ a) = 1 \ φa for every
a ∈ P{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 one-to-one correspondence
between ring homomorphisms π : A → B and 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 [b a] = bb.

(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 Aa of A generated
by a can be identified with the compact open set b
a in the Stone space of A. Show that the identity map is
a ring homomorphism from Aa to A, and corresponds to the identity function on b 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 312A-312J 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 312O-312S I describe the basic relationships between the Boolean homomorphisms and continuous
functions on Stone spaces. 312P-312Q 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 311I-311J, we know exactly which topological
spaces appear, the zero-dimensional 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 (312Yc-312Yf).
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 ring-theoretic problem, concerning the
extension of homomorphisms, which has a resolution in terms of the order relation, a concept most naturally
described in terms of algebras-of-sets. 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 PX for some finite X (311Xe); the corresponding continuous map between Stone spaces is
less helpful. I offer 312Xj, the Stone-space version of 312N, for you to test your own intuitions on.

313 Order-continuous 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 non-empty subset of A.
(a) If sup A is defined in A, then inf{e \ a : a ∈ A} is defined and equal to e \ sup A.
(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 a0 for sup A, we have e \ a0 ⊆ e \ a for every a ∈ A, so e \ a0 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)) ⊆ (a0 \ e) ∪ (e \ c)
for every a ∈ A. Consequently a0 ⊆ (a0 \ e) ∪ (e \ c) is disjoint from c and
c = c ∩ e ⊆ e \ a0 .
Accordingly e \ a0 is the greatest lower bound of C, as claimed.
(b) This time set a0 = inf A, C = {e \ a : a ∈ A}. As before, e \ a0 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 ⊆ a0 and e \ a0 ⊆ c. As c is arbitrary, e \ a0 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 non-empty set such that sup A is defined in A, then sup{e ∩ a : a ∈ A} is
defined and equal to e ∩ sup A.
(b) If e ∈ A and A ⊆ A is a non-empty 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 non-empty and sup A, sup B are defined in A. Then sup{a ∩ b : a ∈ A, b ∈
B} is defined and is equal to sup A ∩ sup B.
(d) Suppose that A, B ⊆ A are non-empty 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 Order-continuous 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 \ sup A, sup C = e \ inf B = e ∩ sup A,
as required.
(b) Set a0 = inf A, B = {e ∪ a : a ∈ A}. Then e ∪ a0 ⊆ e ∪ a for every a ∈ A, so e ∪ a0 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 ⊆ a0 and c ⊆ e ∪ a0 ; thus e ∪ a0
is the greatest lower bound for B, as claimed.
(c) By (a), we have
a ∩ sup B = supb∈B a ∩ b
for every a ∈ A, so
supa∈A,b∈B a ∩ b = supa∈A (a ∩ sup B) = sup A ∩ sup B,
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 b a for the corresponding
open-and-closed subset of Z. S
(a) If A ⊆ A and a0 ∈ A then a0 = sup A in A iff b
a0 = a∈A b a. T
(b) If A ⊆ A is non-empty and a0 ∈ A then a0 = inf
T A in A iff a0 = int a∈A b
b a.
(c) If A ⊆ A is non-empty then inf A = 0 in A iff a∈A ba is nowhere dense in Z.
proof (a) For any b ∈ A,

a ⊆ bb for every a ∈ A
b is an upper bound for A ⇐⇒ b
[ [
⇐⇒ a ⊆ bb ⇐⇒
b a ⊆ bb
b
a∈A a∈A
S
because bb is certainly closed in Z. It follows at once that if b
a0 is actually equal to a∈A b a then a0 must be
S S
the least upper bound of A in A. On the other hand, if a0 = sup A, then a∈A b a⊆b a0 . ?? If b
a0 6= a∈A b a,
S
then ba0 \ a∈A b a is a non-empty open set in Z, so includes bb for some non-zero b ∈ A; now b a⊆b a0 \ bb, so
a ⊆ a0 \ b for every a ∈ A, and a0 \ b is an upper bound for A strictly less than a0 . X X Thus b a0 must be
S
exactly a∈A b a.
(b) Take complements: setting a1 = 1 \ a0 , we have

a0 = inf A ⇐⇒ a1 = sup 1 \ a
a∈A
(by 313A)
[
⇐⇒ b
a1 = Z \b
a
a∈A
[ \
⇐⇒ b
a0 = Z \ Z \b
a = int b
a.
a∈A a∈A

T
(c) Since a∈A b
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 order-closed if sup A ∈ C whenever A is a non-empty upwards-directed subset of C such that
sup A is defined in P , and inf A ∈ C whenever A is a non-empty downwards-directed subset of C such that
inf A is defined in P .
(b) C is sequentially order-closed if supn∈N pn ∈ C whenever hpn in∈N is a non-decreasing sequence in
C such that supn∈N pn is defined in P , and inf n∈N pn ∈ C whenever hpn in∈N is a non-increasing sequence in
C such that inf n∈N pn is defined in P .
Remark I hope it is obvious that an order-closed set is sequentially order-closed.

313E Order-closed subalgebras and ideals Of course, in the very special cases of a subalgebra
or ideal of a Boolean algebra, the concepts ‘order-closed’ and ‘sequentially order-closed’ 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 order-closed in A;
(β) sup B ∈ B whenever B ⊆ B and sup B is defined in A;
(β 0 ) inf B ∈ B whenever B ⊆ B and inf B is defined in A;
(γ) sup B ∈ B whenever B ⊆ B is non-empty and upwards-directed and sup B is defined in A;
(γ 0 ) inf B ∈ B whenever B ⊆ B is non-empty and downwards-directed and inf B is defined in A.
PP Of course (β) ⇒ (γ). If (γ) is true and B ⊆ B is any set with a supremum in A, then B 0 =
{0} ∪ {b0 ∪ . . . ∪ bn : b0 , . . . , bn ∈ B} is a non-empty upwards-directed set with the same upper bounds as
B, so sup B = sup B 0 ∈ 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 0 = {1 \ b : b ∈ B} ⊆ B and sup B 0 = 1 \ inf B is defined, so sup B 0 and
inf B belong to B . Thus (β) ⇒ (β 0 ). In the same way, (γ 0 ) ⇐⇒ (β 0 ) ⇒ (β) and (β), (β 0 ), (γ), (γ 0 ) are all
equiveridical. But since we also have (α) ⇐⇒ (γ)&(γ 0 ), (α) is equiveridical with the others. Q Q
Replacing the sets B above by sequences, the same arguments provide conditions for B to be sequentially
order-closed, as follows.
(ii) The following are equiveridical:
(α) B is sequentially order-closed in A;
(β) supn∈N bn ∈ B whenever hbn in∈N is a sequence in B and supn∈N bn is defined in A;
(β 0 ) inf n∈N bn ∈ B whenever hbn in∈N is a sequence in B and inf n∈N bn is defined in A;
(γ) supn∈N bn ∈ B whenever hbn in∈N is a non-decreasing sequence in B and supn∈N bn is defined in
A;
(γ 0 ) inf n∈N bn ∈ B whenever hbn in∈N is a non-increasing sequence in B and inf n∈N bn is defined in
A.
(b) Now suppose that I is an ideal of A. Then if A ⊆ I is non-empty all lower bounds of A necessarily
belong to I; so that
I is order-closed iff sup A ∈ I whenever A ⊆ I is non-empty, upwards-directed and has a
supremum in A;
I is sequentially order-closed iff supn∈N an ∈ I whenever han in∈N is a non-decreasing sequence
in I with a supremum in A.
Moreover, because I is closed under ∪ ,
I is order-closed iff sup A ∈ I whenever A ⊆ I has a supremum in A;
I is sequentially order-closed iff supn∈N an ∈ I whenever han in∈N is a sequence in I with a
supremum in A.
313G Order-continuous homomorphisms 33

(c) If A = PX is a power set, then a sequentially order-closed subalgebra of A is just a σ-algebra of sets,
while a sequentially order-closed ideal of A is a what I have called a σ-ideal of sets (112Db). If A is itself a
σ-algebra of sets, then a sequentially order-closed subalgebra of A is a ‘σ-subalgebra’ in the sense of 233A.
Accordingly I will normally use the phrases σ-subalgebra, σ-ideal for sequentially order-closed subal-
gebras and ideals of Boolean algebras.

313F Order-closures and generated sets (a) It is an immediate consequence T of the definitions that
(i) if S is any non-empty family of subalgebras of a Boolean algebra A, then S is a subalgebra T of A;
(ii) if F is any non-empty family of order-closed subsets of a partially ordered set P , then F is an
order-closed subset of P ;
T (iii) if F is any non-empty family of sequentially order-closed subsets of a partially ordered set P , then
F is a sequentially order-closed 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 σ-subalgebra
Bσ of A including B, being the intersection of all the σ-subalgebras of A which include B; and a smallest
order-closed subalgebra Bτ of A including B, being the intersection of all the order-closed subalgebras of
A which include B. We call B, Bσ and Bτ the subalgebra, σ-subalgebra and order-closed 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 order-closed subset B of A
which includes B is again a subalgebra of A (so is the order-closed subalgebra of A generated by B). P P (i)
The set {b : 1 \ b ∈ B} is order-closed (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 order-closed (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 order-closed 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. Q Q

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 supn∈N an ∈ A for every non-decreasing sequence han in∈N in A with a supremum in A,
then A includes the σ-subalgebra of A generated by I.
(c) And if sup C ∈ A whenever C ⊆ A is an upwards-directed set with a supremum in A, then A includes
the order-closed subalgebra of A generated by I.
proof (a)(i) Let P be the family of all sets J such that IS⊆ J ⊆ A and a ∩ b ∈ J for all a, b ∈ J. Then
I ∈ P and if Q ⊆ P is upwards-directed 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}.
P
P 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 b1 , b2 ∈ B,
b1 ∩ b2 ∈ B ⊆ J, (c ∩ b1 ) ∩ b2 = b1 ∩ (c ∩ b2 ) = (c ∩ b1 ) ∩ (c ∩ b2 ) = c ∩ (b1 ∩ b2 ) ∈ J,
so c1 ∩ c2 ∈ J for all c1 , c2 ∈ 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. QQ
34 Boolean algebras 313G

(iii) Consequently c \ b ∈ B whenever b, c ∈ B and b ⊆ c. P

P 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. Q
Q
(iv) It follows that B is a subalgebra of A. P
P 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. Q
Q
Now the subalgebra of A generated by I is included in B and therefore in A, as required.
(b) Now suppose that supn∈N an belongs to A whenever han in∈N is a non-decreasing sequence in A with
a supremum in A. Then B, as defined in part (a) of the proof, is a σ-subalgebra of A. PP Let hbn in∈N be a
non-decreasing sequence in B with a supremum c in A. Then for any b ∈ B, hbn ∩ bin∈N is a non-decreasing
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 (a-ii) above. As hbn in∈N is arbitrary, B is a σ-subalgebra, by 313Ea. Q
Q
Accordingly the σ-subalgebra of A generated by I is included in B and therefore in A.
(c) Finally, if sup C ∈ A whenever C is a non-empty upwards-directed subset of A with a least upper
bound in A, B is order-closed. P P Let C ⊆ B be a non-empty upwards-directed set with a supremum c in
A. Then for any b ∈ B, {c ∩ b : c ∈ C} is a non-empty upwards-directed 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 order-closed in A. Q
Q
Accordingly the order-closed 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 infimum-preserving 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 order-preserving function, that is, a function such that φ(p) ≤ φ(q) in Q whenever
p ≤ q in P .
(a) I say that φ is order-continuous if (i) φ(sup A) = supp∈A φ(p) whenever A is a non-empty upwards-
directed subset of P and sup A is defined in P (ii) φ(inf A) = inf p∈A φ(p) whenever A is a non-empty
downwards-directed subset of P and inf A is defined in P .
(b) I say that φ is sequentially order-continuous or σ-order-continuous if (i) φ(p) = supn∈N φ(pn )
whenever hpn in∈N is a non-decreasing sequence in P and p = supn∈N pn in P (ii) φ(p) = inf n∈N φ(pn )
whenever hpn in∈N is a non-increasing sequence in P and p = inf n∈N pn 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 order-preserving

functions.
(a) ψφ : P → R is order-preserving.
(b) If φ and ψ are order-continuous, so is ψφ.
(c) If φ and ψ are sequentially order-continuous, so is ψφ.
(d) φ is order-continuous iff φ−1 [B] is order-closed for every order-closed B ⊆ Q.
proof (a)-(c) I think the only point that needs remarking is that if A ⊆ P is upwards-directed, then
φ[A] ⊆ Q is upwards-directed, because φ is order-preserving. So if sup A is defined in P and φ, ψ are
order-continuous, we shall have
ψ(φ(sup A)) = ψ(sup φ[A]) = sup ψ[φ[A]].

(d)(i) Suppose that φ is order-continuous and that B ⊆ Q is order-closed. Let A ⊆ φ−1 [B] be a non-
empty upwards-directed set with supremum p ∈ P . Then φ[A] ⊆ B is non-empty and upwards-directed,
because φ is order-preserving, and φ(p) = sup φ[A] because φ is order-continuous. Because B is order-closed,
313L Order-continuous homomorphisms 35

φ(p) ∈ B and p ∈ φ−1 [B]. Similarly, if A ⊆ φ−1 [B] is non-empty and downwards-directed, 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 order-closed; as B is
arbitrary, φ satisfies the condition.
(ii) Now suppose that φ−1 [B] is order-closed in P whenever B ⊆ Q is order-closed in Q. Let A ⊆ P
be a non-empty upwards-directed 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 upwards-directed
and order-closed, so φ−1 [B] is order-closed. Also A ⊆ φ−1 [B] is non-empty and upwards-directed 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 non-empty, downwards-directed and has an infimum in P ; so φ is
order-continuous.

313J It is useful to introduce here the following notion.

Definition Let A be a Boolean algebra. A set D ⊆ A is order-dense if for every non-zero a ∈ A there is
a non-zero d ∈ D such that d ⊆ a.
Remark Many authors use the simple word ‘dense’ where I have insisted on the phrase ‘order-dense’. 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 order-dense 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 order-dense, then for any a ∈ A there is a
disjoint C ⊆ D such that sup C = a; in particular, a = sup{d : d ∈ D, d ⊆ a} and there is a partition of
unity C ⊆ D.
proof Set Da = {d : d ∈ D, d ⊆ a}. Applying Zorn’s lemma to the family C of disjoint sets C ⊆ Da , we
have a maximal C ∈ C. Now if b ∈ A and b 6⊇ a, there is a d ∈ D such that 0 6= d ⊆ a \ b. Because C is
maximal, there must be a c ∈ C such that c ∩ d 6= 0, so that c 6⊆ b. Turning this round, any upper bound of
C must include a, so that a = sup C. It follows at once that a = sup Da .
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 order-preserving.
(b) The following are equiveridical:
(i) π is order-continuous;
(ii) whenever A ⊆ A is non-empty and downwards-directed and inf A = 0 in A, then inf π[A] = 0 in B;
(iii) whenever A ⊆ A is non-empty and upwards-directed and sup A = 1 in A, then sup π[A] = 1 in B;
(iv) whenever A ⊆ A and sup A is defined in A, then π(sup A) = 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 order-continuous;
(ii) whenever han in∈N is a non-increasing sequence in A and inf n∈N an = 0 in A, then inf n∈N πan = 0
in B;
(iii) whenever A ⊆ A is countable and sup A is defined in A, then π(sup A) = 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 = sup A is defined in A. If A = ∅,
then c = 0 and sup π[A] = 0 = πc. Otherwise, set
A0 = {a0 ∪ . . . ∪ an : a0 , . . . , an ∈ A}, C = {c \ a : a ∈ A0 }.
36 Boolean algebras 313L

Then A0 is upwards-directed and has the same upper bounds as A, so c = sup A0 and 0 = inf C, by 313Aa.
Also C is downwards-directed, so inf π[C] = 0 in B. But now
π[C] = {πc \ πa : a ∈ A0 } = {πc \ b : b ∈ π[A0 ]},

π[A0 ] = {πa0 ∪ . . . ∪ πan : a0 , . . . , an ∈ A} = {b0 ∪ . . . ∪ bn : b0 , . . . , bn ∈ π[A]},

because π is a Boolean homomorphism. Again using 313Aa and the fact that b ⊆ πc for every b ∈ π[A0 ], we
get
πc = sup π[A0 ] = sup π[A].
As A is arbitrary, (iv) is satisfied.
(iv)⇒(v) If A ⊆ A and c = inf A is defined in A, then 1 \ c = supa∈A 1 \ a, so
πc = 1 \ π(1 \ c) = 1 \ supa∈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 0 = {c0 ∪ . . . ∪ cn : c0 , . . . , cn ∈
C} is upwards-directed and has supremum 1, so sup π[C 0 ] = 1. But (because π is a Boolean homomorphism)
π[C] and π[C 0 ] 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 order-dense in A. P P If e ∈ A \ {0}, then there is an a ∈ A such that e 6⊆ a, so that e \ a is a
non-zero member of D included in e. Q Q 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 = sup π[A]. Otherwise, let han in∈N be a sequence running over A; set a0n = a0 ∪ . . . ∪ an and
cn = c \ a0n for each n. Then ha0n in∈N is non-decreasing, with supremum c, and hcn in∈N is non-increasing,
with infimum 0; so inf n∈N πcn = 0 and
supn∈N πan = supn∈N πa0n = πc.
For (v)⇒(ii), however, a different idea is involved. Assume (v), and suppose that han in∈N is a non-
increasing sequence in A with infimum 0. Set c0 = 1 \ a0 , cn = an−1 \ an for n ≥ 1; then C = {cn : n ∈ N}
is a partition of unity in A (because if c ∩ cn = 0 for every n, then c ⊆ an for every n), so π[C] is a partition
of unity in B. Now if b ≤ πan for every n, b ∩ πcn for every n, so b = 0; thus inf n∈N πan = 0. As han in∈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 order-continuous Boolean homomorphism.
(a) If D is an order-closed subalgebra of B, then π −1 [D] is an order-closed subalgebra of A.
(b) If C is the order-closed subalgebra of A generated by C ⊆ A, then the order-closed 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 order-closed subalgebra of A
generated by C is A itself. Then the order-closed subalgebra of B generated by π[C] is B.
proof (a) Setting C = π −1 [D]: if a, a0 ∈ C then π(a ∩ b) = πa ∩ πb, π(a 4 a0 ) = πa 4 πa0 ∈ D, so a ∩ a0 ,
a 4 a0 ∈ C; π1 = 1 ∈ D so 1 ∈ C; thus C is a subalgebra of A. By 313Id, C is order-closed.
313R Order-continuous homomorphisms 37

(b) By (a), π −1 [D] is an order-closed 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 B to A is order-continuous, that is, if whenever b ∈ B is 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 order-dense (313O); another is in 314G-314H below.

313O Proposition Let A be a Boolean algebra and B an order-dense subalgebra of A. Then B is

regularly embedded in A. In particular, if B ⊆ B and c ∈ B then c = sup B in B iff c = sup B in A.
proof I have to show that the identity homomorphism ι : B → A is order-continuous. ?? Suppose, if
possible, otherwise. By 313L(b-ii), there is a non-empty set B ⊆ B such that inf B = 0 in B but B = ι[B]
has a non-zero lower bound a ∈ A. In this case, however (because B is order-dense) there is a non-zero
d ∈ B with d ⊆ a, in which case d is a non-zero lower bound for B in B. X
X

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 order-continuous then I is order-closed.
(ii) If π[A] is regularly embedded in B and I is order-closed then π is order-continuous.
(b)(i) If π is sequentially order-continuous then I is a σ-ideal.
(ii) If π[A] is regularly embedded in B and I is a σ-ideal then π is sequentially order-continuous.
proof (a)(i) If A ⊆ I is upwards-directed and has a supremum c ∈ A, then πc = sup π[A] = 0, so c ∈ I. As
remarked in 313Eb, this shows that I is order-closed.
(ii) We are supposing that the identity map from π[A] to B is order-continuous, so it will be enough to
show that π is order-continuous when regarded as a map from A to π[A]. Suppose that A ⊆ A is non-empty
and downwards-directed 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 6= 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 upwards-directed and has
supremum c; because I is order-closed, c = sup C ∈ I, and πc = 0, contradicting the specification of c. X X
Thus inf π[A] = 0 in either π[A] or B. As A is arbitrary, π is order-continuous, 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 order-continuous iff I is order-closed.
(b) π is sequentially order-continuous iff I is a σ-ideal.
proof π[A] = A/I is surely regularly embedded in A/I.

313R For order-continuous 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 order-continuous;
(ii) φ−1 [M ] is nowhere dense in W for every nowhere dense set M ⊆ Z;
(iii) int φ[H] 6= ∅ for every non-empty open set H ⊆ W .
38 Boolean algebras 313R

proof (a)(i)⇒(iii) Suppose that π is order-continuous. ?? Suppose, if possible, that H ⊆ W is a non-empty

open set and int φ[H] = ∅. Let b ∈ B \ {0} be such that bb ⊆ H. Then φ[bb] has empty interior; but also it
S
a ∩ φ[bb] = ∅}. Then a∈A b
is a closed set, so its complement is dense. Set A = {a : a ∈ A, b a = Z \ φ[bb] is a
dense open set, so sup A = 1 in A (313Ca). Because π is order-continuous, sup π[A] = 1 in B (313L(b-iii)),
and there is an a ∈ A such that πa ∩ b 6= 0. But this means that bb ∩ φ−1 [ba] 6= ∅ and φ[bb] ∩ b
a 6= ∅, contrary
to the definition of A. XX
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).
T
(c)(ii)⇒(i) Assume (ii), and let A ⊆ A be a non-empty set such that inf A = 0 in A. Then M = a∈A b a
−1
has empty interior in Z (313Cb), so (being closed) is nowhere dense, and φ [M ] is also nowhere dense. If
b ∈ B \ {0}, then
bb 6⊆ φ−1 [M ] = T −1
T
a∈A φ [b
a] = a∈A π
ca,
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 order-continuous
(313L(b-ii)).

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 order-closed sets.

(c) Let P be a partially ordered set, Q ⊆ P an order-closed set, and R a subset of Q which is order-closed
in Q when Q is given the partial ordering induced by that of P . Show that R is order-closed 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 Bσ 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 supn∈N bn ∈ A whenever hbn in∈N is a non-decreasing
sequence in A with a supremum in A. Show that Bσ is a σ-subalgebra of A. (iii) Let Bτ 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 non-empty upwards-directed subset of A with a supremum in A. Show that Bτ is an order-closed
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 B a subalgebra of A. Let Bσ be the smallest sequentially order-closed
subset of A including B. Show that Bσ is a subalgebra of A.

> (f ) Let X be a set, and A a subset of PX. Show that A is an order-closed subalgebra of PX 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 order-preserving function. Show that φ is
sequentially order-continuous iff φ−1 [C] is sequentially order-closed in A for every sequentially order-closed
C ⊆ B.

(h) For partially ordered sets P and Q, let us call a function φ : P → Q monotonic if it is either
order-preserving or order-reversing. 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) 7→ a ∪ b and (a, b) 7→ a ∩ b are order-
continuous operations from A×A to A, if we give A×A the product partial order, saying that (a, b) ≤ (a0 , b0 )
iff a ⊆ a0 and b ⊆ b0 .
313Yf Order-continuous homomorphisms 39

(j) Let A be a Boolean algebra. Show that if a subalgebra of A is order-dense 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 π1 , π2 : A → B two order-continuous Boolean homomorphisms.
Show that {a : π1 a = π2 a} is an order-closed subalgebra of A.

(m) Let A and B be Boolean algebras and π1 , π2 : A → B two Boolean homomorphisms. Suppose that
π1 and π2 agree on some order-dense subset of A, and that one of them is order-continuous. Show that they
are equal. (Hint: if π1 is order-continuous, π2 a ⊇ π1 a for every a.)

(n) Let A and B be Boolean algebras, A0 an order-dense subalgebra of A, and π : A → B a Boolean

homomorphism. Show that π is order-continuous iff π¹ A0 : A0 → B is order-continuous.

> (o) Let A be a Boolean algebra. For A ⊆ A set A⊥ = {b : a ∩ b = 0 ∀ a ∈ A}. (i) Show that A⊥ is an
order-closed ideal of A. (ii) Show that a set A ⊆ A is an order-closed ideal of A iff A = A⊥⊥ . (iii) Show
that if I ⊆ A is an order-closed ideal then {a• : a ∈ I ⊥ } is an order-dense 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 order-continuous; (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 313A-313C 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 order-continuous
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
hpn in∈N in P is T-convergent to p ∈ P iff every subsequence of hpn in∈N has a monotonic sub-subsequence
with supremum or infimum equal to p. (ii) Show that a subset A of P is sequentially order-closed, in the
sense of 313Db, iff the T-limit of any T-convergent sequence in A belongs to A. (iii) Suppose that A is an
upwards-directed subset of P with supremum p0 ∈ P . For a ∈ A set Fa = {p : a ≤ p ∈ A}, and let F
be the filter on P generated by {Fa : a ∈ A}. Show that F → p0 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
order-continuous iff it is continuous for the topologies T and S, and is sequentially order-continuous iff it is
sequentially continuous for these topologies.

(d) Let U be a Banach lattice (242G, 354Ab). Show that its norm is order-continuous in the sense of
242Yc (or 354Dc) iff its restriction to {u : u ≥ 0} is order-continuous 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 order-dense in B
iff φ is irreducible, that is, φ[F ] 6= 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 order-continuous; (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 313A-313B 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 313Ba-b can be expressed
by saying that the Boolean operations ∪ , ∩ and \ are (separately) order-continuous. Of course, \ is order-
reversing, rather than order-preserving, in the second variable; but the natural symmetry in the concept of
partial order means that the ideas behind 313H-313I can be applied equally well to order-reversing functions
(313Xh). In fact, ∪ and ∩ can be regarded as order-continuous functions on the product space (313Bc-d,
313Xi). Clearly 313Bc-d can be extended into forms valid for any finite sequence A0 , . . . , An 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 316G-316J below.
Proposition 313C, and its companions 313R, 313Xp and 313Yb, are worth studying not only as a useful
technique, but S also in order to understand the difference between sup A, where A is a set in a Boolean
algebra, and A, where A 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 ‘order-closed’ and ‘sequentially order-closed’ 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 pre-eminence that it can be called ‘the’ order-topology. Accordingly there is a degree of arbitrariness
in the language I use here. Nevertheless (sequentially) order-closed 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 ‘order-dense’ 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 σ-algebras 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 ‘order-closed’ algebra of sets is not particularly useful; there are too few order-
closed subalgebras of PX 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
order-closed sets are the same as the order-closed sets (see, for instance, 316Fb below), and most of the
important order-closed subalgebras dealt with in this chapter can be thought of as σ-subalgebras which are
order-closed because they happen to lie in the right kind of algebra.

314 Order-completeness
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 order-complete Boolean algebras: the extension
theorem for homomorphisms to a Dedekind complete algebra (314K), the Loomis-Sikorski representation of
a Dedekind σ-complete algebra as a quotient of a σ-algebra 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 (314T-314U). On the way I describe ‘regular open algebras’ (314O-314Q).
314Be Order-completeness 41

314A Definitions Let P be a partially ordered set.

(a) P is Dedekind complete, or order-complete, or conditionally complete if every non-empty
subset of P with an upper bound has a least upper bound.
(b) P is Dedekind σ-complete, or σ-order-complete, if (i) every countable non-empty subset of P
with an upper bound has a least upper bound (ii) every countable non-empty 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 non-empty subset of P with a lower bound has a greatest lower bound. P P (i)
Suppose that P is Dedekind complete, and that B ⊆ P is non-empty 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 a0 = sup A is defined. Now if b ∈ B, b is an upper bound for A, so a0 ≤ b; thus
a0 ∈ A and must be the greatest member of A, that is, the greatest lower bound of B. (ii) Similarly, if every
non-empty subset of P with a lower bound has a greatest lower bound, P is Dedekind complete. Q Q

(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 σ-complete
⇐⇒ every non-empty countable subset of A has a least upper bound
⇐⇒ every non-empty countable subset of A has a greatest lower bound.
P
P Because A has a least element 0 and a greatest element 1, every subset of A has upper and lower
bounds; so the two one-sided conditions together are equivalent to saying that A is Dedekind σ-complete.
I therefore have to show that they are equiveridical. Now if A ⊆ A is a non-empty countable set, so is
B = {1 \ a : a ∈ A}, and
inf A = 1 \ sup B, sup A = 1 \ inf B
whenever the right-hand-sides 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. Q Q
The real point here is of course that (A, ⊆ ) is isomorphic to (A, ⊇ ).

(d) Most specialists in Boolean algebra speak of ‘complete’, or ‘σ-complete’, Boolean algebras. I prefer
the longer phrases ‘Dedekind complete’ and ‘Dedekind σ-complete’ because we shall be studying metrics on
Boolean algebras and shall need the notion of metric completeness as well as that of order-completeness.

(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 non-empty, upwards-directed and bounded above then A has a least
upper bound in P (ii) whenever A ⊆ P is non-empty, downwards-directed and bounded below
then A has a greatest lower bound in P .
(See 314Xa below. ‘Monotone order-completeness’ 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 σ-complete Boolean algebra and I a σ-ideal of A. Then the
quotient Boolean algebra A/I is Dedekind σ-complete.
proof I use the description in 314Bc. Let B ⊆ A/I be a non-empty countable set. For each u ∈ B, choose
an au ∈ A such that u = a•u = au + I. Then c = supu∈B au is defined in A; consider v = c• in A/I. Because
the map a 7→ a• is sequentially order-continuous (313Qb), v = sup B. As B is arbitrary, A/I is Dedekind
σ-complete.

314D Corollary Let X be a set, Σ a σ-algebra of subsets of X, and I a σ-ideal of subsets of X. Then
Σ ∩ I is a σ-ideal of the Boolean algebra Σ, and Σ/Σ ∩ I is Dedekind σ-complete.
S
proof Of course Σ is Dedekind σ-complete, because if hEn in∈N is any sequence in Σ then n∈N En is
the least
S upper bound of {En : n ∈ N} in Σ. It is also easy to see that Σ ∩ I is a σ-ideal of Σ, since
F ∩ n∈N En ∈ I whenever F ∈ Σ and hEn in∈N is a sequence in Σ ∩ I. So 314C gives the result.

314E Proposition Let A be a Boolean algebra.

(a) If A is Dedekind complete, then all its order-closed subalgebras and principal ideals are Dedekind
complete.
(b) If A is Dedekind σ-complete, then all its σ-subalgebras and principal ideals are Dedekind σ-complete.
proof All we need to note is that if C is either an order-closed 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(a-i-β)), so b is still the supremum of B
in C; while the same is true if C is a σ-subalgebra and B ⊆ C is countable, using 313E(a-ii-β).

314F I spell out some further connexions between the concepts ‘order-closed set’, ‘order-continuous
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 order-continuous, then π[A] is order-closed in B.
(ii) If B is Dedekind complete and π is injective and π[A] is order-closed then π is order-continuous.
(b)(i) If A is Dedekind σ-complete and π is sequentially order-continuous, then π[A] is a σ-subalgebra of
B.
(ii) If B is Dedekind σ-complete and π is injective and π[A] is a σ-subalgebra of B then π is sequentially
order-continuous.
proof (a)(i) If B ⊆ π[A], then a0 = sup(π −1 [B]) is defined in A; now
πa0 = sup(π[π −1 [B]]) = sup B
in B (313L(b-iv)), and of course πa0 ∈ π[A]. By 313E(a-i-β) again, this is enough to show that π[A] is
order-closed in B.
(ii) Suppose that A ⊆ A and inf A = 0 in A. Then π[A] has an infimum b0 in B, which belongs to
π[A] because π[A] is an order-closed subalgebra of B (313E(a-i-β 0 )). Now if a0 ∈ A is such that πa0 = b0 ,
we have
π(a ∩ a0 ) = πa ∩ πa0 = πa
for every a ∈ A, so (because π is injective) a ∩ a0 = a0 and a0 ⊆ a for every a ∈ A. But this means that
a0 = 0 and b0 = π0 = 0. As A is arbitrary, π is order-continuous (313L(b-ii)).
(b) Use the same arguments, but with sequences in place of the sets B, A above.
314J Order-completeness 43

314G Corollary (a) If A is a Dedekind complete Boolean algebra and B is an order-closed 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 order-closed subalgebra of A generated by C,
then π[C] is the order-closed subalgebra of B generated by π[C].
proof (a) Apply 314F(a-ii) to the identity map from B to A.
(b) Let D be the order-closed subalgebra of B generated by π[C]. By 313Mb, π[C] ⊆ D. On the other
hand, the identity homomorphism ι : C → A is order-continuous, by (a), so πι : C → B is order-continuous,
and π[C] = πι[C] is order-closed in B, by 314F(a-i). 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 order-closed iff it is Dedekind complete in itself and is regularly
embedded in A.
(b) If A is Dedekind σ-complete, then B is a σ-subalgebra iff it is Dedekind σ-complete in itself and the
identity map from B to A is sequentially order-continuous.
proof Put 314E and 314F together.

314I Corollary (a) If A is a Boolean algebra and B is an order-dense 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 order-dense in B, then π is an isomorphism.
proof (a) Being order-dense, B is regularly embedded in A (313O), so this is a special case of 314Ha.
(b) Because π[A] is order-dense, it is regularly embedded in B; also, the kernel of π is {0}, which is
surely order-closed in A, so 313P(a-ii) tells us that π is order-continuous. By 314F(a-i), π[A] is order-closed
in B; being order-dense, 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 A0 a subalgebra of A. Take any c ∈ A, and set
A1 = {(a ∩ c) ∪ (b \ c) : a, b ∈ A0 },
the subalgebra of A generated by A0 ∪ {c} (312M).
(a) Suppose that A is Dedekind complete. If A0 is order-closed in A, so is A1 .
(b) Suppose that A is Dedekind σ-complete. If A0 is a σ-subalgebra of A, so is A1 .
proof (a) Let D be any subset of A1 . Set
E = {e : e ∈ A, there is some d ∈ D such that e ⊆ d},

A = {a : a ∈ A0 , a ∩ c ∈ E}, B = {b : b ∈ A0 , b \ c ∈ E}.
∗ ∗
Because A is Dedekind complete, a = sup A and b = sup B are defined in A; because A0 is order-closed,
both belong to A0 , so d∗ = (a∗ ∩ c) ∪ (b∗ \ c) belongs to A1 .
Now if d ∈ D, it is expressible as (a ∩ c) ∪ (b \ c) for some a, b ∈ A0 ; 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 d0 is any other upper
bound for D in A, it is also an upper bound for E, so we must have
a∗ ∩ c = supa∈A a ∩ c ⊆ d0 , b∗ \ c = supb∈B b \ c ⊆ d0 ,
and d∗ ⊆ d0 . Thus d∗ = sup D. This shows that the supremum of any subset of A1 belongs to A1 , so that
A1 is order-closed.
(b) The argument is the same, except that we replace D by a sequence hdn in∈N , and A, B by sequences
han in∈N , hbn in∈N in A0 such that dn = (an ∩ c) ∪ (bn \ 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 A0 be a Boolean
subalgebra of A and π0 : A0 → B a Boolean homomorphism. Then there is a Boolean homomorphism
π1 : A → B extending π0 .
proof (a) Let P be the set of all Boolean homomorphisms π such that dom π is a Boolean subalgebra of
A including A0 and π extends π0 . 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 non-empty totally ordered
subset Q of P has an upper bound in P . P P Let π ∗ be the simple union of these graphs. (i) If (a, b) and
(a, b ) both belong to π , then there are π, π 0 ∈ Q such that πa = b, π 0 a = b0 ; now either π ⊆ π 0 or π 0 ⊆ π;
0 ∗

in either case, θ = π ∪ π 0 ∈ Q, so that

b = πa = θa = π 0 a = b0 .
This shows that π ∗ is a function. (ii) Because Q 6= ∅,
dom π0 ⊆ dom π ⊆ dom π ∗
for some π ∈ Q; thus π ∗ extends π0 (and, in particular, 0 ∈ dom π ∗ ). (iii) Now suppose that a, a0 ∈ dom(π ∗ ).
Then there are π, π 0 ∈ Q such that a ∈ dom π, a0 ∈ dom π 0 ; once again, θ = π ∪π 0 ∈ Q, so that a, a0 ∈ dom θ,
and
a ∩ a0 ∈ dom θ ⊆ dom π ∗ , 1 \ a ∈ dom θ ⊆ dom π ∗ ,

π ∗ (a ∩ a0 ) = θ(a ∩ a0 ) = θa ∩ θa0 = π ∗ a ∩ π ∗ a0 ,

π ∗ (1 \ a) = θ(1 \ a) = 1 \ θa = 1 \ π ∗ a.
(iv) This shows that dom π ∗ 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 . Q
Q
(b) By Zorn’s Lemma, P has a maximal element π1 say.
?? Suppose, if possible, that A1 = dom π1 is not the whole of A; take c ∈ A \ A1 . Set A = {a : a ∈
A1 , a ⊆ c}. Because B is Dedekind complete, d = sup π1 [A] is defined in B. If a0 ∈ A and c ⊆ a0 , then of
course a ⊆ a0 and π1 a ⊆ π1 a0 whenever a ∈ A, so that π1 a0 is an upper bound for π1 [A], and d ⊆ π1 a0 .
But this means that there is an extension of π1 to a Boolean homomorphism π on the Boolean subalgebra
of A generated by A1 ∪ {c} (312N). And this π must be a member of P properly extending π1 , which is
supposed to be maximal. X X
Thus dom π1 = A and π1 is an extension of π0 to A, as required.

314L The Loomis-Sikorski representation of a Dedekind σ-complete Boolean algebra The

construction in 314D is not only the commonest way in which new Dedekind σ-complete 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 M for the family of meager subsets of X. Then M is a
σ-ideal 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 ∈ M, let hAn in∈N be a sequence of nowhere dense sets with
union A; then hB ∩ An in∈N is a sequence of nowhere dense sets with union B, so B ∈ M. If hAn in∈N is a
sequence in M with union A, then for each n we may choose a sequence hAnm im∈N of nowhere dense sets
with union An ; then the countable family hAnm in,m∈N may be re-indexed as a sequence of nowhere dense
sets with union A, so A ∈ M. Finally, ∅ is nowhere dense, so belongs to M.

314M Theorem Let A be a Dedekind σ-complete Boolean algebra, and Z its Stone space. Let E be
the algebra of open-and-closed subsets of Z, and M the σ-ideal of meager subsets of Z. Then Σ = {E4A :
E ∈ E, A ∈ M} is a σ-algebra of subsets of Z, M is a σ-ideal of Σ, and A is isomorphic, as Boolean algebra,
to Σ/M.
314P Order-completeness 45

proof (a) I start by showing that Σ is a σ-algebra. P P Of course ∅ = ∅4∅ ∈ Σ. If F ∈ Σ, express it as

E4A where E ∈ E, A ∈ M; then Z \ F = (Z \ E)4A ∈ Σ.
If hFn in∈N is a sequence in Σ, express each Fn as En 4An , where En ∈ E and An ∈ M. Now each En
is expressible as b
an , where an ∈ A. Because A is Dedekind σ-complete, a = supn∈N an is defined in A. Set
S S
E =b a ∈ E. By 313Ca, E = n∈N ESn , so the closed set E \ n∈N En has empty interior and is nowhere
dense. Accordingly, setting A = E4 n∈N Fn , we have
S S
A ⊆ (E \ n∈N En ) ∪ n∈N An ∈ M,
S
so that n∈N Fn = E4A ∈ Σ. Thus Σ is closed under countable unions and is a σ-algebra. Q Q
Evidently M ⊆ Σ, because ∅ ∈ E.
(b) For each F ∈ Σ, there is exactly one E ∈ E such that F 4E ∈ M. P P There is surely some E ∈ E
such that F is expressible as E4A where A ∈ M, so that F 4E = A ∈ M. If E 0 is any other member of
E, then E 0 4E is a non-empty open set in X, while E 0 4E ⊆ A ∪ (F 4E 0 ); by Baire’s theorem for compact
Hausdorff spaces (3A3G), A ∪ (F 4E 0 ) ∈
/ M and F 4E 0 ∈ / M. Thus E is unique. Q Q
(c) Consequently the maps E 7→ E • : E → Σ/M and a 7→ b
a• : A → Σ/M are bijections. But since they
are also Boolean homomorphisms, they are isomorphisms, and A ∼
= Σ/M, as claimed.

314N Corollary A Boolean algebra A is Dedekind σ-complete iff it is isomorphic to a quotient Σ/I
where Σ is a σ-algebra of sets and I is a σ-ideal 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 1G = X and 0G = ∅, and with Boolean operations
given by
G ∩G H = G ∩ H, G 4G H = int G4H, 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
S T T
sup H = int H, inf H = int H = int H
for all non-empty H ⊆ G.
Remark I use the expressions
∩G ∪G 4G \G ⊆G

in case the distinction between

∩ ∪ 4 \ ⊆
and
∩ ∪ 4 \ ⊆

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 I be the family of nowhere dense subsets of X. Then I is an ideal of subsets of X. P
P Of course
∅ ∈ I. If A ⊆ B ∈ I then int A ⊆ int B = ∅. If A, B ∈ I and G is a non-empty open set, then G \ A is
a non-empty open set and (G \ A) \ B is non-empty; accordingly G cannot be a subset of A ∪ B = A ∪ B.
This shows that int A ∪ B = ∅, so that A ∪ B ∈ I. Q
Q
(b) For any set A ⊆ X, write ∂A for the boundary of A, that is, A \ int A. Set
Σ = {E : E ⊆ X, ∂E ∈ I}.
The Σ is an algebra of subsets of X. P P (i) ∂∅ = ∅ ∈ I 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 ∈ I 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 ∈ I and X \ E ∈ Σ. Q Q
If A ∈ I, then of course ∂A = A ∈ I, so A ∈ Σ; accordingly I is an ideal in the Boolean algebra Σ, and
we can form the quotient Σ/I.
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 non-empty open set (since any open set meeting G must meet G).
(c) For each E ∈ Σ, set VE = int E; then VE is the unique member of G such that E4VE ∈ I. P P (i)
Being the interior of a closed set, VE ∈ G. Since int E ⊆ VE ⊆ E, E4VE ⊆ ∂E ∈ I. (ii) If G ∈ G is such
that E4G ∈ I, then
G \ VE ⊆ G \ VE ⊆ (G4E) ∪ (VE 4E) ∈ I,
so G \ VE , being open, must be actually empty, and G ⊆ VE ; but this means that G ⊆ int VE = VE .
Similarly, VE ⊆ G and VE = G. This shows that VE is unique. Q
Q
(d) It follows that the map G 7→ G• : G → Σ/I is a bijection, and we have a Boolean algebra structure
on G defined by the Boolean algebra structure of Σ/I. What this means is that for each of the binary
Boolean operations ∩G , 4G , ∪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 PX.
(e) Before working through the identifications, it will be helpful to observe that if H is any non-empty
T T T
subset of G, then int H = int H. P P Set G = int H. For every H ∈ H, G ⊆ H so G ⊆ int H = H; thus
T T
G ⊆ int H ⊆ int H = G,
T T
so G = int H. Q Q 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 • = 1Σ/I , so X = 1G .
(iii) If G ∈ G then its complement 1G \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 (1G \G H) = G ∩ (X \ H) = G \ H = int(G \ H).

(v) If G, H ∈ G, then G ∪G H = int G ∪ H and G 4G H = int G4H, 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 Order-completeness 47

that is, the ordering of the Boolean algebra G is just the partial ordering induced on G by the Boolean
ordering ⊆ of PX or Σ.
T S
(h) If H is any non-empty subset of G, consider G0 = int H and G1 = int H.
G0 = inf H in G. P P By (e), G0 ∈ G. Of course G0 ⊆ H for every H ∈ H, T so G0 is a lower bound for
H. If G Tis 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 = G0 . Thus G0 is the greatest lower bound for H. Q Q
G1 = sup H in G. P P Being the interior of a closed set, G1 ∈ G, and of course
S
H = int H ⊆ int H = G1
for every H ∈ H, so G1 is an upper bound for H in G. If G is any upper bound for H in G, then
S
G = int G ⊇ int H = G1 ;
thus G1 is the least upper bound for H in G. QQ
This shows that every non-empty 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 7→ VE : 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 I; the induced map E • →
7 VE : Σ/I → G is
just the inverse of the isomorphism G 7→ G• : G → Σ/I.

*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 order-continuous 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 order-preserving.
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. P P M = Y \ V is nowhere dense, so
f −1 [M ] is nowhere dense and its complement f −1 [V ] is dense. Q
Q
(b) If H1 , H2 ∈ RO(Y ) then π(H1 ∩ H2 ) = πH1 ∩ πH2 . PP Because π is order-preserving, π(H1 ∩ H2 ) ⊆
πH1 ∩ πH2 . ?? Suppose, if possible, that they are not equal. Then (because π(H1 ∩ H2 ) is a regular open
set) G = πH1 ∩ πH2 \ π(H1 ∩ H2 ) is non-empty. Set M = f [G]. Then f −1 [M ] ⊇ G is not nowhere dense,
so H = int M must be non-empty. Now G ⊆ πH1 ⊆ f −1 [H1 ], so
f [G] ⊆ f [f −1 [H1 ]] ⊆ f [f −1 [H1 ]] ⊆ H 1 ,
so M ⊆ H 1 and H ⊆ int H 1 = H1 . Similarly, H ⊆ H2 , and f −1 [H] ⊆ f −1 [H1 ∩ H2 ] ⊆ π(H1 ∩ H2 ). But also
H ∩ f [G] is not empty, so
∅ 6= G ∩ f −1 [H] ⊆ G ∩ π(H1 ∩ H2 ),
which is impossible. X
XQQ
(c) If H ∈ RO(Y ) and H 0 = Y \ H is its complement in RO(Y ) then πH 0 = X \ πH is the complement
of πH in RO(X). PP By (b), πH and πH 0 are disjoint. Now H ∪ H 0 is a dense open subset of Y , so
πH ∪ πH 0 ⊇ f −1 [H] ∪ f −1 [H 0 ] = f −1 [H ∪ H 0 ]
is dense in X, and the regular open set πH 0 must include the complement of πH in RO(X). Q Q
Putting (b) and (c) together, we see that the conditions of 312H(ii) are satisfied, so that π is a Boolean
homomorphism.
(d)STo see that it is order-continuous, let H ⊆ RO(Y ) be a non-empty set with supremum Y . Then
H0 = H is a dense open subset of Y (see the formula in 314P). So
48 Boolean algebras *314R

S S
H∈H πH ⊇ H∈H f −1 [H] = f −1 [H0 ]
is dense in X, and supH∈H πH = X in RO(X). By 313L(b-iii), π is order-continuous.

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 E for the algebra of open-and-closed
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) E = G.
proof (i)⇒(ii) If A is Dedekind
S complete, let G be any open set in Z. Set A = {a : a ∈ A, b a ⊆ G},
a0 = sup A. Then G = {b a : a ∈ A}, because E is a base for the topology of Z, so b
a0 = G, by 313Ca.
Consequently G is open. As G is arbitrary, Z is extremally disconnected.
(ii)⇒(iii) If E ∈ E, then of course E = E = int E, so E is a regular open set. Thus E ⊆ 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 open-and-closed, and belongs to E. Thus E = G.
(iii)⇒(i) Since G is Dedekind complete (314P), E 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 E 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 b a be the corresponding open-and-
closed subset of A. Let Ab be the regular open algebra of Z (314P).
(a) The map a 7→ ba is an injective order-continuous Boolean homomorphism from A onto an order-dense
b
subalgebra of A.
(b) If B is any Dedekind complete Boolean algebra and π : A → B is an order-continuous Boolean
homomorphism, there is a unique order-continuous Boolean homomorphism π1 : A b → B such that π1 b
a = πa
for every a ∈ A.
proof (a)(i) Setting E = {b a : a ∈ A}, every member of E is open-and-closed, so is surely equal to the
interior of its closure, and is a regular open set; thus ba∈A b for every a ∈ A. The formulae in 314P tell us
that if a, b ∈ A, then b b b a ∩ bb = (a ∩ b) b ; while 1 \ b
a ∩ b, taken in A, is just the set-theoretic intersection b a,
b
taken in A, is
Z \b
a = Z \b
a = (1 \ a) b .
And of course b b Thus the map a 7→ b
0 = ∅ is the zero of A. a:A→A b preserves ∩ and complementation, so
is a Boolean homomorphism (312H). Of course it is injective.
T
(ii) If A ⊆ A is non-empty and inf A = 0, then a∈A b a is nowhere dense in Z (313Cc), so
T
inf{b
a : a ∈ A} = int( a∈A b a) = ∅
(314P again). As A is arbitrary, the map a 7→ b b is order-continuous.
a:A→A
b is not empty, then there is a non-empty member of E included in it, by the definition of
(iii) If G ∈ A
b
the topology of Z (311I). So E is an order-dense subalgebra of A.
(b) Now suppose that B is a Dedekind complete Boolean algebra and π : A → B is an order-continuous
Boolean homomorphism. Write ιa = b b is an isomorphism between A and the
a for a ∈ A, so that ι : A → A
b Accordingly πι : E → B is an order-continuous Boolean homomorphism,
order-dense subalgebra E of A. −1

being the composition of the order-continuous Boolean homomorphisms π and ι−1 . By 314K, it has an
extension to a Boolean homomorphism π1 : A b → B, and π1 ι = π, that is, π1 b
a = πa for every a ∈ A. Now
π1 is order-continuous. P b b
P Suppose that H ⊆ A has supremum 1 in A. Set
314Xc Order-completeness 49

H0 = {E : E ∈ E, E ⊆ H for some H ∈ H}.

b
Because E is order-dense in A,
H = supE∈E,E⊆H E = supE∈H0 ,E⊆H E
for every H ∈ H (313K), and sup H0 = 1 in A. b It follows at once that sup H0 = 1 in E, so sup π1 [H0 ] =
sup(πι )[H ] = 1. Since any upper bound for π1 [H] must also be an upper bound for π1 [H0 ], sup π1 [H] = 1
−1 0

in B. As H is arbitrary, π1 is order-continuous (313L(b-iii)). Q

Q
b → B is any other Boolean homomorphism such that π 0 b
If π10 : A 0
1 a = πa for every a ∈ A, then π1 and π1
0
agree on E, and the argument just above shows that π1 is also order-continuous. But if G ∈ A, b G is the
b
supremum (in A) of F = {E : E ∈ E, E ⊆ G}, so
π10 G = supE∈F π10 E = supE∈F π1 E = π1 G.
As G is arbitrary, π10 = π1 . Thus π1 is unique.

314U The Dedekind completion of a Boolean algebra For any Boolean algebra A, I will say that
the Boolean algebra A b constructed in 314T is the Dedekind completion of A.
When using this concept I shall frequently suppress the distinction between a ∈ A and b b and treat
a ∈ A,
b
A as itself an order-dense 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, a0 = sup A is defined in A and c0 =
supa∈A upr(a, C) is defined in C, then c0 = upr(a0 , C). P
P If c ∈ C then

c0 ⊆ c ⇐⇒ upr(a, C) ⊆ c for every a ∈ A

⇐⇒ a ⊆ c for every a ∈ A ⇐⇒ a0 ⊆ c. Q
Q
In particular, upr(a ∪ a0 , C) = upr(a, C) ∪ upr(a0 , C) whenever the right-hand 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. P
P For
c0 ∈ C,

a ∩ c ⊆ c0 ⇐⇒ a ⊆ c0 ∪ (1 \ c)
⇐⇒ upr(a, C) ⊆ c0 ∪ (1 \ c) ⇐⇒ c ∩ upr(a, C) ⊆ c0 . Q
Q

314X Basic exercises (a) Let A be a Boolean algebra. (i) Show that the following are equiveridical:
(α) A is Dedekind complete (β) every non-empty upwards-directed subset of A with an upper bound has a
least upper bound (γ) every non-empty downwards-directed subset of A with a lower bound has a greatest
lower bound. (ii) Show that the following are equiveridical: (α) A is Dedekind σ-complete (β) every non-
decreasing sequence in A with an upper bound has a least upper bound (γ) every non-increasing 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 order-closed. Show that A is
Dedekind complete iff every order-closed ideal is principal.

>(c) Let A be a Dedekind σ-complete Boolean algebra, B a Boolean algebra and π : A → B a sequentially
order-continuous Boolean homomorphism. If C ⊆ A and C is the σ-subalgebra of A generated by C, show
that π[C] is the σ-subalgebra of B generated by π[C].
50 Boolean algebras 314Xd

(d) Let A be a Dedekind complete Boolean algebra, B an order-closed subalgebra of A, and a ∈ A; let
Aa be the principal ideal of A generated by a. Show that {a ∩ b : b ∈ B} is an order-closed subalgebra of
Aa .
(e) Find a proof of 314Tb which does not appeal to 314K.
> (f ) Let A be a Dedekind complete Boolean algebra and B an order-dense 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 order-closed 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 order-closed subalgebra of A, and a0 ∈ A,
c0 ∈ 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 πa0 = c0 (ii) 1 \ upr(1 \ a0 , C) ⊆ c0 ⊆ upr(a0 , C).

314Y Further exercises (a) Let P be a Dedekind complete partially ordered set. Show that a set
Q ⊆ P is order-closed iff sup R, 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 upwards-directed and bounded
above and #(A) ≤ κ then sup A ∈ Q.)
(b) Let P be a lattice. Show that P is Dedekind complete iff every non-empty totally ordered subset of
P with an upper bound in P has a least upper bound in P . (Hint: if A ⊆ P is non-empty 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 order-closed subalgebra A0 and an element c such
that the subalgebra generated by A0 ∪ {c} is not order-closed.
(d) Let X be any topological space. Let M be the σ-ideal of meager subsets of X, and set
Bb = {G4A : G ⊆ X is open, A ∈ M}.
(i) Show that Bb is a σ-algebra of subsets of X, and that B/M
b is Dedekind complete. (Members of Bb are said
b
to be the subsets of X with the Baire property; B is the Baire property algebra of X.) (ii) Show that
S b is dense, then A ∈ B.
b (iii) Show that there is a largest open
if A ⊆ X and {G : G ⊆ X is open, A ∩ G ∈ B}
set V ∈ M. (iv) Let G be the regular open algebra of X. Show that the map G 7→ G• is an order-continuous
Boolean homomorphism from G onto B/M, b so induces a Boolean isomorphism between the principal ideal
b
of G generated by X \ V and B/M. (B/M 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
= B/M.)
(e) Let A be a Dedekind σ-complete Boolean algebra, and han in∈N any sequence in A. For n ∈ N set
En = {x : x ∈ {0, 1}N , x(n) = 1}, and let B be the σ-algebra of subsets of {0, 1}N generated by {En : n ∈ N}.
(B is the ‘Borel σ-algebra’ of {0, 1}N ; see 4A2Wd.) Show that there is a unique sequentially order-continuous
Boolean homomorphism θ : B → A such that θ(En ) = an 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 σ-subalgebra of A generated by {an : n ∈ N}.
(f ) Let A be a Boolean algebra, and Z its Stone space. Show that A is Dedekind σ-complete iff G is open
whenever G is a cozero set in Z. (Such spaces are called basically disconnected or quasi-Stonian.)
(g) Let A, B be Dedekind complete Boolean algebras and D ⊆ A \ {0} an order-dense set. Suppose that
φ : D → B is such that (i) φ[D] is order-dense in B (ii) for all d, d0 ∈ D, d ∩ d0 = 0 iff φd ∩ φd0 = 0. Show
that φ has a unique extension to a Boolean isomorphism from A to B.
(h) Let A be any Boolean algebra. Let J be the family of order-closed ideals in A. Show that (i) J
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 7→ Aa , the principal ideal generated by a, is an injective
order-continuous Boolean homomorphism from A onto an order-dense subalgebra of J (iii) J is isomorphic
to the Dedekind completion of A.
315Ab Products and free products 51

314 Notes and comments At the risk of being tiresomely long-winded, 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 order-closed sets, order-continuous functions and Dedekind complete algebras, a large proportion
of the applications in measure theory deal with sequentially order-closed sets, sequentially order-continuous
functions and Dedekind σ-complete 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 Hahn-Banach 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 b is not just that we obtain a Dedekind complete Boolean algebra in
which A is embedded as an order-dense subalgebra, but that we simultaneously obtain a theorem on the
canonical extension to A b of order-continuous Boolean homomorphisms defined on A. This characterization
b a 7→ b
is enough to define the pair (A, a) up to isomorphism, so the exact method of construction of A b 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 (315A-315G) deals with the easier construction, the ‘simple product’; the second part (315H-315P)
with the ‘free product’.

Q 315A Products of Boolean algebras (a) Let hAi ii∈I be any family of Boolean algebras. Set A =
i∈I Ai , with the natural ring structure

a 4 b = ha(i) 4 b(i)ii∈I ,

a ∩ b = ha(i) ∩ b(i)ii∈I
for a, b ∈ A. Then A is a ring (3A2H); it is a Boolean ring because
a ∩ a = ha(i) ∩ a(i)ii∈I = a
for every a ∈ A; and it is a Boolean algebra because if we set 1A = h1Ai ii∈I , then 1A ∩ a = a for every a ∈ A.
I will call A the simple product of the family hAi ii∈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 = ha(i) ∪ b(i)ii∈I , a \ b = ha(i) \ b(i)ii∈I
for all a, b ∈ A.
52 Boolean algebras 315B

315B Theorem Let hAi ii∈I be a family of Boolean algebras, and A their simple product.
(a) The maps a 7→ πi (a) = a(i) : A → Ai are all Boolean homomorphisms.
(b) If B is any other Boolean algebra, then a map φ : B → A is a Boolean homomorphism iff πi φ : B → Ai
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 Q elemen-
tary definition. If hPi ii∈I is any family of partially ordered sets, its product is the set P = i∈I Pi 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 hAi ii∈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 hPi ii∈I be a family of non-empty partially ordered sets with product P .
(a) For any non-empty set A ⊆ P and q ∈ P ,
(i) sup A = q in P iff supp∈A p(i) = q(i) in Pi for every i ∈ I,
(ii) inf A = q in P iff inf p∈A p(i) = q(i) in Pi for every i ∈ I.
(b) The coordinate maps p 7→ πi (p) = p(i) : P → Pi are all order-preserving and order-continuous.
(c) For any partially ordered set Q and function φ : Q → P , φ is order-preserving iff πi φ is order-preserving
for every i ∈ I.
(d) For any partially ordered set Q and order-preserving function φ : Q → P ,
(i) φ is order-continuous iff πi φ is order-continuous for every i,
(ii) φ is sequentially order-continuous iff πi φ is sequentially order-continuous for every i.
(e)(i) P is Dedekind complete iff every Pi is Dedekind complete.
(ii) P is Dedekind σ-complete iff every Pi is Dedekind σ-complete.
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 hAi ii∈I is a family of Boolean algebras with
simple product A, define θi : Ai → A by setting (θi a)(i) = a, (θi a)(j) = 0Aj if i ∈ I, a ∈ Ai and j ∈ I \ {i}.
Each θi is a ring homomorphism, and is a Boolean isomorphism between Ai and the principal ideal of A
generated by θi (1Ai ). The family hθi (1Ai )ii∈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 hei ii∈I a partition of unity in A. Suppose
either (i) that I is finite
or (ii) that I is countable and A is Dedekind σ-complete
or (iii) that A is Dedekind complete. Q
Then the map a 7→ ha ∩ ei ii∈I is a Boolean isomorphism between A and i∈I Aei , writing Aei for the
principal ideal of A generated by ei for each i.
proof The given map is a Boolean homomorphism because each of the maps a 7→ a ∩ ei : A → Aei is (312J).
It is injective because supi∈I ei = 1,Qso if a ∈ A \ {0} there is an i such that a ∩ ei 6= 0. It is surjective
because hei ii∈I is disjoint and if c ∈ i∈I Aei then a = supi∈I c(i) is defined in A and
a ∩ ej = supi∈I c(i) ∩ ej = 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 well-defined 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 hXi ii∈I be
Q a family of sets, and Σi an algebra of subsets of Xi for each i.
(a) The simple product i∈I Σi may be identified with the algebra
Σ = {E : E ⊆ X, {x : (x, i) ∈ E} ∈ Σi for every i ∈ I}
of subsets of X = {(x, i) : i ∈ I, x ∈ Xi }, with the canonical homomorphisms πi : Σ → Σi being given by
πi E = {x : (x, i) ∈ E}
for each E ∈ Σ. Q
(b) Now suppose that Ji is an ideal of Σi for each i. Then i∈I Σi /Ji may be identified with Σ/J , where
J = {E : E ∈ Σ, {x : (x, i) ∈ E} ∈ Ji for every i ∈ I},
and the canonical homomorphisms π̃i : Σ/J → Σi /Ji are given by the formula π̃i (E • ) = (πi E)• for every
E ∈ Σ.
Q
proof (a) It is easy to check that Σ is a subalgebra of PX, and that the map E 7→ hπi Eii∈I : Σ → i∈I Σi
is a Boolean isomorphism.
(b) Again, it is easy to check that J is an ideal of Σ, that the proposed formula for π̃i does
Q indeed define
a map from Σ/J to Σi /Ji , and that E • 7→ hπ̃i E • ii∈I is an isomorphism between Σ/J and i∈I Σi /Ji .

315H Free products I come now to the second construction of this section.
(a) Definition
Q Let hAi ii∈I be a family of Boolean algebras. For each i ∈ I, let Zi be the Stone space
of Ai . Set Z = i∈I Zi , with the product topology.
N Then the free product of hAi ii∈I is the algebra A of
open-and-closed sets in Z; I will denote it by i∈I Ai .

(b) For i ∈ I and a ∈ Ai , the set b a ⊆ Zi representing a is an open-and-closed subset of Zi ; because

z 7→ z(i) : Z → Zi is continuous, εi (a) = {z : z(i) ∈ b
a} is open-and-closed, so belongs to A. In this context
I will call εi : Ai → A the canonical map.

(c) The topological space Z may be identified with the Stone space of the Boolean algebra A. P P 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, hGj ii∈J such that J is a finite subset of I, Gj is an open subset of Zj for each j ∈ J, and
z ∈ {w : w ∈ Z, w(j) ∈ Gj for every j ∈ J} ⊆ G.
Because each Zj is zero-dimensional, we can find an open-and-closed set Ej ⊆ Zj such that z(j) ∈ Ej ⊆ Gj .
Now
T
E = Z ∩ j∈J {w : w(j) ∈ Ej }
is a finite intersection of open-and-closed subsets of Z, so is open-and-closed; and z ∈ E ⊆ G. As z and G
are arbitrary, Z is zero-dimensional. Finally, Z, being the product of Hausdorff spaces, is Hausdorff. So the
result follows from 311J. Q Q

315I Theorem Let hAi ii∈I be a family of Boolean algebras, with free product A.
(a) The canonical map εi : Ai → A is a Boolean homomorphism for every i ∈ I.
(b) For any Boolean algebra B and any family hφi ii∈I such that φi is a Boolean homomorphism from Ai
to B for every i, there is a unique Boolean homomorphism φ : A → B such that φi = φεi for each i.
proof
Q These are both consequences of 312P-312Q. As in 315H, write Zi for the Stone space of A, and Z for
i∈I i , identified with the Stone space of A, as observed in 315Hc. The maps εi : Ai → A are defined as
Z
the homomorphisms corresponding to the continuous maps z 7→ ε̃i (z) = z(i) : Z → Zi , so (a) is surely true.
Now suppose that we are given a Boolean homomorphism φi : Ai → B for each i ∈ I. Let W be the
Stone space of B, and let φ̃i : W → Zi be the continuous function corresponding to φi . By 3A3Ib, the map
w 7→ φ̃(w) = hφ̃i (w)ii∈I : W → Z is continuous, and corresponds to a Boolean homomorphism φ : A → B;
54 Boolean algebras 315I

because φ̃i = ε̃i φ̃, φεi = φi for each i. Moreover, φ is the only Boolean homomorphism with this property,
because if ψ : A → B is a Boolean homomorphism such that ψεi = φi for every i, then ψ corresponds to a
continuous map ψ̃ : W → Z, and we must have ε̃i ψ̃ = φ̃i for each i, so that ψ̃ = φ̃ 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 hAi ii∈I be a family of Boolean algebras, and A their free product; write εi : Ai → A for
the canonical maps. S
(a) A is the subalgebra of itself generated by i∈I εi [Ai ].
(b) Write C for the set of those members of A expressible in the form inf j∈J εj (aj ), where J ⊆ I is finite
and aj ∈ Aj for every j. Then every member of A is expressible as the supremum of a disjoint finite subset
of C. In particular, C is order-dense in A.
(c) Every εi is order-continuous.
(d) A = {0A } iff there is some i ∈ I such that Ai = {0Ai }.
(e) Now suppose that Ai 6= {0Ai } for every i ∈ I.
(i) εi is injective for every i ∈ I.
(ii) If J ⊆ I is finite and aj is a non-zero member of Aj for each j ∈ J, then inf j∈J εj (aj ) 6= 0.
(iii) If i, j are distinct members of I and a ∈ Ai , b ∈ Aj , then εi (a) = εj (b) iff either a = 0Ai and
b = 0Aj or a = 1Ai and b = 1Aj .
Q
proof As usual, write Zi for the Stone space of Ai , and Z = i∈I Zi , identified with the Stone space of A
(315Hc).
S
(a) Write A0 for the subalgebra of A generated by i∈I εi [Ai ]. Then εi : Ai → A0 is a Boolean homo-
morphism for each i, so by 315Ib there is a Boolean homomorphism φ : A → A0 such that φεi = εi 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 A0 = A.
(b) Write D 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 D0 where D0 is a subset of a member of D. Then A is a subalgebra
of A. P P (i) 1A ∈ C (set J = ∅ in the definition of members of C) so {1A } ∈ D and 0A , 1A ∈ A. (ii) Note that
if c, d ∈ C then c ∩ d ∈ C. (iii) If a, b ∈ A, express them as sup D0 , sup E 0 where D0 ⊆ D ∈ D, E 0 ⊆ E ∈ D.
Then
F = {d ∩ e : d ∈ D, e ∈ E} ∈ D,
so
1A \ a = sup D \ D0 ∈ A,

a ∪ b = sup{f : f ∈ F, f ⊆ a ∪ b} ∈ A. Q
Q
Also, εi [Ai ] ⊆ A for each i ∈ I. P
P If a ∈ Ai , then {εi (a), εi (1Ai \ a)} ∈ D, so εi (a) ∈ A. Q
Q
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 ⊆ Ai and inf A = 0 in Ai , take any non-zero c ∈ A. By (b), we can find a finite J ⊆ I
and a family haj ij∈J such that c0 = inf j∈J εj (aj ) ⊆ c and c0 6= 0. Regarding c0 as a subset of Z, we have
a point z ∈ c0 . Adding i to J and setting ai = 1Ai if necessary, we may suppose that i ∈ J. Now c0 6= 0A
so ai 6= 0Ai and there is an a ∈ A such that ai 6⊆ a, so there is a t ∈ b ai \ b
a. In this case, setting w(i) = t,
w(j) = z(j) for j 6= i, we have w ∈ c0 \ εi (a), and c0 , c are not included in εi (a). As c is arbitrary, this shows
that inf εi [A] = 0. As A is arbitrary, εi is order-continuous.
(d) The point is that A = {0A } iff Z = ∅, which is so iff some Zi is empty.
(e)(i) Because no Zi is empty, all the coordinate maps from Z to Zi are surjective, so the corresponding
homomorphisms εi are injective (312Ra).
(ii) Because J is finite,
315L Products and free products 55

inf j∈J εj (aj ) = {z : z ∈ Z, z(j) ∈ b

aj for every j ∈ J}
is not empty.
(iii) If εi (a) = εj (b) = 0A then (using (i)) a = 0Ai and b = 0Aj ; if εi (a) = εj (b) = 1A then a = 1Ai and
a and u ∈ Zj \ bb. Now there is a z ∈ Z such
b = 1Aj . ?? If εi (a) = εj (b) ∈ A \ {0A , 1A }, then there are t ∈ b
that z(i) = t and z(j) = u, so that z ∈ εi (a) \ εj (b). X X

315K Proposition Let hAi ii∈I be any family of Boolean algebras, and hJk ik∈K any partition of I.
Then the free product A of hAi ii∈I is isomorphic to the free product B of hBk ik∈K , where each Bk is the
free product of hAi ii∈Jk .
proof Write εi : Ai → A, ε0i : A → Bk and δk : Bk → B for the canonical maps when k ∈ K, i ∈ Jk . Then
the homomorphisms δk ε0i : Ai → B correspond to a homomorphism φ : A → B such that φεi = δk ε0i whenever
i ∈ Jk . Next, for each k, the homomorphisms εi : Ai → A, for i ∈ Jk , correspond to a homomorphism
ψk : Bk → A such that ψk ε0i = εi for i ∈ Jk ; and the family hψk ik∈K corresponds to a homomorphism
ψ : B → A such that ψδk = ψk for k ∈ K. Consequently
ψφεi = ψδk ε0i = ψk ²0i = ²i
whenever k ∈ K, i ∈ Jk . 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
φψδk ε0i = φψk ²0i = φ²i = δk ε0i
whenever k ∈ K, i ∈ Jk . Now, for given k, {b : b ∈ Bk , φψδk b = δk b} is a subalgebra of Bk including
S
ε0 [A ], and must be the whole of Bk , by 315Ja. So {b : b ∈ B, φψb = b} is a subalgebra of B including
Si∈Jk i i
k∈K δk [Bk ], 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 hXi ii∈I Nbe a family of sets, and Σi an algebra of subsets of Xi for eachQi.
(a) The free product i∈I Σi may be identified with the algebra Σ of subsets of X = i∈I Xi generated
by the set {εi (E) : i ∈ I, E ∈ Σi }, where εi (E) = {x : x ∈ X,Nx(i) ∈ E}.
(b) Now suppose that Ji is an ideal of Σi for each i. Then i∈I Σi /Ji may be identified with Σ/J , where
J is the ideal of Σ generated by {εi (E) : i ∈ I, E ∈ Ji }; the corresponding canonical maps ε̃i : Σi /Ji → Σ/J
being defined by the formula ε̃i (E • ) = (εi (E))• for i ∈ I, E ∈ Σi .
proof I start by proving (b) in detail; the argument for (a) is then easy to extract. Write Ai = Σi /Ji ,
A = Σ/J .
(i) Fix i ∈ I for the moment. By the definition of Σ, εi (E) ∈ Σ for E ∈ Σi , and it is easy to check that
εi : Σi → Σ is a Boolean homomorphism. Again, because εi (E) ∈ J whenever E ∈ Ji , the kernel of the
homomorphism E 7→ (εi (E))• : Σi → A includes Ji , so the formula for ε̃i defines a homomorphism from Ai
to A. N
Now let C = i∈I Ai be the free product, and write ε0i : Ai → C for the canonical homomorphisms. By
315I, there is a Boolean homomorphism φ : C → A such that φε0i = ε̃i for each i. The set
{E : E ∈ Σ, E • ∈ φ[C]}
is a subalgebra of Σ including εi [Σi ] for every i, so is Σ itself, and φ is surjective.
(ii) We need a simple description of the ideal J , as follows: a set ES
∈ Σ belongs to J iff there are a finite
K ⊆ I and a family hFk ik∈K such that Fk ∈ Jk for each k and E ⊆ k∈K εk (Fk ). For evidently such sets
have to belong to J , since the εk (Fk ) will be in J , while the family of all these sets is an ideal containing
εi (F ) whenever i ∈ I, F ∈ Ji .
(iii) Now we can see that φ : C →QA is injective. P
P Take any non-zero c ∈ C. By 315Jb, we can find a
finite J ⊆ I and a family haj ij∈J in j∈J Aj such that 0 6= inf j∈J ε0j aj ⊆ c. Express each aj as Ej• , where
T
Ej ∈ Σj , and consider E = X ∩ j∈J εj (Ej ) ∈ Σ. Then
56 Boolean algebras 315L

E • = inf j∈J ε̃j aj = φ(inf j∈J ε0j aj ) ⊆ φ(c).

Also, because ε0j aj 6= 0, Ej ∈/ Jj for each j. But it follows that E ∈ / J , because if K ⊆ I is finite and
Fk ∈ Jk for each k ∈ K, set Ei = Xi for i ∈S I \ J, Fi = ∅ for i ∈ I \ K; then there is an x ∈ X such that
x(i) ∈ Ei \ Fi for each i ∈ I, so that x ∈ E \ k∈K Fk . By the criterion of (ii), E ∈
/ J . So
0 6= E • ⊆ φ(c).
As c is arbitrary, the kernel of φ is {0}, and φ is injective. Q
Q
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 Σi for Ai and {∅} for Ji .

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 ε1 (a) ∩ ε2 (b), where ε1 : A → A ⊗ B, ε2 : B → A ⊗ B are the canonical
maps. Observe that (a1 ⊗ b1 ) ∩ (a2 ⊗ b2 ) = (a1 ∩ a2 ) ⊗ (b1 ∩ b2 ), and that the maps a 7→ a ⊗ b0 , b 7→ a0 ⊗ b
are always ring homomorphisms. Now 315J(e-ii) 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 ∈ Σ1 , F ∈ Σ2 , and E • ⊗ F • with (E × F )• .

315N Lemma Let A, B be Boolean algebras.

(a) Any element of A ⊗ B is expressible as supi∈I ai ⊗ bi where hai ii∈I is a finite partition of unity in A.
(b) If c ∈ A ⊗ B is non-zero there are non-zero 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. P P (i) If hai ii∈I , ha0j ij∈J are finite partitions of unity in A, and bi , b0j members of B for i ∈ I and
j ∈ J, the hai ∩ a0j ii∈I,j∈J is a partition of unity in A, and

(sup ai ⊗ bi ) ∩ (sup a0j ⊗ b0j ) = sup (ai ⊗ bi ) ∩ (a0j ⊗ b0j )

i∈I j∈J i∈I,j∈J

= sup (ai ∩ a0j ) ⊗ (bi ∩ b0j ) ∈ C.

i∈I,j∈J
0 0
So c ∩ c ∈ C for all c, c ∈ C. (ii) If hai ii∈I is a finite partition of unity in A and bi ∈ B for each i, then
1 \ supi∈I ai ⊗ bi = (supi∈I ai ⊗ 1) \ (supi∈I ai ⊗ bi ) = supi∈I ai ⊗ (1 \ bi ) ∈ C.
Thus 1 \ c ∈ C for every c ∈ C. Q Q
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 = PN ⊗ PN is not Dedekind σ-complete. P P Consider A = {{n} ⊗ {n} : n ∈ N} ⊆ A.

?? If A has a least upper bound c in A, then c is expressible as a supremum supj≤k aj ⊗bj , by 315Jb. Because
k is finite, there must be distinct m, n such that {j : m ∈ aj } = {j : n ∈ aj }. Now {n} × {n} ⊆ c, so there
is a j ≤ k such that
(aj ∩ {n}) ⊗ (bj ∩ {n}) = ({n} ⊗ {n}) ∩ (aj ⊗ bj ) 6= 0,
so that neither aj ∩ {n} nor bj ∩ {n} is empty, that is, n ∈ aj ∩ bj . But this means that m ∈ aj , so that
(aj ⊗ bj ) ∩ ({m} ⊗ {n}) = (aj ∩ {m}) ⊗ (bj ∩ {n}) 6= 0,
and c ∩ ({m} ⊗ {n}) 6= 0, even though a ∩ ({m} ⊗ {n}) = 0 for every a ∈ A. XX Thus we have found a
countable subset of A with no supremum in A, and A is not Dedekind σ-complete. Q
Q

315P Example Now let A be any non-trivial 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 order-continuous. P P Let C
be the set {a ⊗ b : a, b ∈ A, a ∩ b = 0}. Then φ(c) = 0A for every c ∈ C. If d ∈ B is non-zero, then by
315Nb there are non-zero a, b ∈ A such that a ⊗ b ⊆ d; now, because A is atomless, there is a non-zero a0 ⊆ a
such that a \ a0 6= 0. At least one of b \ a0 , b \ (a \ a0 ) is non-zero; suppose the former. Then a0 ⊗ (b \ a0 ) is a
non-zero member of C included in d. As d is arbitrary, this shows that sup C = 1B . So
supc∈C φ(c) = 0A 6= 1A = φ(sup C),
and φ is not order-continuous. Q
Q
Thus the free product (unlike the product, see 315Dd) does not respect order-continuity.

315X Basic exercises (a) Let hAi ii∈I be any family of Boolean algebras, with simple product A, and
πi : A → Ai the coordinate homomorphisms. Suppose we have another Boolean algebra A0 , with homomor-
phisms πi0 : A0 → Ai , such that for every Boolean algebra B and every family hφi ii∈I of homomorphisms
from B to the Ai there is a unique homomorphism φ : B → A0 such that φi = πi0 φ for every i. Show that
there is a unique isomorphism ψ : A → A0 such that πi0 ψ = πi for every i ∈ I.

(b) Let hPi ii∈I be a family of non-empty partially ordered sets, with product partially ordered set P .
Show that P is a lattice iff every Pi is a lattice, and that in this case it is the product lattice in the sense
that p ∨ q = hp(i) ∨ q(i)ii∈I , p ∧ q = hp(i) ∧ q(i)ii∈I for all p, q ∈ P .

(c) Let hAi ii∈I be a family of Boolean algebras with simple product A. For each i ∈ I let Zi be the Stone
space of Ai , and let Z be the Stone space of A. Show that the coordinate maps from A onto Ai induce
homeomorphisms
S between the Zi and open-and-closed subsets Zi∗ of Z. Show that hZi∗ ii∈I is disjoint. Show
∗
that i∈I Zi is dense in Z, and is equal to Z iff {i : Ai 6= {0}} is finite.

(d) Let hAi ii∈I be a family of Boolean algebras,

Q with simple product A. Suppose that for each i ∈ I we
are given an ideal Ii ofQAi . Show that I = i∈I Ii is an ideal of A, and that A/I may be identified, as
Boolean algebra, with i∈I Ai /Ii .

(e) Let hXi ii∈I be any family of topological spaces. Let X be their disjoint union {(x, i) : i ∈ I, x ∈ Xi },
with the disjoint union topology; that is, a set G ⊆ X is open in X iff {x : (x, i) ∈ G} is open in Xi for
every i ∈ I. (i) Show that the algebra of open-and-closed subsets of X can be identified, as Boolean algebra,
with the simple product of the algebras of open-and-closed sets of the Xi . (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 Xi .

(f ) Show that the topological product of any family of zero-dimensional spaces is zero-dimensional.

(g) Let hAi ii∈I be any family of Boolean algebras, with free product A, and εi : Ai → A the canonical
homomorphisms. Suppose we have another Boolean algebra A0 , with homomorphisms ε0i : Ai → A0 , such
that for every Boolean algebra B and every family hφi ii∈I of homomorphisms from the Ai to B there is a
unique homomorphism φ : A0 → B such that φi = φε0i for every i. Show that there is a unique isomorphism
ψ : A → A0 such that ε0i = ψεi for every i ∈ I.

(h) Let I be any set, and let A be the algebra of open-and-closed sets of {0, 1}I ; for each i ∈ I set
ai = {x : x ∈ {0, 1}I , x(i) = 1} ∈ A. Show that for any Boolean algebra B, any family hbi ii∈I in B there is
a unique Boolean homomorphism φ : A → B such that φ(ai ) = bi for every i ∈ I.

(i) Let hAi ii∈I , hB

Q j ij∈J beQtwo families
Q of Boolean algebras. Show that there is a natural injective
homomorphism φ : i∈I Ai ⊗ j∈J Bj → i∈I,j∈J Ai ⊗ Bj defined by saying that
φ(a ⊗ b) = ha(i) ⊗ b(j)ii∈I,j∈J
Q Q
for a ∈ i∈I Ai , b ∈ j∈J Bj . Show that φ is surjective if I and J are finite.
Q
(j) Let hJ(i)ii∈I be a family of sets, with product Q = i∈I NJ(i). QLet hAij ii∈I,j∈J(i)
Q be Na family of
Boolean algebras. Describe a natural injective homomorphism φ : i∈I j∈J(i) Aij → q∈Q i∈I Ai,q(i) .
58 Boolean algebras 315Xk

(k) Let A and B be Boolean algebras with partitions of unity hai ii∈I , hbj ij∈J . Show that hai ⊗ bj ii∈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 Aa , Bb for the corresponding principal
ideals. Show that there is a canonical isomorphism between Aa ⊗ Bb and the principal ideal of A ⊗ B
generated by a ⊗ b.
N
(m) Let hAi ii∈I be any family of Boolean algebras, with free product i∈I Ai , and εi : Ai → A the
canonical maps. Show that εi [Ai ] is an order-closed subalgebra of A for every i.

(n) Let A be a Boolean algebra. Let us say that a family hAi ii∈I of subalgebras of A is Boolean-
independent if inf j∈J aj 6= 0 wheneverSJ ⊆ I is finite and aj ∈ Aj \ {0} for every
Nj ∈ J. Show that in this
case the subalgebra of A generated by i∈I Ai is isomorphic to the free product i∈I Ai .

(o) Let hAi ii∈I and hBi ii∈I be two families of Boolean algebras, and suppose that for each i ∈ I we are
given a Boolean homomorphism
N Nφi : Ai → Bi with kernel Ki C Ai . Show that the φi induce a Boolean
homomorphism φ : i∈I Ai → i∈I Bi with kernel generated by the images of the Ki . Show that if every
φi is surjective, so is φ.

(p) Let hAi ii∈I be any family

N of non-trivial Boolean algebras. Show that if J ⊆
NI and Bj is a subalgebra
of Aj for each j ∈ J, then j∈J Bj is canonically embedded as a subalgebra of i∈I Ai .

(q) Let A and B be Boolean algebras, neither {0}. Show that any element of A⊗B is uniquely expressible
as supi∈I ai ⊗ bi where hai ii∈I is a partition of unity in A, with no ai equal to 0, and bi 6= bj in B for i 6= j.

315Y Further exercises (a) Let hAi ii∈I and hBi ii∈I be two families of Boolean
N algebras,
N and suppose
that we are given Boolean homomorphisms φi : Ai → Bi for each i; let φ : i∈I A i → i∈I Bi be the
induced homomorphism. (i) Show that if every φi is order-continuous, so is φ. (ii) Show that if every φi is
sequentially order-continuous, so is φ.

(b) Let hZi ii∈I be any family of topological spaces with product Z. For i ∈ I, z ∈ Z set ε̃i (z) = z(i).
Show that if M ⊆ Zi is nowhere dense in Zi then ε̃−1
i [M ] is nowhere dense in Z. Use this to prove 315Jc.

(c) Let hAi ii∈INbe a family of Boolean

N algebras, and suppose that we are given subalgebras Bi of Ai for
each i; set A = i∈I Ai and B = i∈I Bi , and let φ : B → A be the homomorphism induced by the
embeddings Bi ⊆ Ai . (i) Show that if every Bi is order-closed in Ai , then φ[B] is order-closed in A. (ii)
Show that if every Bi is a σ-subalgebra of Ai , then φ[B] is a σ-subalgebra in A.

(d) Let hXi ii∈I be a family of topological spaces, with product X. Let Gi , G be
Nthe corresponding regular
open algebras. Show that G can be identified with the Dedekind completion of i∈I Gi .

(e) Use the ideas of 315Xh and 315L to give an alternative construction of ‘free product’, for which 315I
and 315J(e-ii) 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
EA onto A, where EJ is the algebra of subsets of {0, 1}J generated by sets of the form {x : x(j) = 1}; show
that for such
N algebras EJ , at least, the method of 315H-315I can be used; now apply the method of 315L to
describe i∈I Ai as a quotient of EJ where J = {(a, i) : i ∈ I, a ∈ Ai }. Finally check that if no Ai 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 hPi ii∈I be any family of partially ordered spaces. (i) Give a construction of a partially ordered
space P , together with a family of order-preserving maps εi : Pi → P , such that whenever Q is a partially
ordered set and φi : Pi → Q is order-preserving for every i ∈ I, there is a unique order-preserving map
φ : P → Q such that φi = φεi for every i. (ii) Show that φ will be order-continuous iff every φi is. (iii)
Show that P will be Dedekind complete iff every Pi 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 hAi ii∈I of Boolean algebras as being a structure (A, hπi ii∈I ) where A is a Boolean algebra,
πi : A → Ai is a homomorphism for every i ∈ I, and every family of homomorphisms from a Boolean algebra
B to the Ai 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, hεi ii∈I ) of hAi ii∈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 πi are surjective, or that the εi 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(e-ii) seems to lie deeper. (Note, for instance,
Q that in 315L we do need the axiom of choice, in part
(c) of the proof, since without it the product i∈I Xi 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 order-continuity
must be regarded as accidental. 315Cb and 315D show that simple products behave very straightforwardly
when the homomorphisms involved are order-continuous. 315P, 315Xm and 315Ya-315Yc show that free
products are much more complex and subtle.
For finite products, we have a kind of distributivity; (A × B) ⊗ 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 (316A-316F) and weak (σ, ∞)-distributivity (316G-316K). I end
the section with brief notes on atoms in Boolean algebras (316L-316M).

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 G is a disjoint family of open sets in Z, then for each G ∈ G 0 = G \ {∅} we can find
a non-zero aG ∈ A such that the corresponding open-and-closed set b aG is included in G. Now {aG : G ∈ G 0 }
is a disjoint family in A, so is countable; since aG 6= aH for distinct G, H ∈ G 0 , G 0 and G must be countable.
As G is arbitrary, Z is ccc.
(b) If Z is ccc and A ⊆ A is disjoint, then {b
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 σ-complete Boolean algebra and I a σ-ideal of A. Then the
quotient algebra B = A/I is ccc iff every disjoint family in A \ I is countable.
proof (a) Suppose that B is ccc and that A is a disjoint family in A \ I. Then {a• : a ∈ A} is a disjoint
family in B, therefore countable, and a• 6= 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 hbξ iξ<κ , where κ is an uncountable cardinal (2A1K), so that
ω1 ≤ κ. For each ξ < ω1 , choose aξ ∈ A such that a•ξ = bξ . Of course aξ ∈/ I. If η < ξ < ω1 , then bη ∩ bξ = 0,
so aξ ∩ aη ∈ I. Because ξ < ω1 , it is countable; because I is a σ-ideal, and A is Dedekind σ-complete,
dξ = supη<ξ aξ ∩ aη ∈ I,
so that
cξ = aξ \ dξ ∈ A \ I.
But now of course
cξ ∩ cη ⊆ cξ ∩ aη ⊆ cξ ∩ dξ = 0
whenever η < ξ < ω1 , so {cξ : ξ < ω1 } is an uncountable disjoint family in A \ I.
Remark An ideal I satisfying the conditions of this proposition is said to be ω1 -saturated in A.

316D Corollary Let X be a set, Σ a σ-algebra of subsets of X, and I a σ-ideal of A. Then the quotient
algebra Σ/I is ccc iff every disjoint family in Σ \ I 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
S
D= a∈A {d : d ⊆ a}.
Applying Zorn’s lemma to the family C of disjoint subsets of D, we have a maximal C0 ∈ C. For each c ∈ C0
choose a bc ∈ A such that c ⊆ bc , and set B0 = {bc : c ∈ C0 }. Because A is ccc, C0 is countable, so B0 is also
countable. ?? If there is an upper bound e for B0 which is not an upper bound for A, take a ∈ A such that
c0 = a \ e 6= 0; then c0 ∈ D and c0 ∩ c = c0 ∩ bc = 0 for every c ∈ C0 , so C0 ∪ {c0 } ∈ C; but C0 was supposed
to be maximal in C. X X Thus every upper bound for B0 is also an upper bound for A.
(b) Similarly, there is a countable set B10 ⊆ A0 = {1 \ a : a ∈ A} such that every upper bound for B10 is
an upper bound for A0 . Set B1 = {1 \ b : b ∈ B10 }; then B1 is a countable subset of A and every lower bound
for B1 is a lower bound for A. Try B = B0 ∪ B1 . 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 σ-complete it is Dedekind complete.
(b) If A ⊆ A is sequentially order-closed it is order-closed.
(c) If Q is any partially ordered set and φ : A → Q is a sequentially order-continuous order-preserving
function, it is order-continuous.
316Hb Further topics 61

(d) If B is another Boolean algebra and π : A → B is a sequentially order-continuous Boolean homomor-

phism, it is order-continuous.
proof (a) If A is any subset of A, let B ⊆ A be a countable set with the same upper bounds as A; then
sup B is defined in A and must be sup A.
(b) Suppose that B ⊆ A is non-empty and upwards-directed and has a supremum a in A. Then there is
a non-empty countable set C ⊆ B with the same upper bounds as B. Let hcn in∈N be a sequence running
over C. Because B is upwards-directed, we can choose hbn in∈N inductively such that
b0 = c0 , bn+1 ∈ B, bn+1 ⊇ bn ∪ cn+1 for every n ∈ N.
Now any upper bound for {bn : n ∈ N} must also be an upper bound for {cn : n ∈ N} = C, so is an upper
bound for the whole set B. But this means that a = supn∈N bn . As hbn in∈N is a non-decreasing sequence in
A, and A is sequentially order-closed, a ∈ A.
In the same way, if B ⊆ A is downwards-directed and has an infimum in A, this is also the infimum of
some non-increasing sequence in B, so must belong to A. Thus A is order-closed.
(c)(i) Suppose that A ⊆ A is a non-empty upwards-directed set with supremum a0 ∈ A. As in (b), there
is a non-decreasing sequence hcn in∈N in A with supremum a0 . Because φ is sequentially order-continuous,
φa0 = supn∈N φcn in Q. But this means that φa0 must be the least upper bound of φ[A].
(ii) Similarly, if A ⊆ A is a non-empty downwards-directed set with infimum a0 , there is a non-increasing
sequence hcn in∈N in A with infimum a0 , so that
inf φ[A] = inf n∈N φcn = φa0 .
Putting this together with (i), we see that φ is order-continuous, 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 hAn in∈N is a sequence of non-empty downwards-directed 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 a0 ∈ An such that
a0 ⊆ a.

316H Remarks (a) Note that for any Boolean algebra A, and any sequence hAn in∈N of non-empty
downwards-directed subsets of A, the set
B = {b : b ∈ A, ∀ n ∈ N ∃ a0 ∈ An such that a0 ⊆ b}
is downwards-directed. PP If b1 , b2 ∈ B and n ∈ N, there are b01 , b02 ∈ An such that b1 ⊇ b01 and b2 ⊇ b02 ; now
there is a b ∈ An such that b0 ⊆ b01 ∩ b02 , and b1 ∩ b2 ⊇ b0 . As n is arbitrary, b1 ∩ b2 ∈ B; as b1 and b2 are
0

arbitrary, B is downwards-directed. Q Q Also, B is not empty (as 1 ∈ B). If A is weakly (σ, ∞)-distributive
and inf An = 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 hAn in∈N is a sequence of non-empty downwards-directed subsets of A all with infi-
mum 0 in A, there is a downwards-directed set A ⊆ A, also with infimum 0, such that for every
a ∈ A, n ∈ N there is an a0 ∈ An such that a0 ⊆ 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 σ-complete, and in this case
the condition
for every a ∈ A, n ∈ N there is an a0 ∈ An such that a0 ⊆ a
can be replaced by
for every a ∈ A there is a sequence han in∈N such that an ∈ An for every n and supn∈N an ⊆ 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 a0 ∈ An
such that an ⊆ a
62 Boolean algebras 316Hb

can be replaced by
inf{supn∈N an : an ∈ An for every n ∈ N} = 0.
Note that the set
B 0 = {supn∈N an : an ∈ An for every n ∈ N}
is also downwards-directed.

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
S
can be expressed as n∈N Mn where each Mn is nowhere dense. Set Bn = {b : b ∈ A, bb ∩ Mn = ∅}.
S
Then b∈Bn bb = Z \ M n is dense in Z, so sup Bn = 1 in A (313Ca). Set An = {1 \ b : b ∈ Bn }; then
inf An = 0 (313Aa). Also Bn is upwards-directed (indeed, closed under ∪ ), so An is downwards-directed.
Let A ⊆ A be a set with infimum 0 such that every member of A includes members of every An , and set
B = {1 \ a : a ∈ A}. Then sup B = 1 and every member of B is included in members of every Bn , so that
bb ∩ Mn = ∅ for every b ∈ B, n ∈ N. Now S b
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
T that hAn in∈N is a sequence of non-empty
downwards-directed sets in A, all with infimum 0. Then Mn = a∈An b a is nowhere dense for each n (313Cc),
S
so M = n∈N Mn is meager, therefore nowhere dense. Set B = {b : b ∈ A, bb ∩ M = ∅}, A = {1 \ b : b ∈ B};
then sup B = 1 and inf A = 0. If c ∈ A, n ∈ N then bc ⊇ M ⊇ Mn , so
S
(Z \ bc) \ a∈An (Z \ b
a) = Mn \ b
c = ∅;
because Z \ bc is
T compact and Z \ b a is open for every a ∈ An , there must be finitely many a0 , . . . , ak ∈ An
c ⊇ i≤k b
such that b ai , that is, c ⊇ inf i≤k ai . Because An is downwards-directed, there must be an a0 ∈ An
such that a0 ⊆ ai for every i ≤ k, so that c ⊇ a0 . But this is exactly what is required of A in the definition
316G. As hAn in∈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 σ-complete weakly (σ, ∞)-distributive Boolean algebra. If hAn in∈N
is a sequence of non-empty subsets of A such that cn = sup An is defined in A for each n ∈ N, then
inf n∈N cn = sup{inf n∈N an : an ∈ An for every n ∈ N}.
proof Set c = inf n∈N cn , A = {inf n∈N an : an ∈ An for every n ∈ N}. If an ∈ An for every n ∈ N, then
inf n∈N an ⊆ c, just because an ⊆ cn for every n; thus c is an upper bound for A. On the other hand, if
0 6= d ⊆ c, d = sup{a ∩ d : a ∈ An }, so inf a∈An d \ a = 0, for every n (313Ba, 313Aa). Because A is weakly
(σ, ∞)-distributive, there must therefore be a sequence han in∈N such that an ∈ An for every n ∈ N and
inf n∈N d \ an 6= d, that is, d ∩ supn∈N an 6= 0. This shows that c \ d cannot be and upper bound for A; as d
is arbitrary, c = sup A, 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 hqn in∈N . For each n ∈ N, set
An = {G : G ∈ G, qi ∈ G for every i ≤ n}.
Then An is downwards-directed, and
T
inf An = int An = int{qi : i ≤ n} = ∅.
316Xj Further topics 63

But if A ⊆ G is such that

for every n ∈ N, G ∈ A there is an H ∈ An 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 6= ∅ 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 non-zero 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 non-zero element includes an atom.

316M Proposition Let A be a Boolean algebra, with Stone space Z.

(a) There is a one-to-one correspondence between atoms a of A and isolated points z ∈ Z, given by the
formula ba = {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 open-and-closed subset of Z, so is of the form b
a
for some a ∈ A; now if b ⊆ a, bb must be either ∅ or {z}, so b must be either a or 0, and a is an atom.
(ii) If a ∈ A and b
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 ∈ b
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 b
a contains an isolated point for every non-zero a ∈ A; since
every non-empty open set in Z includes a non-empty set of the form b a, this happens iff every non-empty
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 hAi ii∈I be a family of Boolean algebras, with simple product A. Show that A is ccc iff every Ai
is ccc and {i : Ai 6= {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 order-dense subalgebra of A, then A is ccc iff B is.

(g) Let A be a Dedekind σ-complete Boolean algebra. Show that it is ccc iff there is no family haξ iξ<ω1
in A such that aξ ⊂ aη whenever ξ < η < ω1 .

(h) Let A be any Boolean algebra and I an order-closed ideal of A. Show that A/I is ccc iff there is no
uncountable disjoint family in A \ I.

(i) Let A be a ccc Boolean algebra. Show that if I is a σ-ideal of A, then it is order-closed, and A/I is
ccc.

(j) Let A be a Boolean algebra. Show that the following are equiveridical: (i) A is ccc; (ii) every σ-ideal
of A is order-closed; (iii) every σ-subalgebra of A is order-closed; (iv) every sequentially order-continuous
Boolean homomorphism from A to another Boolean algebra is order-continuous. (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 hAi ii∈I be a family of Boolean algebras, with simple product A. Show that A is weakly (σ, ∞)-
distributive iff every Ai 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 I is an order-closed ideal of A,
then A/I is weakly (σ, ∞)-distributive.

> (o) (i) Show that if A is a Boolean algebra and B is an order-dense subalgebra of A, then A is weakly
(σ, ∞)-distributive iff B is. (ii) Let X be a zero-dimensional compact Hausdorff space. Show that the
regular open algebra of X is weakly (σ, ∞)-distributive iff the algebra of open-and-closed subsets of X is.

(p) Let A be a Boolean algebra. Show that it is weakly (σ, ∞)-distributive iff whenever hCn in∈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 ⊆ Cn such that c ⊆ sup I.

> (q) Show that the algebra of open-and-closed subsets of {0, 1}N , with its usual topology, is not weakly
(σ, ∞)-distributive.

(r) Let A be a Boolean algebra and B an order-dense 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 PA,
where A is the set of atoms of A.

(u) Let A be a Boolean algebra and I an order-closed ideal of A. Show that (i) if A is atomless, so is
A/I (ii) if A is purely atomic, so is A/I.

(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 hAi ii∈I be a family of Boolean algebras with simple product A. Show that (i) A is purely atomic
iff every Ai is (ii) A is atomless iff every Ai 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 one-to-one correspondence between atoms a of A
and order-continuous Boolean homomorphisms φ : A → Z2 , 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 non-empty open-and-closed 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 zero-dimensional topological space. Show that X is ccc iff the regular open algebra of X
is ccc iff the algebra of open-and-closed subsets of X is ccc.

(e) Set X = {0, 1}ω1 , and for ξ < ω1 set Eξ = {x : x ∈ X, x(ξ) = 1}. Let Σ be the algebra of subsets of
X generated by {Eξ : ξ < ω1 } ∪ {{x} : x ∈ X}, and I the σ-ideal of Σ generated by {Eξ ∩ Eη : ξ < η <
ω1 } ∪ {{x} : x ∈ X}. Show that Σ/I is not ccc, but that there is no uncountable disjoint family in Σ \ I.

(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 σ-distributive if whenever hamn im,n∈N is a double sequence
in A such that hamn in∈N is non-increasing and has infimum 0 for every m ∈ N, then
inf{a : ∀ m ∈ N ∃ n ∈ N, amn ⊆ a} = 0.
(Dedekind complete weakly σ-distributive algebras are also called ω ω -bounding.) A has the Egorov
property if whenever hamn im,n∈N is a double sequence in A such that hamn in∈N is non-increasing and has
infimum 0 for every m ∈ N, then there is a non-increasing sequence ham im∈N such that inf m∈N am = 0 and
for every m ∈ N there is an n ∈ N such that am ⊇ amn . (i) Show that if A has the Egorov property it
is weakly σ-distributive. (ii) Show that if A is weakly (σ, ∞)-distributive it is weakly σ-distributive. (iii)
Show that if A is ccc then it is weakly (σ, ∞)-distributive iff it has the Egorov property iff it is weakly
σ-distributive. (iv) Show that P(NN ) does not have the Egorov property, even though it is weakly (σ, ∞)-
distributive. (Hint: try amn = {f : f (m) ≥ n}.)

(h) Let A be a Boolean algebra and Z its Stone space. (i) Show that A is weakly σ-distributive 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 σ-complete weakly (σ, ∞)-distributive Boolean algebra, Z its Stone space, E the
algebra of open-and-closed subsets of Z, M the σ-ideal of meager subsets of Z, and Σ the Baire property
algebra {E4M : E ∈ E, M ∈ M}, as in 314M. (i) Suppose that f : Z → R is a Σ-measurable function.
Show that there is a dense open set G ⊆ Z such that f ¹G is continuous. (ii) Now suppose that A is Dedekind
complete. Show that if f : Z → R is a function such that f ¹G is continuous for some dense open set G ⊆ Z,
then f is Σ-measurable; and that if f is also bounded, there is a continuous function g : Z → R such that
{z : f (z) 6= g(z)} is meager. (Hint: the graph of g will be the closure of the graph of f ¹G; because Z is
extremally disconnected, this is the graph of a function.)

(j) (i) Let X be a non-empty separable Hausdorff space without isolated points. Show that its regular
open algebra is not weakly (σ, ∞)-distributive. (ii) Let (X, ρ) be a non-empty 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 open-and-closed 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

CX = {I : I ⊆ X is finite} ∪ {X \ I : I ⊆ X is finite}.
(i) Show that CX is an algebra of subsets of X (the finite-cofinite algebra). (ii) Show that a Boolean
algebra is purely atomic iff it has an order-dense subalgebra isomorphic to the finite-cofinite algebra of
some set. (iii) Show that a Dedekind σ-complete Boolean algebra is purely atomic iff it has an order-dense
subalgebra isomorphic to the countable-cocountable algebra of some set (211R).

(l) Let hAi ii∈I be a family of Boolean algebras, none of them {0}, with free product A. (i) Show that A
is purely atomic iff every Ai is purely atomic and {i : Ai 6= {0, 1}} is finite. (ii) Show that A is atomless iff
either some Ai is atomless or {i : Ai 6= {0, 1}} is infinite.

(m) Show that a Boolean algebra is isomorphic to the algebra of open-and-closed 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 order-dense 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 → PN. (Hint: the Stone space of G is separable.) Show that there is a Boolean homomorphism
φ : PN → G such that φπ is the identity on PN. (Hint: 314K.)

(p) Write [N]<ω for the ideal of PN consisting of the finite subsets of N. Show that PN/[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 316B-316F 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 σ-distributivity’ (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 order-dense 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 order-closed
subalgebras of Dedekind complete algebras. As for quotient algebras (equivalently, homomorphic images),
all four properties are inherited by order-continuous images (316Xi, 316Xn, 316Xu). The countable chain
condition is so important that it is worth noting that a sequentially order-continuous image of a ccc algebra
is ccc (316Xi), and that there is a useful necessary and sufficient condition for a sequentially order-continuous
image of a σ-complete algebra to be ccc (316C, 316D, 316Xh; but see also 316Ye). To see that sequentially
order-continuous images do not inherit weak (σ, ∞)-distributivity, recall that the regular open algebra of R
is isomorphic to the quotient of the Baire-property algebra Bb of R by the meager ideal M (314Yd); but that
Bb is purely atomic (since it contains all singletons), therefore weakly (σ, ∞)-distributive (316Xx). Similarly,
PN/[N]<ω is a non-ccc 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
open-and-closed subsets of {0, 1}N (316Ym), the regular open algebra of R (316K, 316Yn) and the quotient
316 Notes Further topics 67

PN/[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 non-separable 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 non-trivial 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 σ-ideal 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,
order-continuity and preservation of measure. §325 is devoted to the measure algebras of product measures,
and their abstract characterization. Finally, §§326-327 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, µ̄), where A is a Dedekind σ-complete Boolean
algebra and µ̄ : A → [0, ∞] is a function such that
µ̄0 = 0; P∞
whenever han in∈N is a disjoint sequence in A, µ̄(supn∈N an ) = n=0 µ̄an ;
µ̄a > 0 whenever a ∈ A and a 6= 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, µ̄) be a measure algebra.

(a) If a, b ∈ A and a ∩ b = 0 then µ̄(a ∪ b) = µ̄a + µ̄b. P

P Set a0 = a, a1 = b, an = 0 for n ≥ 2; then
P∞
µ̄(a ∪ b) = µ̄(supn∈N an ) = n=0 µ̄an = µ̄a + µ̄b. QQ

(b) If a, b ∈ A and a ⊆ b then µ̄a ≤ µ̄b. P

P
µ̄a ≤ µ̄a + µ̄(b \ a) = µ̄b. Q
Q

(c) For any a, b ∈ A, µ̄(a ∪ b) ≤ µ̄a + µ̄b. P

P
µ̄(a ∪ b) = µ̄a + µ̄(b \ a) ≤ µ̄a + µ̄b. Q
Q
P∞
(d) If han in∈N is any sequence in A, then µ̄(supn∈N an ) ≤ n=0 µ̄an . P
P For each n, set bn = an \ supi<n ai .
Inducing on n, we see that supi≤n ai = supi≤n bi for each n, so supn∈N an = supn∈N bn and
P∞ P∞
µ̄(supn∈N an ) = µ̄(supn∈N bn ) = n=0 µ̄bn ≤ n=0 µ̄an
because hbn in∈N is disjoint. Q
Q

(e) If han in∈N is a non-decreasing sequence in A, then µ̄(supn∈N an ) = limn→∞ µ̄an . P

P Set b0 = a0 ,
bn = an \ an−1 for n ≥ 1. Then
321F Measure algebras 69

∞
X
µ̄(sup an ) = µ̄(sup bn ) = µ̄bn
n∈N n∈N n=0
n
X
= lim µ̄bi = lim µ̄(sup bi ) = lim µ̄an . Q
Q
n→∞ n→∞ i≤n n→∞
i=0

(f ) If han in∈N is a non-increasing sequence in A and inf n∈N µ̄an < ∞, then µ̄(inf n∈N an ) = limn→∞ µ̄an .
PP (Cf. 112Cf.) Set a = inf n∈N an . Take k ∈ N such that µ̄ak < ∞. Set bn = ak \ an for n ∈ N; then hbn in∈N
is non-decreasing and supn∈N bn = ak \ a (313Ab). Because µ̄ak is finite,

µ̄a = µ̄ak − µ̄(ak \ a) = µ̄ak − lim µ̄bn

n→∞
(by (e) above)
= lim µ̄(ak \ bn ) = lim µ̄an . Q
Q
n→∞ n→∞

321C Proposition Let (A, µ̄) be a measure algebra, and A ⊆ A a non-empty upwards-directed set. If
supa∈A µ̄a < ∞, then sup A is defined in A and µ̄(sup A) = supa∈A µ̄a.
proof (Compare 215A.) Set γ = supa∈A µ̄a, and for each n ∈ N choose an ∈ A such that µ̄an ≥ γ − 2−n .
Next, choose hbn in∈N in A such that bn+1 ⊇ bn ∪ an for each n, and set b = supn∈N bn . Then
µ̄b = limn→∞ µ̄bn ≤ γ, µ̄an ≤ µ̄b for every n ∈ N,
so µ̄b = γ.
If a ∈ A, then for every n ∈ N there is an a0n ∈ A such that a ∪ an ⊆ a0n , so that
µ̄(a \ b) ≤ µ̄(a \ an ) ≤ µ̄(a0n \ an ) = µ̄a0n − µ̄an ≤ γ − µ̄an ≤ 2−n .
This means that µ̄(a \ b) = 0, so a \ b = 0 and a ⊆ b. Accordingly b is an upper bound of A, and is therefore
sup A; since we already know that µ̄b = γ, the proof is complete.

321D Corollary Let (A, µ̄) be a measure algebra and A ⊆ A a non-empty upwards-directed set. If
sup A is defined in A, then µ̄(sup A) = supa∈A µ̄a.
proof If supa∈A µ̄a = ∞, this is trivial; otherwise it follows from 321C.

321E Corollary
P Let (A, µ̄) be a measure algebra and A ⊆ A a disjoint set. If sup A is defined in A,
then µ̄(sup A) = a∈A µ̄a.
proof If A = ∅ then sup A = 0 and the result is trivial. Otherwise,
P set B = {a0 ∪ . . . ∪ an : a0 , . . . , an ∈ A
are distinct}. Then B is upwards-directed, and supb∈B µ̄b = a∈A µ̄a because A is disjoint. Also B has the
same upper bounds as A, so sup B = sup A and
P
µ̄(sup A) = µ̄(sup B) = supb∈B µ̄b = a∈A µ̄a.

321F Corollary Let (A, µ̄) be a measure algebra and A ⊆ A a non-empty downwards-directed set. If
inf a∈A µ̄a < ∞, then inf A is defined in A and µ̄(inf A) = inf a∈A µ̄a.
proof Take a0 ∈ A with µ̄a0 < ∞, and set B = {a0 \ a : a ∈ A}. Then B is upwards-directed, and
supb∈B µ̄b ≤ µ̄a0 < ∞, so sup B is defined. Accordingly inf A = a0 \ sup B is defined (313Aa), and

µ̄(inf A) = µ̄a0 − µ̄(sup B) = µ̄a0 − sup µ̄b

b∈B

= inf µ̄(a0 \ b) = inf µ̄(a0 ∩ a) = inf µ̄a.

b∈B a∈A a∈A
70 Measure algebras 321G

321G Subalgebras If (A, µ̄) is a measure algebra, and B is a σ-subalgebra of A, then (B, µ̄¹ B) is a
measure algebra. P
P As remarked in 314Eb, B is Dedekind σ-complete. If hbn in∈N is a disjoint sequence
P∞ in
B, then the supremum b = supn∈N bn is the same whether taken in B or A, so that we have µ̄b = n=0 µ̄bn .
Q
Q

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 N the ideal of µ-negligible sets. Let A be the Boolean
algebra quotient Σ/Σ ∩ N . Then we have a functional µ̄ : A → [0, ∞] defined by setting
µ̄E • = µE for every E ∈ Σ,
and (A, µ̄) is a measure algebra. The canonical map E 7→ E • : Σ → A is sequentially order-continuous.
proof (a) By 314C, A is a Dedekind σ-complete Boolean algebra. By 313Qb, E 7→ E • is sequentially
order-continuous, because N ∩ Σ is a σ-ideal of Σ.
(b) If E, F ∈ Σ and E • = F • in A, then E4F ∈ N , so
µE ≤ µF + µ(E \ F ) = µF ≤ µE + µ(F \ E) = µE
and µE = µF . Accordingly the given formula does indeed define a function µ̄ : A → [0, ∞].
(c) Now
µ̄0 = µ̄∅• = µ∅ = 0.
If hanS
in∈N is a disjoint sequence in A, choose for each n ∈ N an En ∈ Σ such that En• = an . Set Fn =
En \ i<n Ei ; then
Fn• = En• \ supi<n Ei• = an \ supi<n ai = an
S S
for each n, so µ̄an = µFn for each n. Now set E = n∈N En = n∈N Fn ; then E • = supn∈N Fn• = supn∈N an .
So
P∞ P∞
µ̄(supn∈N an ) = µE = n=0 µFn = n=0 µ̄an .
Finally, if a 6= 0, then there is an E ∈ Σ such that E • = a, and E ∈
/ N , so µ̄a = µE > 0. Thus (A, µ̄) is a
measure algebra.

321I Definition For any measure space (X, Σ, µ) I will call (A, µ̄), as constructed above, the measure
algebra of (X, Σ, µ).

321J The Stone representation of a measure algebra Just as with Dedekind σ-complete Boolean
algebras (314N), every measure algebra is obtainable from the construction above.
Theorem Let (A, µ̄) 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/M where
Σ is a σ-algebra of subsets of the Stone space Z of A, and M is the ideal of meager subsets of Z. Let
π : Σ/M → A be the canonical isomorphism, and set θE = πE • for each E ∈ Σ; then θ : Σ → A is a
sequentially order-continuous surjective Boolean homomorphism with kernel M.
(b) For E ∈ Σ, set
νE = µ̄(θE).
Then (Z, Σ, ν) is a measure space. P
P (i) We know already that Σ is a σ-algebra of subsets of Z. (ii)
ν∅ = µ̄(θ∅) = µ̄0 = 0.
(iii) If hEn in∈N is a disjoint sequence in Σ, then (because θ is a Boolean
S homomorphism) hθEn in∈N is a
disjoint sequence in A and (because θ is sequentially order-continuous) θ( n∈N En ) = supn∈N θEn ; so
321 Notes Measure algebras 71

S P∞ P∞
ν( n∈N En ) = µ̄(supn∈N θEn ) = n=0 µ̄(θEn ) = n=0 νEn . Q
Q

(c) For E ∈ Σ,
νE = 0 ⇐⇒ µ̄(θE) = 0 ⇐⇒ θE = 0 ⇐⇒ E ∈ M.
So the measure algebra of (Z, Σ, ν) is just Σ/M, with
ν̄E • = νE = µ̄(θE) = µ̄(πE • )
for every E ∈ Σ. Thus the Boolean algebra isomorphism π is also an isomorphism between the measure
algebras (Σ/M, ν̄) and (A, µ̄), and (A, µ̄) 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, µ̄).
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 open-and-
closed sets in Z. The ideal of ν-negligible 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 = b a4M where a ∈ A,
b
a ⊆ Z is the corresponding open-and-closed set, and M is meager; in this case νE = µ̄a 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, µ̄) be a measure algebra, and a ∈ A. Show that (Aa , µ̄¹ Aa ) is a
measure algebra, writing Aa for the principal ideal of A generated by a.

(b) Let (X, Σ, µ̄) be a measure space, and A its measure algebra. (i) Show that if T is a σ-subalgebra
of Σ, then {E • : E ∈ T} is a σ-subalgebra of A. (ii) Show that if B is a σ-subalgebra of A then {E : E ∈
Σ, E • ∈ B} is a σ-subalgebra of Σ.

321Y Further exercises (a) Let (A, µ̄) be a measure algebra, and I C A a σ-ideal. For u ∈ A/I set
µ̄u = inf{µ̄a : a ∈ A, a• = u}. Show that (A, µ̄) is a measure algebra.

321 Notes and comments The idea behind taking the quotient Σ/N , where Σ is the algebra of measurable
sets and N 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 321B-321F. 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 321C-321F).
I should perhaps remark that while the Stone representation (321J-321K) 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 ‘semi-finite’, ‘localizable’ and ‘σ-finite’ measure algebra (322Ac-
322Ae); these correspond exactly to the same terms applied to measure spaces (322B). I briefly investigate
the Boolean-algebra properties of semi-finite and σ-finite measure algebras (322F, 322G), with mentions of
completions and c.l.d. versions (322D), subspace measures (322I-322J), 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 semi-finite measure algebra (322O-322P) and with some
further properties of Stone spaces (322Q).

322A Definitions Let (A, µ̄) be a measure algebra.

(a) I will say that (A, µ̄) is a probability algebra if µ̄1 = 1.

(b) (A, µ̄) is totally finite if µ̄1 < ∞.

(c) (A, µ̄) is σ-finite if there is a sequence han in∈N in A such that µ̄an < ∞ for every n ∈ N and
supn∈N an = 1. Note that in this case han in∈N can be taken either to be non-decreasing (consider a0n =
supi<n ai ) or to be disjoint (consider a00n = an \ a0n ).

(d) (A, µ̄) is semi-finite if whenever a ∈ A and µ̄a = ∞ there is a non-zero b ⊆ a such that µ̄b < ∞.

(e) (A, µ̄) is localizable or Maharam if it is semi-finite 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, µ̄) its measure algebra. Then
(a) (X, Σ, µ) is a probability space iff (A, µ̄) is a probability algebra;
(b) (X, Σ, µ) is totally finite iff (A, µ̄) is;
(c) (X, Σ, µ) is σ-finite iff (A, µ̄) is;
(d) (X, Σ, µ) is semi-finite iff (A, µ̄) is;
(e) (X, Σ, µ) is localizable iff (A, µ̄) 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 µ̄1 = µX.
(c)(i) If µ is σ-finite, let hEn in∈N be a sequence of sets of finite measure covering X; then µ̄En• < ∞ for
every n, and
S
supn∈N En• = ( n∈N En )• = 1,
so (A, µ̄) is σ-finite.
(ii) If (A, µ̄) is σ-finite, let han in∈N be a sequence in A such
Sthat µ̄an < ∞ for every n and supn∈N an = 1.
For each n, choose En ∈ Σ such that En• = an . Set E = n∈N En ; then E • = supn∈N an = 1, so E is
conegligible. Now (X \ E, E0 , E1 , . . . ) is a sequence of sets of finite measure covering X, so µ is σ-finite.
(d)(i) Suppose that µ is semi-finite and that a ∈ A, µ̄a = ∞. Then there is an E ∈ Σ such that E • = a,
so that µE = µ̄a = ∞. As µ is semi-finite, there is an F ∈ Σ such that F ⊆ E and 0 < µF < ∞. Set
b = F • ; then b ⊆ a and 0 < µ̄b < ∞.
(ii) Suppose that (A, µ̄) is semi-finite and that E ∈ Σ, µE = ∞. Then µ̄E • = ∞, so there is a
b ⊆ E • such that 0 < µ̄b < ∞. 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) = µ̄b ∈ ]0, ∞[.
322D Taxonomy of measure algebras 73

(e)(i) Note first that if E ⊆ Σ and F ∈ Σ, then

E \ F is negligible for every E ∈ E

⇐⇒ E • ⊆ F • = 0 for every E ∈ E
⇐⇒ F • is an upper bound for {E • : E ∈ E}.
So if E ⊆ Σ and H ∈ Σ, then H is an essential supremum of E in Σ, in the sense of 211G, iff H • is the
supremum of A = {E • : E ∈ E} in A. P
P Writing F for
{F : F ∈ Σ, E \ F is negligible for every E ∈ E},
we see that B = {F • : F ∈ F } is just the set of upper bounds of A, and that H is an essential supremum
of E iff H ∈ F and H • is a lower bound for B; that is, iff H • = sup A. Q
Q
(ii) Thus A is Dedekind complete iff every family in Σ has an essential supremum in Σ. Since we
already know that (A, µ̄) is semi-finite iff µ is, we see that (A, µ̄) 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 σ-finite.
(c) A σ-finite measure algebra is localizable.
(d) A localizable measure algebra is semi-finite.
proof All except (c) are trivial; and (c) may be deduced from 211Lc-211Ld, 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, Σ̂, µ̂) and c.l.d. version (X, Σ̃, µ̃) (213E).
Write (A, µ̄), (A1 , µ̄1 ) and (A2 , µ̄2 ) for the measure algebras of µ, µ̂ and µ̃ respectively.
(a) The embedding Σ ⊆ Σ̂ corresponds to an isomorphism between (A, µ̄) and (A1 , µ̄1 ).
(b)(i) The embedding Σ ⊆ Σ̃ defines an order-continuous Boolean homomorphism π : A → A2 . Setting
Af = {a : a ∈ A, µ̄a < ∞}, π¹ Af is a measure-preserving bijection between Af and Af2 = {c : c ∈ A2 , µ̄2 c <
∞}.
(ii) π is injective iff µ is semi-finite, and in this case µ̄2 (πa) = µ̄a 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 ∈ Σ̂, I write F ∗ for its image in A1 ; and for G ∈ Σ̃, I
write F • for its image in A2 .
(a) This is nearly trivial. The map E 7→ E ∗ : Σ → A1 is a Boolean homomorphism, being the composition
of the Boolean homomorphisms E 7→ E : Σ → Σ̂ and F 7→ F ∗ : Σ̂ → A1 . Its kernel is {E : E ∈ Σ, µ̂E =
0} = {E : E ∈ Σ, µE = 0}, so it induces an injective Boolean homomorphism φ : A → A1 given by the
formula φ(E ◦ ) = E ∗ for every E ∈ Σ (312F, 3A2G). To see that φ is surjective, take any b ∈ A1 . There is
an F ∈ Σ̂ such that F ∗ = b, and there is an E ∈ Σ such that E ⊆ F and µ̂(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
µ̄1 φ(E ◦ ) = µ̄1 E ∗ = µ̂E = µE = µ̄E ◦ .
74 Measure algebras 322D

(b)(i) The map E 7→ E • : Σ → A2 is a Boolean homomorphism with kernel {E : E ∈ Σ, µ̃E = 0} ⊇ {E :

E ∈ Σ, µE = 0}, so induces a Boolean homomorphism π : A → A2 , defined by saying that πE ◦ = E • for
every E ∈ Σ.
If a ∈ Af , it is expressible as E ◦ where µE < ∞. Then µ̃E = µE (213Fa), so πa = E • belongs to Af2 ,
and µ̄2 (πa) = µ̄a. If a, a0 are distinct members of Af , then
µ̄2 (πa 4 πa0 ) = µ̄2 π(a 4 a0 ) = µ̄(a 4 a0 ) > 0,
so πa 6= πa0 ; thus π¹ Af is an injective map from Af to Af2 . If c ∈ Af2 , then c = G• where µ̃G < ∞; by
213Fc, there is an E ∈ Σ such that E ⊆ G, µE = µ̃G and µ̃(G \ E) = 0, so that E ◦ ∈ Af and
πE ◦ = E • = G• = c.
As c is arbitrary, φ[Af ] = Af2 .
Finally, π is order-continuous. PP Let A ⊆ A be a non-empty downwards-directed set with infimum 0,
and b ∈ A2 a lower bound for π[A]. ?? If b 6= 0, then (because (A2 , µ̄2 ) is semi-finite) there is a b0 ∈ Af2 such
that 0 6= b0 ⊆ b. Let a0 ∈ A be such that πa0 = b0 . Then a0 6= 0, so there is an a ∈ A such that a 6⊇ a0 , that
is, a ∩ a0 6= a0 . But now, because π¹ Af is injective,
b0 = πa0 6= π(a ∩ a0 ) = πa ∩ πa0 = πa ∩ b0 ,
and b0 6⊆ πa, which is impossible. X
X Thus b = 0, and 0 is the only lower bound of π[A]. As A is arbitrary,
π is order-continuous (313L(b-ii)). Q
Q
(ii) (α) If µ is semi-finite, then µ̃E = µE for every E ∈ Σ (213Hc), so
µ̄2 (πE ◦ ) = µ̄2 E • = µ̃E = µE = µ̄E ◦
for every E ∈ Σ. In particular,
πa = 0 =⇒ 0 = µ̄2 (πa) = µ̄a =⇒ a = 0,
so π is injective. (β) If µ is not semi-finite, there is an E ∈ Σ such that µE = ∞ but µH = 0 whenever
H ∈ Σ, H ⊆ E and µH < ∞; so that µ̃E = 0 and
E ◦ 6= 0, πE ◦ = E • = 0.
So in this case π is not injective.
(iii) Now suppose that µ is localizable. Then for every G ∈ Σ̃ there is an E ∈ Σ such that µ̃(E4G) = 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, µ̄) be a measure algebra.

(a) (A, µ̄) is semi-finite iff it has a partition of unity consisting of elements of finite measure.
(b) If (A, µ̄) is semi-finite, a = sup{b : b ⊆ a, µ̄b < ∞} and µ̄a = sup{µ̄b : b ⊆ a, µ̄b < ∞} for every a ∈ A.
proof Set Af = {b : b ∈ A, µ̄b < ∞}.
(a)(i) If (A, µ̄) is semi-finite, then Af is order-dense in A, so there is a partition of unity consisting of
members of Af (313K).
(ii) If there is a partition of unity C ⊆ Af , and µ̄a = ∞, then there is a c ∈ C such that a ∩ c 6= 0, and
now a ∩ c ⊆ a and 0 < µ̄(a ∩ c) < ∞; as a is arbitrary, (A, µ̄) is semi-finite.
(b) Of course Af is upwards-directed, by 321Bc, and we are supposing that its supremum is 1. If a ∈ A,
then
B = {b : b ∈ Af , b ⊆ a} = {a ∩ b : b ∈ Af }
is upwards-directed and has supremum a (313Ba), so µ̄a = supb∈B µ̄b, by 321D.
Remark Compare 213A.

322F Proposition If (A, µ̄) is a semi-finite measure algebra, then A is a weakly (σ, ∞)-distributive
Boolean algebra.
322J Taxonomy of measure algebras 75

proof Let hAn in∈N be a sequence of non-empty downwards-directed subsets of A, all with infimum 0. Set
A = {supn∈N an : an ∈ An for every n ∈ N}.
If c ∈ A \ {0}, let b ⊆ c be such that 0 < µ̄b < ∞. For each n ∈ N, inf a∈An µ̄(b ∩ an ) = 0, by 321F; so we
may choose an ∈ An such that µ̄(b ∩ an ) ≤ 2−n−2 µ̄b. Set a = supn∈N an ∈ A. Then
P∞
µ̄(b ∩ a) ≤ n=0 µ̄(b ∩ an ) < µ̄b,
so b 6⊆ a and c 6⊆ a. As c is arbitrary, inf A = 0; as hAn in∈N is arbitrary, A is weakly (σ, ∞)-distributive.

322G Corresponding to 215B, we have the following description of σ-finite algebras.

Proposition Let (A, µ̄) be a semi-finite measure algebra. Then the following are equiveridical:
(i) (A, µ̄) is σ-finite;
(ii) A is ccc;
(iii) either A = {0} or there is a functional ν̄ : A → [0, 1] such that (A, ν̄) is a probability algebra.
proof (i) ⇐⇒ (ii) By 321J, it is enough to consider the case in which (A, µ̄) is the measure algebra of a
measure space (X, Σ, µ), and µ is semi-finite, by 322Bd. We know that A is ccc iff there is no uncountable
disjoint set in Σ\N , where N is the ideal of negligible sets (316D). But 215B(iii) shows that this is equivalent
to µ being σ-finite, which is equivalent to (A, µ̄) being σ-finite, by 322Bc.
(i)⇒(iii) If (A, µ̄) is σ-finite, and A 6= {0}, let han in∈N be a disjoint sequence in A such P∞that µ̄an < ∞
for every n and supn∈N an = 1. Then µ̄a
P∞ n > 0 for some n, so
P∞there are γn > 0 such that n=0 γn µ̄an = 1.
(Set γn0 = 2−n /(1 + µ̄an ), γn = γn0 /( i=0 γi0 µ̄ai ).) Set νa = n=0 γn µ̄(a ∩ an ) for every a ∈ A; it is easy to
check that (A, ν̄) is a probability algebra.
(iii)⇒(i) is a consequence of (ii)⇒(i).

322H Principal ideals If (A, µ̄) is a measure algebra and a ∈ A, then it is easy to see (using 314Eb)
that (Aa , µ̄¹ Aa ) is a measure algebra, where Aa 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 µA be
the subspace measure on A, and ΣA its domain; let (A, µ̄) be the measure algebra of (X, Σ, µ) and (AA , µ̄A )
the measure algebra of (A, ΣA , µA ). Set a = E • and let Aa be the principal ideal of A generated by a. Then
we have an isomorphism between (Aa , µ̄¹ Aa ) and (AA , µ̄A ) given by the formula
F • 7→ (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 AA .
proof Set ΣE = {E ∩ F : F ∈ Σ}. For F , G ∈ ΣE ,
F • = G• ⇐⇒ µ(F 4G) = 0 ⇐⇒ µA (A ∩ (F 4G)) = 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 ∈ ΣE } of ΣE in A to AA ; but this image is just the principal ideal Aa . It is easy to
check that the map is a Boolean homomorphism from Aa to AA , and it is a Boolean isomorphism because
ΣA = {F ∩ A : F ∈ ΣE }. Finally, it is measure-preserving because
µ̄F • = µF = µ∗ (F ∩ A) = µA (F ∩ A) = µ̄A (F ∩ A)◦
for every F ∈ ΣE , 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, µ̄).
(a) If E ∈ Σ, then the measure algebra of the subspace measure µE can be identified with the principal
ideal AE • 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 µA can be identified with A.
76 Measure algebras 322K

322K Simple products (a) QLet h(Ai , µ̄i )ii∈I be any indexed family ofP measure algebras. Let A be the
simple product Boolean algebra i∈I Ai (315A), and for a ∈ A set µ̄a = i∈I µ̄i a(i). Then it is easy to
check (using 315D(e-ii)) that (A, µ̄) is a measure algebra; I will call it the simple product of the family
h(Ai , µ̄i )ii∈I . Each of the Ai corresponds to a principal ideal Aei say in A, where ei ∈ A corresponds to
1Ai ∈ Ai (315E), and the Boolean isomorphism between Ai and Aei is a measure algebra isomorphism
between (Ai , µ̄i ) and (Aei , µ̄¹ Aei ).

(b) If h(Xi , Σi , µi )ii∈I is a family of measure spaces, with direct sum (X, Σ, µ) (214K), then the measure
algebra (A, µ̄) of (X, Σ, µ) can be identified with the simple product of the measure algebras (Ai , µ̄i ) of
the (Xi , Σi , µi ). PP If, as in 214K, we set X = {(x, i) : i ∈ I, x ∈ Xi }, andQfor E ⊆ X, i ∈ I we set
Ei = {x : (x, i) ∈ E}, Q then the Boolean isomorphism E 7→ hEi ii∈I : Σ → i∈I Σi induces a Boolean
isomorphism from A to i∈I Ai , which is also a measure algebra isomorphism, because
P P
µ̄E • = µE = i∈I µi Ei = i∈I µ̄i Ei•
for every E ∈ Σ. Q
Q

(c) A product of measure algebras is semi-finite, or localizable, or atomless, or purely atomic, iff every
factor is. (Compare 214Jb.)

(d) Let (A, µ̄) be a localizable measure algebra.

Q
(i) If hei ii∈I is any partition of unity in A, then (A, µ̄) is isomorphic to the product i∈I (Aei , µ̄¹ Aei )
of the corresponding
Q principal ideals. P
P By 315F(iii), the map a 7→ ha ∩ ei ii∈I P is a Boolean isomorphism
between A and i∈I Ai . Because hei ii∈I is disjoint and a = supi∈I a ∩ ei , µ̄a = i∈I Q µ̄(a ∩ ei ) (321E), for
every a ∈ A. So a 7→ ha ∩ ei ii∈I is a measure algebra isomorphism between (A, µ̄) and i∈I (Ai , µ̄¹ Aei ). Q Q
(ii) In particular, since A has a partition of unity consisting of elements of finite measure (322Ea),
(A, µ̄) 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, µ̄) 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, µ̄) its measure
algebra. If hai ii∈I is a partition of unity in A, there is a disjoint family hXi ii∈I in Σ, with union X, such
that Xi• = ai for every i ∈ I and
Σ = {E : E ⊆ X, E ∩ Xi ∈ Σ ∀ i ∈ I,
P
µE = i∈I µ(E ∩ Xi ) for every E ∈ Σ;
Q
that is, the isomorphism between A and the simple product i∈I Aai of its principal ideals (315F) corre-
sponds to an isomorphism between (X, Σ, µ) and the direct sum of the subspace measures on Xi .
proof (a) Suppose to begin with that µX < ∞. In this case J = {i : S ai 6= 0} must be countable (322G).
For each i ∈ J, choose Ei ∈ Σ such that Ei• = ai , and set Fi = Ei \ j∈J,j6=i Ej ; then Fi• = ai for each
i ∈ J, and hFi ii∈J is disjoint. Because µX > 0, J is non-empty; fix some j0 ∈ J and set
[
Xi = Fj0 ∪ (X \ Fj ) if i = j0 ,
j∈J

= Fi for i ∈ J \ {j0 },
= ∅ for i ∈ I \ J.
S
Then hXi ii∈I is a disjoint family in Σ, i∈I Xi = X and Xi• = ai for every i. Moreover, because only
countably many of the Xi are non-empty, we certainly have
Σ = {E : E ⊆ X, E ∩ Xi ∈ Σ ∀ i ∈ I,
322N Taxonomy of measure algebras 77

P
µE = i∈I µ(E ∩ Xi ) for every E ∈ Σ.

(b) For the general case, start by taking a decomposition hYj ij∈J of X. We can suppose that no Yj is
negligible,
S because there is certainly some j0 such that µYj0 > 0, and we can if necessary replace Yj0 by
Yj0 ∪ {Yj : µYj = 0}. For each j, we can identify the measure algebra of the subspace measure on Yj with
the principal ideal Abj generated by bj = Yj• (322I). Now hai ∩ bjS
ii∈I is a partition of unity in Abj , so by (a)
just above we can find a disjoint family hXji ii∈I in Σ such that i∈I Xji = Yj , Xji •
= ai ∩ bj for every i and
Σ ∩ PYj = {E : E ⊆ Yj , E ∩ Xji ∈ Σ ∀ i ∈ I},
P
µE = i∈I µ(E ∩ Xji ) for every E ∈ Σ ∩ PYj .
S
Set Xi = j∈I Xji for every i ∈ I. Then hXi ii∈I is disjoint and covers X. Because Xi ∩ Yj = Xji is
measurable for every j, Xi ∈ Σ. Because Xi• ⊇ ai ∩ bj for every j, and hbj ij∈J is a partition of unity in A
(322Kb), Xi• ⊇ ai for each i; because hXi• ii∈I is disjoint and supi∈I ai = 1, Xi• = ai for every i. If E ⊆ X is
such that E ∩ Xi ∈ Σ for every i, then E ∩ Xji ∈ Σ for all i ∈ I and j ∈ J, so E ∩ Yj ∈ Σ for every j ∈ J
and E ∈ Σ. If E ∈ Σ, then
X X X X
µE = µ(E ∩ Yj ) = µ(E ∩ Xji ) = sup µ(E ∩ Xji )
j∈J j∈J,i∈I i∈I K⊆J is finite j∈K
X X
≤ µ(E ∩ Xi ) = sup µ(E ∩ Xi ) ≤ µE;
i∈I K⊆I is finite i∈K
P
so µE = i∈I µ(E ∩ Xi ). Thus hXi ii∈I is a suitable family.

322M Subalgebras: Proposition Let (A, µ̄) be a measure algebra, and B a σ-subalgebra of A. Set
ν̄ = µ̄¹ B.
(a) (B, ν̄) is a measure algebra.
(b) If (A, µ̄) is totally finite, or a probability algebra, so is (B, ν̄).
(c) If (A, µ̄) is σ-finite and (B, ν̄) is semi-finite, then (B, ν̄) is σ-finite.
(d) If (A, µ̄) is localizable and B is order-closed and (B, ν̄) is semi-finite, then (B, ν̄) is localizable.
(e) If (B, ν̄) is a probability algebra, or totally finite, or σ-finite, so is (A, µ̄).
proof (a) By 314Eb, B is Dedekind σ-complete, and the identity map π : B → A is sequentially order-
continuous; so that ν̄ = µ̄π will be countably additive and (B, ν̄) 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, ν̄) (being semi-finite) is σ-finite.
(d) By 314Ea, B is Dedekind complete; we are supposing that (B, ν̄) is semi-finite, 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, µ̄) be a measure algebra, Z the Stone space of A, and ν the standard measure on Z
constructed by the method of 321J-321K. Then the following are equiveridical:
(i) (A, µ̄) 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

{E4A : E ⊆ Z is open-and-closed, A ⊆ Z is meager},

and M for the ideal of meager subsets of Z, that is, the ideal of ν-negligible sets (314M, 321K). Then
a 7→ b
a• : A → Σ/M is an isomorphism between (A, µ̄) 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 semi-finite. 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/M. I claim
that W 4V is nowhere dense. P P Let G ⊆ Z be a non-empty open set. Then there is a non-zero a ∈ A such
that b
a ⊆ G. Because (A, µ̄) is semi-finite, we may suppose that µ̄a < ∞. Now
(W ∩ b
a)• = W • ∩ b
a• = supνE<∞ (V ∩ E)• ∩ b
a• = supνE<∞ (V ∩ E ∩ b
a)• = (V ∩ b
a)• ,
so (W 4V ) ∩ b
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 non-empty open set H ⊆ b a \ (W 4V ). Now
H ⊆ G \ W 4V . As G is arbitrary, int W 4V = ∅ and W 4V is nowhere dense. Q Q
But this means that W 4V ∈ M ⊆ Σ and V = W 4(W 4V ) ∈ Σ. As V is arbitrary, ν is locally
determined.
(c)(iii)⇒(iv) Assume that ν is locally determined. Because (A, µ̄) is semi-finite, there is a partition of
unity C ⊆ A consisting of elements of finite measure (322Ea). Set C = {bc : 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 open-and-closed set
E ⊆ Z such that F 4E is meager, and E is of the form b a for some a ∈ A. Since
µ̄a = νb
a = νF > 0,
there is some c ∈ C such that a ∩ c 6= 0, and now
ν(F ∩ b
c) = µ̄(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, µ̄) be a semi-finite measure algebra, and let A b be the Dedekind completion
b b µ̃) is a localizable
of A (314U). Then there is a unique extension of µ̄ to a functional µ̃ on A such that (A,
b
measure algebra. The embedding A ⊆ A identifies the ideals {a : a ∈ A, µ̄a < ∞} and {a : a ∈ A, b µ̃a < ∞}.
b For c ∈ A,
proof (I write the argument out as if A were actually a subalgebra of A.) b set
µ̃c = sup{µ̄a : a ∈ A, a ⊆ c}.
b to [0, ∞] extending µ̄, so µ̃0 = 0. Because A is order-dense in A,
Evidently µ̃ is a function from A b µ̃c > 0
whenever c 6= 0, because any P b
such c includes a non-zero member of A. If hcn in∈N is a disjoint sequence in A
∞
with supremum c, then µ̃c = n=0 µ̃cn . P P Let A be the set of all members of A expressible as a = supn∈N an
where an ∈ A, an ⊆ cn for every n ∈ N. Now
∞
X
sup µ̄a = sup{ µ̄an : an ∈ A, an ⊆ cn for every n ∈ N}
a∈A n=0
∞
X ∞
X
= sup{µ̄an : an ⊆ cn } = µ̃cn .
n=0 n=0

b cn = sup{a : a ∈ A, a ⊆ cn } for each n, and sup A, taken in A,

Also, because A is order-dense in A, b must be
0 0 0 0 b
c. But this means that if a ∈ A, a ⊆ c then a = supa∈A a ∩ a in A and therefore also in A; so that
µ̄a0 = supa∈A µ̄(a0 ∩ a) ≤ supa∈A µ̄a.
Accordingly
322Q Taxonomy of measure algebras 79

P∞
µ̃c = supa∈A µ̄a = n=0 µ̃cn . Q
Q
This shows that (A, b µ̃) is a measure algebra. It is semi-finite because (A, µ̄) is and every non-zero element
b includes a non-zero element of A, which in turn includes a non-zero element of finite measure. Since A
of A b
is Dedekind complete, (A, b µ̄) is localizable.
If µ̄a is finite, then surely µ̃a = µ̄a is finite. If µ̃c is finite, then {A : a ∈ A, a ⊆ c} is upwards-directed
and supa∈A µ̄A = µ̃c is finite, so b = sup A is defined in A and µ̄b = µ̃c. Because A is order-dense in A, b
b = c (313K, 313O) and c ∈ A, with µ̄c = µ̃c.

322P Definition Let (A, µ̄) be any semi-finite measure algebra. I will call (A,b µ̃), as constructed above,
the localization of (A, µ̄). 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, µ̄) be a semi-finite measure algebra
and (Z, Σ, ν) its Stone space.
(a) Meager sets in Z are nowhere dense; every E ∈ Σ is uniquely expressible as G4M where G ⊆ Z is
open-and-closed and M is nowhere dense, and νE = sup{νH : H ⊆ E is open-and-closed}.
(b) The c.l.d. version ν̃ of ν is strictly localizable, and has the same negligible sets as ν.
(c) If (A, µ̄) is totally finite then νE = inf{νH : H ⊇ E is open-and-closed} 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 G4M where G
is open-and-closed and M is meager, therefore nowhere dense. Moreover, the expression is unique, because
if G4M = G0 4M 0 then G4G0 ⊆ M ∪ M 0 is open and nowhere dense, therefore empty, so G = G0 and
M = M 0.
Now let a ∈ A be such that b a = G, and consider B = {b : b ∈ A, bb ⊆ E}. Then sup B = a in A. P P If
b
b ∈ B, then b \ 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 non-zero c ⊆ a such that b ⊆ a \ c for every b ∈ B. But now b c cannot be
empty, so b c \ M is non-empty, and there is a non-zero d ∈ A such that db ⊆ b
c \ M . In this case d ∈ B and
d⊆6 a \ c. XX Thus a = sup B. QQ
It follows that

νE = νG = µ̄a = sup µ̄b

b∈B

= sup νbb ≤ sup{νH : H ⊆ E is open-and-closed} ≤ νE

b∈B

and νE = sup{νH : H ⊆ E is open-and-closed}.

(b) This is the same as part (c) of the proof of 322N. We have a disjoint family C of sets of finite measure
for ν such that whenever E ∈ Σ, νE > 0 there is a C ∈ C such that µ(C ∩ E) > 0. Now if ν̃F is defined
and not 0, there is an E ∈ Σ such that E ⊆ F and νE > 0 (213Fc), so that there is a C ∈ C such that
ν(E ∩ C) > 0; since νC < ∞, we have
ν̃(F ∩ C) ≥ ν̃(E ∩ C) = ν(E ∩ C) > 0.
And of course ν̃C < ∞ for every C ∈ C. This means that C witnesses that ν̃ satisfies the conditions of 213O,
so that ν̃ is strictly localizable.
Any ν-negligible set is surely ν̃-negligible. If M is ν̃-negligible then it is nowhere dense. P
P If G ⊆ Z is
open and not empty then there is a non-empty open-and-closed set H1 ⊆ G, and now H1 ∈ Σ, so there is a
non-empty open-and-closed set H ⊆ H1 such that νH is finite (because ν is semi-finite). In this case H ∩ M
is ν-negligible, therefore nowhere dense, and H 6⊆ M . But this means that G 6⊆ M ; as G is arbitrary, M is
nowhere dense. Q Q Accordingly M ∈ M and is ν-negligible.
Thus ν and ν̃ have the same negligible sets.

(c) Because νZ < ∞,

80 Measure algebras 322Q

νE = νZ − ν(Z \ E) = νZ − sup{νH : H ⊆ Z \ E is open-and-closed}

= inf{ν(Z \ H) : H ⊆ Z \ E is open-and-closed}
= inf{νH : H ⊇ E is open-and-closed}.

322X Basic exercises > (a) Let (A, µ̄) be a measure algebra. Let I∞ be the set of those a ∈ A which
are ‘purely infinite’, that is, µ̄a = ∞ and µ̄b = ∞ for every non-zero b ⊆ a. Show that I∞ is a σ-ideal of A.
Show that there is a function µ̄sf : A/I∞ → [0, ∞] defined by setting µ̄sf a• = sup{µ̄b : b ⊆ a, µ̄b < ∞} for
every a ∈ A. Show that (A/I∞ , µ̄sf ) is a semi-finite measure algebra.
(b) Let (X, Σ, µ) be a measure space and let µsf be the ‘semi-finite version’ of µ, as defined in 213Xc.
Let (A, µ̄) be the measure algebra of (X, Σ, µ). Show that the measure algebra of (X, Σ, µsf ) is isomorphic
to the measure algebra (A/I∞ , µ̄sf ) of (a) above.

(c) Let (X, Σ, µ) be a measure space and (X, Σ̃, µ̃) its c.l.d. version. Let (A, µ̄) and (A2 , µ̄2 ) be the
corresponding measure algebras, and π : A → A2 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] ⊆ A2 . Show that this isomorphism identifies µ̄sf , as described in 322Xa, with µ̄2 ¹π[A].
(d) Give a direct proof of 322G, not relying on 215B and 321J.
> (e) Let (A, µ̄) be any measure algebra, A a non-empty subset of A, and c ∈ A such that µ̄c < ∞.
Show that (i) c0 = sup{a ∩ c : a ∈ A} is defined in A (ii) there is a countable set B ⊆ A such that
c0 = sup{a ∩ c : a ∈ B}.
(f ) Let (X, Σ, µ) be a measure space and ν an indefinite-integral 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 µA be the subspace measure on A and
ΣA its domain. Write (A, µ̄) for the measure algebra of (X, Σ, µ) and (AA , µ̄A ) for the measure algebra
of (A, ΣA , µA ). Show that the formula F • 7→ (F ∩ A)• defines a sequentially order-continuous Boolean
homomorphism π : A → AA which has kernel I = {F • : F ∈ Σ, F ∩ A = ∅}. Show that for any a ∈ A,
µ̄A (πa) = min{µ̄b : b ∈ A, a \ b ∈ I}.
(h) Let (A, µ̄) be a measure algebra and B an order-closed subalgebra of A. Suppose that (B, µ̄¹ B) is
semi-finite. Show that (A, µ̄) is semi-finite.
(i) Let (A, µ̄) 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 σ-algebra of subsets of X, and I a σ-ideal of Σ. Set
N = {N : ∃ F ∈ I, N ⊆ F }. Show that N is a σ-ideal of subsets of X. Set Σ̂ = {E4N : E ∈ Σ, N ∈ N }.
Show that Σ̂ is a σ-algebra of subsets of X and that Σ̂/N is isomorphic to Σ/I.
(b) Let (A, µ̄) be a semi-finite measure algebra, and (Z, Σ, ν) its Stone space. Let ν̃ be the c.l.d. version
of ν, and Σ̃ its domain. Show that Σ̃ is precisely the Baire property algebra {G4A : G ⊆ Z is open, A ⊆ Z
is meager}, so that Σ̃/M can be identified with the regular open algebra of Z (314Yd) and the measure
algebra of ν̃ can be identified with the localization of A.
(c) Give an example of a localizable measure algebra (A, µ̄) with a σ-subalgebra B such that (B, µ̄¹ B)
is semi-finite and atomless, but A is not atomless.
(d) Let (X, Σ, µ) be a measure space and A ⊆ X a subset; let µA be the subspace measure on A, A
and AA the measure algebras of µ and µA , and π : A → AA the canonical homomorphism, as described in
322Xg. (i) Show that if µA is semi-finite, then π is order-continuous. (ii) Show that if µ is semi-finite but
µA is not, then π is not order-continuous.
322 Notes Taxonomy of measure algebras 81

(e) Show that if (A, µ̄) 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, µ̄) be a localizable measure algebra and (Z, Σ, ν) its Stone space. (i) Show that a function
f : Z → R is Σ-measurable iff there is a conegligible set G ⊆ X such that f ¹G is continuous. (Hint: 316Yi.)
(ii) Show that f : Z → [0, 1] is Σ-measurable iff there is a continuous function g : Z → [0, 1] such that
f = g ν-a.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, µ̄), the set Af of elements of finite measure is an ideal of A; consequently
it is order-dense 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 semi-finiteness of the measure algebra, since any Dedekind σ-complete
Boolean algebra becomes a measure algebra if we give every non-zero 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 semi-finite measure; this is an unresolved problem to which I will return in Chapter 39.
Subspace measures, simple products, direct sums, principal ideals and order-closed subalgebras give no
real surprises; I spell out the details in 322I-322M and 322Xg-322Xh. 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 semi-finite measure algebras, that of ‘localization’ (322O-322P); 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 semi-finite measure algebra does in fact correspond to the c.l.d.
version of a certain measure (322Q, 322Yb). But of course A and A b do not have the same Stone spaces,
even when A b 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, b not just
the open-and-closed 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 L0 . 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 ρa (a) Let (A, µ̄) be a measure algebra. Write Af = {a : a ∈ A, µ̄a < ∞}.
For a ∈ Af and b, c ∈ A, write ρa (b, c) = µ̄(a ∩ (b 4 c)). Then ρa is a pseudometric on A. P
P (i) Because
µ̄a < ∞, ρa takes values in [0, ∞[. (ii) If b, c, d ∈ A then b 4 d ⊆ (b 4 c) ∪ (c 4 d), so

ρa (b, d) = µ̄(a ∩ (b 4 d)) ≤ µ̄((a ∩ (b 4 c)) ∪ (a ∩ (c 4 d)))

≤ µ̄(a ∩ (b 4 c)) + µ̄(a ∩ (c 4 d)) = ρa (b, c) + ρa (c, d).
(iii) If b, c ∈ A then
ρa (b, c) = µ̄(a ∩ (b 4 c)) = µ̄(a ∩ (c 4 b)) = ρa (c, b). Q
Q

(b) Now the measure-algebra topology of the measure algebra (A, µ̄) is that generated by the family
P = {ρa : a ∈ Af } of pseudometrics on A. Similarly the measure-algebra 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 upwards-directed, since ρa∪a0 ≥ max(ρa , ρa0 ) for all a, a0 ∈ Af .

(d) When (A, µ̄) is totally finite, it is more natural to work from the measure metric ρ = ρ1 , with
ρ(a, b) = µ̄(a 4 b), since this by itself defines the measure-algebra topology and uniformity.

*(e) Even when (A, µ̄) is not totally finite, we still have a metric ρ on Af defined by setting ρ(a, b) =
µ̄(a 4 b) for all a, b ∈ Af , which is sometimes useful (323Xg). Note however that the topology on Af defined
from ρ is not in general the topology induced by the measure-algebra topology of A.

323B Proposition Let (A, µ̄) be any measure algebra. Then the operations ∪ , ∩ , \ and 4 are all
uniformly continuous.
proof The point is that for any b, c, b0 , c0 ∈ A we have
(b ∗ c) 4 (b0 ∗ c0 ) ⊆ (b 4 b0 ) ∪ (c 4 c0 )
for any of the operations ∗ = ∪ , ∩ etc.; so that if a ∈ Af then
ρa (b ∗ c, b0 ∗ c0 ) ≤ ρa (b, b0 ) + ρa (c, c0 ).
Consequently the operation ∗ must be uniformly continuous.

323C Proposition (a) Let (A, µ̄) be a totally finite measure algebra. Then µ̄ : A → [0, ∞[ is uniformly
continuous.
(b) Let (A, µ̄) be a semi-finite measure algebra. Then µ̄ : A → [0, ∞] is lower semi-continuous.
(c) Let (A, µ̄) be any measure algebra. If a ∈ A and µ̄a < ∞, then b 7→ µ̄(b ∩ a) : A → R is uniformly
continuous.
proof (a) For any a, b ∈ A,
|µ̄a − µ̄b| ≤ µ̄(a 4 b) = ρ1 (a, b).

(b) Suppose that b ∈ A and µ̄b > α ∈ R. Then there is an a ⊆ b such that α < µ̄a < ∞ (322Eb). If
c ∈ A is such that ρa (b, c) < µ̄a − α, then
323D The topology of a measure algebra 83

µ̄c ≥ µ̄(a ∩ c) = µ̄a − µ̄(a ∩ (b \ c)) > α.

Thus {b : µ̄b > α} is open; as α is arbitrary, µ̄ is lower semi-continuous.
(c) |µ̄(a 4 b) − µ̄(a 4 c)| ≤ ρa (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, µ̄) be a measure algebra.
(a) Let B ⊆ A be a non-empty upwards-directed set. For b ∈ B set Fb = {c : b ⊆ c ∈ B}.
(i) {Fb : b ∈ B} generates a Cauchy filter F(B ↑) on A.
(ii) If sup B is defined in A, then it is a topological limit of F(B ↑); in particular, it belongs to the
topological closure of B.
(b) Let B ⊆ A be a non-empty downwards-directed set. For b ∈ B set Fb = {c : b ⊇ c ∈ B}.
(i) {Fb : b ∈ B} generates a Cauchy filter F(B↓) on A.
(ii) If inf B is defined in A, then it is a topological limit of F(B ↓); in particular, it belongs to the
topological closure of B.
(c)(i) Closed subsets of A are order-closed in the sense of 313D.
(ii) An order-dense subalgebra of A must be dense in the topological sense.
(d) Now suppose that (A, µ̄) is semi-finite.
(i) The sets {b : b ⊆ c}, {b : b ⊇ c} are closed for every c ∈ A.
(ii) If B ⊆ A is non-empty and upwards-directed and e is a cluster point of F(B ↑), then e = sup B.
(iii) If B ⊆ A is non-empty and downwards-directed and e is a cluster point of F(B↓), then e = inf B.
proof I use the notations Af , ρa from 323A.
(a)(i) (α) If b, c ∈ B then there is a d ∈ B such that b ∪ c ⊆ d, so that Fd ⊆ Fb ∩ Fc ; consequently
F(B ↑) = {F : F ⊆ A, ∃ b ∈ B, Fb ⊆ F }
is a filter on A. (β) Let a ∈ Af , ² > 0. Then there is a b ∈ B such that µ̄(a ∩ c) ≤ µ̄(a ∩ b) + 12 ² for every
c ∈ B, and Fb ∈ F(B ↑). If now c, c0 ∈ Fb , c 4 c0 ⊆ (c \ b) ∪ (c0 \ b), so
ρa (c, c0 ) ≤ µ̄(a ∩ c \ b) + µ̄(a ∩ c0 \ b) = µ̄(a ∩ c) + µ̄(a ∩ c0 ) − 2µ̄(a ∩ b) ≤ ².
As a and ² are arbitrary, F(B ↑) is Cauchy.
(ii) Suppose that e = sup B is defined in A. Let a ∈ Af , ² > 0. By 313Ba, a ∩ e = supb∈B a ∩ b;
but {a ∩ b : b ∈ B} is upwards-directed, so µ̄(a ∩ e) = supb∈B µ̄(a ∩ b), by 321D. Let b ∈ B be such that
µ̄(a ∩ b0 ) ≥ µ̄(a ∩ e) − ². Then for any c ∈ Fb , e 4 c ⊆ e \ b, so
ρa (e, c) = µ̄(a ∩ (e 4 c)) ≤ µ̄(a ∩ (e \ b)) = µ̄(a ∩ e) − µ̄(a ∩ b) ≤ ².
As a and ² are arbitrary, F(B ↑) → e.
Because B ∈ F(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 order-dense subalgebra and a ∈ A, then B = {b : b ∈ B, b ⊆ a} is upwards-directed
and has supremum a (313K); by (a-ii), 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, µ̄) is semi-finite) there is an a ∈ Af such that
δ = µ̄(a ∩ d \ c) > 0; now if b ∈ F ,
ρa (d, b) ≥ µ̄(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 ∈ Fb , because Fb ∈ F(B ↑); but {c : b ⊆ c ∈ A} is a closed set including Fb ,
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 F(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, µ̄) be a measure algebra.

(a) If hbn in∈N is a non-decreasing sequence in A with supremum b, then hbn in∈N → b for the measure-
algebra topology.
(b) If hbn in∈N is a non-increasing sequence in A with infimum b, then hbn in∈N → b for the measure-algebra
topology.
proof I call this a ‘corollary’ because it is the special case of 323Da-323Db 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 limn→∞ ρa (bn , b) = 0 whenever µ̄a < ∞.

323F The following is a useful calculation.

P∞
Lemma Let (A, µ̄) be a measure algebra and hcn in∈N a sequence in A such that the sum n=0 µ̄(cn 4 cn+1 )
is finite. Set d0 = supn∈N inf m≥n cm , d1 = inf n∈N supm≥n cm . Then d0 = d1 and, writing d for their common
value, limn→∞ µ̄(cn 4 d) = 0.
P∞
proof Write αn = µ̄(cn 4 cn+1 ), βn = k=n αk for n ∈ N; we are supposing that limn→∞ βn = 0. Set
bn = supm≥n cm 4 cm+1 ; then
P∞
µ̄bn ≤ m=n µ̄(cm 4 cm+1 ) = βn
for each n. If m ≥ n, then
cm 4 cn ⊆ supn≤k<m ck 4 ck+1 ⊆ bn ,
so
cn \ bn ⊆ cm ⊆ cn ∪ bn .
Consequently
cn \ bn ⊆ inf k≥m ck ⊆ supk≥m ck ⊆ cn ∪ bn
for every m ≥ n, and
cn \ bn ⊆ d0 ⊆ d1 ⊆ cn ∪ bn ,
so that
cn 4 d0 ⊆ bn , cn 4 d1 ⊆ bn , d1 \ d0 ⊆ bn .
As this is true for every n,
limn→∞ µ̄(cn 4 di ) ≤ limn→∞ µ̄bn = 0
for both i, and
µ̄(d1 4 d0 ) ≤ inf n∈N µ̄bn = 0,
so that d1 = d0 .

323G The classification of measure algebras: Theorem Let (A, µ̄) be a measure algebra, T its
measure-algebra topology and U its measure-algebra uniformity.
(a) (A, µ̄) is semi-finite iff T is Hausdorff.
(b) (A, µ̄) is σ-finite iff T is metrizable, and in this case U is also metrizable.
(c) (A, µ̄) is localizable iff T is Hausdorff and A is complete under U.
proof I use the notations Af , ρa from 323A.
(a)(i) Suppose that (A, µ̄) is semi-finite and that b, c are distinct members of A. Then there is an
a ⊆ b 4 c such that 0 < µ̄a < ∞, and now ρa (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 µ̄b = ∞. Then b 6= 0 so there must be an a ∈ Af
such that µ̄(a ∩ b) = ρa (0, b) > 0; in which case a ∩ b ⊆ b and 0 < µ̄(a ∩ b) < ∞. As b is arbitrary, µ̄ is
semi-finite.
(b)(i) Suppose that µ̄ is σ-finite. Let han in∈N be a non-decreasing sequence in Af with supremum 1. Set

X∞
ρan (b, c)
ρ(b, c) =
n=0
1 + 2n µ̄an

for b, c ∈ A. Then ρ is a metric on A, because if ρ(b, c) = 0 then an ∩ (b 4 c) = 0 for every n, so b 4 c = 0

and b = c.
If a ∈ Af and ² > 0, take n such that µ̄(a \ an ) ≤ 12 ². If b, c ∈ A and ρ(b, c) ≤ ²/2(1 + 2n µ̄an ), then
ρan (b, c) ≤ 12 ² so

ρa (b, c) = ρa\an (b, c) + ρa∩an (b, c) ≤ µ̄(a \ an ) + ρan (b, c)

1
≤ ² + (1 + 2n µ̄an )ρ(b, c) ≤ ².
2

In the other direction, given ² > 0, take n ∈ N such that 2−n ≤ 21 ²; then ρ(b, c) ≤ ² whenever ρan (b, c) ≤
²/2(n + 1).
This shows that U 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
an0 , . . . , ankn ∈ Af and δn > 0 such that
ρani (b, 1) ≤ δn for every i ≤ kn =⇒ ρ(b, 1) ≤ 2−n .
Set d = supn∈N,i≤kn ani . Then ρani (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, µ̄) is σ-finite.
(c)(i) Suppose that (A, µ̄) is localizable. Then T is Hausdorff, by (a). Let F be a Cauchy filter on A. For
each a ∈ Af , choose
T a sequence hFn (a)in∈N in F such that ρa (b, c) ≤ 2−n whenever b, c ∈ Fn (a) and n ∈ N.
Choose can ∈ k≤n Fk (a) for each n; then ρa (can , ca,n+1 ) ≤ 2−n for each n. Set da = supn∈N inf k≥n a ∩ cak .
Then
limn→∞ ρa (da , can ) = limn→∞ µ̄(da 4 (a ∩ can )) = 0,
by 323F.
If a, b ∈ Af and a ⊆ b, then da = a ∩ db . P
P For each n ∈ N, Fn (a) and Fn (b) both belong to F, so must
have a point e in common; now

ρa (da , db ) ≤ ρa (da , can ) + ρa (can , e) + ρa (e, cbn ) + ρa (cbn , db )

≤ ρa (da , can ) + ρa (can , e) + ρb (e, cbn ) + ρb (cbn , db )
≤ ρa (da , can ) + 2−n + 2−n + ρb (cbn , db )
→ 0 as n → ∞.
Consequently ρa (da , db ) = 0, that is,
da = a ∩ da = a ∩ db . Q
Q
Set d = sup{db : b ∈ Af }; this is defined because A is Dedekind complete. Then F → d. P
P If a ∈ Af and
² > 0, then
a ∩ d = supb∈Af a ∩ db = supb∈Af a ∩ b ∩ da∪b = supb∈Af a ∩ b ∩ da = a ∩ da .
So if we choose n ∈ N such that 2−n + ρa (can , da ) ≤ ², then for any e ∈ Fn (a) we shall have
ρa (e, d) ≤ ρa (e, can ) + ρa (can , d) ≤ 2−n + ρa (can , da ) ≤ ².
Thus
86 Measure algebras 323G

{e : ρa (d, e) ≤ ²} ⊇ Fn (a) ∈ F.
As a, ² are arbitrary, F converges to d. Q
Q As F is arbitrary, A is complete.
(ii) Now suppose that T is Hausdorff and that A is complete under U. By (a), (A, µ̄) is semi-finite.
Let B be any non-empty subset of A, and set B 0 = {b0 ∪ . . . ∪ bn : b0 , . . . , bn ∈ B}, so that B 0 is upwards-
directed and has the same upper bounds as B. By 323Da, we have a Cauchy filter F(B 0 ↑); because A is
complete, this is convergent; and because (A, µ̄) is semi-finite, its limit must be sup B 0 = sup B, by 323Dd.
As B is arbitrary, A is Dedekind complete, so (A, µ̄) 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, µ̄) is a probability algebra.
Theorem Let (A, µ̄) be a localizable measure algebra, and B a subalgebra of A. Then it is closed for the
measure-algebra topology iff it is order-closed.
proof (a) If B is closed, it must be order-closed, by 323Dc.
(b) Now suppose that B is order-closed. I repeat the ideas of part (c-i) of the proof of 323G. Let e be
any member of the closure of B in A. For each a ∈ Af , n ∈ N choose can ∈ B such that ρa (can , e) ≤ 2−n .
Then
∞
X ∞
X
µ̄((a ∩ can ) 4 (a ∩ ca,n+1 )) = ρa (can , ca,n+1 )
n=0 n=0
X∞
≤ ρa (can , e) + ρa (e, ca,n+1 ) < ∞.
n=0
So if we set ea = supn∈N inf k≥n cak , then
ρa (ea , can ) = ρa (a ∩ ea , a ∩ can ) → 0
as n → ∞, by 323F, and ρa (e, ea ) = 0, that is, a ∩ ea = a ∩ e. Also, because B is order-closed, inf k≥n cak ∈ B
for every n, and ea ∈ B.
Because A is Dedekind complete, we can set
e0a = inf{eb : b ∈ Af , a ⊆ b};
then e0a ∈ B and
e0a ∩ a = inf b⊇a eb ∩ a = inf b⊇a eb ∩ b ∩ a = inf b⊇a e ∩ b ∩ a = e ∩ a.
Now e0a ⊆ e0b whenever a ⊆ b, so B = {e0a : a ∈ Af } is upwards-directed, and
sup B = sup{e0a ∩ a : a ∈ Af } = sup{e ∩ a : a ∈ Af } = e
because (A, µ̄) is semi-finite. 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, µ̄) is a localizable measure algebra and B is a subalgebra of A, then the
topological closure B of B in A is precisely the order-closed subalgebra of A generated by B.
proof Write Bτ for the smallest order-closed subset of A including B. By 313Fc, Bτ is a subalgebra of
A, and is the order-closed subalgebra of A generated by B. Being an order-closed subalgebra of A, it is
topologically closed, by 323H, and must include B. On the other hand, B, being topologically closed, is
order-closed (323D(c-i)), so includes Bτ . Thus B = Bτ is the order-closed subalgebra of A generated by B.

323K I note some simple results for future reference.

Lemma If (A, µ̄) 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 order-closed.
323Y The topology of a measure algebra 87

323L Proposition Let h(Ai , µ̄i )ii∈I be aQfamily of measure algebras with simple product (A, µ̄) (322K).
Then the measure-algebra topology on A = i∈I Ai defined by µ̄ is just the product of the measure-algebra
topologies of the Ai .
proof I use the notations Af , ρa from 323A. Write T for the measure-algebra topology of A and S for the
product topology. For i ∈ I, d ∈ Afi define a pseudometric ρ̃di on A by setting
ρ̃di (b, c) = ρd (b(i), c(i))
whenever b, c ∈ A; then S is defined by P = {ρ̃di : i ∈ I, a ∈ Afi } (3A3Ig). Now each ρ̃di is one of the
defining pseudometrics for T, since
ρ̃di (b, c) = µ̄(d˜ ∩ (b4c))
˜ = d, d(j)
where d(i) ˜ = 0 for j 6= i. So S ⊆ T.
P
Now suppose that a ∈ Af and ² > 0. Then i∈I µ̄i a(i) = µ̄a is finite, so there is a finite set J ⊆ I such
P
that i∈I\J µ̄i a(i) ≤ 12 ². For each j ∈ J, τj = ρ̃a(j),j belongs to P, and
X X 1
ρa (b, c) = µ̄i (a(i) ∩ (b(i) 4 c(i))) ≤ µ̄j (a(j) ∩ (b(j) 4 c(j))) + ²
2
i∈I j∈J
X 1
= τj (b(j), c(j)) + ² ≤²
2
j∈J

whenever b, c are such that τj (b(j), c(j)) ≤ ²/(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, µ̄) be a semi-finite measure algebra. Show that the set {(a, b) : a ⊆ b}
is a closed set in A × A.
> (b) Let (X, Σ, µ) be a σ-finite measure space and (A, µ̄) its measure algebra. (i) Show that if T is a
σ-subalgebra 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 σ-subalgebra of Σ.
(c) Let (A, µ̄) be a localizable measure algebra, and C ⊆ A a set such that sup A, inf A belong to C for
all non-empty subsets A of C. Show that C is closed for the measure-algebra topology.
(d) (i) Show that if (A, µ̄) 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, µ̄) be a measure algebra, and e ∈ A; let Ae be the principal ideal of A generated by e, and µ̄e
its measure (322H). Show that the topology on Ae defined by µ̄e is just the subspace topology induced by
the measure-algebra topology of A.
> (f ) Let (X, Σ, µ) be a measure space, and (A, µ̄) its measure algebra. (i) Show that we have an injection
χ : A → L0 (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 measure-algebra topology and L0 (µ) is given its
topology of convergence in measure (245A).
(g) Let (A, µ̄) be a measure algebra, and Af the ideal of elements of finite measure. For a, b ∈ Af
set ρ(a, b) = µ̄(a 4 b). Show that (Af , µ̄) is a complete metric space and that the operations ∪ , ∩ , \
and 4 are uniformly continuous on Af , while µ̄ : Af → R is also uniformly continuous. Show that the
embedding Af ⊆ A is continuous for the measure-algebra topology on A. In the context of 323Xf, show that
χ : Af → L0 (µ) is an isometry between Af and a subset of L1 (µ).

323Y Further exercises (a) Let (A, µ̄) be a σ-finite measure algebra. Show that a set F ⊆ A is closed
for the measure-algebra topology iff e ∈ F whenever there are non-empty sets B, C ⊆ A such that B is
upwards-directed, C is downwards-directed, sup B = inf C = e and [b, c] ∩ F 6= ∅ 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 semi-finite measure algebra (A, µ̄) with an order-closed subalgebra which is not
closed for the measure-algebra topology.

(d) Let (A, µ̄) be a probability algebra and write B for the family of closed subalgebras of A. For B,
C ∈ B set ρ(B, C) = supb∈B inf c∈C µ̄(b 4 c) + supc∈C inf b∈B µ̄(b 4 c). Show that (B, ρ) is a complete metric
space.

(e) Let (A, µ̄) 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, µ̄), a σ-subalgebra B of A and a sequence hbn in∈N
in B which converges, for the measure-algebra 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 324F-324H below. Of course the results are
really about semi-finite 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 σ-finite
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 ‘order-closed subalgebra’. I conjecture, however, that a σ-subalgebra 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
323B-323D. 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 ‘CM4 ’ (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 structure-preserving
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 order-continuity of homomorphisms (324F-324H) before turning to
measure-preserving homomorphisms (324I-324O).

324A Theorem Let (X, Σ, µ) and (Y, T, ν) be measure spaces, and (A, µ̄), (B, ν̄) their measure algebras.
Write Σ̂ for the domain of the completion µ̂ of µ. Let D ⊆ X be a set of full outer measure (definition:
132E), and let Σ̂D be the subspace σ-algebra on D induced by Σ̂. Let φ : D → Y be a function such that
φ−1 [F ] ∈ Σ̂D for every F ∈ T and φ−1 [F ] is µ-negligible whenever νF = 0. Then there is a sequentially
order-continuous Boolean homomorphism π : B → A defined by the formula
πF • = E • whenever F ∈ T, E ∈ Σ and (E ∩ D)4φ−1 [F ] is negligible.
324E Homomorphisms 89

proof Let F ∈ T. Then there is an H ∈ Σ̂ such that H ∩ D = φ−1 [F ]; now there is an E ∈ Σ such
that E4H is negligible, so that (E ∩ D)4φ−1 [F ] is negligible. If E1 is another member of Σ such that
(E1 ∩ D)4φ−1 [F ] is negligible, then (E4E1 ) ∩ D is negligible, so is included in a negligible member G of
Σ. Since (E4E1 ) \ G belongs to Σ and is disjoint from D, it is negligible; accordingly E4E1 is negligible
and E • = E1• 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)4φ−1 [F ], (E 0 ∩ D)4φ−1 [F 0 ]
are negligible, so are
((X \ E) ∩ D)4φ−1 [Y \ F ], ((E ∪ E 0 ) ∩ D)4φ−1 [F ∪ F 0 ].
To see that π is sequentially order-continuous, let hbn in∈N be a sequence in B. For each n we may
−1
choose
S an Fn ∈ T such
S that Fn = bn , and En ∈ Σ such that (En ∩ D)4φ [Fn ] is negligible; now, setting
•

F = n∈N Fn , E = n∈N En ,
S
(E ∩ D)4φ−1 [F ] ⊆ n∈N (En ∩ D)4φ−1 [Fn ]
is negligible, so
π(supn∈N bn ) = π(F • ) = E • = supn∈N En• = supn∈N πbn .
(Recall that the maps E 7→ E • , F 7→ F • are sequentially order-continuous, by 321H.) So π is sequentially
order-continuous (313L(c-iii)).

324B Corollary Let (X, Σ, µ) and (Y, T, ν) be measure spaces, and (A, µ̄), (B, ν̄) 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 order-continuous 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 §§343-344.

(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, µ̄), (B, ν̄), (C, λ̄). 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 πφ : B → A, πψ : C → B be the corresponding homomorphisms. Then ψφ : X → Z is another map of
the same type, and πψφ = πφ πψ : 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, µ̄) and (B, ν̄) be measure algebras, with Stone spaces Z and W ; let µ, ν be the
corresponding measures on Z and W , as described in 321J-321K, and Σ, T their domains. If π : B → A is
90 Measure algebras 324E

any order-continuous 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 E4b a is meager, where b a is the open-and-closed 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 open-and-closed set F0 such that F 4F0 is meager;
now φ−1 [F0 ] is open-and-closed, so φ−1 [F ] = φ−1 [F0 ]4φ−1 [F 4F0 ] belongs to Σ. Moreover, if b ∈ B is such
that bb = F0 , and a = πb, then b
a = φ−1 [F0 ], so
πF ∗ = πb = a = (φ−1 [F0 ])∗ = (φ−1 [F ])∗ ,
as required.

324F I turn now to the behaviour of order-continuous homomorphisms between measure algebras.
Theorem Let (A, µ̄) and B, ν̄) 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, ν̄) is semi-finite and π is continuous, then it is order-continuous.
(c) If (A, µ̄) is semi-finite and π is order-continuous, then it is continuous.
proof I use the notations Af , ρa from 323A.
(a) Suppose that π is continuous at 0; I seek to show that it is uniformly continuous. Take b ∈ Bf and
² > 0. Then there are a0 , . . . , an ∈ Af and δ > 0 such that
ν̄(b ∩ πc) = ρb (πc, 0) ≤ ² whenever maxi≤n ρai (c, 0) ≤ δ;
setting a = supi≤n ai ,
ν̄(b ∩ πc) ≤ ² whenever µ̄(a ∩ c) ≤ δ.
Now suppose that ρa (c, c ) ≤ δ. Then µ̄(a ∩ (c 4 c0 )) ≤ δ, so
0

ρb (πc, πc0 ) = ν̄(b ∩ (πc 4 πc0 )) = ν̄(b ∩ π(c 4 c0 )) ≤ ².

As b, ² are arbitrary, π is uniformly continuous. The rest of the implications are elementary.
(b) Let A be a non-empty downwards-directed set in A with infimum 0. Then 0 ∈ A (323D(b-ii)); because
π is continuous, 0 ∈ π[A]. ?? If b is a non-zero lower bound for π[A] in B, then (because (B, ν̄) is semi-finite)
there is a c ⊆ b with 0 < ν̄c < ∞; now
ρc (πa, 0) = ν̄(c ∩ πa) = ν̄c > 0
for every a ∈ A, so 0 ∈
/ π[A]. X
X
Thus inf π[A] = 0 in B; as A is arbitrary, π is order-continuous (313L(b-ii)).
(c) By (a), it will be enough to show that π is continuous at 0. Let b ∈ Bf , ² > 0. ?? Suppose, if possible,
that for every a ∈ Af , δ > 0 there is a c ∈ A such that µ̄(a ∩ c) ≤ δ but ν̄(b ∩ πc) ≥ ². For each a ∈ Af ,
n ∈ N choose can such that µ̄(a ∩ can ) ≤ 2−n but ν̄(b ∩ πcan ) ≥ ². Set ca = inf n∈N supm≥n cam ; then
P∞
µ̄(a ∩ ca ) ≤ inf n∈N m=n µ̄(a ∩ can ) = 0,
so ca ∩ a = 0. On the other hand, because π is order-continuous, πca = inf n∈N supm≥n πcam , so that
ν̄(b ∩ πca ) = limn→∞ ν̄(b ∩ supm≥n πcam ) ≥ ².
This shows that
ρb (1 \ a, 0) = ν̄(b ∩ π(1 \ a)) ≥ ν̄(b ∩ πca ) ≥ ².
But now observe that A = {1 \ a : a ∈ Af } is a downwards-directed subset of A with infimum 0, because
(A, µ̄) is semi-finite. So π[A] is downwards-directed and has infimum 0, and 0 must be in the closure of π[A],
by 323D(b-ii); while we have just seen that ρb (d, 0) ≥ ² for every d ∈ π[A]. X
X
324K Homomorphisms 91

Thus there must be a ∈ Af , δ > 0 such that

ρb (πc, 0) = ν̄(b ∩ πc) ≤ ²
whenever
ρa (c, 0) = µ̄(a ∩ c) ≤ δ.
As b, ² are arbitrary, π is continuous at 0 and therefore continuous.

324G Corollary If (A, µ̄) and (B, ν̄) are semi-finite measure algebras, a Boolean homomorphism π :
A → B is continuous iff it is order-continuous.

324H Corollary If A is a Boolean algebra and µ̄, ν̄ are two measures both rendering A a semi-finite
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, µ̄) and (B, ν̄) be measure algebras. A Boolean homomorphism π : A → B is
measure-preserving if ν̄(πa) = µ̄a for every a ∈ A.

324J Proposition Let (A, µ̄), (B, ν̄) and (C, λ̄) be measure algebras, and π : A → B, θ : B → C
measure-preserving Boolean homomorphisms. Then θπ : A → C is a measure-preserving Boolean homomor-
phism.
proof Elementary.

324K Proposition Let (A, µ̄) and (B, ν̄) be measure algebras, and π : A → B a measure-preserving
Boolean homomorphism.
(a) π is injective.
(b) (A, µ̄) is totally finite iff (B, ν̄) is, and in this case π is order-continuous, therefore continuous, and
π[A] is a closed subalgebra of B.
(c) If (A, µ̄) is semi-finite and (B, ν̄) is σ-finite, then (A, µ̄) is σ-finite.
(d) If (A, µ̄) is σ-finite and π is sequentially order-continuous, then (B, ν̄) is σ-finite.
(e) If (A, µ̄) is semi-finite and π is order-continuous, then (B, ν̄) is semi-finite.
(f) If (A, µ̄) is atomless and semi-finite, and π is order-continuous, then B is atomless.
(g) If B is purely atomic and (A, µ̄) is semi-finite, then A is purely atomic.
proof (a) If a 6= 0 in A, then ν̄πa = µ̄a > 0 so πa 6= 0. By 3A2Db, π is injective.
(b) Because
ν̄1B = ν̄π1A = µ̄1A ,
(A, µ̄) is totally finite iff (B, ν̄) is. Now suppose that A ⊆ A is downwards-directed and non-empty and that
inf A = 0. Then
inf a∈A ν̄πa = inf a∈A µ̄a = 0
by 321F. So ν̄b = 0 for any lower bound b of π[A], and inf π[A] = 0. As A is arbitrary, π is order-continuous.
By 324Fc, π is continuous. By 314Fa, π[A] is order-closed 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 hπcic∈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 semi-finite) (A, µ̄)
is σ-finite.
(d) Let han in∈N be a sequence in A such that µ̄an < ∞ for every n and supn∈N an = 1. Then ν̄πan < ∞
for every n and (because π is sequentially order-continuous) supn∈N πan = 1, so (B, ν̄) is σ-finite.
(e) Setting Af = {a : µ̄a < ∞}, sup Af = 1; because π is order-continuous, sup π[Af ] = 1 in B. So if
ν̄b = ∞, there is an a ∈ Af such that πa ∩ b 6= 0, and now 0 < ν̄(b ∩ πa) < ∞.
92 Measure algebras 324K

(f ) Take any non-zero b ∈ B. As in (e), there is an a ∈ A such that µ̄a < ∞ and a ∩ b 6= 0. If a ∩ b 6= b,
then surely b is not an atom. Otherwise, set
C = {c : c ∈ A, c ⊆ a, b ⊆ πc}.
Then C is downwards-directed and contains a, so c0 = inf C is defined in A (321F), and
µ̄c0 = inf c∈C µ̄c ≥ ν̄b > 0,
so c0 6= 0. Because A is atomless, there is a d ⊆ c0 such that neither d nor c0 \ d is zero, so that neither
c0 \ d nor d can belong to C. But this means that b ∩ πd and b ∩ π(c0 \ d) are both non-zero, so that again b
is not an atom. As b is arbitrary, B is atomless.
(g) Take any non-zero a ∈ A. Then there is an a0 ⊆ a such that 0 < µ̄a0 < ∞. Because B is purely
atomic, there is an atom b of B with b ⊆ πa0 . Set
C = {c : c ∈ A, c ⊆ a0 , b ⊆ πc}.
Then C is downwards-directed and contains a0 , so c0 = inf C is defined in A, and
µ̄c0 = inf c∈C µ̄c ≥ ν̄b > 0,
so c0 6= 0. If d ⊆ c0 , then b ∩ πd must be either b or 0. If b ∩ πd = b, then d ∈ C and d = c0 . If b ∩ πd = 0,
then c0 \ d ∈ C and d = 0. Thus c0 is an atom in A. As a is arbitrary, A is purely atomic.

324L Corollary Let (A, µ̄) be a totally finite measure algebra, (B, ν̄) a measure algebra, and π : A → B
a measure-preserving 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, µ̄) and
(B, ν̄). Let φ : X → Y be inverse-measure-preserving. Then we have a sequentially order-continuous
measure-preserving 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, µ̄) and (B, ν̄) 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 order-continuous measure-preserving
Boolean homomorphism, and φ : Z → W the corresponding continuous function, then φ is inverse-measure-
preserving.
proof Use 324E. In the notation there, if F ∈ T, then
νF = ν̄F ∗ = µ̄πF ∗ = µ̄φ−1 [F ]∗ = µφ−1 [F ].

324O Proposition Let (A, µ̄) and (B, ν̄) be totally finite measure algebras, A0 a topologically dense
subalgebra of A, and π : A0 → B a Boolean homomorphism such that ν̄πa = µ̄a for every a ∈ A0 . Then π
has a unique extension to a measure-preserving homomorphism from A to B.
proof Let ρ, σ be the standard metrics on A, B, as in 323Ad. Then for any a, a0 ∈ A0
σ(πa, πa0 ) = ν̄(πa4πa0 ) = ν̄π(a4a0 ) = µ̄(a4a0 ) = ρ(a, a0 );
that is, π : A0 → B is an isometry. Because A0 is dense in the metric space (A, ρ), while B is complete
under σ (323Gc), there is a unique continuous function π̂ : A → B extending π (3A4G). Now the operations
(a, a0 ) 7→ π̂(a ∪ a0 ), (a, a0 ) 7→ π̂a ∪ π̂a0 : A × A → B,
are continuous and agree on the dense subset A0 × A0 of A × A; because the topology of B is Hausdorff,
they agree on A × A, that is, π̂(a ∪ a0 ) = π̂a ∪ π̂a0 for all a, a0 ∈ A (2A3Uc). Similarly, the operations
a 7→ π̂(1 \ a), a 7→ 1 \ π̂a : A → B
324X Homomorphisms 93

are continuous and agree on the dense subset A0 of A, so they agree on A, that is, π̂(1 \ a) = 1 \ a for every
a ∈ A. Thus π̂ is a Boolean homomorphism. To see that it is measure-preserving, observe that
a 7→ µ̄a = ρ(a, 0), a 7→ ν̄(π̂a) = σ(π̂a, 0) : A → R
are continuous and agree on A0 , so agree on A. Finally, π̂ is the only measure-preserving Boolean homo-
morphism extending π, because any such map must be continuous (324Kb), and π̂ 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, µ̄) and (B, ν̄) be totally finite measure algebras such that µ̄1 = ν̄1. Suppose that
A ⊆ A and φ : A → B are such that ν̄(inf i≤n φai ) = µ̄(inf i≤n ai ) for all a0 , . . . , an ∈ A. Let C be
the smallest closed subalgebra of A including A. Then φ has a unique extension to a measure-preserving
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 ν̄(inf i≤n ψai ) = µ̄(inf i≤n ai ) for all a0 , . . . , an ∈ dom ψ. 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. P P?? Otherwise, set D0 = D ∪ {c ∩ d} and extend θ to θ0 : D0 → B by
writing θ (c ∩ d) = θc ∩ θd. It is easy to check that θ0 ∈ Ψ, which is supposed to be impossible. X
0
XQQ
Now
ν̄(θc ∩ θd ∩ θ(c ∩ d)) = µ̄(c ∩ d) = ν̄(θc ∩ θd) = ν̄θ(c ∩ d),
so θ(c ∩ d) = θc ∩ θd.
(ii) If d ∈ D then 1 \ d ∈ D. P P?? Otherwise, set D0 = D ∪ {1 \ d} and extend θ to D0 by writing
θ (1 \ d) = 1 \ θd. Once again, it is easy to check that θ0 ∈ Ψ, which is impossible. X
0
XQQ
Consequently (since D is certainly not empty, even if C is), D is a subalgebra of A (312B(iii)).
(iii) Since
ν̄θ1 = µ̄1 = ν̄1,
θ1 = 1. If d ∈ D then
ν̄θ(1 \ d) = µ̄(1 \ d) = µ̄1 − µ̄d = ν̄1 − ν̄θd = ν̄(1 \ θd),
while
ν̄(θd ∩ θ(1 \ d)) = µ̄(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 order-closed subalgebra of A (323J), so,
with µ̄¹ D, is a totally finite measure algebra in which D is a topologically dense subalgebra. By 324O, there
is an extension of θ to a measure-preserving 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 φ1 = θ¹ C is a suitable extension of φ.
To see that φ1 is unique, let φ2 : C → B be any other measure-preserving Boolean homomorphism
extending φ. Set C = {a : φ1 a = φ2 a}; then C is a topologically closed subalgebra of A including A, so is
the whole of C, and φ2 = φ1 .

324X Basic exercises (a) Let A and B be Boolean algebras, of which A is Dedekind σ-complete, and
φ : A → B a sequentially order-continuous Boolean homomorphism. Let I be an ideal of A included in the
kernel of φ. Show that we have a sequentially order-continuous Boolean homomorphism π : A/I → B given
by setting φ(a• ) = φa for every a ∈ A.
94 Measure algebras 324Xb

(b) Let (A, µ̄) be a measure algebra, and B a σ-subalgebra of A. Show that provided that (B, µ̄¹ B) is
semi-finite, then the topology of B induced by µ̄¹ B 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, Σ̃, µ̃) its c.l.d. version. Let A, A2 be the corresponding
measure algebras and π : A → A2 the canonical homomorphism (see 322Db). Show that π is topologically
continuous.

(d) Let (A, µ̄) and (B, ν̄) be measure algebras, and π : A → B a bijective measure-preserving Boolean
homomorphism. Show that π −1 : B → A is a measure-preserving homomorphism.

(e) Let µ̄ be counting measure on PN. Show that (PN, µ̄) is a σ-finite measure algebra. Find a measure-
preserving Boolean homomorphism from PN to itself which is not sequentially order-continuous.

324Y Further exercises (a) Let A and B be Boolean algebras, of which A is Dedekind complete, and
φ : A → B an order-continuous Boolean homomorphism. Let I be an ideal of A included in the kernel of φ.
Show that we have an order-continuous Boolean homomorphism π : A/I → B given by setting φ(a• ) = φa
for every a ∈ A.

(b) Let A be a Dedekind σ-complete Boolean algebra, and Z its Stone space. Write E for the algebra of
open-and-closed subsets of Z, and Z for the family of nowhere dense zero sets of Z; let Zσ be the σ-ideal of
subsets of Z generated by Z. Show that Σ = {E4U : E ∈ E, U ∈ Zσ } is a σ-algebra of subsets of Z, and
describe a canonical isomorphism between Σ/Zσ and A.

(c) Let A and B be Dedekind σ-complete Boolean algebras, with Stone spaces Z and W . Construct
Zσ ⊆ Σ ⊆ PZ as in 324Yb, and let Wσ ⊆ T ⊆ PW be the corresponding structure defined from B. Let
π : B → A be a sequentially order-continuous 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, µ̄) and (B, ν̄) be localizable measure algebras and A0 an order-dense subalgebra of A. Suppose
that π : A0 → B is an order-continuous Boolean homomorphism such that ν̄πa = µ̄a for every a ∈ A0 .
Show that π has a unique extension to a measure-preserving Boolean homomorphism from A to B.

(g) Let (A, µ̄) be the measure algebra of Lebesgue measure on [0, 1]. (i) Show that there is an injective
order-preserving function f : A → PN. (Hint: take a countable topologically dense subset D of A, and define
f : A → P(D × N) by setting f (a) = {(d, q) : µ̄(a ∩ d) ≥ q}.) (ii) Show that there is an order-preserving
function h : PN → 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, µ̄) and (B, ν̄) be probability algebras, and f : A → B an isometry for the measure metrics.
Show that a 7→ f (a) 4 f (1) is a measure-preserving 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, I) where X is a set,
Σ is a σ-ideal of subsets of X, and I is a σ-ideal of Σ, corresponding to the family of measurable negligible
sets. In this abstract form it is natural to think in terms of sequentially order-continuous homomorphisms,
as in 324Yc. I have stated 324E in terms of order-continuous 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 order-continuity, rather than sequential
order-continuity, will be the more significant condition. Note that when the domain algebra is σ-finite, the
two concepts coincide, because it is ccc (316Fd, 322G).
Of course I need to refer to measures when looking at such concepts as σ-finite measure algebra or measure-
preserving homomorphism, but even here the real ideas involved are such notions as order-continuity 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 inverse-measure-preserving functions; see 235Xe.
324H shows that we may speak of ‘the’ topology and uniformity of a Dedekind σ-complete Boolean algebra
which carries any semi-finite 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 semi-finite 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 (325I-325M) 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, µ̄) and (B, ν̄).
Let λ be the c.l.d. product measure on X × Y , and Λ its domain; let (C, λ̄) be the corresponding measure
algebra.
(a)(i) The map E 7→ E × Y : Σ → Λ induces an order-continuous Boolean homomorphism from A to C.
(ii) The map F 7→ X × F : T → Λ induces an order-continuous Boolean homomorphism from B to C.
(b) The map (E, F ) 7→ 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,
λ̄c = sup{λ̄(c ∩ ψ(a ⊗ b)) : a ∈ A, b ∈ B, µ̄a < ∞, ν̄b < ∞}.
(e) If µ and ν are semi-finite, ψ is injective and λ̄ψ(a ⊗ b) = µ̄a · µ̄b for every a ∈ A, b ∈ B.
proof (a) By 251E, E × Y ∈ Λ for every E ∈ Σ, and λ0 (E × Y ) = 0 whenever µE = 0, where λ0 is the
primitive product measure described in 251A-251C; consequently λ(E × Y ) = 0 whenever µE = 0 (251F).
Thus E 7→ (E × Y )• : Σ → C is a Boolean homomorphism with kernel including {E : µE = 0}, so descends
to a Boolean homomorphism ε1 : A → C.
To see that ε1 is order-continuous, let A ⊆ A1 be a non-empty downwards-directed set with infimum 0.
?? If there is a non-zero lower bound c of ε1 [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 ∩ (G × H)) > 0. Of
course inf a∈A a ∩ G• = 0 in A, so inf a∈A µ̄(a ∩ G• ) = 0, by 321F; let a ∈ A be such that µ̄(a ∩ G• ) · νH <
λ(W ∩ (G × H)). Express a as E • , where E ∈ Σ. Then λ(W \ (E × Y )) = 0. But this means that
λ(W ∩ (G × H)) ≤ λ((E ∩ G) × H) = µ(E ∩ G) · νH = µ̄(a ∩ G• ) · νH,
contradicting the choice of a. X
X Thus inf ε1 [A] = 0 in C; as A is arbitrary, ε1 is order-continuous.
Similarly ε2 : B → C, induced by F 7→ X × F : T → Λ, is order-continuous.
(b) Now there must be a corresponding Boolean homomorphism ψ : A ⊗ B → C such that ψ(a ⊗ b) =
ε1 a ∩ ε2 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, λ̄e < ∞ and ² > 0. Express c, e as U • , W • where U ,SW ∈ Λ. By 251Ie, there
are E0 , . . . , En ∈ Σ, F0 , . . . , Fn ∈ T, all of finite measure, such that λ((U ∩ W )4 i≤n Ei × Fi ) ≤ ². Set
S
c1 = ( i≤n Ei × Fi )• ∈ ψ[A ⊗ B];
then
S
λ̄(e ∩ (c 4 c1 )) = λ(W ∩ (U 4 i≤n Ei × Fi )) ≤ ².
As c, e and ² 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 semi-finite. Then λ(E × F ) = µE · νF for any E ∈ Σ, F ∈ T (251J),
so λ̄ψ(a ⊗ b) = µ̄a · ν̄b for every a ∈ A, b ∈ B.
To see that ψ is injective, take any non-zero c ∈ A ⊗ B; then there must be non-zero a ∈ A, b ∈ B such
that a ⊗ b ⊆ c (315Jb), so that
λ̄ψc ≥ λ̄ψ(a ⊗ b) = µ̄a · ν̄b > 0
and ψc 6= 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 0 , µ0 ), 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 0 × Y are not isomorphic.
proof Let (X, Σ, µ) be the complete locally determined localizable not-strictly-localizable measure space
described in 216E. Recall that, for E ∈ Σ, µE = #({γ : γ ∈ C, fγ ∈ E}) if this is finite, ∞ otherwise
(216Eb), where C is a set of cardinal greater than c. The map E 7→ {γ : fγ ∈ E} : Σ → PC is surjective
(216Ec), so descends to an isomorphism between A, the measure algebra of µ, and PC. Let (X 0 , Σ0 , µ0 ) be
C with counting measure, so that its measure algebra (A0 , µ̄0 ) is isomorphic to (A, µ̄), while µ0 is of course
strictly localizable.
Let (Y, T, ν) be {0, 1}C with its usual measure. Let λ, λ0 be the c.l.d. product measures on X × Y , X 0 × Y
respectively, and (C, λ̄), (C0 , λ̄0 ) the corresponding measure algebras. Then λ is not localizable (254U), so
(C, λ̄) is not localizable (322Be). On the other hand, λ0 , being the c.l.d. product of strictly localizable
measures, is strictly localizable (251N), therefore localizable, so (C0 , λ̄0 ) is localizable, and is not isomorphic
to (C, λ̄).

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 non-σ-finite 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 (X1 , Σ1 , µ1 ) and (X2 , Σ2 , µ2 ) be semi-finite measure spaces, with measure algebras (A1 , µ̄1 )
and (A2 , µ̄2 ). Let λ be the c.l.d. product measure on X1 × X2 , and (C, λ̄) the corresponding measure
algebra. Let (B, ν̄) be a localizable measure algebra, and φ1 : A1 → B, φ2 : A2 → B order-continuous
Boolean homomorphisms such that ν̄(φ1 (a1 ) ∩ φ2 (a2 )) = µ̄1 a1 · µ̄2 a2 for all a1 ∈ A1 , a2 ∈ A2 . Then there is a
unique order-continuous measure-preserving Boolean homomorphism φ : C → B such that φ(ψ(a1 ⊗ a2 )) =
φ1 (a1 ) ∩ φ2 (a2 ) for all a1 ∈ A1 , a2 ∈ A2 , writing ψ : A1 ⊗ A2 → 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 A1 ⊗ A2 and its image in C. I trust it will
cause no confusion if I abuse notation slightly and treat A1 ⊗ A2 as actually a subalgebra of C. Now the
Boolean homomorphisms φ1 , φ2 correspond to a Boolean homomorphism θ : A1 ⊗ A2 → B. The point is
that ν̄θc = λ̄c for every c ∈ A ⊗ B. PP By 315Jb, every member of A1 ⊗ A2 is expressible as supi≤n ai ⊗ a0i ,
0 0
where ai ∈ A1 , ai ∈ A2 and hai ⊗ ai ii≤n is disjoint. Now for each i we have
ν̄θ(ai ⊗ a0i ) = ν̄(φ1 (ai ) ∩ φ2 (a0i )) = µ̄1 ai · µ̄2 a0i = λ̄(ai ⊗ a0i ),
by 325Ad. So
Pn Pn
ν̄θ(c) = i=0 ν̄θ(ai ⊗ a0i ) = i=0 λ̄(ai ⊗ a0i ) = λ̄c. Q
Q

(b) The following fact will underlie many of the arguments below. If e ∈ B, ν̄e < ∞ and ² > 0, there
are e1 ∈ Af1 , e2 ∈ Af2 such that ν̄(e \ θ(e1 ⊗ e2 )) ≤ ², writing Afi = {a : µ̄i a < ∞}. P P Because (A1 , µ̄1 )
is semi-finite, Af1 has supremum 1 in A1 ; because φ1 is order-continuous, sup{φ1 (a) : a ∈ Af1 } = 1 in
B, and inf{e \ φ1 (a) : a ∈ Af1 } = 0 (313Aa). Because Af1 is upwards-directed, {e \ φ1 (a) : a ∈ Af1 } is
downwards-directed, so inf{ν̄(e \ φ(a) : a ∈ Af1 } = 0 (321F). Let e1 ∈ Af1 be such that ν̄(e \ φ1 (e1 )) ≤ 12 ².
In the same way, there is an e2 ∈ Af2 such that ν̄(e \ φ2 (e2 )) ≤ 12 ². Consider e0 = e1 ⊗ e2 ∈ C. Then
ν̄(e \ θe0 ) = ν̄(e \ (φ1 (e1 ) ∩ φ2 (e2 ))) ≤ ν̄(e \ φ1 (e1 )) + ν̄(e \ φ2 (e2 )) ≤ ². Q
Q

(c) The next step is to check that θ is uniformly continuous for the uniformities defined by ν̄, λ̄. P
P Take
any e ∈ Bf and ² > 0. By (b), there are e1 , e2 such that λ̄(e1 ⊗ e2 ) < ∞ and ν̄(e \ θ(e1 ⊗ e2 )) ≤ 21 ². Set
e0 = e1 ⊗ e2 . Now suppose that c, c0 ∈ A1 ⊗ A2 and λ̄((c 4 c0 ) ∩ e0 ) ≤ 12 ². Then
1
ν̄((θ(c) 4 θ(c0 )) ∩ e) ≤ ν̄θ((c 4 c0 ) ∩ e0 ) + ν̄(e \ θe0 ) ≤ λ̄((c 4 c0 ) ∩ e0 ) + ² ≤ ².
2
By 3A4Cc, θ is uniformly continuous for the subspace uniformity on A1 ⊗ A2 . Q
Q
(d) Recall that A1 ⊗ A2 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. P P (i) The functions c 7→ φ(1 \ c), c 7→ 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 A1 ⊗ A2 ,
it must be the whole of C. (ii) The functions (c, c0 ) 7→ φ(c ∪ c0 ), (c, c0 ) 7→ φ(c) ∪ φ(c0 ) are continuous, so
{(c, c0 ) : φ(c ∪ c0 ) = φ(c) ∪ φ(c0 )} is closed in C × C; as it includes (A1 ⊗ A2 ) × (A1 ⊗ A2 ), it must be the whole
of C × C. Q Q
(f ) Because θ is measure-preserving, so is φ. P P Take any e1 ∈ Af1 , e2 ∈ Af2 . Then the functions
c 7→ λ̄(c ∩ (e1 ⊗ e2 )), c 7→ ν̄φ(c ∩ (e1 ⊗ e2 )) are continuous and equal on A1 ⊗ A2 , so are equal on C. The
argument of (b) shows that for any b ∈ B,

ν̄b = sup{ν̄(b ∩ e) : e ∈ Bf }
= sup{ν̄(b ∩ φ(e1 ⊗ e2 )) : e1 ∈ Af1 , e2 ∈ Af2 },
so that

ν̄φ(c) = sup{ν̄φ(c ∩ (e1 ⊗ e2 )) : e1 ∈ Af1 , e2 ∈ Af2 }

= sup{λ̄(c ∩ (e1 ⊗ e2 )) : e1 ∈ Af1 , e2 ∈ Af2 } = λ̄c
for every c ∈ C. Q
Q
(g) To see that φ is order-continuous, take any non-empty downwards-directed set C ⊆ C with infimum
0. ?? If φ[C] has a non-zero lower bound b in B, let e ⊆ b be such that 0 < ν̄e < ∞. Let e0 ∈ C be such that
λ̄e0 < ∞ and ν̄(e \ φ(e0 )) < ν̄e, as in (b) above, so that ν̄(e ∩ φ(e0 )) > 0. Now, because inf C = 0, there is a
c ∈ C such that λ̄(c ∩ e0 ) < ν̄(e ∩ φ(e0 )). But this means that
ν̄(b ∩ φ(e0 )) ≤ ν̄φ(c ∩ e0 ) = λ̄(c ∩ e0 ) < ν̄(e ∩ φ(e0 )) ≤ ν̄(b ∩ φ(e0 )),
which is absurd. X
X Thus inf φ[C] = 0 in B. As C is arbitrary, φ is order-continuous.
98 Measure algebras 325C

(h) Finally, to see that φ is unique, observe that any order-continuous Boolean homomorphism from C
to B must be continuous (324Fc); so that if it agrees with φ on A1 ⊗ A2 it must agree with φ on C.

325D Theorem Let (A1 , µ̄1 ) and (A2 , µ̄2 ) be semi-finite measure algebras.
(a) There is a localizable measure algebra (C, λ̄), together with order-continuous Boolean homomorphisms
ψ1 : A1 → C, ψ2 : A2 → C such that whenever (B, ν̄) is a localizable measure algebra, and φ1 : A1 → B,
φ2 : A2 → B are order-continuous Boolean homomorphisms and ν̄(φ1 (a1 ) ∩ φ2 (a2 )) = µ̄1 a1 · µ̄2 a2 for all
a1 ∈ A1 , a2 ∈ A2 , then there is a unique order-continuous measure-preserving Boolean homomorphism
φ : C → B such that φψj = φj for both j.
(b) The structure (C, λ̄, ψ1 , ψ2 ) is determined up to isomorphism by this property.
(c)(i) The Boolean homomorphism ψ : A1 ⊗ A2 → C defined from ψ1 and ψ2 is injective, and ψ[A1 ⊗ A2 ]
is topologically dense in C.
(ii) The order-closed subalgebra of C generated by ψ[A1 ⊗ A2 ] is the whole of C.
(d) If j ∈ {1, 2} and (Aj , µ̄j ) is localizable, then ψj [Aj ] is a closed subalgebra of (C, λ̄).
proof (a)(i) We may regard (A1 , µ̄1 ) as the measure algebra of (Z1 , Σ1 , µ1 ) where Z1 is the Stone space
of A1 , Σ1 is the algebra of subsets of Z1 differing from an open-and-closed set by a meager set, and µ1 is
an appropriate measure (321K). Note that in this representation, each a ∈ A1 becomes identified with b a• ,
where b a is the open-and-closed subset of Z1 corresponding to a. Similarly, we may think of (A2 , µ̄2 ) as the
measure algebra of (Z2 , Σ2 , µ2 ), where Z2 is the Stone space of A2 .
(ii) Let λ be the c.l.d. product measure on Z1 × Z2 . The point is that λ is strictly localizable. P P By
322E, both A1 and A2 have partitions of unity consisting of elements of finite measure; let hci ii∈I , hdj ij∈J be
such partitions. Then hb ci × dbj ii∈I,j∈J is a disjoint family of sets of finite measure in Z1 × Z2 . If W ⊆ Z1 × Z2
is such that λW > 0, there must be sets E1 , E2 of finite measure such that λ(W ∩ (E1 × E2 )) > 0. Because
E1• = supi∈I E1• ∩ ci , we must have
P P
µ1 E1 = µ̄1 E1• = i∈I µ̄1 (E1• ∩ ci ) = i∈I µ1 (E1 ∩ b ci ).
P
Similarly, µ2 E2 = i∈J µ2 (E2 ∩ dbj ). But this means that there must be finite I 0 ⊆ I, J 0 ⊆ J such that
P
ci )µ2 (E2 ∩ dbj ) > µ1 E1 · µ2 E2 − λ(W ∩ (E1 × E2 )),
i∈I 0 ,j∈J 0 µ1 (E1 ∩ b

so that there have to be i ∈ I 0 , j ∈ J 0 such that λ(W ∩ (b ci × dbj )) > 0.

Now this means that hb ci × dbj ii∈I,j∈J satisfies the conditions of 213O. Because λ is surely complete and
locally determined, it is strictly localizable. QQ
(iii) We may therefore take (C, λ̄) to be just the measure algebra of λ. The maps ψ1 , ψ2 will be the
canonical maps described in 325Aa, inducing the map ψ : A1 ⊗ B1 → C referred to in 325C; and 325C now
gives the result.
(b) This is nearly obvious. Suppose we had an alternative structure (C0 , λ̄0 , ψ10 , ψ20 ) with the same property.
Then we must have an order-continuous measure-preserving Boolean homomorphism φ : C → C0 such that
φψj = ψj0 for both j; and similarly we have an order-continuous measure-preserving Boolean homomorphism
φ0 : C0 → C such that φ0 ψj0 = ψj for both j. Now φ0 φ : C → C is an order-continuous measure-preserving
Boolean homomorphism such that φ0 ψj = ψj for both j. By the uniqueness assertion in (a), applied with
B = C, φ0 φ must be the identity on C. In the same way, φφ0 is the identity on C0 . So φ and φ0 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 Aj is Dedekind complete then ψj [Aj ] is order-closed in C because ψj is order-continuous (314F(a-i)).

325E Remarks (a) We could say that a measure algebra (C, λ̄), together with embeddings ψ1 and ψ2 ,
as described in 325D, is a localizable measure algebra free product of (A1 , µ̄1 ) and (A2 , µ̄2 ); 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 σ-finite 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, µ̄) be the measure algebra of Lebesgue measure µ on [0, 1], and (C, λ̄) the measure algebra
of Lebesgue measure λ on [0, 1]2 . Then (C, λ̄) can be regarded as the localizable measure algebra free product
of (A, µ̄) 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 order-dense in C, and ψ is not order-continuous.
P∞ P∞
proof (a) Let h²n in∈N be a sequence in [0, 1] such that n=0 ²n = ∞, but n=0 ²2n < 1; for instance, we
1
could take ²n = n+2 . Let hEn in∈N be a stochastically independent sequence of measurable subsets of [0, 1]
such that µEn = ²n for each n. In A set an = En• , and consider cn = supi≤n ai ⊗ ai ∈ A ⊗ A for each n.
(b) We have supn∈N cn = 1 in A ⊗ A. P P?? Otherwise, there is a non-zero a ∈ A ⊗ A such that a ∩ an = 0
for every n, and now there are non-zero b, b0 ∈ A such that S b ⊗ b0 ⊆ a. Set I = {n : anP ∩ b = 0}, J = {n :
0
an ∩ b } = 0. Then hEn in∈I is an independent
P family and µ( n∈I Ei ) ≤
P 1 − µ̄b < 1, so n∈I µEn < ∞, by
the Borel-Cantelli lemma (273K). Similarly n∈J µEn < ∞. Because n∈N µEn = ∞, there must be some
n ∈ N \ (I ∪ J). Now an ∩ b and an ∩ b0 are both non-zero, so
0 6= (an ∩ b) ⊗ (an ∩ b0 ) = (an ⊗ an ) ∩ (b ⊗ b0 ) = 0,
which is absurd. X
XQQ
(c) On the other hand,
P∞ P∞ 2
P∞ 2
n=0 λ̄ψ(cn ) ≤ n=0 (µ̄an ) = n=0 ²n < ∞,
by the choice of the ²n . So supn∈N ψ(cn ) cannot be 1 in C.
Thus ψ is not order-continuous.
(d) By 313P(a-ii) and 313O, ψ[A ⊗ A] cannot be order-dense in C; alternatively, (b) shows that there can
be no non-zero member of ψ[A ⊗ A] included in 1 \ supn∈N ψ(cn ). (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, µ̄) be the measure algebra of Lebesgue measure on [0, 1], and (C, λ̄) the measure
algebra of Lebesgue measure on [0, 1]2 . Then there is no order-continuous Boolean homomorphism φ : C → A
such that φ(a ⊗ b) = a ∩ b for all a, b ∈ A. P P Let φ : C → A be a Boolean homomorphism such that
φ(a⊗b) = a ∩ b for all a, b ∈ A. For i < 2n let ani be the equivalence class in A of the interval [2−n i, 2−n (i+1)],
and set cn = supi<2n ani ⊗ ani . Then φcn = 1 for every n, but λ̄cn = 2−n for each n, so inf n∈N cn = 0 in C;
thus φ cannot be order-continuous. Q Q (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 h(Ai , µ̄i )ii∈I be a finite family of semi-finite measure algebras. Then there is a localizable mea-
sure algebra (C, λ̄), together with order-continuous Boolean homomorphisms ψi : Ai → C for i ∈ I, such
that whenever (B, ν̄) is a localizable measure Q algebra, and φi : Ai → B are order-continuous Boolean ho-
momorphisms such that ν̄(inf i∈I φi (ai )) = i∈I µ̄i ai whenever ai ∈ Ai for each i, then there is a unique
order-continuous measure-preserving Boolean homomorphism φ : C → B such that φψi = φi for every i.
100 Measure algebras 325Hb

(b) The structure (C, λ̄, hψi ii∈I ) is determined up to isomorphism by this property.
N N
(c) The Boolean homomorphism ψ : i∈I Ai → C defined from the ψi is injective, and ψ[ i∈I Ai ] is
topologically dense in C.

Nloc
(d) Write c i∈I (Ai , µ̄i ) for (a particular version of) the localizable measure algebra free product described
in (a). If h(Ai , µ̄i )ii∈I is a finite family of semi-finite measure algebras and hI(k)ik∈K is a partition of I,
Nloc Nloc ¡N loc ¢
then c (Ai , µ̄i ) is isomorphic, in a canonical way, to c
i∈I
c
k∈K (Ai , µ̄i ) .
i∈I(k)

(e) Let h(Xi , Σi , µi )ii∈I be a finite family of semi-finite measure

Q spaces, and write (Ai , µ̄i ) for the measure
algebra of (Xi , Σi , µi ). Let λ be the c.l.d. product measure on i∈I Xi (251W), and (C, λ̄) the corresponding
measure algebra. Then there is a canonical order-continuous measure-preserving embedding of (C, λ̄) into
the localizable measure algebra free product of the (Ai , µ̄i ). If each µi 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 h(Xi , Σi , µi )iQi∈I be any family of probability spaces, with measure algebras (Ai , µ̄i ). Let λ
be the product measure on i∈I Xi , and (C, λ̄) the corresponding measure algebra. For each i ∈ I, we have
a measure-preserving homomorphism ψi : Ai → C corresponding to the inverse-measure-preserving function
x 7→ x(i) : X → Xi . Let Q(B, ν̄) be a probability algebra, and φi : Ai → B Boolean homomorphisms such
that ν̄(inf i∈J φi (ai )) = i∈J µ̄i ai whenever J ⊆ I is a finite set and ai ∈ Ai for every i. Then there is a
unique measure-preserving Boolean homomorphism φ : C → B such that φψi = φi for every i ∈ I.
proof (a) As remarked in 254Fb, all the maps x 7→ x(i) are inverse-measure-preserving, so correspond to
measure-preserving homomorphisms ψi : Ai → C (324M). It will be helpful to use some notation from §254.
Write C for the family of subsets of X expressible in the form
E = {x : x ∈ X, x(i) ∈ Ei for every i ∈ J},
where J ⊆ I is finite and Ei ∈ Σi for every i ∈ J. Note that in this case
E • = inf i∈J ψi (Ei• ).
Set
C = {E • : E ∈ C} ⊆ C,
so that C is precisely the family of elements of C expressible in the form inf i∈J φi (ai ) where J ⊆ I is finite
and ai ∈ Ai for each i. N
The homomorphisms N ψi : Ai → C define a Boolean homomorphism ψ : i∈I Ai → C (315I), which is
P If c ∈ i∈I Ai is non-zero, there must be a finite set J ⊆ I and a family hai ii∈J such that
injective. P
ai ∈ Ai \ {0} for each i and c ⊇ inf i∈J εi (ai ) (315Jb). Express each ai as Ei• , where Ei ∈ Σi . Then
E = {x : x ∈ X, x(i) ∈ Ei for each i ∈ J}
has measure
Q Q
λE = i∈J µEi = i∈J µ̄ai 6= 0,
while
E • = ψ(inf i∈J εi (ai )) ⊆ ψ(c),
so ψ(c) 6= 0. As c is arbitrary, ψ is injective. Q
Q
N
(b) Because ψ is injective, it is an isomorphismNbetween i∈I Ai and its image in C. I trust it will cause
no confusion if I abuse notation slightly and treat i∈I
NAi as actually a subalgebra of C, so that ψj : Aj → C
becomes identified with the canonical map εj : Aj → i∈I Ai . Now the Boolean homomorphisms φi : Ai →
N
B correspond to a Boolean homomorphism θ : i∈I Ai → B. The point is that ν̄θ(c) = λ̄c for every
325L Free products and product measures 101

N
c ∈ i∈I Ai . P
P Suppose to begin with that c ∈ C. Then we have c = E • , where E = {x : x(i) ∈ Ei ∀ i ∈ J}
and Ei ∈ Σi for each i ∈ J. So
Y Y
λ̄c = λE = µEi = µ̄i Ei• = ν̄(inf φai )
i∈J
i∈J i∈J

= ν̄(inf θψi (ai )) = ν̄θ(inf ψi (ai )) = ν̄θ(c).

i∈J i∈J

Next, any c ∈ C is expressible as the supremum of a finite disjoint family hck ik∈K in C (315Jb), so
P P
ν̄θ(c) = k∈K ν̄θ(ck ) = k∈K λ̄(ck ) = λ̄c. Q Q

(c) It follows that θ is uniformly continuous for the metrics defined by ν̄, λ̄, since
ν̄(θ(c) 4 θ(c0 )) = ν̄θ(c 4 c0 ) = λ̄(c 4 c0 )
N
for all c, c0 ∈ i∈I Ai .
N
(d) Next, i∈I Ai is topologically dense
Sin C. PP Let c ∈ C, ² > 0. Express c as W • . Then by 254Fe
there are H0 , . . . , Hk ∈ C such that λ(W 4 j≤k Hj ) ≤ ². Now cj = Hj• ∈ C for each j, so
S N
c0 = supj≤k cj = ( j≤k Hj )• ∈ i∈I Ai ,
and λ̄(c 4 c0 ) ≤ ². Q
Q
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. P P (i) The functions c 7→ 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 A1 ⊗ A2 ,
it must be the whole of C. (ii) The functions (c, c0 ) 7→ φ(c ∪ c0 ), (c, c0 ) 7→ φ(c) ∪ φ(c0 ) are continuous, so
{(c, c0 ) : φ(c ∪ c0 ) = φ(c) ∪ φ(c0 )} is closed in C × C; as it includes (A1 ⊗ A2 ) × (A1 ⊗ A2 ), it must be the whole
of C × C. Q Q
(f ) Because θ is measure-preserving, so is φ. P
P The functions c 7→ λ̄c, c 7→ ν̄φ(c) are continuous and
equal on A1 ⊗ A2 , so are equal on C. Q
Q
(g) Finally, to see that φ is unique, observe that any measure-preserving
N Boolean homomorphism from
C to B must be continuous, so that if it agrees with φ on i∈I Ai it must agree with φ on C.

325J Of course this leads at once to a result corresponding to 325D.

Theorem Let h(Ai , µ̄i )ii∈I be a family of probability algebras.
(a) There is a probability algebra (C, λ̄), together with order-continuous Boolean homomorphisms ψi :
Ai → C such that whenever (B, Q ν̄) is a probability algebra, and φi : Ai → B are Boolean homomorphisms
such that ν̄(inf i∈J φi (ai )) = i∈J µ̄i ai whenever J ⊆ I is finite and ai ∈ Ai for each i ∈ J, then there is a
unique measure-preserving Boolean homomorphism φ : C → B such that φψj = φj for every j.
(b) The structure (C, λ̄, hψi ii∈I ) is determined
N up to isomorphism by this property. N
(c) The Boolean homomorphism ψ : i∈I Ai → C defined from the ψi is injective, and ψ[ i∈I Ai ] is
topologically dense in C.
proof For (a) and (c), all we have to do is represent each (Ai , µ̄i ) as the measure algebra of a probability
space, and apply 325I. The uniqueness of C and the ψi follows from the uniqueness of the homomorphisms
φ, as in 325D.

325K Definition As in 325Ea, we can say that (C, λ̄, hψi ii∈I ) is a, or the, probability algebra free
product of h(Ai , µ̄i )ii∈I .

325L Independent subalgebras If (A, µ̄) is a probability algebra, Q we say that a family hBi ii∈I of
subalgebras of A is (stochastically) independent if µ̄(inf i∈J bi ) = i∈J µ̄bi whenever J ⊆ I is finite and
bi ∈ Bi for each i. (Compare 272Ab.) In this case the embeddings Bi ⊆ A give rise to an embedding of the
probability algebra free product of h(Bi , µ̄¹ Bi )ii∈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 325Xe-325Xh. Some ideas from §254 which are
thrown into sharper relief by a reformulation are in the following theorem.
Theorem Let h(Ai , µ̄i )ii∈I be a family of probability algebras and (C, λ̄, hψ Si ii∈I ) their probability algebra
free product. For J ⊆ I let CJ be the closed subalgebra of C generated by i∈J ψi [Ai ].
(a) For any J ⊆ I, (CJ , λ̄¹ CJ , hψi ii∈J ) is a probability algebra free product of h(Ai , µ̄i )ii∈J .
(b) For any c ∈ C, there is a unique smallest T J ⊆ I such that c ∈ CJ , and this J is countable.
(c) For any non-empty family J ⊆ PI, J∈J CJ = CT J .
proof (a) If (B, ν̄, hφi ii∈J ) is any probability algebra free product of h(Ai , µ̄i )ii∈J , then we have a measure-
preserving homomorphism
S ψ : B → C such that ψφi = ψi for every i ∈ J. Because the subalgebra S B0 of B
generated by i∈J φi [Ai ] is topologically dense in B (325Jc), and ψ is continuous (324Kb), i∈J ψi [Ai ] is
topologically dense in S 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 ψi [Ai ] and must be CJ . Thus ψ is an isomorphism, and
(CJ , λ̄¹ CJ , hψi ii∈J ) = (ψ[B], ν̄ψ −1 , hψφi ii∈I )
is also a probability algebra free product of h(Ai , µ̄i )ii∈J .
(b) As in 325J, we may suppose that each (Ai , µ̄i ) is the measure algebra of a probability space (Xi , Σi , µi ),
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 4U is negligible for some U ∈ ΛK , where ΛK
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} ∈ ΛJ for every i ∈ J, E ∈ Σi ; so {U • : U ∈ ΛJ } is a closed subalgebra of
C including ψi [Ai ] for every i ∈ J, and therefore including CJ . On the other hand, as observed in 254Ob,
any member of ΛJ is approximated, in measure, by sets in the σ-algebra TJ generated by sets of the form
{x : x(i) ∈ E} where i ∈ J, E S ∈ Σi . Of course TJ ⊆ ΛJ , so {W • : W ∈ ΛJ } = {W • : W ∈ TJ } is the closed
subalgebra of C generated by i∈K ψi [Ai ], which is CJ . Thus K is also the unique smallest subset of I such
that c ∈ CK .
T T
(c) Of T course CK ⊆ CJ whenever K ⊆ J ⊆ I, so T J∈J CJ ⊇ C J . On the other hand, suppose
that c ∈ C ; then by (b) there is some K ⊆ J such that c ∈ C ⊆ CT . As c is arbitrary,
T J∈J J K J
T
J∈J CJ = C J .

*325N Notation In this context, I will say that an element c of C is determined by coordinates in
J if c ∈ CJ .

325X Basic exercises (a) Let (A1 , µ̄1 ), (A2 , µ̄2 ) be two semi-finite measure algebras, and suppose that
for each j we are given a closed subalgebra Bj of Aj such that (Bj , ν̄j ) is also semi-finite, where ν̄j = µ̄j ¹ Bj .
Show that the localizable measure algebra free product of (B1 , ν̄1 ) and (B2 , ν̄2 ) can be thought of as a closed
subalgebra of the localizable measure algebra free product of (A1 , µ̄1 ) and (A2 , µ̄2 ).

(b) Let (A1 , µ̄1 ), (A2 , µ̄2 ) be two semi-finite measure algebras, and suppose that for each j we are given
a principal ideal Bj of Aj . Set ν̄j = µ̄j ¹ Bj . Show that the localizable measure algebra free product of
(B1 , ν̄1 ) and (B2 , ν̄2 ) can be thought of as a principal ideal of the localizable measure algebra free product
of (A1 , µ̄1 ) and (A2 , µ̄2 ).

> (c) Let h(Ai , µ̄i )ii∈I and h(Bj , ν̄j )ij∈J be families of semi-finite measure algebras, with simple products
(A, µ̄) and (B, ν̄) (322K). Show that the localizable measure algebra free product (A, µ̄)⊗ b loc (B, ν̄) can be
b
identified with the simple product of the family h(Ai , µ̄i )⊗loc (Bj , ν̄j )ii∈I,j∈J .

>(d) Let h(Ai , µ̄i )ii∈I be a family of probability algebras, and (C, λ̄, hψi ii∈I ) their probability algebra
free product. Suppose that for each i ∈ I we are given a measure-preserving Boolean homomorphism
πi : Ai → Ai . Show that there is a unique measure-preserving Boolean homomorphism π : C → C such that
πψi = ψi πi for every i ∈ I.
325 Notes Free products and product measures 103

> (e) Let (A, µ̄) be a probability

Q algebra. We say that a family hai ii∈I in A is (stochastically) inde-
pendent if µ̄(inf i∈j aj ) = i∈J µ̄ai for every non-empty finite J ⊆ I. Show that this is so iff hAi ii∈I is
independent, where Ai = {0, ai , 1 \ ai , 1} for each i. (Compare 272F.)

(f ) Let (A, µ̄) be a probability algebra, and hAi ii∈I a stochastically independent family of closed subal-
gebras of A. Let hJ(k)ik∈K be S a disjoint family of subsets of I, and for each k ∈ K let Bk be the closed
subalgebra of A generated by i∈J(k) Ai . Show that hBk ik∈K is independent. (Compare 272K.)

(g) Let (A, µ̄) be a probability algebra, and hAi ii∈I a stochastically independent
S family of closed
T subal-
gebras of A. For J ⊆ I let BJ be the closed subalgebra of A generated by i∈J Ai . Show that {BI\J : J
is a finite subset of I} = {0, 1}. (Hint: For J ⊆ I, show that µ̄(b ∩ c) = µ̄b · µ̄c for every b ∈ BI\J , c ∈ BJ .
Compare 272O, 325M.)

(h) Let h(Ai , µ̄i )ii∈I be a family of probability algebras with probability algebra free product (C, λ̄, hψi ii∈I ).
For
S c ∈ C let Jc be the smallest subset of I such that c belongs to the closed subalgebra of C generated by
i∈Jc ψi [Ai ]. Show that if c ⊆ d in C, then there is an e ∈ C such that c ⊆ e ⊆ d and Je ⊆ Jc ∩ Jd . (Hint:
254R.)

325Y Further exercises (a) Let µ be counting measure on X = {0}, µ0 the countable-cocountable
measure on X 0 = ω1 , and ν counting measure on Y = ω1 . Show that the measure algebras of the primitive
product measures on X × Y , X 0 × 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 Af = {a : µa < ∞} is order-dense in A. For e ∈ Af , a, b ∈ A
set ρe (a, b) = µ(e ∩ (a 4 b)). Give A the uniformity defined by {ρe : µe < ∞}. (i) Show that the completion
b of A under this uniformity has a measure µ̂, extending µ, under which it is a localizable measure algebra.
A
(ii) Show that if a ∈ A,b µ̂a < ∞ and ² > 0, there is a b ∈ A such that µ̂(a 4 b) ≤ ². (iii) Show that for every
a∈A b there is a sequence han in∈N in A such that a ⊇ sup
n∈N inf m≥n am and µ̂a = µ̂(supn∈N inf m≥n am ).
b b (v) Explain the relevance of
(iv) In particular, the set of infima in A of sequences in A is order-dense in A.
this construction to the embedding A1 ⊗ A2 ⊆ C in 325D.
S
(c) In 325F, set W = n∈N En × En . Show that if A, B are any non-negligible subsets of [0, 1], then
W ∩ (A × B) is not negligible.

(d) Let (A, µ̄) 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 cmn = supm≤i≤n ei ⊗ ei .)

(e) Repeat 325F-325G and 325Yc-325Yd with an arbitrary atomless probability space in place of [0, 1].

(f ) Let (A, µ̄) be a probability algebra and hai ii∈I a (stochastically) independent family in A. Show that
for any a ∈ A, ² > 0 the set {i : i ∈ I, |µ̄(a ∩ ai ) − µ̄a · µ̄ai | ≥ ²} is finite, so that {i : µ̄(a ∩ ai ) 6= µ̄a · µ̄ai } 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 325D-325E. The first is that every semi-finite 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 σ-finite
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 order-dense 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 finitely-additive 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 S 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 En × En is that it is a measurable subset of the square (indeed, by taking
the En 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 non-negligible ‘measurable rectangle’
G × H; indeed, W ∩ (A × B) is non-negligible for any non-negligible sets A, B ⊆ [0, 1] (325Yc). I believe
that the first published example of such a set was by Erdös & Oxtoby 55; I learnt the method of 325F
from R.O.Davies.
I include 325G as a kind of guard-rail. 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 order-continuous measure-preserving homomorphisms has a form applying
to all order-continuous 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 (325I-325K). The examples
325F-325G 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 (325Xe-325Xg). 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 ever-present 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 §§331-332 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 (327F-327G) 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 (326A-326D),
corresponding to 231A-231B, but adding a more general form of the Jordan decomposition of a bounded
additive functional into positive and negative parts (326D). The next subsection (326E-326I) deals with
countably additive functionals, corresponding to 231C-231F. In 326J-326P 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 non-negative 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 7→ 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 0 is another finitely additive functional on A, then
ν + ν 0 is additive.
P
(d) If hνi ii∈I is any family of finitely additive functionals such that ν 0 a = i∈I νi a is defined in R for for
every a ∈ A, then ν 0 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 ν¹ B : B → R is additive.

(f ) ν is non-negative iff it is order-preserving – 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 real-valued functionals on A is a linear space (a linear subspace of RA ). We
give it the ordering induced by that of RA , so that ν ≤ ν 0 iff νa ≤ ν 0 a for every a ∈ A. This renders it a
partially ordered linear space (because RA is).

326D The Jordan decomposition (I): Proposition Let A be a Boolean algebra, and ν a finitely
additive real-valued functional on A. Then the following are equiveridical:
(i) ν is bounded;
(ii) supn∈N |νan | < ∞ for every disjoint sequence han in∈N in A;
(iii) P
limn→∞ |νan | = 0 for every disjoint sequence han in∈N in A;
∞
(iv) n=0 |νan | < ∞ for every disjoint sequence han in∈N in A;
(v) ν is expressible as the difference of two non-negative 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 real-valued. Now ν + is additive. P
P If a, b ∈ A and a ∩ b = 0, then

ν + (a ∪ b) = sup νc = sup ν(d ∪ e) = sup νd + νe

c ⊆ a∪b d ⊆ a,e ⊆ b d ⊆ a,e ⊆ b
(because d ∩ e ⊆ a ∩ b = 0 whenever d ⊆ a, e ⊆ b)
= sup νd + sup νe = ν + a + ν + b. Q
Q
d⊆a e⊆b

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 non-negative additive
functionals.
(b)(v)⇒(iv) If ν is expressible as ν1 − ν2 , where ν1 and ν2 are non-negative additive functionals, and
han in∈N is disjoint, then
Pn
i=0 νj ai = νj (supi≤n ai ) ≤ νj 1
106 Measure algebras 326D

for every n, both j, so that

P∞ P∞ P∞
i=0 |νai | ≤ i=0 ν1 ai + i=0 ν2 ai ≤ ν1 1 + ν2 1 < ∞.

(c)(iv)⇒(iii)⇒(ii) are trivial.

(d) not-(i)⇒not-(ii) Suppose that ν is unbounded. Choose sequences han in∈N , hbn in∈N inductively, as
follows. b0 = 1. Given that supa ⊆ bn |νa| = ∞, choose cn ⊆ bn such that |νcn | ≥ |νbn | + n; then |νcn | ≥ n
and
|ν(bn \ cn )| = |νbn − νcn | ≥ |νcn | − |νbn | ≥ n.
We have

∞ = sup |νa| = sup |ν(a ∩ cn ) + ν(a \ cn )|

a ⊆ bn a ⊆ bn

≤ sup |ν(a ∩ cn )| + |ν(a \ cn )| ≤ sup |νa| + sup |νa|,

a ⊆ bn a ⊆ bn ∩cn a ⊆ bn \cn

so at least one of supa ⊆ bn ∩cn |νa|, supa ⊆ bn \cn |νa| must be infinite; take bn+1 to be one of cn , bn \ cn such
that supa ⊆ bn+1 |νa| = ∞, and set an = bn \ bn+1 , so that |νan | ≥ n. Continue.
On completing the induction, we have a disjoint sequence han in∈N such that |νan | ≥ 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: DefinitionP∞ Let A be a Boolean algebra. A functional ν :

A → R is countably additive or σ-additive if n=0 νan is defined and equal to ν(supn∈N an ) whenever
han in∈N is a disjoint sequence in A and supn∈N an 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 σ-algebra Σ ⊆ PX. 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 order-continuous). So we can have a countably additive
functional ν : B → R such that ν¹ A 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 an = 0 for every n, we see from the definition in 326E that ν0 = 0.
Now, given a ∩ b = 0, set a0 = a, a1 = b, an = 0 for n ≥ 2 to see that ν(a ∪ b) = νa + νb.)

(b) If han in∈N is a non-decreasing sequence in A with a supremum a ∈ A, then

P∞
νa = νa0 + n=0 ν(an+1 \ an ) = limn→∞ νan .

(c) If han in∈N is a non-increasing sequence in A with an infimum a ∈ A, then

νa = νa0 − ν(a0 \ a) = νa0 − limn→∞ ν(a0 \ an ) = limn→∞ νan .

(d) If c ∈ A, then a 7→ ν(a ∩ c) is countably additive. (For supn∈N an ∩ c = c ∩ supn∈N an whenever the
right-hand-side is defined, by 313Ba.)

(e) αν is a countably additive functional for any α ∈ R. If ν 0 is another countably additive functional on
A, then ν + ν 0 is countably additive.

(f ) If B is another Boolean algebra and π : B → A is a sequentially order-continuous Boolean homomor-

phism, then νπ is a countably additive functional on B. (For if hbn in∈N is a disjoint sequence in B with
supremum b, then hπbn in∈N is a disjoint sequence with supremum πb.)
326I Additive functionals on Boolean algebras 107

(g) If A is Dedekind σ-complete and B is a σ-subalgebra of A, then ν¹ B : B → R is countably additive.

(For the identity map from B to A is sequentially order-continuous, by 314Hb.)

326G Corollary Let A be a Boolean algebra and ν a finitely additive real-valued functional on A.
(a) ν is countably additive iff limn→∞ νan = 0 whenever han in∈N is a non-increasing sequence in A with
infimum 0 in A.
(b) If ν 0 is an additive functional on A and |ν 0 a| ≤ νa for every a ∈ A, and ν is countably additive, then
0
ν is countably additive.
(c) If ν is non-negative, then ν is countably additive iff it is sequentially order-continuous.
proof (a)(i) If ν is countably additive and han in∈N is a non-increasing sequence in A with infimum 0, then
limn→∞ νan = 0 by 326Fc. (ii) If ν satisfies the condition, and han in∈N is a disjoint sequence in A with
supremum a, set bn = a \ supi≤n ai for each n ∈ N; then hbn in∈N is non-increasing and has infimum 0, so
Pn
νa − i=0 νai = νa − ν(supi≤n ai ) = νbn → 0
P∞
as n → ∞, and νa = n=0 νan ; thus ν is countably additive.
(b) If han in∈N is a disjoint sequence in A with supremum a, set bn = supi≤n ai for each n; then νa =
limn→∞ νbn , so
limn→∞ |ν 0 a − ν 0 bn | = limn→∞ |ν 0 (a \ bn )| ≤ limn→∞ ν(a \ bn ) = 0,
and
P∞
n=0 ν 0 an = limn→∞ ν 0 bn = ν 0 a.

(c) If ν is countably additive, then it is sequentially order-continuous by 326Fb-326Fc. If ν is sequentially

order-continuous, 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 real-valued functional on A. Then ν is expressible as the difference of two non-negative
countably additive functionals.
proof Consider the functional ν + a = supb ⊆ a νb defined in the proof of 326D. If han in∈N is a disjoint
sequence in A with supremum a, and b ⊆ a, then
P∞ P∞
νb = n=0 ν(b ∩ an ) ≤ n=0 ν + an .
P∞
As b is arbitrary, ν + a ≤ n=0 ν + an . But of course
Pn
ν + a ≥ ν + (supi≤n ai ) = i=0 ν + ai
P∞
for every n ∈ N, so ν + a = n=0 ν + an . As han in∈N is arbitrary, ν + is countably additive.
Now ν − = ν + − ν is also countably additive, and ν = ν + − ν − is the difference of non-negative countably
additive functionals.

326I The Hahn decomposition: Theorem Let A be a Dedekind σ-complete 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 σ-algebra Σ of subsets of X and a sequentially order-continuous
Boolean homomorphism π from Σ onto A. Set ν1 = νπ : Σ → R. Then ν1 is countably additive (326Ff).
So ν1 is bounded and there is a set H ∈ Σ such that ν1 F ≥ 0 whenever F ∈ Σ and F ⊆ H and ν1 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 = ν1 (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 = ν1 (F \ H) ≤ 0.
P∞
second proof (a) Note first that ν is bounded. P P If han in∈N is a disjoint sequence in A, then n=0 νan
must exist and be equal to ν(supn∈N an ); in particular, limn→∞ νan = 0. By 326D, ν is bounded. Q Q
108 Measure algebras 326I

(b)(i) We know that γ = sup{νa : a ∈ A} < ∞. Choose a sequence han in∈N in A such that νan ≥ γ −2−n
for every n ∈ N. For m ≤ n ∈ N, set bmn = inf m≤i≤n ai . Then νbmn ≥ γ − 2 · 2−m + 2−n for every n ≥ m.
PP Induce on n. For n = m, this is due to the choice of am = bmm . For the inductive step, we have
bm,n+1 = bmn ∩ an+1 , while surely γ ≥ ν(an+1 ∪ bmn ), so

γ + νbm,n+1 ≥ ν(an+1 ∪ bmn ) + ν(an+1 ∩ bmn )

= νan+1 + νbmn ≥ γ − 2−n−1 + γ − 2 · 2−m + 2−n
(by the choice of an+1 and the inductive hypothesis)
= 2γ − 2 · 2−m + 2−n−1 .

Subtracting γ from both sides, νbm,n+1 ≥ γ − 2 · 2−m + 2−n−1 and the induction proceeds. Q
Q
(ii) Set
bm = inf n≥m bmn = inf n≥m an .
Then
νbm = limn→∞ νbmn ≥ γ − 2 · 2−m ,
by 326Fc. Next, hbn in∈N is non-decreasing, so setting c = supn∈N bn we have
νc = limn→∞ νbn ≥ 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 τ -additive if it is finitely additive and inf a∈A |νa| = 0 whenever A is a
non-empty downwards-directed set in A with infimum 0.

326K Basic facts Let A be a Boolean algebra and ν a completely additive real-valued functional on A.

(a) ν is countably additive. P P If han in∈N is a non-increasing sequence in A with infimum 0, then for any
infinite I ⊆ N the set {ai : i ∈ I} is downwards-directed and has infimum 0, so inf i∈I |νai | = 0; which means
that limn→∞ νan must be zero. By 326Ga, ν is countably additive. Q Q

(b) Let A be a non-empty downwards-directed set in A with infimum 0. Then for every ² > 0 there is an
a ∈ A such that |νb| ≤ ² whenever b ⊆ a. P
P?? Suppose, if possible, otherwise. Set
B = {b : |νb| ≥ ², ∃ a ∈ A, b ⊇ a}.
If a ∈ A there is a b0 ⊆ a such that |νb0 | > ². Now {a0 \ b0 : a0 ∈ A, a0 ⊆ a} is downwards-directed and has
infimum 0, so there is an a0 ∈ A such that a0 ⊆ a and |ν(a0 \ b0 )| ≤ |νb0 | − ². Set b = b0 ∪ a0 ; then a0 ⊆ b and
|νb| = |νb0 + ν(a0 \ b0 )| ≥ |νb0 | − |ν(a0 \ b0 )| ≥ ²,
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 downwards-directed and has infimum 0; but this is impossible, since
inf b∈B |νb| ≥ ². X
XQQ

(c) If ν is non-negative, it is order-continuous. P

P (i) If A is a non-empty upwards-directed set with
supremum a0 , then {a0 \ a : a ∈ A} is a non-empty downwards-directed set with infimum 0, so
326M Additive functionals on Boolean algebras 109

supa∈A νa = νa0 − inf a∈A ν(a0 \ a) = νa0 .

(ii) If A is a non-empty downwards-directed set with infimum a0 , then {a \ a0 : a ∈ A} is a non-empty
downwards-directed set with infimum 0, so
inf a∈A νa = νa0 + inf a∈A ν(a \ a0 ) = νa0 . Q
Q

(d) If c ∈ A, then a 7→ ν(a ∩ c) is completely additive. P P If A is a non-empty downwards-directed set

with infimum 0, so is {a ∩ c : a ∈ A}, so inf a∈A |ν(a ∩ c)| = 0. Q
Q

(e) αν is a completely additive functional for any α ∈ R. If ν 0 is another completely additive functional
on A, then ν + ν 0 is completely additive. P P We know from 326Bc that ν + ν 0 is additive. Let A be a
non-empty downwards-directed set with infimum 0. For any ² > 0, (b) tells us that there are a, a0 ∈ A such
that |νb| ≤ ² whenever b ⊆ a0 and |ν 0 b| ≤ ² whenever b ⊆ a0 . But now, because A is downwards-directed,
there is a b ∈ A such that b ⊆ a ∩ a0 , which means that |νb + ν 0 b| ≤ |νb| + |ν 0 b| is at most 2². As ² is arbitrary,
inf a∈A |(ν + ν 0 )(a)| = 0, and ν + ν 0 is completely additive. Q
Q

(f ) If B is another Boolean algebra and π : B → A is an order-continuous Boolean homomorphism,

then νπ is a completely additive functional on B. P P By 326Be, νπ is additive. If B ⊆ B is a non-empty
downwards-directed set with infimum 0 in B, then π[B] is a non-empty downwards-directed set with infimum
0 in A, because π is order-continuous, so inf b∈B |νπb| = 0. Q
Q In particular, if B is a regularly embedded
subalgebra of A, then ν¹ B is completely additive.

(g) If ν 0 is another additive functional on A and |ν 0 a| ≤ νa for every a ∈ A, then ν 0 is completely additive.
P If A ⊆ A is non-empty and downwards-directed and inf A = 0, then inf a∈A |ν 0 a| ≤ inf a∈A νa = 0. Q
P Q

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 non-empty downwards-directed set in A with infimum 0, then there is a (non-empty) countable subset B
of A also with infimum 0 (316E). Let hbn in∈N be a sequence running over B, and choose han in∈N in A such
that a0 = b0 , an+1 ⊆ an ∩ bn for every n ∈ N. Then han in∈N is a non-increasing sequence with infimum 0,
so limn→∞ νan = 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 real-valued functional on A. Then ν is bounded and expressible as the difference of two
non-negative completely additive functionals.
proof (a) I must first check that ν is bounded. P
P Let han in∈N be a disjoint sequence in A. Set
A = {a : a ∈ A, there is an n ∈ N such that ai ⊆ a for every i ≥ n}.
Then A is closed under ∩ , and if b is any lower bound for A then b ⊆ 1 \ an ∈ A, so b ∩ an = 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
|νai | ≤ 1 for every i ≥ n. But this means that supn∈N |νan | is finite. As han in∈N is arbitrary, ν is bounded,
by 326D(ii). Q Q
(b) As in 326D and 326H, set ν + a = supb ⊆ a νb for every a ∈ A. Then ν + is completely additive. P P
We know that ν + is additive. If A is a non-empty downwards-directed subset of A with infimum 0, then for
every ² > 0 there is an a ∈ A such that |νb| ≤ ² whenever b ⊆ a; in particular, ν + a ≤ ². As ² is arbitrary,
inf a∈A ν + a = 0; as A is arbitrary, ν + is completely additive. Q
Q
Consequently ν = ν −ν is completely additive (326Ke) and ν = ν + −ν − is the difference of non-negative
− +

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
P additive;
(ii) ν1 = Pi∈I νai whenever hai ii∈I is a partition of unity in A;
(iii) νa = i∈I νai whenever hai ii∈I is a disjoint family in A with supremum a.
P
proof (For notes on sums i∈I , see 226A.)
(a)(i)⇒(ii) P
If ν is completely additive and hai ii∈I is a partition of unity in A, then (inducing on #(J))
ν(supi∈J ai ) = i∈J νai for every finite J ⊆ I. Consider
A = {1 \ supi∈J ai : J ⊆ I is finite}.
Then A is non-empty and downwards-directed and has infimum 0, so for every ² > 0 there is an a ∈ A such
that |νb| ≤ ² whenever b ⊆ a. Express a as 1 \ supi∈J ai where J ⊆ I is finite. If now K is another finite
subset of I including J,
P
|ν1 − i∈K ai | = |ν(1 \ supi∈K ai )| ≤ ².
P
As remarked in 226Ad, this means that ν1 = i∈I νai , as claimed.
(b)(ii)⇒(iii) Suppose that ν satisfies the condition (ii), and that hai ii∈I is a disjoint family with supre-
mum a. Take any j ∈ / I, set J = I ∪ {j} and aj = 1 \ a; then hai ii∈J , (a, 1 \ a) are both partitions of unity,
so
P P
ν(1 \ a) + νa = ν1 = i∈J νai = ν(1 \ a) + i∈I νai ,
P
and νa = i∈I νai .
(c)(iii)⇒(i) Suppose that ν satisfies (iii). Then ν is additive.
α) ν is bounded. P
(α P Let han in∈N be a disjoint sequence in A. Applying Zorn’s Lemma to the set C
of
P all disjoint families C ⊆ A including {an : n ∈ N}, we find a partition of unity C ⊇ {an : n ∈ N}. Now
c∈C νc is defined in R, so supn∈N |νan | ≤ supc∈C |νc| is finite. By 326D, ν is bounded. Q
Q
β ) Define ν + from ν as in 326D. Then ν + satisfies the same condition as ν. P
(β P Let hai ii∈I be a disjoint
family in A with supremum a. Then for any b ⊆ a, we have b = supi∈I b ∩ ai , so
P P
νb = i∈I ν(b ∩ ai ) ≤ i∈I ν + ai .
P
Thus ν + a ≤ i∈I ν + ai . But of course
X X
ν + ai = sup{ ν + ai : J ⊆ I is finite}
i∈I i∈J

= sup{ν (sup ai ) : J ⊆ I is finite} ≤ ν + a,

+
i∈J

+
P +
so ν a = i∈I ν ai . Q
Q
(γγ ) It follows that ν + is completely additive. P P If A is a non-empty downwards-directed set with
infimum 0, then B = {b : ∃ a ∈ A, b ∩ a = 0} is order-dense in A, so there is a partition of unity hbi ii∈I
lying in B (313K). Now if J ⊆ I is finite, there is an a ∈ A such that a ∩ supi∈J bi = 0 (because A is
downwards-directed), and
P
ν + a + i∈J ν + bi ≤ ν + 1.
P
Since ν + 1 = supJ⊆I is finite i∈J ν + bi , inf a∈A ν + a = 0. As A is arbitrary, ν + is completely additive. Q
Q
(δδ ) Now consider ν − = ν + − ν. Of course
P P P
ν − a = ν + a − νa = i∈I ν + ai − i∈I νai = i∈I ν − ai
whenever hai ii∈I is a disjoint family in A with supremum a. Because ν − is non-negative, 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 σ-complete 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 6= a ⊆ [[ν > 0]], while νa ≤ 0 whenever a ∩ [[ν > 0]] = 0.
proof Set
C1 = {c : c ∈ A \ {0}, νa > 0 whenever 0 6= a ⊆ c},

C2 = {c : c ∈ A, νa ≤ 0 whenever a ⊆ c}.
Then C1 ∪ C2 is order-dense in A. P P There is a c0 ∈ A such that νa ≥ 0 for every a ⊆ c, νa ≤ 0 whenever
a ∩ c = 0 (326I). Given b ∈ A \ {0}, then b \ c0 ∈ C2 , so if b \ c0 6= 0 we can stop. Otherwise, b ⊆ c0 . If b ∈ C1
we can stop. Otherwise, there is a non-zero 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 ∈ C2 . QQ
There is therefore a partition of unity D ⊆ C1 ∪ C2 . Now D ∩ C1 is countable. P P If d ∈ D ∩ C1 , νd > 0.
Also
#({d : d ∈ D, νd ≥ 2−n }) ≤ 2n supa∈A νa
is finite for each n, so D ∩ C1 is the union of a sequence of finite sets, and is countable. Q
Q
Accordingly D ∩ C1 has a supremum e. If 0 6= a ⊆ e then
P P
νa = c∈D ν(a ∩ c) = c∈D∩C1 ν(a ∩ c) ≥ 0
by 326N. Also there must be some c ∈ D ∩ C1 such that a ∩ c 6= 0, in which case ν(a ∩ c) > 0, so that νa > 0.
If a ∩ e = 0, then
P P
νa = c∈D ν(a ∩ c) = c∈D∩C2 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
e0 has the same properties then ν(e \ e0 ) ≤ 0 (because (e \ e0 ) ∩ e0 = 0), so e \ e0 = 0 (because e \ e0 ⊆ e).
Similarly, e0 \ e = 0 and e = e0 . Thus we may properly denote e by the formula [[ν > 0]].

326P Corollary Let A be a Dedekind σ-complete 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 6= 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 hAi ii∈I be a non-empty family of Boolean algebras, with free product A; write εi : Ai → A
for the canonical maps, and
C = {inf j∈J εj (aj ) : J ⊆ I is finite, aj ∈ Aj for every j ∈ J}.
Suppose that θ : C → R is such that
θc = θ(c ∩ εi (a)) + θ(c ∩ εi (1 \ a))
whenever c ∈ C, i ∈ I and a ∈ Ai . 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. P
P
θ0 = θ(0 ∩ εi (0)) + θ(0 ∩ εi (1)) = 2θ0
112 Measure algebras *326Q

for any i ∈ I. Q
Q
(b) The key is of course the P following fact:
Pnif hcr ir≤m and hds is≤n are two disjoint families in C with
m
the same supremum in A, then r=0 θcr = s=0 θds . P P Let J ⊆ I be a finite set and Bi ⊆ Ai a finite
subalgebra, for each i ∈ J, such that every cr and every ds belongs to the subalgebra A0 of A generated by
{εj (b) : j ∈ J, b ∈ Bj }. Next, if j ∈ J and b ∈ Bj , then
Pm Pm Pm
r=0 θcr = r=0 θ(cr ∩ εj (b)) + r=0 θ(cr \ εj (b)).

We can therefore find a disjoint family hc0r ir≤m0 in C ∩ A0 such that

Pm0 Pm
supr≤m0 c0r = supr≤m cr , 0
r=0 θcr = r=0 θcr ,

and whenever r ≤ m0 , j ∈ J and b ∈ Bj then either c0r ⊆ εj (b) or c0r ∩ εj (b)b = 0; that is, every c0r is either 0
or of the form inf j∈J εj (bj ) where bj is an atom of Bj for every j. Similarly, we can find hd0s is≤n0 such that
Pn0 Pn
sups≤n0 d0s = sups≤n ds , 0
s=0 θds = s=0 θds ,

and whenever s ≤ n0 , j ∈ J and b ∈ Bj then d0s is either 0 or of the form inf j∈J εj (bj ) where bj is an atom
of Bj for every j. But we now have supr≤m0 c0r = sups≤n0 d0s while for any r ≤ m0 , s ≤ n0 either c0r = d0s or
c0r ∩ d0s = 0. It follows that the non-zero terms in the finite sequence hc0r ir≤m0 are just a rearrangement of
the non-zero terms in hd0s is≤n0 , so that
Pm Pm0 0
Pn0 0
Pn
r=0 θcr = r=0 θcr = s=0 θds = s=0 θds ,

as required. Q
Q
Pm
(c) By 315Jb, this means that we have a functional ν : A → R such that ν(supr≤m cr ) = r=0 θcr
whenever hcr ir≤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) limn→∞ νan = νa whenever han in∈N is a non-decreasing
sequence in A with supremum a.

(c) Let A be a Dedekind σ-complete Boolean algebra and ν : A → R a finitely additive functional. Show
that the following are equiveridical: (i) ν is countably additive; (ii) limn→∞ νan = 0 whenever han in∈N is a
sequence in A and inf n∈N supm≥n am = 0; (iii) limn→∞ νan = νa whenever han in∈N is a sequence in A and
a = inf n∈N supm≥n am = supn∈N inf m≥n am . (Hint: for (i)⇒(iii), consider non-negative ν first.)

(d) Let X be any uncountable set, and J an infinite subset of X. Let A be the finite-cofinite 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.
P
(g) Let A be a Boolean algebra and ν : A → R a function. (i) Show that ν is finitely additive
P iff i∈I νai =
ν1 for every finite partition of unity hai ii∈I . (ii) Show that ν is countably additive iff i∈I νai = ν1 for
every countable partition of unity hai ii∈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 real-valued 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 non-zero b ⊆ a there is a c ⊆ b such
that νc 6= 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 Aa generated by a is ccc. (iii) Show that if A is Dedekind σ-complete
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 non-negative finitely additive func-
tional on A. Show that the following are equiveridical: (i) for every ² > 0 there is a finite partition hai ii∈I
of unity in A such that νai ≤ ² for every i ∈ I; (ii) whenever ν 0 is a non-zero finitely additive functional
such that 0 ≤ ν 0 ≤ ν there is an a ∈ A such that ν 0 a and ν 0 (1 \ a) are both non-zero. (Such functionals are
called atomless.)

(b) Let A be a Boolean algebra and ν1 , ν2 atomless non-negative additive functionals on A. Show that
ν1 + ν2 , αν1 are atomless for every α ≥ 0, and that ν is atomless whenever ν is additive and 0 ≤ ν ≤ ν1 .

(c) Let A be a Dedekind σ-complete Boolean algebra and ν an atomless non-negative finitely additive
functional on A. Show that there is a family hat it∈[0,1] in A such that as ⊆ at and νat = tν1 whenever
s ≤ t ∈ [0, 1].

(d) Let A be a Dedekind σ-complete Boolean algebra and ν0 , . . . , νn atomless non-negative finitely additive
functionals on A. Show that there is an a ∈ A such that νi a = 12 νi 1 for every i ≤ n. (Hint: it is enough
to consider the case ν0 ≥ ν1 . . . ≥ νn . For the inductive step, use the inductive hypothesis to construct
hat it∈[0,1] such that as ⊆ at , νi at = tνi 1 if i < n, 0 ≤ s ≤ t ≤ 1. Now show that t 7→ νn (at+ 12 \ at ) is
continuous on [0, 21 ].)

(e) Let A be a Dedekind σ-complete Boolean algebra. Let ν : A → Rr , 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 ² > 0 there is a
finite partition of unity hai ii∈I such that kνak ≤ ² whenever i ∈ I and a ⊆ ai ). Show that {νa : a ∈ A} is
a convex set in Rr . (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 σ-complete Boolean algebra and ν : A → [0, ∞[ a countably additive functional.
Show that ν is atomless iff whenever a ∈ A and νa 6= 0 there is a b ⊆ a such that 0 < νb < νa.

(g) Show that there is a finitely additive functional ν : PN → 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 htn in∈N be a sequence of distinct points in the Stone space of A, and set νa = ν 0 {n :
a} for a suitable ν 0 .)
tn ∈ b

(i) Let A be a Boolean algebra, and give RA its product topology. Show that the space of finitely additive
functionals on A is a closed subset of RA , 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 real-valued
functionals on A. For ν, ν 0 ∈ M say that ν ≤ ν 0 if νa ≤ ν 0 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 (241E-241F, 353G);
114 Measure algebras 326Yj

(iii) for ν, ν 0 ∈ M , |ν| = ν ∨ (−ν), ν ∨ ν 0 , ν ∧ ν 0 are given by the formulae

|ν|(a) = supb ⊆ a νb − ν(a \ b), (ν ∨ ν 0 )(a) = supb ⊆ a νb + ν 0 (a \ b),

(ν ∧ ν 0 )(a) = inf b ⊆ a νb + ν 0 (a \ b);

(iv) for any non-empty A ⊆ M , A is bounded above in M iff
Pn
sup{ i=0 νi ai : νi ∈ A for each i ≤ n, hai ii≤n is disjoint}
is finite, and then sup A is defined by the formula
Pn
(sup A)(a) = sup{ i=0 νi ai : νi ∈ A for each i ≤ n, hai ii≤n is disjoint, supi≤n ai = a}
for every a ∈ A;
(v) setting kνk = |ν|(1), k k is an order-continuous 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 P
the space of bounded finitely additive functionals from A to C is a Banach space under
n
the norm kνk = sup{ i=0 |νai | : hai ii≤n is a partition of unity in A}.

(l) Let A be a Boolean algebra, and give it the topology Tσ for which the closed sets are the sequentially
order-closed sets. Show that a finitely additive functional ν : A → R is countably additive iff it is continuous
for Tσ .

(m) Let A be a Boolean algebra, and Mσ the set of all bounded countably additive real-valued functionals
on A. Show that Mσ is a closed and order-closed linear subspace of the normed space M of all additive
functionals on A (326Yj), and that |ν| ∈ Mσ whenever ν ∈ Mσ .

(n) Let A be a Boolean algebra and ν a non-negative finitely additive functional on A. Set
νσ a = inf{supn∈N νan : han in∈N is a non-decreasing sequence with supremum a}
for every a ∈ A. Show that νσ is countably additive, and is sup{ν 0 : ν 0 ≤ ν is countably additive}.

(o) Let A be a Dedekind σ-complete Boolean algebra and hνn in∈N a sequence of countably additive real-
valued functionals on A such that νa = limn→∞ νn 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 limn→∞ supk∈N |νk an | = 0 for
every disjoint sequence han in∈N in A, and therefore that limn→∞ supk∈N |νk an | = 0 whenever han in∈N is a
non-increasing sequence with infimum 0.)

(p) Let A be a Boolean algebra, and Mτ the set of all completely additive real-valued functionals on A.
Show that Mτ is a closed and order-closed linear subspace of the normed space M of all additive functionals,
and that |ν| ∈ Mτ whenever ν ∈ Mτ .

(q) Let A be a Boolean algebra and ν a non-negative finitely additive functional on A. Set
ντ b = inf{supa∈A νa : A is a non-empty upwards-directed set with supremum b}
for every b ∈ A. Show that ντ is completely additive, and is sup{ν 0 : ν 0 ≤ ν is completely additive}.

(r) Let A be a Boolean algebra, and give it the topology T for which the closed sets are the order-closed
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 σ-algebra of subsets of X, and ν :PΣ → R a functional. ShowP
that ν is completely
∞ ∞
additive iff there are sequences hxn in∈N , hαn in∈N such that n=0 |αn | < ∞ and νE = n=0 αn χE(xn ) 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

N
(u) Let hAi ii∈I be a family of Boolean algebras, with free product ( i∈I Ai , hεi ii∈I ), and for each i ∈ I
let νi be a finitely
N additive functional on Ai such that νi 1Q= 1. Show that there is a unique finitely additive
functional ν : i∈I Ai → R such that ν(inf i∈J εi (ai )) = i∈J νi ai whenever J ⊆ I is non-empty and finite
and ai ∈ Ai 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 σ-complete needs a moment’s attention to the phrase ‘and
supn∈N an 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
order-continuity (326Fb, 326Fc, 326Ff), while complete additivity corresponds to order-continuity (326Kc,
326Kf); the difficulty is that we must consider functionals which are not order-preserving, 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 order-preserving (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 σ-complete Boolean
algebra is bounded. (But note 326Yg-326Yh.)
Naturally enough, the theory of countably additive functionals on general Boolean algebras corresponds
closely to the special case of countably additive functionals on σ-algebras of sets, already treated in §§231-232
for the sake of the Radon-Nikodým theorem. This should make 326E-326I very straightforward. When we
come to completely additive functionals, however, there is room for many surprises. The natural map from
a σ-algebra of measurable sets to the corresponding measure algebra is sequentially order-continuous but
rarely order-continuous, so that there can be completely additive functionals on the measure algebra which
do not correspond to completely additive functionals on the σ-algebra. Indeed there are very few completely
additive functionals on σ-algebras 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 user-friendliness;
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
Radon-Nikodým theorem and the associated basic facts about countably additive functionals on σ-algebras
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 σ-algebras
116 Measure algebras 326 Notes

of sets to the context of Dedekind σ-complete 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 non-trivial measure provides an example of a countably additive functional on a Dedekind
σ-complete algebra which is not completely additive (326Xf). The question of whether such a functional
can exist on a Dedekind complete algebra is the ‘Banach-Ulam 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, 326Yj-326Yk and 326Ym-326Yq
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 σ-complete; but there are also elaborations, because we can ask
how the additive functionals we examine are related to the measure. In 327A-327C I work through the
relationships between the concepts of ‘absolute continuity’, ‘(true) continuity’ and ‘countable additivity’,
following 232A-232B, and adding ‘complete additivity’ from §326. These ideas provide a new interpretation
of the Radon-Nikodým 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, 327F-327G) which will
be used in §333.

327A I start with the following definition and theorem corresponding to 232A-232B.
Definition Let (A, µ̄) be a measure algebra and ν : A → R a finitely additive functional. Then ν is
absolutely continuous with respect to µ̄ if for every ² > 0 there is a δ > 0 such that |νa| ≤ ² whenever
µ̄a ≤ δ.

327B Theorem Let (A, µ̄) be a measure algebra, and ν : A → R a finitely additive functional. Give A
its measure-algebra 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 µ̄.
(c) The following are equiveridical:
(i) ν is continuous at 0;
(ii) ν is countably additive and whenever a ∈ A and νa 6= 0 there is a b ∈ A such that µ̄b < ∞ and
ν(a ∩ b) 6= 0;
(iii) ν is continuous everywhere on A;
(iv) ν is uniformly continuous.
(d) If (A, µ̄) is semi-finite, then ν is continuous iff it is completely additive.
(e) If (A, µ̄) is σ-finite, then ν is continuous iff it is countably additive iff it is completely additive.
(f) If (A, µ̄) is totally finite, then ν is continuous iff it is absolutely continuous with respect to µ̄ iff it is
countably additive iff it is completely additive.
proof (a) If ν is continuous, and A ⊆ A is non-empty, downwards-directed and has infimum 0, then 0 ∈ A
(323D(b-ii)), so inf a∈A |νa| = 0.
(b) ?? Suppose, if possible, that ν is countably additive but not absolutely continuous. Then there is an
² > 0 such that for every δ > 0 there is an a ∈ A such that µ̄a ≤ δ but |νa| ≥ ². For each n ∈ N we may
choose a bn ∈ A such that µ̄bn ≤ 2−n and |νbn | ≥ ². Consider b∗n = supk≥n bk , b = inf n∈N b∗n . Then we have
P∞
µ̄b ≤ inf n∈N µ̄(supk≥n bk ) ≤ inf n∈N k=n 2−k = 0,
so µ̄b = 0 and b = 0. On the other hand, ν is expressible as a difference ν + − ν − of non-negative countably
additive functionals (326H), each of which is sequentially order-continuous (326Gc), and
327C Additive functionals on measure algebras 117

0 = limn→∞ (ν + + ν − )b∗n ≥ inf n∈N (ν + + ν − )bn ≥ inf n∈N |νbn | ≥ ²,

which is absurd. X
X
(c)(i)⇒(ii) Suppose that ν is continuous. Then it is completely additive, by (a), therefore countably
additive. If νa 6= 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) 6= 0. Thus the conditions are satisfied.
(ii)⇒(iv) Now suppose that ν satisfies the two conditions in (ii). Because A is Dedekind σ-complete,
ν must be bounded (326I), therefore expressible as the difference ν + − ν − of countably additive functionals.
Set ν1 = ν + + ν − . Set
γ = sup{ν1 b : b ∈ A, µ̄b < ∞},
and choose a sequence hbn in∈N of elements of A of finite measure such that limn→∞ ν1 bn = γ; set b∗ =
supn∈N bn . If d ∈ A and d ∩ b∗ = ∅ then νd = 0. P
P If b ∈ A and µ̄b < ∞, then
|ν(d ∩ b)| ≤ ν1 (d ∩ b) ≤ ν1 (b \ bn ) = ν1 (b ∪ bn ) − ν1 bn ≤ γ − ν1 bn
for every n ∈ N, so ν(d ∩ b) = 0. As b is arbitrary, the second condition tells us that νd = 0. QQ
Setting b∗n = supk≤n bk for each n, we have limn→∞ ν1 (b∗ \ b∗n ) = 0. Take any ² > 0, and (using (b) above)
let δ > 0 be such that |νa| ≤ ² whenever µ̄a ≤ δ. Let n be such that ν1 (b∗ \ b∗n ) ≤ ². Then

|νa| ≤ |ν(a ∩ b∗n )| + |ν(a ∩ (b∗ \ b∗n ))| + |ν(a \ b∗ )|

≤ |ν(a ∩ b∗n )| + ν1 (b∗ \ b∗n ) ≤ |ν(a ∩ b∗n )| + ²
for any a ∈ A.
Now if b, c ∈ A and µ̄((b 4 c) ∩ b∗n ) ≤ δ then

|νb − νc| ≤ |ν(b \ c)| + |ν(c \ b)|

≤ |ν((b \ c) ∩ b∗ )| + |ν((c \ b) ∩ b∗ )| + 2² ≤ ² + ² + 2² = 4²
because µ̄((b \ c) ∩ b∗n ), µ̄((c \ b) ∩ b∗n ) are both less than or equal to δ. As ² 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 6= 0, consider B = {b : b ⊆ a, µ̄b < ∞}. Then B is upwards-
directed and sup B = a, because µ̄ is semi-finite (322Eb), so {a \ b : b ∈ B} is downwards-directed and has
infimum 0. Accordingly inf b∈B |ν(a \ b)| = 0, and there must be a b ∈ B such that νb 6= 0. But this means
that condition (ii) of (c) is satisfied, so that ν is continuous.
(e) Now suppose that (A, µ̄) is σ-finite. 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 µ̄1 < ∞ and that ν is absolutely continuous with respect to µ̄. If A ⊆ A is
non-empty and downwards-directed and has infimum 0, then inf a∈A µ̄a = 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, µ̄) its measure algebra.
(a) There is a one-to-one correspondence between finitely additive functionals ν̄ on A and finitely additive
functionals ν on Σ such that νE = 0 whenever µE = 0, given by the formula ν̄E • = νE for every E ∈ Σ.
(b) In (a), ν̄ is absolutely continuous with respect to µ̄ iff ν is absolutely continuous with respect to µ.
(c) In (a), ν̄ is countably additive iff ν is countably additive; so that we have a one-to-one correspondence
between the countably additive functionals on A and the absolutely continuous countably additive functionals
on Σ.
(d) In (a), ν̄ is continuous for the measure-algebra topology on A iff ν is truly continuous in the sense of
232Ab.
(e) Suppose that µ is semi-finite. Then, in (a), ν̄ is completely additive iff ν is truly continuous.
118 Measure algebras 327C

proof (a) This should be nearly obvious. If ν̄ : 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 ν̄ : A → R defined by the given formula. If E, F ∈ Σ and E • ∩ F • = 0, then

ν̄(E • ∪ F • ) = ν̄(E ∪ F )• = ν(E ∪ F )

= ν(E \ F ) + νF = ν̄E • + ν̄F •
because (E \ F )• = E • \ F • = E • . Thus ν̄ is additive, and the correspondence is complete.
(b) This is immediate from the definitions.
(c)(i) If ν is countably additive, and han in∈N is a disjoint
S sequence in A, we can express it as hEn in∈N
where hEn in∈N is a sequence in Σ. Setting Fn = En \ i<n Ei , hFn in∈N is a disjoint sequence in Σ and
Fn• = an \ supi<n ai = an
for each n. So
S P∞ P∞
ν̄(supn∈N an ) = ν( n∈N Fn ) = n=0 νFn = n=0 ν̄an .
As han in∈N is arbitrary, ν̄ is countably additive.
(ii) If ν̄ 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 µ-negligible 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 Radon-Nikodým theorem We are now ready for another look at this theorem.
Theorem Let (X, Σ, µ) be a semi-finite measure space, with measure algebra (A, µ̄). Let L1 be the space of
equivalence classes of real-valued integrable functions on X (§242), and write Mτ for the set of completely
additive real-valued functionals on A. Then there is an ordered linear space bijection between Mτ and L1
defined by saying that ν̄ ∈ Mτ corresponds to u ∈ L1 if
R
ν̄a = E
f whenever a = E • in A and f • = u in L1 .

proof (a) Given ν̄ ∈ Mτ , we have a truly continuous ν : Σ → R given R 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 uν̄ = f • is uniquely defined.
(b) Conversely, given u ∈ L1 , we have a well-defined functional νu on Σ given by setting
R R
νu E = E
u= E
f whenever f • = u
for every E ∈ Σ (242Ac). By 232E, νu is additive and truly continuous, and of course it is zero when µ is
zero, so corresponds to a completely additive functional ν̄u on A (327Ce).
(c) Clearly the maps u 7→ ν̄u and ν̄ 7→ uν̄ are now the two halves of a one-to-one correspondence. To see
that it is linear, we need note only that
327F Additive functionals on measure algebras 119
R R R
(ν̄u + ν̄v )E • = ν̄u E • + ν̄v E • = E
u+ E
v= E
u + v = ν̄u+v E •
for every E ∈ Σ, so ν̄u + ν̄v = ν̄u+v for all u, v ∈ L1 ; and similarly ν̄αu = αν̄u for u ∈ L1 , α ∈ R. As for the
ordering, given u and v ∈ L1 , take integrable f , g such that u = f • , v = g • ; then

ν̄u ≤ ν̄v ⇐⇒ ν̄u E • ≤ ν̄v E • for every E ∈ Σ

Z Z
⇐⇒ u≤ v for every E ∈ Σ
E E
Z Z
⇐⇒ f≤ g for every E ∈ Σ
E E
⇐⇒ f ≤ g a.e. ⇐⇒ u ≤ v,
using 131Ha.

327E I slip in an elementary fact.

Proposition If (A, µ̄) is a measure algebra, then the functional a 7→ µc a = µ̄(a ∩ c) is completely additive
whenever c ∈ A and µ̄c < ∞.
proof µc is additive because µ̄ is additive, and by 321F inf a∈A µc a = 0 whenever A is non-empty, 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, µ̄) be a totally finite measure algebra and C ⊆ A a closed subalgebra. Write Mσ (A), Mσ (C)
for the spaces of countably additive real-valued functionals on A, C respectively.
(a) There is an operator R : Mσ (C) → Mσ (A) defined by saying that, for every ν ∈ Mσ (C), Rν is the
unique member of Mσ (A) such that [[Rν > αµ̄]] = [[ν > αµ̄¹ C]] for every α ∈ R.
(b)(i) Rν extends ν for every ν ∈ Mσ (C).
(ii) R is linear and order-preserving.
(iii) R(µ̄¹ C) = µ̄. P∞
Pn∞in∈N is a sequence of non-negative functionals in Mσ (C) such that n=0 νn c = µ̄c for every
(iv) If hν
c ∈ C, then n=0 (Rνn )(a) = µ̄a for every a ∈ A.
Remarks When saying that C is ‘closed’, I mean, indifferently, ‘topologically closed’ or ‘order-closed’; see
323H-323I.
For the notation ‘[[ν > αµ̄]]’ see 326O-326P.
proof (a)(i) By 321J-321K, we may represent (A, µ̄) 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 σ-subalgebra
of C and π is a sequentially order-continuous Boolean homomorphism, T is a σ-subalgebra of Σ.
(ii) For each ν ∈ Mσ (C), νπ : T → R is countably additive
R and zero on {F : F ∈ T, µF = 0}, so we
can choose a T-measurable function fν : X → R such that F fν d(µ¹ T) = νπF for every F ∈ T. Of course
we can now think of fν as a µ-integrable function (233B),
R so we get a corresponding countably additive
functional Rν : A → R defined by setting (Rν)(πE) = E fν for every E ∈ Σ (327D). (In this context, of
course, countably additive functionals are completely additive, by 327Bf.)
For α ∈ R, set Hα = {x : fν (x) > α} ∈ T. Then for any E ∈ Σ,
R
E ⊆ Hα , µE > 0 =⇒ E
fν > αµE,
R
E ∩ Hα = ∅ =⇒ E
fν ≤ αµE.
Translating into terms of elements of A, and setting cα = πHα ∈ C, we have
0 6= a ⊆ cα =⇒ (Rν)(a) > αµ̄a,

a ∩ cα = 0 =⇒ (Rν)(a) ≤ αµ̄a.
120 Measure algebras 327F

So [[Rν > αµ̄]] = cα ∈ C. Of course we now have

νc = (Rν)(c) > αµ̄c when c ∈ C, 0 6= c ⊆ cα ,

νc ≤ αµ̄c when c ∈ C, c ∩ cα = 0,
so that cα is also equal to [[ν > µ̄¹ C]].
Thus the functional Rν satisfies the declared formula.
(iii) To see that Rν is uniquely defined, observe that if λ ∈ MσR(A) and [[λ > αµ̄]] = [[Rν > αµ̄]] for
every α, then there is a Σ-measurable function g : X → R such that E g dµ = λπE for every E ∈ Σ; but
in this case (just as in (ii)) [[λ > αµ̄]] = πGα , where Gα = {x : g(x) > α}, for each α. So we must have
πGα = πHα , that is, µ(Gα 4Hα ) = 0, for every α. Accordingly
S
{x : fν (x) 6= g(x)} = q∈Q Gq 4Hq
R R
is negligible; fν = g a.e., E fν dµ = E g dµ for every E ∈ Σ and λ = Rν.
(b)(i) If ν ∈ Mσ (C),
R R
(Rν)(πF ) = F
fν dµ = F
fν d(µ¹ T) = νπF
for every F ∈ T, so Rν extends ν.
(ii) If ν = ν1 + ν2 , we must have
R R R R
F
fν = νπF = ν1 πF + ν2 πF = F
fν1 + F
fν2 = F
fν1 + fν2
for every F ∈ T, so fν = fν1 + fν2 a.e., and we can repeat the formulae
R R R R
(Rν)(πE) = f =
E ν
f + fν2 =
E ν1
f +
E ν1 E
fν2 = (Rν1 )(πE) + (Rν2 )(πE),
in a different order, for every E ∈ Σ, to see that Rν = Rν1 + Rν2 . Similarly, if ν ∈ Mσ (C) and γ ∈ R,
fγν = γfν a.e. and R(γν) = γRν. If ν1 ≤ ν2 in Mσ (C), then
R R
F
fν1 = ν1 πF ≤ ν2 πF = F
fν2
for every F ∈ T, so fν1 ≤ fν2 a.e. (131Ha), and Rν1 ≤ Rν2 .
Thus R is linear and order-preserving.
(iii) If ν = µ̄¹ C then
R R
F
fν = νπF = µF = F
1
for every F ∈ T, so fν = 1 a.e. and Rν = µ̄.
(iv) Now suppose that hνP
P n in∈N is a sequence in Mσ (C) such that, for every c ∈ C, νn c ≥ 0 for every n
∞ n
and n=0 νn c = µ̄c. Set gn = i=0 fνi for each n; then 0 ≤ gn ≤ gn+1 ≤ 1 a.e. for every n, and
R Pn
limn→∞ gn = limn→∞ i=0 νi 1 = µ̄1.
R R
But this means that, setting g = limn→∞ gn , g ≤ 1 a.e. and g = 1, so that g = 1 a.e. and
P∞ R
n=0 (Rνi )(πE) = limn→∞ E gn = µE
P∞
for every E ∈ Σ, so that n=0 (Rνi )(a) = µ̄a 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, µ̄, C, ν), even though I have used a proof which runs through the
representation of (A, µ̄) as the measure algebra of a measure space (X, Σ, µ).

327X Basic exercises (a) Let (A, µ̄) and (B, µ̄0 ) be totally finite measure algebras, and π : A → B a
measure-preserving 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 ν̃ is the standard extension of ν to B, then ν̃π 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 σ-subalgebra of Σ. Let (A, µ̄) be the measure algebra
of (X, Σ, µ). Show that C = {F • : F ∈ T} is a closed subalgebra of A. Identify the spaces Mσ (A), Mσ (C)
of countably additive functionals with L1 (µ), L1 (µ¹ T), as in 327D. Show that the conditional expectation
operator P : L1 (µ) → L1 (µ¹ T) (242Jd) corresponds to the map ν 7→ ν¹ C : Mσ (A) → Mσ (C).

(c) Let (A, µ̄) be a totally finite measure algebra and ν : A → R a countably additive functional. Show
that, for any a ∈ A,
R∞ R0
νa = 0
µ̄(a ∩ [[ν > αµ̄]])dα − −∞
µ̄(a \ [[ν > αµ̄]])dα,
the integrals being taken with respect to Lebesgue measure. (Hint: take (A, µ̄) to be the measure algebra
of (X, Σ, µ); represent ν by a µ-integrable 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, µ̄) be a totally finite measure algebra, C a closed subalgebra of A and ν : C → R a countably
additive functional with standard extension ν̃ : A → R. Show that, for any a ∈ A,
R∞ R0
ν̃a = 0
µ̄(a ∩ [[ν > αµ̄¹ C]])dα − −∞
µ̄(a \ [[ν > αµ̄¹ C]])dα.

(e) Let (A, µ̄) 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 ν̃ its standard extension to A. Show
that ν̃(b ∩ c) = µ̄b · νc for every b ∈ B, c ∈ C.

(f ) Let (X, Σ, µ) be a probability space, and T a σ-subalgebra 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 (A1 , µ̄1 ) and (A2 , µ̄2 ) be localizable measure algebras with localizable
measure algebra free product (C, λ̄). Show that if ν1 , ν2 are completely additive functionals on A1 , A2
respectively, there is a unique completely additive functional ν : C → R such that ν(a1 ⊗ a2 ) = ν1 a1 · ν2 a2
for every a1 ∈ A1 , a2 ∈ A2 . (Hint: 253D.)

(b) Let (A, µ̄) be a totally finite measure algebra and C a closed subalgebra; let R : Mσ (C) → Mσ (A)
be the standard extension operator (327G). Show (i) that R is order-continuous (ii) that R(ν + ) = (Rν)+ ,
kRνk = kνk for every ν ∈ Mσ (C), defining ν + and kνk as in 326Yj.

(c) Let (A, µ̄) be a totally finite measure algebra and C a closed subalgebra of A. For a countably additive
functional ν on C write ν̃ for its standard extension to A. Show that if ν, hνn in∈N are countably additive
functionals on C and limn→∞ νn c = νc for every c ∈ C, then limn→∞ ν̃n a = ν̃a for every a ∈ A. (Hint: use
ideas from §§246-247, 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 Radon-Nikodým 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 Radon-Nikodým 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 σ-subalgebra of Σ,
then we have a corresponding closed subalgebra C of the measure algebra (A, µ̄) of µ, and identifications
between the spaces Mσ (A), Mσ (C) of countably additive functionals and the spaces L1 (µ), L1 (µ¹ T). Now
we have a natural embedding S of L1 (µ¹ T) as a subspace of L1 (µ) (242Jb), and a natural restriction map
from Mσ (A) to Mσ (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

P Sv = v for every v ∈ L1 (µ¹ T)

(242Jg) is matched by the fact that
Rν¹ C = ν for every ν ∈ Mσ (C).
R
The further identification of Rν in terms of integrals µ̄(a ∩ [[ν > αµ̄]])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 Mτ spaces and L1 spaces described here mean that any of the concepts
involving L1 spaces discussed in Chapter 24 can be applied to Mτ 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 L1 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, 326Ym-326Yn, 326Yp-326Yq 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 measure-preserving 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 331E-331H
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 Maharam-type-homogeneous
probability algebras (331J-331L). I end the section with a brief comment on ‘homogeneous’ Boolean algebras
(331M-331N).

331A Definition The following idea is almost the key to the whole chapter. Let A be a Boolean algebra
and B an order-closed subalgebra of A. A non-zero 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, µ̄) 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 ≤ µ̄b for every b ∈ B.
Then there is a c ∈ A such that νb = µ̄(b ∩ c) for every b ∈ B.
Remark Recall that by 323H we need not distinguish between ‘order-closed’ 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 order-continuous), 326Ff (so µ¹ B : B → R is countably additive) and 326Gb (therefore ν is
countably additive).
(b) For each a ∈ A set νa b = µ̄(b ∩ a) for every b ∈ B; then νa is countably additive (326Fd). The key
idea is the following fact: for every non-zero a ∈ A there is a non-zero d ⊆ a such that νd ≤ 21 νa . P
P Because
A is relatively atomless over B, there is an e ⊆ a such that e 6= a ∩ b for any b ∈ B. Consider the countably
124 Maharam’s theorem 331B

additive functional λ = νa − 2νe : B → R. By 326I, there is a b0 ∈ B such that λb ≥ 0 whenever b ∈ B,

b ⊆ b0 , while λb ≤ 0 whenever b ∈ B, b ∩ b0 = 0.
If e ∩ b0 6= 0, try d = e ∩ b0 . Then 0 6= d ⊆ a, and for every b ∈ B
1 1
νd b = νe (b ∩ b0 ) = (νa (b ∩ b0 ) − λ(b ∩ b0 )) ≤ νa b
2 2

(because λ(b ∩ b0 ) ≥ 0) so νd ≤ 21 νa .
If e ∩ b0 = 0, then (by the choice of e) e 6= a ∩ (1 \ b0 ), so d = a \ (e ∪ b0 ) 6= 0, and of course d ⊆ a. In this
case, for every b ∈ B,
1 1
νd b = νa (b \ b0 ) − νe (b \ b0 ) = (λ(b \ b0 ) + νa (b \ b0 )) ≤ νa b
2 2

(because λ(b \ b0 ) ≤ 0), so once again νd ≤ 21 νa .

Thus in either case we have a suitable d. Q Q
(c) It follows at once, by induction on n, that if a is any non-zero element of A and n ∈ N then there is
a non-zero d ⊆ a such that νd ≤ 2−n νa .
(d) Now let C be the set
{a : a ∈ A, νa ≤ ν}.
Then 0 ∈ C, so C 6= ∅. If D ⊆ C is upwards-directed and not empty, then a = sup D is defined in A, and
νsup D b = µ̄(b ∩ sup D) = µ̄(supd∈D b ∩ d) = supd∈D µ̄(b ∩ d) = supd∈D νd b ≤ νb
using 313Ba and 321C. So a ∈ C and is an upper bound for D in C. In particular, any non-empty 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 νc 6= ν. Then there is some b∗ ∈ B such that νc b∗ 6= νb∗ ; since νc ≤ ν,
νc b∗ < νb∗ . Let n ∈ N be such that νb∗ > νc b∗ + 2−n µ̄b∗ , and set
λb = νb − νc b − 2−n µ̄b
for every b ∈ B. By 326I (for the second time), there is a b0 ∈ B such that λb ≥ 0 for b ∈ B, b ⊆ b0 , while
λb ≤ 0 when b ∈ B and b ∩ b0 = 0. We have

µ̄(b0 \ c) = µ̄b0 − µ̄(b0 ∩ c) ≥ νb0 − νc b0

≥ λb0 = λb∗ + λ(b0 \ b∗ ) − λ(b∗ \ b0 ) ≥ λb∗ > 0,
so b0 \ c 6= 0. (This is where I use the hypothesis that ν ≤ µ̄¹ B.) By (c), there is a non-zero d ⊆ b0 \ c such
that
νd ≤ 2−n νb0 \c ≤ 2−n νb0 .
Now d ∩ c = 0 so c ⊂ d ∪ c. Also, for any b ∈ B,

νd∪c b = νd b + νc (b ∩ b0 ) + νc (b \ b0 )
≤ 2−n νb0 \c b + ν(b ∩ b0 ) − 2−n µ̄(b ∩ b0 ) − λ(b ∩ b0 ) + ν(b \ b0 )
≤ 2−n µ̄(b ∩ b0 \ c) + ν(b ∩ b0 ) − 2−n µ̄(b ∩ b0 ) + ν(b \ b0 )
≤ νb.
But this means that d ∪ c ∈ C and c is not maximal in C. XX
Thus c is the required element of A giving a representation of ν.

331C Corollary Let (A, µ̄) be an atomless semi-finite measure algebra, and a ∈ A. Suppose that
0 ≤ γ ≤ µ̄a. Then there is a c ∈ A such that c ⊆ a and µ̄c = γ.
proof If γ = µ̄a, take c = a. If γ < µ̄a, there is a d ∈ A such that d ⊆ a and γ ≤ µ̄d < ∞ (322Eb). Apply
331B to the principal ideal Ad generated by d, with B = {0, d} and νd = γ. (The point is that because A
is atomless, no non-trivial principal ideal of Ad 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, µ̄), (B, ν̄) be totally finite measure algebras and C ⊆ A a closed subalgebra.
Suppose that π : C → B is a measure-preserving Boolean homomorphism such that B is relatively atomless
over π[C]. Take any a ∈ A, and let C1 be the subalgebra of A generated by C ∪ {a}. Then there is a
measure-preserving homomorphism from C1 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 7→ µ̄(c ∩ a) : C → R is transferred
to a countably additive functional λ : π[C] → R, writing λ(πc) = µ̄(c ∩ a) for every c ∈ C. Of course
λ(πc) ≤ µ̄c = ν̄(πc) for every c ∈ C. So by 331B there is a b ∈ B such that λ(πc) = ν̄(b ∩ πc) for every c ∈ C.
If c ∈ C, c ⊆ a then
ν̄(b ∩ πc) = λ(πc) = µ̄(a ∩ c) = µ̄c = ν̄(πc),
so πc ⊆ b. Similarly, if a ⊆ c ∈ C, then
ν̄(b ∩ πc) = µ̄(a ∩ c) = µ̄(a ∩ 1) = ν̄(b ∩ π1) = ν̄b,
so b ⊆ πc. It follows from 312N that there is a Boolean homomorphism π1 : C1 → B, extending π, such that
π1 a = b.
To see that π1 is measure-preserving, take any member of C1 . By 312M, this is expressible as e =
(c1 ∩ a) ∪ (c2 \ a), where c1 , c2 ∈ C. Now

ν̄(π1 e) = ν̄((πc1 ∩ b) ∪ (πc2 \ b)) = ν̄(πc1 ∩ b) + ν̄(πc2 ) − ν̄(πc2 ∩ b)

= µ̄(c1 ∩ a) + µ̄c2 − µ̄(c2 ∩ a) = µ̄e.
As e is arbitrary, π1 is measure-preserving.

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;
– Bσ , the smallest σ-subalgebra of A including B;
– Bτ , the smallest order-closed 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;
– Bσ is the σ-subalgebra of A generated by B, and B σ-generates A if A = Bσ ;
– Bτ is the order-closed subalgebra of A generated by B, and B τ -generates or completely generates
A if A = Bτ .
There is a danger inherent in these phrases, because if we have B ⊆ A0 , where A0 is a subalgebra of
A, it is possible that the smallest order-closed subalgebra of A0 including B might not be recoverable from
the smallest order-closed subalgebra of A including B. (See 331Yb-331Yc.) This problem will not seriously
interfere with the ideas below; but for definiteness let me say that the phrases ‘B σ-generates 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 τ -generates 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 well-conceived, is that there is some set which τ -generates A;
and obviously A τ -generates itself. For this means that the set A = {#(B) : B ⊆ A τ -generates A} is a
non-empty class of cardinals, and therefore, assuming the axiom of choice, has a least member (2A1Lf). In
331Ye-331Yf I mention a further function, the ‘density’ of a topological space, which is closely related to
Maharam type.)

(b) A Boolean algebra A is Maharam-type-homogeneous if τ (Aa ) = τ (A) for every non-zero a ∈ A,

writing Aa 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, µ̄). Then the Maharam type of (X, Σ, µ),
or of µ, is the Maharam type of A; and (X, Σ, µ), or µ, is Maharam-type-homogeneous if A is.
Remark I should perhaps remark that the phrases ‘Maharam type’ and ‘Maharam-type-homogeneous’,
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,
Bσ the σ-subalgebra of A generated by B, and Bτ the order-closed subalgebra of A generated by B.
(a) B ⊆ Bσ ⊆ Bτ .
(b) If B is finite, so is B, and in this case B = Bσ = Bτ .
(c) For every a ∈ B, there is a finite B 0 ⊆ B such that a belongs to the subalgebra of A generated by B 0 .
Consequently #(B) ≤ max(ω, #(B)).
(d) For every a ∈ Bσ , there is a countable B 0 ⊆ B such that a belongs to the σ-subalgebra of A generated
by B 0 .
(e) If A is ccc, then Bσ = Bτ .
proof (a) All we need to know is that Bσ is a subalgebra of A including B, and that Bτ is a σ-subalgebra
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
order-closed, so is equal to Bτ .

S (c)(i) For I ⊆ B, let CI be the subalgebra of A generated by I. If I, J ⊆ B then CI ∪ CJ ⊆ CI∪J . So

{CI : 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 , CI is finite, so
S
#(B) = #( I∈[B]<ω CI ) ≤ max(ω, #(I), supI∈[B]<ω #(CI )) ≤ max(ω, #(B))
by 3A1Cc.
(d) ForSI ⊆ B, let DI ⊆ Bσ be the σ-subalgebra of A generated by I. If I, J ⊆ B then DI ∪ DJ ⊆ DI∪J ,
so B0σ = {DI : I ⊆ B is countable} is a subalgebra of A. But also it is sequentially order-closed in A. P
P
Let han in∈N be a non-decreasing sequenceSin B0σ with supremum a in A. For each n ∈ N there is a countable
I(n) ⊆ B such that an ∈ CI(n) . Set K = n∈N I(n); then K is a countable subset of B and every an belongs
to DK , so a ∈ DK ⊆ B0σ . Q
Q So B0σ is a σ-subalgebra of A including B and must be the whole of Bσ .
(e) By 316Fb, Bσ is order-closed in A, so must be equal to Bτ .

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 order-continuous Boolean homomor-
phism, then τ (B) ≤ τ (A).
(c) If a ∈ A then τ (Aa ) ≤ τ (A), where Aa is the principal ideal of A generated by a.
(d) If A has an atom and is Maharam-type-homogeneous, 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 τ -generates A; by 331Gb, A is finite.
(b) We know that there is a set A ⊆ A, τ -generating A, with #(A) = τ (A). Now π[A] τ -generates
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 7→ a ∩ b : A → Aa .

(d) If a ∈ A is an atom, then τ (Aa ) = 0, so if A is Maharam-type-homogeneous then τ (A) = 0 and
A = {0, a} = {0, 1}.

331I We are now ready for the theorem.

Theorem Let (A, µ̄) and (B, ν̄) be Maharam-type-homogeneous measure algebras of the same Maharam
type, with µ̄1 = ν̄1 < ∞. 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 Maharam-type-homogeneous, they can have no atoms and must be infinite, so κ is infinite
(331H). Let haξ iξ<κ , hbξ iξ<κ enumerate τ -generating subsets of A, B respectively.
The strategy of the proof is to define a measure-preserving isomorphism π : A → B as the last of an
increasing family hπξ iξ≤κ of isomorphisms between closed subalgebras Cξ , Dξ of A and B. The inductive
hypothesis will be that, for some families ha0ξ iξ<κ , hb0ξ iξ<κ to be determined,
Cξ is the closed subalgebra of A generated by {aη : η < ξ} ∪ {a0η : η < ξ},
Dξ is the closed subalgebra of B generated by {bη : η < ξ} ∪ {b0η : η < ξ},
πξ : Cξ → Dξ is a measure-preserving isomorphism,
πξ extends πη whenever η < ξ.
(Formally speaking, this will be a transfinite recursion, defining a function ξ 7→ f (ξ) = (Cξ , Dξ , πξ , a0ξ , b0ξ )
on the ordinal κ + 1 by a rule which chooses f (ξ) in terms of f ¹ξ, as described in 2A1B. The construction
of an actual function F for which f (ξ) = F (f ¹ξ) will necessitate the axiom of choice.)
(b) The induction starts with C0 = {0, 1}, D0 = {0, 1}, π0 (0) = 0, π0 (1) = 1. (The hypothesis µ̄1 = ν̄1
is what we need to ensure that π0 is measure-preserving.)
(c) For the inductive step to a successor ordinal ξ + 1, where ξ < κ, suppose that Cξ , Dξ and πξ have
been defined.
(i) For any non-zero b ∈ B, the principal ideal Bb of B generated by b has Maharam type κ, because
B is Maharam-type-homogeneous. On the other hand, the Maharam type of Dξ is at most
#({bη : η ≤ ξ} ∪ {b0η : 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 Bb
cannot be an order-continuous image of Dξ (331Hb). Now the map c 7→ c ∩ b : Dξ → Bb is order-continuous,
because Dξ is closed, so that the embedding Dξ ⊆ B is order-continuous. It therefore cannot be surjective,
and
{b ∩ πξ a : a ∈ Cξ } = {b ∩ d : d ∈ Dξ } 6= Bb .
This means that πξ : Cξ → Dξ satisfies the conditions of 331D, and must have an extension φξ to
a measure-preserving homomorphism from the subalgebra C0ξ of A generated by Cξ ∪ {aξ } to B. We
know that C0ξ is a closed subalgebra of A (314Ja), so it must be the closed subalgebra of A generated
by {aη : η ≤ ξ} ∪ {a0η : η < ξ}. Also D0ξ = φξ [C0ξ ] will be the subalgebra of B generated by Dξ ∪ {b0ξ }, where
b0ξ = φξ (aξ ), so is closed in B, and is the closed subalgebra of B generated by {bη : η < ξ} ∪ {b0η : η ≤ ξ}.

(ii) The next step is to repeat the whole of the argument above, but applying it to φ−1 0
ξ : Dξ → Cξ , bξ
0
in place of πξ : Cξ → Dξ and aξ . Once again, we have τ (Dξ ) < κ = τ (Aa ) for every a ∈ A, so we can use
Lemma 331D to find a measure-preserving isomorphism ψξ : Dξ+1 → Cξ+1 extending φ−1 ξ , where Dξ+1 is
the subalgebra of B generated by Dξ ∪ {bξ }, and Cξ+1 is the subalgebra of A generated by C0ξ ∪ {a0ξ }, setting
0

a0ξ = ψξ (bξ ). As in (i), we find that Cξ+1 is the closed subalgebra of A generated by {aη : η ≤ ξ}∪{a0η : η ≤ ξ},
while Dξ+1 is the closed subalgebra of B generated by {bη : η ≤ ξ} ∪ {b0η : η ≤ ξ}.

(iii) We can therefore take πξ+1 = ψξ−1 : Cξ+1 → Dξ+1 , and see that πξ+1 is a measure-preserving
isomorphism, extending πξ , such that πξ+1 (aξ ) = b0ξ , πξ+1 (a0ξ ) = bξ . Evidently πξ+1 extends πη for every
η ≤ ξ because it extends πξ and (by the inductive hypothesis) πξ extends πη for every η < ξ.
128 Maharam’s theorem 331I

(d) For the inductive step to a limit

S ordinal ξ, where 0 < ξ ≤ κ, suppose that Cη , Dη , a0η , b0η , πη have
∗ ∗
been defined for η < ξ. Set Cξ = η<ξ Cξ . Then Cξ is a subalgebra of A, because it is the union of an
S
upwards-directed family of subalgebras; similarly, D∗ξ = η<ξ Dξ is a subalgebra of B. Next, we have a
function πξ∗ : C∗ξ → D∗ξ defined by setting πξ∗ a = πη a whenever η < ξ and a ∈ Cη ; for if η, ζ < ξ and
a ∈ Cη ∩ Cζ , then πη a = πmax(η,ζ) a = πζ a. Clearly
S
πξ∗ [C∗ξ ] = η<ξ πη [Cη ] = D∗ξ .
Moreover, ν̄πξ∗ a = µ̄a for every a ∈ C∗ξ , since ν̄πη a = µ̄a whenever η < ξ and a ∈ Cη .
Now let Cξ be the smallest closed subalgebra of A including C∗ξ , that is, the metric closure of C∗ξ in A
(323J). Since Cξ is the smallest closed subalgebra of A including Cη for every η < ξ, it must be the closed
subalgebra of A generated by {aη : η < ξ} ∪ {a0η : η < ξ}. By 324O, πξ∗ has an extension to a measure-
preserving homomorphism πξ : Cξ → B. Set Dξ = πξ [Cξ ]; by 324Kb, Dξ is a closed subalgebra of B.
Because πξ : Cξ → B is continuous (also noted in 324Kb),
D∗ξ = πξ∗ [C∗ξ ] = πξ [C∗ξ ]
is topologically dense in Dξ (3A3Eb), and Dξ = D∗ξ is the closed subalgebra of B τ -generated by {bη : η <
ξ} ∪ {b0η : η < ξ}. Finally, if η < ξ, πξ extends πη because πξ∗ extends πη . Thus the induction continues.
(e) The induction ends with ξ = κ, Cκ = A, Dκ = B and π = πκ : 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, µ̄)
its measure algebra. Then if (B, ν̄) is any non-zero totally finite measure algebra and π : A → B is an
order-continuous Boolean homomorphism, τ (B) ≥ κ.
proof Set X = {0, 1}κ and write Σ for the domain of µ.
(a) Set Eξ = {x : x ∈ X, x(ξ) = 1}, aξ = Eξ• for each ξ < κ. If hξn in∈N is any sequence of distinct
elements of κ,
T T
µ( n∈N Eξn ) = limn→∞ µ( i≤n Eξn ) = limn→∞ 2−n−1 = 0,
so that µ̄(infSn∈N aξn ) = 0 and inf n∈N aξn = 0. Because π is order-continuous, inf n∈N π(aξn ) = 0 in B.
Similarly, µ( n∈N Eξn ) = 1 and supn∈N π(aξn ) = 1.
(b) For b ∈ B, δ > 0 set U (b, δ) = {b0 : ν̄(b0 4 b) < δ}, the ordinary open δ-neighbourhood of b. If b ∈ B,
then there is a δ > 0 such that {ξ : ξ < κ, aξ ∈ U (b, δ)} is finite. PP?? Suppose, if possible, otherwise. Then
there is a sequence hξn in∈N of distinct elements of κ such that ν̄(b 4 πaξn ) ≤ 2−n−2 ν̄1 for every n ∈ N. Now
inf n∈N πaξn = 0, so
P∞
ν̄b = ν̄(b \ inf n∈N πaξn ) ≤ n=0 ν̄(b \ πaξn ).
Similarly
P∞
ν̄(1 \ b) = ν̄(supn∈N πaξn \ b) ≤ n=0 ν̄(πaξn \ b).
So
∞
X ∞
X
ν̄1 = ν̄b + ν̄(1 \ b) ≤ ν̄(b \ πaξn ) + ν̄(πaξn \ b)
n=0 n=0
∞
X ∞
X
= ν̄(b 4 πaξn ) ≤ 2−n−2 ν̄1 < ν̄1,
n=0 n=0

which is impossible. X
XQQ
(c) Note that B is infinite; for if b ∈ B the set {ξ : πaξ = 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 τ -generates 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 : πaξ ∈ U (c, 2−k )} is finite. P
P By (b), there
is a δ > 0 such that {ξ : πaξ ∈ 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 πaξ , so these c, k serve. Q
Q
Consider
U = {U (c, 2−k ) : c ∈ C, k ∈ N, {ξ : πaξ ∈ U (c, 2−k )} is finite}.
S
Then #(U) ≤ max(#(C), ω) = τ (B). Also U is a cover of B. In particular, κ = U ∈U JU , where JU = {ξ :
πaξ ∈ U }. But this means that
κ = #(κ) ≤ max(ω, #(U ), supU ∈U #(JU )) = τ (B),
as claimed.

331K Theorem Let κ be any infinite cardinal. Let µ be the usual measure on {0, 1}κ and (A, µ̄) its
measure algebra. Then A is Maharam-type-homogeneous, 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 Eξ = {x : x ∈ X, x(ξ) = 1}, aξ = Eξ• for each ξ < κ. Writing E for the
algebra of subsets of X generated by {Eξ : ξ < κ}, we see that every measurable cylinder in X, as defined
in 254A, belongs to E, so that every member of Σ is approximated, in measure, by members of E (254Fe),
that is, {E • : E ∈ E} is topologically dense in A. But this means just that the subalgebra of A generated
by {aξ : ξ < κ} is topologically dense in A, so that {aξ : ξ < κ} τ -generates A, and τ (A) ≤ κ.
(b) Next, if c ∈ A \ {0} and Ac is the principal ideal of A generated by c, the map a 7→ a ∩ c is an
order-continuous Boolean homomorphism from A to Ac , so by 331J we must have τ (Ac ) ≥ κ. Thus
κ ≤ τ (Ac ) ≤ τ (A) ≤ κ.
As c is arbitrary, A is Maharam-type-homogeneous with Maharam type κ.

331L Theorem Let (A, µ̄) be a Maharam-type-homogeneous probability algebra. Then there is exactly
one κ, either 0 or an infinite cardinal, such that (A, µ̄) is isomorphic, as measure algebra, to the measure
algebra (Aκ , µ̄κ ) 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 (Aκ , µ̄κ ) is also Maharam-type-
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 Maharam-type-homogeneous, since τ (A) =
τ (Ac ) whenever A is isomorphic to Ac . In general, a Boolean algebra can be Maharam-type-homogeneous
without being homogeneous (331Xj, 331Yj). But for σ-finite measure algebras this doesn’t happen.

331N Proposition Let (A, µ̄) be a Maharam-type-homogeneous σ-finite measure algebra. Then it is
homogeneous as a Boolean algebra.
proof If A = {0} this is trivial; so suppose that A 6= {0}. By 322G, there is a measure ν̄ on A such that
(A, ν̄) is a probability algebra. Now let c be any non-zero member of A, and set γ = ν̄c, ν̄c0 = γ −1 ν̄c , where ν̄c
is the restriction of ν̄ to the principal ideal Ac of A generated by c. Then (A, ν̄) and (Ac , ν̄c0 ) are Maharam-
type-homogeneous 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 σ-subalgebra of Σ such that for any
non-negligible E ∈ Σ there in an F ∈ Σ such that F ⊆ E and µ(F 4(E ∩ H)) > 0 for every
R 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 ≤ 2k .

> (d) Show that the measure algebra of Lebesgue measure on R is Maharam-type-homogeneous and of
•
Maharam type ω. (Hint: show that it is τ -generated by {]−∞, q] : q ∈ Q}.)

(e) Show that the measure algebra of Lebesgue measure on Rr is Maharam-type-homogeneous, of Ma-
haram type ω, for any r ≥ 1. (Hint: show that it is τ -generated by {]−∞, q] : q ∈ Qr }.)
•

(f ) Show that the measure algebra of any Radon measure on Rr (256A) has countable Maharam type.
(Hint: show that it is τ -generated by {]−∞, q] : q ∈ Qr }.)
•

> (g) Show that PR has Maharam type ω. (Hint: show that it is τ -generated by {]−∞, q] : q ∈ Q}.)

> (h) Show that the regular open algebra of R is Maharam-type-homogeneous, of Maharam type ω. (Hint:
•
show that it is τ -generated by {]−∞, q] : q ∈ Q}.)

(i) Let (A, µ̄) be a totally finite measure algebra, and κ an infinite cardinal. Suppose that there is a family
haξ iξ<κ in A such that inf ξ∈I aξ = 0, supξ∈I aξ = 1 for every infinite I ⊆ κ. Show that τ (Aa ) ≥ κ for every
non-zero principal ideal Aa 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 Maharam-type-homogeneous, 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 order-closed 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 A0 and a proper subalgebra B of A0 which
is order-closed in A0 , but τ -generates A. (Hint: take A to be the measure algebra AL of Lebesgue measure
on R and B the subalgebra BQ of A generated by {[a, b]• : a, b ∈ Q}. Take E ⊆ R such that I ∩E, I \E have
non-zero measure for every non-trivial interval I ⊆ R (134Jb), and let A0 be the subalgebra of A generated
by B ∪ {E • }.)

(c) Give an example of a Boolean algebra A with a subalgebra A0 and a proper subalgebra B of A0
which is order-closed in A, but τ -generates A0 . (Hint: in the notation of 331Yb, take Z to be the Stone
space of AL , and set A0 = {b
a : a ∈ AL }, B = {b a : a ∈ BQ }; let A be the subalgebra of PZ generated by
A0 ∪ {{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) ≤ 2κ .

(e) Let (A, µ̄) be a measure algebra. Write d(A) for the smallest cardinal of any subset of A which is
dense for the measure-algebra topology. Show that d(A) ≤ max(ω, τ (A)). Show that if (A, µ̄) 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
S of
S X. (i) Show that if G is any family of open subsets of X, there is a family H ⊆ G such that
H = G and #(H) ≤ max(ω, d(X)). (ii) Show that if κ > max(ω, d(X)) and hxξ iξ<κ is any family in X,
then there is an x ∈ X such that #({ξ : xξ ∈ G}) > max(ω, d(X)) for every open set G containing x, and
that there is a sequence hξn in∈N of distinct members of κ such that x = limn→∞ xξn .
331 Notes Classification of homogeneous measure algebras 131

(g) Show that the algebra of open-and-closed subsets of {0, 1}N is homogeneous.

b (314U).
(h) Show that if A is a homogeneous Boolean algebra so is its Dedekind completion A

(i) Show that the regular open algebra of R is a homogeneous Boolean algebra.

(j) Let (A, µ̄) be the simple product (322K) of c copies of the measure algebra of the usual measure on
{0, 1}c . Show that A is Maharam-type-homogeneous but not homogeneous.

331 Notes and comments Maharam’s theorem belongs with the Radon-Nikodým 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
Maharam-type-homogeneous 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-
type-homogeneous 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
non-isomorphic, and every Maharam-type-homogeneous 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 haξ iξ<κ , hbξ iξ<κ , and even with these fixed there remains a good
deal of scope in the choice of ha0ξ iξ<κ and hb0ξ iξ<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 measure-preserving; the theorem also helps us to settle many of these (see 331M-331N). 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 (331J-331K) 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 331Ye-331Yf. 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 measure-preserving homomorphism from one to the other (332P-332Q), and a
general formula for the Maharam type of a localizable measure algebra (332S).

332A Lemma Let A be any Boolean algebra. Writing Aa for the principal ideal generated by a ∈ A,
the set {a : a ∈ A, Aa is Maharam-type-homogeneous} is order-dense in A.
proof Take any a ∈ A \ {0}. Then A = {τ (Ab ) : 0 6= b ⊆ a} has a least member; take c ⊆ a such that c 6= 0
and τ (Ac ) = min A. If 0 6= b ⊆ c, then τ (Ab ) ≤ τ (Ac ), by 331Hc, while τ (Ab ) ∈ A, so τ (Ac ) ≤ τ (Ab ). Thus
τ (Ab ) = τ (Ac ) for every non-zero b ⊆ c, and Ac is Maharam-type-homogeneous.

332B Maharam’s Theorem Let (A, µ̄) be any localizable measure algebra. Then it is isomorphic to
the simple product of a family h(Ai , µ̄i )ii∈I of measure algebras, where for each i ∈ I (Ai , µ̄i ) is isomorphic,
up to a re-normalization of the measure, to the measure algebra of the usual measure on {0, 1}κi , where κi
is either 0 or an infinite cardinal.
proof (a) For a ∈ A, let Aa be the principal ideal of A generated by a. Then
D = {a : a ∈ A, 0 < µ̄a < ∞, Aa is Maharam-type-homogeneous}
is order-dense in A. PP If a ∈ A \ {0}, then (because (A, µ̄) is semi-finite) there is a b ⊆ a such that
0 < µ̄b < ∞; now by 332A there is a non-zero d ⊆ b such that Ad is Maharam-type-homogeneous. By 331N,
Ad is Maharam-type-homogeneous, and d ∈ D. Q Q
(b) By 313K, there is a partition of unity hei ii∈I consisting of members of D; by 322Kd, (A, µ̄) is
isomorphic, as measure algebra, to the simple product of the principal ideals Ai = Aei .
(c) For each i ∈ I, (Ai , µ̄i ) is a non-trivial totally finite Maharam-type-homogeneous measure algebra,
writing µ̄i = µ̄¹ Ai . Take γi = µ̄i (1Ai ) = µ̄ei , and set µ̄0i = γi−1 µ̄i . Then (Ai , µ̄0i ) is a Maharam-type-
homogeneous probability algebra, so by 331L is isomorphic to the measure algebra (Bκi , ν̄κi ) of the usual
measure on {0, 1}κi , where κi is either 0 or an infinite cardinal. Thus (Ai , µ̄i ) is isomorphic, up to a scalar
multiple of the measure, to (Bκi , ν̄κi ).
Remark For the case of totally finite measure algebras, this is Theorem 2 of Maharam 42.

332C Corollary Let (A, µ̄) be a localizable measure algebra. For any cardinal κ, write νκ for the usual
measure on {0, 1}κ , and Σκ for its domain. Then we can find families hκi ii∈I , hγi ii∈I such that every κi is
either 0 or an infinite cardinal, every γi is a strictly positive real number, and (A, µ̄) is isomorphic to the
measure algebra of (X, Σ, ν), where
X = {(x, i) : i ∈ I, x ∈ {0, 1}κi },

Σ = {E : E ⊆ X, {x : (x, i) ∈ E} ∈ Σκi for every i ∈ I},

P
νE = i∈I γi νκi {x : (x, i) ∈ E}
for every E ∈ Σ.
proof Take the family hκi ii∈I from the last theorem, take the γi = µ̄ei to be the normalizing factors of the
proof there, and apply 322Kb to identify the simple product of the measure algebras of ({0, 1}κi , Σκi , γi νκi )
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 non-sigma-finite 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, µ̄) be any semi-finite 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 Ac generated by c. But Ac is ccc (322G), so {d
S ∩ c : d ∈ D} must be countable, and
Dc = {d : d ∈ D, d ∩ c 6= 0} is countable. Because sup C = 1, D = c∈C Dc , so
#(D) ≤ max(ω, #(C), supc∈C #(Dc )) = max(ω, #(C)).
As D is arbitrary, c(A) ≤ max(ω, #(C)) and max(ω, c(A)) = max(ω, #(C)).

332F Corollary Let (A, µ̄) be any semi-finite 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 non-zero 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 hdn in∈N such that d0 = d,
0 6= dn+1 ⊂ dn for every n. Now {dn \ dn+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, µ̄) is a semi-finite measure algebra, let us say that the magnitude of an a ∈ A is µ̄a if µ̄a is finite,
and otherwise is the cellularity of the principal ideal Aa 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, µ̄) itself, meaning the magnitude
of 1A . Similarly, if (X, Σ, µ) is a semi-finite 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
eκ = sup{a : a ∈ A \ {0}, Aa is Maharam-type-homogeneous of Maharam type κ},
writing Aa for the principal ideal of A generated by a, as usual. I will call this the Maharam-type-κ
component of A. Of course eκ ∩ eλ = 0 whenever λ, κ are distinct cardinals. P P a ∩ b = 0 whenever Aa , Ab
are Maharam-type-homogeneous of different Maharam types, since τ (Aa∩b ) cannot be equal simultaneously
to τ (Aa ) and τ (Ab ). Q
Q
Also {eκ : κ is a cardinal} is a partition of unity in A, because
sup{eκ : κ is a cardinal} = sup{a : Aa is Maharam-type-homogeneous} = 1
by 332A. Note that there is no claim that Aeκ 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
Maharam-type-κ component of A. If 0 6= d ⊆ e and the principal ideal Ad generated by d is ccc, then it is
Maharam-type-homogeneous with Maharam type κ.
134 Maharam’s theorem 332H

proof (a) The point is that τ (Ad ) ≤ κ. P

P Set
A = {a : a ∈ A \ {0}, Aa is Maharam-type-homogeneous of Maharam type κ}.
Then d = sup{a ∩ d : a ∈ A}. Because Ad is ccc, there is a sequence han in∈N in A such that d = supn∈N d ∩ an
(316E); set bn = d ∩ an . We have τ (Abn ) ≤ τ (Aan ) = κ for each n; let Dn be a subset of Abn , of cardinal at
most κ, which τ -generates Abn . Set
S
D = n∈N Dn ∪ {bn : n ∈ N} ⊆ Ad .
If C is the order-closed subalgebra of Ad generated by D, then C ∩ Abn is an order-closed subalgebra of Abn
including Dn , so is equal to Abn , for every n. But a = supn∈N a ∩ bn for every a ∈ Ad , so C = Ad . Thus
D τ -generates Ad , and
τ (Ad ) ≤ #(D) ≤ max(ω, supn∈N #(Dn )) = κ. Q
Q

(b) If now b is any non-zero member of Ad , there is some a ∈ A such that b ∩ a 6= 0, so that
κ = τ (Ab∩a ) ≤ τ (Ab ) ≤ τ (Ad ) ≤ κ.
Thus we must have τ (Ab ) = κ for every non-zero b ∈ Ad , and Ad is Maharam-type-homogeneous of type κ,
as claimed.

332I Lemma Let (A, µ̄) be an atomless semi-finite 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 : µ̄a = 1}, and C the family of disjoint subsets of A. By Zorn’s lemma, C has a
maximal member C0 (compare the proof of 313K). Set D = {d : d ∈ A, d ∩ c = 0 for every c ∈ C0 }. Then
D is upwards-directed. If d ∈ D, then µ̄a 6= 1 for every a ⊆ d, so µ̄d < 1, by 331C. So d0 = sup D is defined
in A (321C); of course d0 ∈ D, so µ̄d0 < 1. Observe that sup C0 = 1 \ d0 .
Because µ̄1 = ∞, C0 must be infinite; let han in∈N be any sequence of distinct elements of C0 . For each
n ∈ N, use 331C again to choose an a0n ⊆ an such that µ̄a0n = µ̄d0 . Set
b0 = d0 ∪ (a0 \ a00 ), bn = a0n−1 ∪ (an \ a0n )
for every n ≥ 1. Then hbn in∈N is a disjoint sequence of elements of measure 1 and supn∈N bn = supn∈N an ∪ d0 .
Now
(C0 \ {an : n ∈ N}) ∪ {bn : 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, µ̄) and (B, ν̄) be localizable measure algebras. For each cardinal κ, let eκ , fκ be the
Maharam-type-κ components of A, B respectively. Then (A, µ̄) and (B, ν̄) are isomorphic, as measure
algebras, iff (i) eκ and fκ have the same magnitude for every infinite cardinal κ (ii) for every γ ∈ ]0, ∞[,
(A, µ̄) and (B, ν̄) have the same number of atoms of measure γ.
proof Throughout the proof, write Aa for the principal ideal of A generated by a, and µ̄a for the restriction
of µ̄ to Aa ; and define Bb , ν̄b similarly for b ∈ B.
(a) If (A, µ̄) and (B, ν̄) are isomorphic, then of course the isomorphism matches their Maharam-type
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, eκ 6= 0} = {κ : κ is an infinite cardinal, fκ 6= 0}.
For γ ∈ ]0, ∞[, let Aγ be the set of atoms of measure γ in A, and set eγ = sup Aγ . Write I = K ∪ ]0, ∞[.
Then hei ii∈I is a partition of unity in A, so (A, µ̄) is isomorphic to the simple product of h(Aei , µ̄ei )ii∈I ,
writing Aei for the principal ideal generated by ei and µ̄ei for the restriction µ̄¹ Aei .
332L Classification of localizable measure algebras 135

In the same way, writing Bγ for the set of atoms of measure γ in B, fγ for sup Bγ , Bfi for the principal
ideal generated by fi and ν̄fi for the restriction of ν̄ fo Bfi , we have (B, ν̄) isomorphic to the simple product
of h(Bfi , ν̄fi )ii∈I .
(c) It will therefore be enough if I can show that (Aei , µ̄ei ) ∼
= (Bfi , ν̄fi ) for every i ∈ I.
(i) For κ ∈ K, the hypothesis is that eκ and fκ have the same magnitude. If they are both of finite
magnitude, that is, µ̄eκ = ν̄fκ < ∞, then both (Aeκ , µ̄eκ ) and (Bfκ , ν̄fκ ) 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 Aeκ , Bfκ have partitions of unity C, D consisting of sets of measure 1. So (Aeκ , µ̄eκ )
is isomorphic to the simple product of h(Ac , µ̄c )ic∈C , while (Bfκ , ν̄fκ ) is isomorphic to the simple product
of h(Bd , ν̄d )id∈D . But we know also that every (Ac , µ̄c ), (Bd , ν̄d ) 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(Aeκ ) = λ = c(Bfκ ) = #(D)
by 332E. So we are taking the same number of factors in each product and (Aeκ , µ̄eκ ) must be isomorphic
to (Bfκ , ν̄fκ ).
(ii) For γ ∈ ]0, ∞[, our hypothesis is that #(Aγ ) = #(Bγ ). Now Aγ is a partition of unity in Aeγ ,
so (Aeγ , µ̄eγ ) is isomorphic to the simple product of h(Aa , µ̄a )ia∈Aγ . Similarly, (Bfγ , ν̄fγ ) is isomorphic to
the simple product of h(Bb , ν̄b )ib∈Bγ . Since every (Aa , µ̄a ), (Bb , ν̄b ) is just a simple atom of measure γ,
these are all isomorphic; since we are taking the same number of factors in each product, (Aeγ , µ̄eγ ) must
be isomorphic to (Bfγ , ν̄fγ ).
(iii) Thus we have the full set of required isomorphisms, and (A, µ̄) is isomorphic to (B, ν̄).

332K Remarks (a) The partition of unity {ei : 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 : Aγ 6= ∅}.) The further partition of
the atomic part into individual atoms (part (c-ii) of the proof) is also canonical. But of course the partition
of the eκ 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 κi , γi there are sufficient to identify the
measure algebra up to isomorphism.
P For, amalgamating the language of 332C and 332J, we see that the
magnitude of eκ in 332J is just κi =κ γi if this is finite, #({i : κi = κ}) otherwise (using 332E, as usual);
while the number of atoms of measure γ is #({i : κi = 0, γi = 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, µ̄) be a measure algebra, and a, b ∈ A two elements of finite measure.
Suppose that π : Aa → Ab is a measure-preserving isomorphism, where Aa , Ab are the principal ideals
generated by a and b. Then there is a measure-preserving automorphism φ : A → A which extends π.
proof The point is that Ab\a is isomorphic, as measure algebra, to Aa\b . P P Set c = a ∪ b. For each infinite
cardinal κ, let eκ be the Maharam-type-κ component of Ac . Then eκ ∩ a is the Maharam-type-κ component of
Aa , because if d ⊆ c and Ad is Maharam homogeneous with Maharam type κ, then Ad∩a is either {0} or again
Maharam-type-homogeneous with Maharam type κ. Similarly, eκ \ a is the Maharam-type-κ component of
Ac\a = Ab\a , eκ ∩ b is the Maharam-type-κ component of Ab and eκ \ b is the Maharam-type-κ component
of Aa\b . Now π : Aa → Ab is an isomorphism, so π(eκ ∩ a) must be eκ ∩ b, and

µ̄(eκ \ a) = µ̄eκ − µ̄(eκ ∩ a) = µ̄eκ − µ̄π(eκ ∩ a)

= µ̄eκ − µ̄(eκ ∩ b) = µ̄(eκ \ b).
In the same way, if we write nγ (d) for the number of atoms of measure γ in Ad , then
nγ (b \ a) = nγ (c) − nγ (a) = nγ (c) − nγ (b) = nγ (a \ b)
136 Maharam’s theorem 332L

for every γ ∈ ]0, ∞[. By 332J, there is a measure-preserving isomorphism π1 : Ab\a → Aa\b . Q
Q
If we now set
φd = π(d ∩ a) ∪ π1 (d ∩ b \ a) ∪ (d \ c)
for every d ∈ A, φ : A → A is a measure-preserving isomorphism which agrees with π on Aa .

332M Lemma Suppose that (A, µ̄) and (B, ν̄) are homogeneous measure algebras, with τ (A) ≤ τ (B)
and µ̄1 = ν̄1 < ∞. Then there is a measure-preserving 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 µ̄1 = ν̄1 = 1, τ (A) = κ ≥ ω, τ (B) = λ ≥ κ, so that (A, µ̄) is isomorphic to the
measure algebra (Aκ , µ̄κ ) of the usual measure µ̄κ on {0, 1}κ ; and similarly (B, ν̄) 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 inverse-measure-preserving map x 7→ x¹κ : {0, 1}λ → {0, 1}κ
(254Oa), which induces a measure-preserving Boolean homomorphism from Aκ to Aλ (324M), and hence a
measure-preserving homomorphism from A to B.

332N Lemma If (A, µ̄) is a probability algebra and κ ≥ max(ω, τ (A)), then there is a measure-preserving
homomorphism from (A, µ̄) to the measure algebra (B, ν̄) of the usual measure ν on {0, 1}κ ; that is, (A, µ̄)
is isomorphic to a closed subalgebra of (B, ν̄).
proof Let hci ii∈I be a partition of Punity in A such that every principal ideal Aci is homogeneous and no
ci is zero. Then I is countable and i∈I µ̄ci = 1. Accordingly there is a partition of unity hdi ii∈I in Bκ
such that ν̄di = µ̄ci for every i. P
P Because I is countable, we may suppose that it is either N or an initial
segment of N. In this case, choose hdi ii∈I inductively such that di ⊆ 1 \ supj<i dj and ν̄di = µ̄di for each
i ∈ I, using 331C. QQ
If i ∈ I, then τ (Aci ) ≤ κ = τ (Bdi ), so there is a measure-preserving Boolean homomorphism πi :
Aci → Bdi . Setting πa = supi∈I πi (a ∩ ci ) for a ∈ A, we have a measure-preserving Boolean homomorphism
π : A → B. By 324Kb, π[A] is a closed subalgebra of B, and of course (π[A], ν̄¹π[A]) is isomorphic to (A, µ̄).

332O Lemma Let (A, µ̄), (B, ν̄) be localizable measure algebras. For each infinite cardinal κ let eκ , fκ
be their Maharam-type-κ components, and for γ ∈ ]0, ∞[ let eγ , fγ be the suprema of the atoms of measure
γ in A, B respectively. If there is a measure-preserving Boolean homomorphism from A to B, then the
magnitude of supκ≥λ eκ is not greater than the magnitude of supκ≥λ fκ whenever λ is an infinite cardinal,
while the magnitude of supκ≥ω eκ ∪ supγ≤δ eγ is not greater than the magnitude of supκ≥ω fκ ∪ supγ≤δ fγ
for any δ ∈ ]0, ∞[.
proof Suppose that π : A → B is a measure-preserving Boolean homomorphism. For infinite car-
dinals λ, set e∗λ = supκ≥λ eκ , fλ∗ = supκ≥λ fκ , while for δ ∈ ]0, ∞[ set e∗δ = supκ≥ω eκ ∪ supγ≤δ eγ ,
fδ∗ = supκ≥ω fκ ∪ supγ≤δ fγ . Let hci ii∈I be a partition of unity in A such that all the principal ideals
Aci are totally finite and homogeneous, as in 332B. Then ci ⊆ eκ whenever κ = τ (Aci ) is infinite, and
ci ⊆ eγ if ci 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, ci ⊆ e∗v };
then e∗v = supi∈J ci .
Now the point is that if i ∈ J then πci ⊆ fv∗ . P P We need to consider two cases. (i) If ci is an atom,
then v ∈ ]0, ∞[ and µ̄ci ≤ v. So we need only observe that 1 \ fv∗ is just the supremum in B of the atoms
of measure greater than v, none of which can meet πci , since this has measure at most v. (ii) Now suppose
that Aci is atomless, with τ (Aci ) = κ ≥ v. If 0 6= b ⊆ πci , then a 7→ b ∩ πa : Aci → Bb is an order-continuous
Boolean homomorphism, while Aci is isomorphic (as Boolean algebra) to the measure algebra of {0, 1}κ ,
so 331J tells us that τ (Bb ) ≥ κ. This means, first, that b cannot be an atom, so that πci cannot meet
supγ∈]0,∞[ fγ ; and also that b cannot be included in fκ0 for any infinite κ0 < κ, so that πci cannot meet
supω≤κ0 <κ fκ . Thus πci must be included in supκ0 ≥κ fκ = fv∗ . Q Q
Of course hπci ii∈J is disjoint. So if ev has finite magnitude, the magnitude of fv∗ is at least
∗
332P Classification of localizable measure algebras 137

P P
i∈J ν̄πci = i∈J µ̄ci = µ̄e∗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 fv∗ .

332P Proposition Let (A, µ̄), (B, ν̄) be atomless totally finite measure algebras. For each infinite
cardinal κ let eκ , fκ be their Maharam-type-κ components. Then the following are equiveridical:
(i) (A, µ̄) is isomorphic to a closed subalgebra of a principal ideal of (B, ν̄);
(ii) for every cardinal λ,
µ̄(supκ≥λ eκ ) ≤ ν̄(supκ≥λ fκ ).

proof (a)(i)⇒(ii) Suppose that π : A → Bd is a measure-preserving isomorphism between A and a closed

subalgebra of a principal ideal Bd of B. The Maharam-type-κ component of Bd is just d ∩ fκ , so 332O tells
us that
µ̄(supκ≥λ eκ ) ≤ ν̄(supκ≥λ d ∩ fκ ) ≤ ν̄(supκ≥λ fκ )
for every λ.
(b)(ii)⇒(i) Now suppose that the condition is satisfied.
α) Let P be the set of all measure-preserving Boolean homomorphisms π from principal ideals Acπ of
(α
A to principal ideals Bdπ of B such that
µ̄(supκ≥λ eκ \ cπ ) ≤ ν̄(supκ≥λ ν̄fκ \ dπ )
for every cardinal λ ≥ ω. Then the trivial homomorphism from A0 to B0 belongs to P , so P is not empty.
Order P by saying that π ≤ π 0 if π 0 extends π, that is, if cπ ⊆ cπ0 and π 0 a = πa for every a ∈ Acπ . Then P
is a partially ordered set.
β ) If Q ⊆ P is non-empty and totally ordered, it is bounded above in P . P
(β P Set c∗ = supπ∈Q cπ ,
d = supπ∈Q dπ . For a ⊆ c set π a = supπ∈Q π(a ∩ cπ ). Because Q is totally ordered, π ∗ extends all the
∗ ∗ ∗

functions in Q. It is also easy to check that π ∗ 0 = 0, π ∗ (a ∩ a0 ) = π ∗ a ∩ π ∗ a0 and π ∗ (a ∪ a0 ) = π ∗ a ∪ π ∗ a0 for

all a, a0 ∈ Ac∗ , π ∗ c∗ = d∗ and that ν̄π ∗ a = µ̄a for every a ∈ Ac∗ ; so that π ∗ is a measure-preserving Boolean
homomorphism from Ac∗ to Bd∗ .
Now suppose that λ is any cardinal; then

µ̄(sup eκ \ c∗ ) = inf µ̄(sup eκ \ cπ ) ≤ inf ν̄(sup fκ \ dπ ) = ν̄(sup fκ \ d∗ ).

κ≥λ π∈Q κ≥λ π∈Q κ≥λ κ≥λ

∗
So π ∈ P and is the required upper bound of Q. Q
Q
(γγ ) By Zorn’s Lemma, P has a maximal element π̃ say. Now cπ̃ = 1. P
P?? If not, then let κ0 be the
least cardinal such that eκ0 \ cπ̃ 6= 0. Then
0 < µ̄(supκ≥κ0 eκ \ cπ̃ ) ≤ ν̄(supκ≥κ0 ν̄fκ \ dπ̃ ),
so there is a least κ1 ≥ κ0 such that fκ1 \ dπ̃ 6= 0. Set δ = min(µ̄(eκ0 \ cπ̃ ), ν̄(fκ1 \ dπ̃ )) > 0. Because A and B
are atomless, there are a ⊆ eκ0 \ cπ̃ , b ⊆ fκ1 \ dπ̃ such that µ̄a = ν̄b = δ (331C). Now Aa is homogeneous with
Maharam type κ0 , while Bb is homogeneous with Maharam type κ1 (332H), so there is a measure-preserving
Boolean homomorphism φ : Aa → Bb (332M). Set
c∗ = cπ̃ ∪ a, d∗ = dπ̃ ∪ b,
and define π ∗ : Ac∗ → Bd∗ by setting π ∗ (g) = π̃(g ∩ cπ̃ ) ∪ φ(g ∩ a) for every g ⊆ c∗ . It is easy to check that
π ∗ is a measure-preserving Boolean homomorphism.
If λ is a cardinal and λ ≤ κ0 ,

µ̄(sup eκ \ c∗ ) = µ̄(sup eκ \ cπ̃ ) − δ ≤ ν̄(sup fκ \ dπ̃ ) − δ = ν̄(sup ν̄fκ \ d∗ ).

κ≥λ κ≥λ κ≥λ κ≥λ

If κ0 < λ ≤ κ1 ,
138 Maharam’s theorem 332P

µ̄(sup eκ \ c∗ ) = µ̄(sup eκ \ cπ̃ ) ≤ µ̄( sup eκ \ cπ̃ ) − µ̄(eκ0 \ cπ )

κ≥λ κ≥λ κ≥κ0
≤ µ̄( sup eκ \ cπ̃ ) − δ ≤ ν̄( sup fκ \ dπ̃ ) − δ
κ≥κ0 κ≥κ0
= ν̄( sup fκ \ dπ̃ ) − δ
κ≥κ1
(by the choice of κ1 )
= ν̄( sup fκ \ d∗ ) ≤ ν̄(sup fκ \ d∗ ).
κ≥κ1 κ≥λ

If λ > κ1 ,

µ̄(sup eκ \ c∗ ) = µ̄(sup eκ \ cπ̃ ) ≤ ν̄(sup fκ \ dπ̃ ) = ν̄(sup fκ \ d∗ ).

κ≥λ κ≥λ κ≥λ κ≥λ
∗
But this means that π ∈ P , and evidently it is a proper extension of π̃, which is supposed to be impossible.
X
XQQ
(δδ ) Thus π̃ has domain A and is the required measure-preserving homomorphism from A to the principal
ideal Bdπ̃ of B.

332Q Proposition Let (A, µ̄) and B, ν̄) be totally finite measure algebras, and suppose that there are
measure-preserving Boolean homomorphisms π1 : A → B and π2 : B → A. Then (A, µ̄) and (B, ν̄) are
isomorphic.
proof Writing eκ , fκ for their Maharam-type-κ components, 332O (applied to both π1 and π2 ) tells us that
µ̄(supκ≥λ eκ ) = ν̄(supκ≥λ fκ )
for every λ. Because all these measures are finite,

µ̄eλ = µ̄(sup eκ ) − µ̄(sup eκ )

κ≥λ κ>λ

= ν̄(sup fκ − ν̄(sup fκ ) = ν̄fλ

κ≥λ κ>λ

for every λ.
Similarly, writing eγ , fγ for the suprema in A, B of the atoms of measure γ, 332O tells us that
µ̄(supγ≤δ eγ ) = ν̄(supγ≤δ fγ )
for every δ ∈ ]0, ∞[, and hence that µ̄eγ = ν̄fγ for every γ, that is, that A and B have the same number of
atoms of measure γ.
So (A, µ̄) and (B, ν̄) are isomorphic, by 332J.

332R 332J tells us that if we know the magnitudes of the Maharam-type-κ 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, µ̄) be a semi-finite measure algebra. Then c(A) ≤ 2τ (A) .
proof Let C ⊆ A \ {0} be a disjoint set, and B ⊆ A a τ -generating set of size τ (A).
(a) If A is purely atomic, then for each c ∈ C choose an atom c0 ⊆ c, and set f (c) = {b : b ∈ B, c0 ⊆ b}.
If c1 , c2 are distinct members of C, the set
{a : a ∈ A, c01 ⊆ a ⇐⇒ c02 ⊆ a}
is an order-closed subalgebra of A not containing either c01 or c02 , so cannot include B, and f (c1 ) 6= f (c2 ).
Thus f is injective, and
#(C) ≤ #(PB) = 2τ (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 c0 ⊆ c of non-zero 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
1
f (c) = {b : b ∈ B, µ̄(b ∩ c0 ) ≥ µ̄c0 }.
2

Then f : C → PB is injective. P P If c1 , c2 are distinct members of C, then (because B is topologically

dense in A) there is a b ∈ B such that
1
µ̄((c01 ∪ c02 ) ∩ (c01 4 b)) ≤ min(µ̄c01 , µ̄c02 ).
3
But in this case
1 1
µ̄(c01 \ b) ≤ µ̄c01 , µ̄(c02 ∩ b) ≤ µ̄c02 ,
3 3

Q Accordingly #(C) ≤ 2#(B) = 2τ (A) in this case also.

and b ∈ f (c1 )4f (c2 ), so f (c1 ) 6= f (c2 ). Q
τ (A)
As C is arbitrary, c(A) ≤ 2 .

332S Theorem Let (A, µ̄) be a localizable measure algebra. Then τ (A) is the least cardinal λ such
that (α) c(A) ≤ 2λ (β) τ (Aa ) ≤ λ for every Maharam-type-homogeneous principal ideal Aa of A.
proof Fix λ as the least cardinal satisfying (α) and (β).
(a) By 331Hc, τ (Aa ) ≤ τ (A) for every a ∈ A, while c(A) ≤ 2τ (A) by 332R; so λ ≤ τ (A).
(b) Let C be a partition of unity in A consisting of elements of non-zero finite measure generating
Maharam-type-homogeneous principal ideals (as in the proof of 332B); then #(C) ≤ c(A) ≤ 2λ , and there
is an injective function f : C → Pλ. For each c ∈ C, let Bc ⊆ Ac be a τ -generating set of cardinal τ (Ac ),
and fc : Bc → λ an injection. Set
bξ = sup{c : c ∈ C, ξ ∈ f (c)},

b0ξ = sup{b : there is some c ∈ C such that b ∈ Bc , fc (b) = ξ}

for ξ < λ. Set B = {bξ : ξ < λ} ∪ {b0ξ : ξ < λ} if λ is infinite, {bξ : ξ < λ} if λ is finite; then #(B) ≤ λ. Note
that if c ∈ C and b ∈ Bc there is a b0 ∈ B such that b = b0 ∩ c. P P Since Bc 6= ∅, τ (Ac ) > 0; but this means
that τ (Ac ) is infinite (see 331H) so λ is infinite and b0ξ ∈ B, where ξ = fc (b); now b = b0ξ ∩ c. Q
Q
Let B be the closed subalgebra of A generated by B. Then C ⊆ B. P P For c ∈ C, we surely have c ⊆ bξ
if ξ ∈ f (c); but also, because C is disjoint, c ∩ bξ = 0 if ξ ∈ λ \ f (c). Consequently
c∗ = inf ξ∈f (c) bξ ∩ inf ξ∈λ\f (c) (1 \ bξ )
includes c. On the other hand, if d is any other member of C, there is some ξ ∈ f (c)4f (d), so that
d∗ ∩ c∗ ⊆ bξ ∩ (1 \ bξ ) = 0.
Since sup C = 1, it follows that c = c∗ ; but c∗ ∈ B, so c ∈ B. Q
Q
For any c ∈ C, look at {b ∩ c : b ∈ B} ⊆ B. This is a closed subalgebra of Ac (314F(a-i)) including Bc , so
must be the whole of Ac . Thus Ac ⊆ B for every c ∈ C. But sup C = 1, so a = supc∈C a ∩ c ∈ B for every
a ∈ A, and A = B. Consequently τ (A) ≤ #(B) ≤ λ, and τ (A) = λ.

332T Proposition Let (A, µ̄) be a localizable measure algebra and B a closed subalgebra of A. Then
(a) there is a function ν̄ : B → [0, ∞] such that (B, ν̄) 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 Bb has Maharam type at most τ (A)
and is a totally finite measure algebra when endowed with an appropriate measure. Then D is order-dense
in B. P P Take any non-zero b0 ∈ B. Then there is an a ∈ A such that a ⊆ b0 and 0 < µ̄a < ∞. Set
c = inf{b : b ∈ B, a ⊆ b}; then c ∈ B and a ⊆ c ⊆ b0 . If 0 6= b ∈ Bc , then c \ b belongs to B and is properly
included in c, so cannot include a; accordingly a ∩ b 6= 0. For b ∈ Bc , set ν̄b = µ̄(a ∩ b). Because the
140 Maharam’s theorem 332T

map b 7→ a ∩ b is an injective order-continuous Boolean homomorphism, ν̄ is countably additive and strictly

positive, that is, (Bc , ν̄) is a measure algebra. It is totally finite because ν̄c = µ̄a < ∞.
Let d ∈ Bc \ {0} be such that Bd is Maharam-type-homogeneous; suppose that its Maharam type is κ.
The map b 7→ b ∩ a is a measure-preserving Boolean homomorphism from Bd to Aa∩d , so by 332O Aa∩d
must have a non-zero Maharam-type-κ0 component for some κ0 ≥ κ; but this means that
τ (Bd ) ≤ κ ≤ κ0 ≤ τ (Aa∩d ) ≤ τ (A).
Thus d ∈ D, while 0 6= d ⊆ c ⊆ b0 . As b0 is arbitrary, D is order-dense. Q Q
Accordingly there is a partition of unity C in B such that C ⊆ D. For each c ∈ C we have a functional ν̄c
such that (BcP, ν̄c ) is a totally finite measure algebra of Maharam type at most τ (A); define ν̄ : B → [0, ∞] by
setting ν̄b = c∈C ν̄c (b ∩ c) for every b ∈ B. It is easy to check that (B, ν̄) is a measure algebra (compare
322Ka); it is localizable because B (being order-closed 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 Bc 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, µ̄) 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 Maharam-type-homogeneous 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) : G is a disjoint family of non-empty 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 hAi ii∈I be any family of Boolean algebras, with simple product A. Show that the cellularity of A
is at most max(ω, #(I), supi∈I c(Ai )). Devise an elegant expression of a necessary and sufficient condition
for equality.

(h) Let A be any Boolean algebra, and a ∈ A; let Aa be the principal ideal generated by a. Show that
c(Aa ) ≤ c(A).

(i) Let (A, µ̄) be a semi-finite measure algebra. Show that it has a partition of unity of cardinal c(A).

(j) Let (A, µ̄) and (B, ν̄) be localizable measure algebras. For each cardinal κ let eκ , fκ be their Maharam-
type-κ components, and Aeκ , Bfκ the corresponding principal ideals. Show that A and B are isomorphic,
as Boolean algebras, iff c(Aeκ ) = c(Bfκ ) for every κ.

P(k) Let ζ be P an ordinal, and hαξ iξ<ζ , hβξ iξ<ζ two families of non-negative real numbers such that
α ξ ≤ θ≤η<ζ βηP< ∞ for every θ ≤ ζ. Show that there is a family hγξη iξ≤η<ζ of non-negative real
θ≤ξ<ζ P
numbers such that αξ = ξ≤η<ζ γξη for every ξ < ζ, βη ≥ ξ≤η γξη for every η < ζ. (If only finitely many
of the αξ , βξ are non-zero, this is an easy special case of the max-flow min-cut theorem; see Bollobás 79,
§III.1 or Anderson 87, 12.3.1.); there is a statement of the theorem in 4A3M in the next volume.) Show
that γξη can be chosen in such a way that if ξ < ξ 0 , η 0 < η then at least one of γξη , γξ0 η0 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 (Bκ , ν̄κ ) for the measure algebra of the usual measure on {0, 1}κ . Let
(A, µ̄) be the simple product of h(Bωn , ν̄ωn )in∈N and (B, ν̄) the simple product of (A, µ̄) with (Bωω , ν̄ωω ).
(See 3A1E for the notation ωn , ωω .) Show that there is a measure-preserving Boolean homomorphism from
A to B, but that no such homomorphism can be order-continuous.

(n) For each cardinal κ, write (Bκ , ν̄κ ) for the measure algebra of the usual measure on {0, 1}κ . Let (A, µ̄)
be the simple product of h(Bκn , ν̄κn )in∈N and (B, ν̄) the simple product of h(Bλn , ν̄λn )in∈N , where κn = ω
for even n, ωn for odd n, while λn = ω for odd n, ωn for even n. Show that there are order-continuous
measure-preserving 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 µ̄ such that (C, µ̄) is itself a
localizable measure algebra; (iii) C is Dedekind complete and for every non-zero c ∈ C there is a completely
additive real-valued functional ν on C such that νc 6= 0. (Hint for (iii)⇒(ii): show that the set of supports
of non-negative completely additive functionals is order-dense in C, so includes a partition of unity.)

332Y Further exercises (a) Let (A, µ̄), (B, ν̄) be atomless localizable measure algebras. For each
infinite cardinal κ let eκ , fκ be their Maharam-type-κ components. Show that the following are equiveridical:
(i) (A, µ̄) is isomorphic to a closed subalgebra of a principal ideal of (B, ν̄); (ii) for every cardinal λ, the
magnitude of supκ≥λ eκ is not greater than the magnitude of supκ≥λ fκ .

(b) Let (A, µ̄) and (B, ν̄) be any semi-finite measure algebras, and (A, b µ̂), (B,
b ν̂) their localizations
(322O-322P). Let hei ii∈I , hfj ij∈J be partitions of unity in A, B respectively into elements of finite measure
generating homogeneous principal ideals Aei , Bfj . For each infinite cardinal κ set Iκ = {i : τ (Aei ) = κ},
Jκ = {j : τ (Bfj ) = κ}; for γ ∈ ]0, ∞[, set Iγ = {i : ei is an atom, µ̄ei = γ}, Jγ = {j : fj is an atom,
ν̄f = γ}. Show that (A, b ν̂) are isomorphic iff for each u, either P
b µ̂) and (B, P
Pj P i∈Iu µ̄ei = j∈Ju ν̄fj < ∞ or
i∈Iu µ̄e i = j∈Ju ν̄f j = ∞ and #(I u ) = #(J u ).

(c) Let (A, µ̄) and (B, ν̄) be non-zero localizable measure algebras; let eκ , fκ be their Maharam-type-κ
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 supκ≥λ eκ and supκ≥λ fκ respectively.

332 Notes and comments Maharam’s theorem tells us that all localizable measure algebras – in particular,
all σ-finite measure algebras – can be obtained from the basic algebra A = {0, a, 1 \ a, 1}, with µ̄a = µ̄(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 non-localizable semi-finite 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 hei ii∈I ) but very much more informative, since the κi , γi
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 332Xd-332Xe). 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
Juhász 71, 3.1 and 6.5. But for semi-finite 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 non-totally-finite 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 τ -generated Dedekind complete Boolean algebra
A with cellularity κ (Koppelberg 89, 13.1), so that Pκ is isomorphic to an order-closed subalgebra of A,
and if κ > c then τ (Pκ) > ω (332R).
For totally finite measure algebras we have a kind of weak Schröder-Bernstein theorem: if we have two
of them, each isomorphic to a closed subalgebra of the other, they are isomorphic (332Q). This fails for
σ-finite algebras (332Xn). I call it a ‘weak’ Schröder-Bernstein theorem because it is not clear how to build
the isomorphism from the two injections; ‘strong’ Schröder-Bernstein 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 measure-preserving 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, µ̄, C), where (A, µ̄) is a totally finite measure algebra and
C is a closed subalgebra of A (333K, 333N). I end the section with a description of fixed-point 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, τC (A), is the smallest cardinal of any set A ⊆ A such that A ∪ C τ -generates 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 Ca for {c ∩ a : c ∈ C}. Observe that Ca is a subalgebra of the principal
ideal Aa (because c 7→ c ∩ a : C → Aa 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 Maharam-type-homogeneous over C if τCb (Ab ) = τCa (Aa ) for every non-zero b ⊆ a.

333B Evidently this is a generalization of the ordinary concept of Maharam type as used in §§331-332;
if C = {0, 1} then τC (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 τCa (Aa ) ≤ τCb (Ab ). In particular, τCa (Aa ) ≤ τC (A) for every a ∈ A.
(b) The set {a : a ∈ A is relatively Maharam-type-homogeneous over C} is order-dense in A.
(c) If A is Dedekind complete and C is order-closed in A, then Ca is order-closed in Aa .
(d) If a ∈ A is relatively Maharam-type-homogeneous over C then either Aa = Ca , so that τCa (Aa ) = 0
and a is a relative atom of A over C (definition: 331A), or τCa (Aa ) ≥ ω.
(e) If D is another subalgebra of A and D ⊆ C, then
τ (Aa ) = τ{0,a} (Aa ) ≥ τDa (Aa ) ≥ τCa (Aa ) ≥ τAa (Aa ) = 0
for every a ∈ A.
proof (a) Let D ⊆ Ab be a set of cardinal τCb (Ab ) such that D∪Cb τ -generates Ab . Set D0 = {d ∩ a : d ∈ D}.
Then D0 ∪Ca τ -generates Aa . P
P Apply 313Mc to the map d 7→ d ∩ a : Ab → Aa , as in 331Hc. Q Q Consequently
τCa (Aa ) ≤ #(D0 ) ≤ #(D) = τCb (Ab ),
333C Closed subalgebras 143

as claimed. Setting b = 1 we get τCa (Aa ) ≤ τC (A).

(b) Just as in the proof of 332A, given b ∈ A \ {0}, there is an a ∈ Ab \ {0} minimising τCa (Aa ), and this
a must be relatively Maharam-type-homogeneous over C.
(c) Ca is the image of the Dedekind complete Boolean algebra C under the order-continuous Boolean
homomorphism c 7→ c ∩ a, so must be order-closed (314Fa).
(d) Suppose that τCa (Aa ) is finite. Let D ⊆ Aa be a finite set such that D ∪ Ca τ -generates Aa . Then
there is a non-zero b ∈ Aa such that b ∩ d is either 0 or b for every d ∈ D. But this means that Cb = {d ∩ b :
d ∈ D ∪ Ca }, which τ -generates Ab ; so that τCb (Ab ) = 0. Since a is relatively Maharam-type-homogeneous
over C, τCa (Aa ) must be zero, that is, Aa = Ca .
(e) The middle inequality is true just because Aa will be τ -generated by D ∪Ca whenever it is τ -generated
by D ∪ Da . The neighbouring inequalities are special cases of the middle one, and the outer equalities are
elementary.

333C Theorem Let (A, µ̄) and (B, ν̄) be totally finite measure algebras, and C a closed subalgebra of
A. Let φ : C → B be a measure-preserving Boolean homomorphism.
(a) If, in the notation of 333A, τC (A) ≤ τφ[C]b (Bb ) for every non-zero b ∈ B, there is a measure-preserving
Boolean homomorphism π : A → B extending φ.
(b) If τCa (Aa ) = τφ[C]b (Bb ) for every non-zero 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 hπξ iξ≤κ of measure-preserving homomorphisms from closed subalgebras Cξ of A, where
κ = τC (A). Let haξ iξ<κ be a family in A such that C ∪ {aξ : ξ < κ} τ -generates 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 Cξ immediately; Cξ will be the closed subalgebra of A generated
by C ∪ {aη : η < ξ}. The induction starts with C0 = C, π0 = φ.
(ii) For the inductive step to a successor ordinal ξ + 1, where ξ < κ, suppose that Cξ and πξ have
been defined. Take any non-zero b ∈ B. We are supposing that τDb (Bb ) ≥ κ > #(ξ), so Bb cannot be
τ -generated by
D = Db ∪ {b ∩ πξ aη : η < ξ} = πξ [C]b ∪ {b ∩ πξ aη : η < ξ} = ψ[C ∪ {aη : η < ξ}],
writing ψc = b ∩ πξ c for c ∈ Cξ . As ψ is order-continuous, ψ[Cξ ] is precisely the closed subalgebra of Bb
generated by D (314Gb), and is therefore not the whole of Bb .
But this means that Bb 6= {b ∩ πξ c : c ∈ Cξ }. As b is arbitrary, πξ satisfies the conditions of 331D, and
has an extension to a measure-preserving Boolean homomorphism πξ+1 : Cξ+1 → B, since Cξ+1 is just the
closed subalgebra of A generated by C ∪ {aξ }.
(iii) For the inductive step to a non-zero limit ordinal
S ξ ≤ κ, we can argue exactly as in part (d) of the
proof of 331I; Cξ will be the metric closure of C∗ξ = η<ξ Cη , so we can take πξ : Cξ → B to be the unique
S
measure-preserving homomorphism extending πξ∗ = η<ξ πη .
Thus the induction proceeds, and evidently π = πκ will be a measure-preserving 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 1A is relatively Maharam-type-homogeneous 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 τD (B) = κ; let hbξ iξ<κ be a family in B such that B is
τ -generated by D ∪ {bξ : ξ < κ}. This time, as in 331I, we shall have to choose further families ha0ξ iξ<κ and
hb0ξ iξ<κ , and
Cξ will be the closed subalgebra of A generated by
C ∪ {aη : η < ξ} ∪ {a0η : η < ξ},
Dξ will be the closed subalgebra of B generated by
144 Maharam’s theorem 333C

D ∪ {bη : η < ξ} ∪ {b0η : η < ξ},

πξ : Cξ → Dξ will be a measure-preserving homomorphism.
The induction will start with C0 = C, D0 = D and π0 = φ, as in (a).
(i) For the inductive step to a successor ordinal ξ + 1, where ξ < κ, suppose that Cξ , Dξ and πξ have
been defined.
α) Let b ∈ B \ {0}. Because
(α
τDb (Bb ) = κ > #({bη : η < ξ} ∪ {b0η : η < ξ}),
Bb cannot be τ -generated by Db ∪ {b ∩ bη : η < ξ} ∪ {b ∩ b0η : η < ξ}, and cannot be equal to {b ∩ d : d ∈ Dξ }.
As b is arbitrary, there is an extension of πξ to a measure-preserving homomorphism φξ from C0ξ to B, where
C0ξ is the closed subalgebra of A generated by C ∪ {aη : η ≤ ξ} ∪ {a0η : η < ξ}. Setting b0ξ = φξ (aξ ), the image
D0ξ = φξ [Cξ ] will be the closed subalgebra of B generated by D ∪ {bη : η < ξ} ∪ {b0η : η ≤ ξ}.
β ) Now, as in 331I, we must repeat the argument of (α), applying it now to φ−1
(β ξ : Dξ → A. If
a ∈ A \ {0},
τCa (Aa ) = κ > #({aη : η ≤ ξ} ∪ {a0η : η < ξ}),
so that Aa cannot be {a ∩ c : c ∈ C0ξ }. As a is arbitrary, φ−1
ξ has an extension to a measure-preserving
homomorphism ψξ : Dξ+1 → Cξ+1 , where Dξ+1 is the subalgebra of B generated by D0ξ ∪ {bξ }, that is,
the closed subalgebra of B generated by D ∪ {bη : η ≤ ξ} ∪ {b0η : η < ξ}, and Cξ+1 is the subalgebra of A
generated by C0ξ ∪ {a0ξ }, setting a0ξ = ψξ (bξ ).
We can therefore take πξ+1 = ψξ−1 : Cξ+1 → Dξ+1 , as in 331I.
(ii) The inductive step to a S
non-zero limit ordinal ξ ≤ κ is exactly the same
S as in (a) above or in 331I;
Cξ is the metric closure of C∗ξ = η<ξ Cη , Dξ is the metric closure of D∗ξ = η<ξ Dη , and πξ is the unique
measure-preserving homomorphism from Cξ to Dξ extending every πη for η < ξ.
(iii) The induction stops, as before, with π = πκ : Cκ → Dκ , where Cκ = A, Dκ = B.

333D Corollary Let (A, µ̄) and (B, ν̄) be totally finite measure algebras and C a closed subalgebra of
A. Suppose that
τ (C) < max(ω, τ (A)) ≤ min{τ (Bb ) : b ∈ B \ {0}}.
Then any measure-preserving Boolean homomorphism φ : C → B can be extended to a measure-preserving
Boolean homomorphism π : A → B.
proof Set κ = min{τ (Bb ) : b ∈ B \ {0}}. Then for any non-zero b ∈ B,
τφ[C]b (Bb ) ≥ κ.
P There is a set C ⊆ C, of cardinal τ (C), which τ -generates C, so that C 0 = {b ∩ φc : c ∈ C} τ -generates
P
φ[C]b . Now there is a set D ⊆ Bb , of cardinal τφ[C]b (Bb ), such that φ[C]b ∪ D τ -generates Bb . In this case
C 0 ∪ D must τ -generate Bb , so κ ≤ #(C 0 ∪ D). But #(C 0 ) ≤ #(C) < κ and κ is infinite, so we must have
#(D) ≥ κ, as claimed. Q Q
On the other hand, τC (A) ≤ τ (A) ≤ κ. So we can apply 333C to give the result.

333E Theorem Let (C, µ̄) be a totally finite measure algebra, κ an infinite cardinal, and (Bκ , ν̄κ ) the
measure algebra of the usual measure on {0, 1}κ . Let (A, λ̄) be the localizable measure algebra free product
of (C, µ̄) and (Bκ , ν̄κ ), and ψ : C → A the corresponding homomorphism. Then for any non-zero a ∈ A,
τψ[C]a (Aa ) = κ,
in the notation of 333A above.
proof Recall from 325Dd that ψ[C] is a closed subalgebra of A.
(a) Let hbξ iξ<κ be the canonical independent family in Bκ of elements of measure 21 . Let ψ 0 : Bκ → A
be the canonical map, and set b0ξ = ψ 0 bξ for each ξ.
333E Closed subalgebras 145

We know that {bξ : ξ < κ} τ -generates Bκ (see part (a) of the proof of 331K). Consequently ψ[C] ∪ {b0ξ :
ξ < κ} τ -generates A. P P Let A1 be the closed subalgebra of A generated by ψ[C] ∪ {b0ξ : ξ < κ}. Because
ψ : Bκ → A is order-continuous (325Da), ψ 0 [Bκ ] ⊆ A1 (313Mb). But this means that A1 includes
0

ψ[C] ∪ ψ 0 [Bκ ] and therefore includes the image of C ⊗ Bκ in A; because this is topologically dense in A
(325Dc), A1 = A, as claimed. Q Q
(b) It follows that
τψ[C]a Aa ≤ τψ[C] A ≤ κ.

(c) We need to know that if ξ < κ and e belongs to the closed subalgebra Eξ of A generated by
ψ[C] ∪ {b0η : η 6= ξ}, then λ̄(e ∩ b0ξ ) = 12 λ̄e. P
P Set
E = ψ[C] ∪ {b0η : η 6= ξ}, F = {e0 ∩ . . . ∩ en : e0 , . . . , en ∈ E}.
Then every member of F is expressible in the form
d = ψa ∩ inf η∈J b0η ,
where a ∈ C and J ⊆ κ \ {ξ} is finite. Now
λ̄d = µ̄a · ν̄(inf η∈J bη ) = 2−#(J) µ̄a,

1
λ̄(b0ξ ∩ d) = µ̄a · ν̄(bξ ∩ inf η∈J bη ) = 2−#(J∪{ξ}) µ̄a = λ̄d.
2
Now consider the set
1
G = {d : d ∈ A, λ̄(bξ ∩ d) = λ̄d}.
2

We have 1A ∈ F ⊆ G, and F is closed under ∩ . Secondly, if d, d0 ∈ G and d ⊆ d0 , then

1 1 1
λ̄(bξ ∩ (d0 \ d)) = λ̄(bξ ∩ d0 ) − λ̄(bξ ∩ d) = λ̄d0 − λ̄d = λ̄(d0 \ d),
2 2 2

so d0 \ d ∈ G. Also, if H ⊆ G is non-empty and upwards-directed,

1 1
λ̄(bξ ∩ sup H) = λ̄(supd∈H bξ ∩ d) = supd∈H λ̄(bξ ∩ d) = supd∈H λ̄d = λ̄(sup H),
2 2

so sup H ∈ G. By the Monotone Class Theorem (313Gc), G includes the order-closed subalgebra of D
generated by F . But this is just Eξ . Q
Q
(d) The next step is to see that τψ[C]a (Aa ) > 0. P P By (a) and 323J, A is the metric closure of the
subalgebra A0 generated by ψ[C] ∪ {bη : η < κ}, so there must be an a0 ∈ A0 such that λ̄(a0 4 a) ≤ 14 λ̄a.
0

Now there is a finite J ⊆ κ such that a0 belongs to the subalgebra A1 generated by ψ[C] ∪ {b0η : 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

λ̄((a ∩ ψc) 4 (a ∩ b0ξ )) = λ̄(a ∩ (ψc 4 b0ξ )) ≥ λ̄(a0 ∩ (ψc 4 b0ξ )) − λ̄(a 4 a0 )
= λ̄(a0 ∩ b0ξ ) + λ̄(a0 ∩ ψc) − 2λ̄(a0 ∩ ψc ∩ b0ξ ) − λ̄(a 4 a0 )
1
= λ̄a0 − λ̄(a 4 a0 )
2
(because both a0 and a0 ∩ ψc belong to Eξ )
1 3
≥ λ̄a − λ̄(a 4 a0 ) > 0.
2 2

Thus a ∩ b0ξ is not of the form a ∩ ψc for any c ∈ C, and Aa 6= ψ[C]a , so that τψ[C]a (Aa ) > 0. Q
Q
(e) It follows that τψ[C]a (Aa ) is infinite. P
P There is a non-zero d ⊆ a which is relatively Maharam-type-
homogeneous over ψ[C]. By (d), applied to d, τψ[C]d (Ad ) > 0; but now 333Bd tells us that τψ[C]d (Ad ) must
be infinite, so τψ[C]a (Aa ) is infinite. Q
Q
146 Maharam’s theorem 333E

(f ) If κ = ω, we can stop here. If κ > ω, we continue, as follows. Let D ⊆ Aa be any set of cardinal
less than κ. Each d ∈ D ∪ {a} belongs to the closed subalgebra of A generated by C = ψ[C] ∪ {b0ξ : ξ < κ}.
But because A is ccc, this is just the σ-subalgebra of A generated by C (331Ge). So d belongs to the
closed subalgebra ofSA generated by some countable subset Cd of C, by 331Gd. Now Jd = {η : b0η ∈ Cd } is
countable. Set J = d∈D∪{a} Jd ; then
#(J) ≤ max(ω, #(D ∪ {a})) = max(ω, #(D)) < κ,
so J 6= κ, and there is a ξ ∈ κ \ J. Accordingly ψ[C] ∪ D ∪ {a} is included in Eξ , as defined in (c) above,
and ψ[C]a ∪ D ⊆ Eξ . As Aa ∩ Eξ is a closed subalgebra of Aa , it includes the closed subalgebra generated
by ψ[C]a ∪ D. But a ∩ b0ξ surely does not belong to Eξ , since
1
λ̄(a ∩ b0ξ ∩ b0ξ ) = λ̄(a ∩ b0ξ ) = λ̄a > 0,
2

and λ̄(a ∩ b0ξ ∩ b0ξ ) 6= 21 λ̄(a ∩ b0ξ ). Thus a ∩ b0ξ cannot belong to the closed subalgebra of Aa generated by
ψ[C]a ∪ D, and ψ[C]a ∪ D does not τ -generate Aa . As D is arbitrary, τφ[C]a (Aa ) ≥ κ.
This completes the proof.

333F Corollary Let (A, µ̄) be a totally finite measure algebra, C a closed subalgebra of A and κ an
infinite cardinal. Let (Bκ , ν̄κ ) be the measure algebra of the usual measure on {0, 1}κ .
(i) Suppose that κ ≥ τC (A). Let (C⊗B b κ , λ̄) be the localizable measure algebra free product of (C, µ̄¹ C)
and (Bκ , ν̄κ ), and ψ : C → C⊗B b κ the corresponding homomorphism. Then there is a measure-preserving
Boolean homomorphism π : A → C⊗B b κ extending ψ.
(ii) Suppose further that κ = τCa (Aa ) for every non-zero a ∈ A. Then π can be taken to be an isomorphism.

b κ , using 333E to see that the hypothesis

proof All we have to do is apply 333C with B = C⊗B
τψ[C]b (Bb ) = κ for every non-zero b ∈ B
is satisfied.

333G Corollary Let (C, µ̄) be a totally finite measure algebra. Suppose that κ ≥ max(ω, τ (C)) is a
b κ , λ̄) be the
cardinal, and write (Bκ , ν̄κ ) for the measure algebra of the usual measure on {0, 1}κ . Let (C⊗B
localizable measure algebra free product of (C, µ̄) and (Bκ , ν̄κ ). Then
b κ is Maharam-type-homogeneous, with Maharam type κ;
(a) C⊗B
(b) for every measure-preserving Boolean homomorphism φ : C → C there is a measure-preserving auto-
morphism π : C⊗B b κ → C⊗B b κ such that π(c ⊗ 1) = φc ⊗ 1 for every c ∈ C, writing c ⊗ 1 for the canonical
image in C⊗Bb κ of any c ∈ C.

b κ , as in 333E.
proof Write A for C⊗B

(a) If C ⊆ C is a set of cardinal τ (C) which τ -generates C, and B ⊆ Bκ a set of cardinal κ which
τ -generates Bκ (331K), then {c ⊗ b : c ∈ C, b ∈ B} is a set of cardinal at most max(ω, τ (C), κ) = κ which
τ -generates 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 non-zero, then τ (Aa ) ≥ τψ[C]a (Aa ) ≥ κ, by 333E; so A is Maharam-type-
homogeneous, with Maharam type κ.

(b) Writing D = {c ⊗ 1 : c ∈ C} for the canonical image of C in A, we have a measure-preserving

automorphism φ1 : D → D defined by setting φ1 (c ⊗ 1) = φc ⊗ 1 for every c ∈ C. Because φ1 [D] ⊆ D, 333Be
and 333E tell us that
κ = τ (Aa ) ≥ τφ1 [D]a (Aa ) ≥ τDa (Aa ) = κ
for every non-zero a ∈ A, so we can use 333Cb, with B = A, to see that φ1 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, µ̄) be a localizable measure algebra and C a closed subalgebra of A. Then there are
hµi ii∈I , hci ii∈I , hκi ii∈I such that
for each i ∈ I, µi is a non-negative completely additive functional on C,
ci = [[µi > 0]] ∈ C,
κi is 0 or an infinite cardinal,
(Cci , µi ¹ Cci ) is a totally finite measure algebra, writing Cci for the principal ideal of C
generated by ci ,
P
i∈I µi c = µ̄c for every c ∈ C,
Q
there is a measure-preserving isomorphism π from A to the simple product i∈I Cci ⊗B b κi
of the localizable measure algebra free products Cci ⊗B b κi of (Cci , µi ¹ Cci ), (Bκi , ν̄κi ), writing
(Bκ , ν̄κ ) for the measure algebra of the usual measure on {0, 1}κ .
Moreover, π may be taken such that
for every c ∈ C, πc = h(c ∩ ci ) ⊗ 1ii∈I , writing c ⊗ 1 for the image in Cci ⊗Bb κi of c ∈ Cci .

Remark Recall that [[µi > 0]] is that element of C such that µi c > 0 whenever c ∈ C and 0 6= c ⊆ [[µi > 0]],
µi c ≤ 0 whenever c ∈ C and c ∩ [[µi > 0]] = 0 (326O).
proof (a) Let A be the set of those elements of A which are relatively Maharam-type-homogeneous over C
(see 333Ac). By 333Bb, A is order-dense in A (compare part (a) of the proof of 332B), and consequently
A0 = {a : a ∈ A, µ̄a < ∞} is order-dense in A. So there is a partition of unity hai ii∈I in A consisting of
members of A0 (313K). For each i ∈ I, set µi c = µ̄(ai ∩ c) for every c ∈ C; then µi is non-negative, and it is
completely additive by 327E. Because hai ii∈I is a partition of the identity in A,
P P
µ̄c = i∈I µ̄(c ∩ ai ) = i∈I µi c
for every c ∈ C. Next, (Cci , µi ¹ Cci ) is a totally finite measure algebra. P
P Cci is a Dedekind σ-complete
Boolean algebra because C is. µi ¹ Cci is a non-negative countably additive functional because µi is. If c ∈ Cci
and µi c = 0, then c = 0 by the choice of ci . QQ Note also that
µ̄(ai \ ci ) = µi (1 \ ci ) = 0,
so that ai ⊆ ci .
(b) By 333Bd, any finite κi must actually be zero. The next element we need is the fact that, for
each i ∈ I, we have a measure-preserving isomorphism c 7→ c ∩ ai from (Cci , µi ¹ Cci ) to (Cai , µ̄¹ Cai ). P
P
Of course this is a ring homomorphism. Because ai ⊆ ci , it is a surjective Boolean homomorphism. It is
measure-preserving by the definition of µi , and therefore injective. Q
Q
(c) Still focusing on a particular i ∈ I, let Aai be the principal ideal of A generated by ai . Then
we have a measure-preserving isomorphism π̃i : Aai → Cai ⊗B b κi , extending the canonical homomorphism
c 7→ c ⊗ 1 : Cai → Cai ⊗Bb κi . P
P When κi is infinite, this is just 333F(ii). But the only other case is when
κi = 0, that is, Cai = Aai , while Bκi = {0, 1} and Cai ⊗B b κi ∼ = Cci . Q
Q
The isomorphism between (Cci , µi ¹ Cci ) and (Cai , µ̄¹ Cai ) induces an isomorphism between Cci ⊗Bb κi and
b κi . So we have a measure-preserving isomorphism πi : Aai → Cci ⊗B
Cai ⊗B b κi such that πi (c ∩ ai ) = c ⊗ 1
for every c ∈ Cci .
Q
(d) By 322Kd, we have a measure-preserving isomorphism a 7→ ha ∩ ai ii∈I : A → i∈I Aai .
Q Putting this together with the isomorphisms of (c), we have a measure-preserving isomorphism π : A →
b
i∈I Cci ⊗Bκi , setting πa = hπi (a ∩ ai )ii∈I for a ∈ A. Observe that, for c ∈ C,

πc = hπi (c ∩ ai )ii∈I = h(c ∩ ci ) ⊗ 1ii∈I ,

as required.

333I Remarks (a) I hope it is clear that whenever (C, µ̄) is a Dedekind complete
P measure algebra,
hµi ii∈I is a family of non-negative completely additive functionals on C such that i∈I µi = µ̄, and hκi ii∈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, µ̃), the product of the family hCci ⊗Bb κi ii∈I , together with an order-continuous measure-preserving
homomorphism π : C → A; and that the partition of unity hai ii∈I in A corresponding to this product (315E)
b κi ,
has µi c = µ̃(ai ∩ πc) for every c ∈ C and i ∈ I, while each principal ideal Aai can be identified with Cci ⊗B
so that ai is relatively Maharam-type-homogeneous over π[C]. Thus any structure (C, µ̄, hµi ii∈I , hκi ii∈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, µ̄, C), where (A, µ̄) 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 Maharam-type-κ components in 332J. The general
case seems to be complex. But I can deal with the special case in which (A, µ̄) is totally finite. In this case,
we have the following facts.

333J Lemma Let (A, µ̄) 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 hµn in∈N of additive functionals on C such
that (i) µn+1 ≤ µn for every n (ii) there is a disjoint sequence han in∈N in A such that supn∈N an = sup A
and µn c = µ̄(an ∩ c) for every n ∈ N, c ∈ C.
Remark I hope it is plain from my wording that it is the µn which are unique, not the an .
proof (a) For each a ∈ A set νa (c) = µ̄(c ∩ a) for c ∈ C. Then νa is a non-negative completely additive
real-valued functional on C (see 326Kd).
The key step is I suppose in (c) below; I approach by a two-stage argument. For each b ∈ A write Ab for
{a : a ∈ A, a ∩ b = 0}.
(b) For every b ∈ A, non-zero c ∈ C there are a ∈ Ab , c0 ∈ C such that 0 6= c0 ⊆ c and νa (d) ≥ νe (d)
whenever d ∈ C, e ∈ Ab and d ⊆ c0 . P P?? Otherwise, choose han in∈N and hcn in∈N as follows. Since 0, c won’t
serve for a, c0 , there must be an a0 ∈ Ab such that νa0 (c) > 0. Let δ > 0 be such that νa0 (c) > δ µ̄c and set
c0 = c ∩ [[νa0 > δ µ̄¹ C]]; then c0 ∈ C and 0 6= c0 ⊆ c. Given that an ∈ Ab , cn ∈ C and 0 6= cn ⊆ c, then there
must be an+1 ∈ Ab , dn ∈ C such that dn ⊆ cn and νan+1 (dn ) > νan (dn ). Set cn+1 = dn ∩ [[νan+1 > νan ]], so
that cn+1 ∈ C and 0 6= cn+1 ⊆ cn , and continue.
There is some n ∈ N such that nδ ≥ 1. For any i < n, the construction ensures that
0 6= cn+1 ⊆ ci+1 ⊆ [[νai+1 > νai ]],
so νai (cn+1 ) < νai+1 (cn+1 ); also cn+1 ⊆ c0 so
µ̄(ai ∩ cn+1 ) = νai (cn+1 ) ≥ νa0 (cn+1 ) > δ µ̄cn+1 .
Pn−1
But this means that i=0 µ̄(ai ∩ cn+1 ) > µ̄cn+1 and there must be distinct j, k < n such that aj ∩ ak ∩ cn+1
is non-zero. Because aj , ak ∈ A there are d0 , d00 ∈ C such that aj ∩ ak = aj ∩ d0 = ak ∩ d00 ; set d =
cn+1 ∩ d0 ∩ d00 , so that d ∈ C and
aj ∩ d = aj ∩ ak ∩ cn+1 = ak ∩ d, νaj (d) = µ̄(aj ∩ ak ∩ cn+1 ) = νak (d).
But as 0 6= d ⊆ [[νai+1 > νai ]] for every i < n, νa0 (d) < νa1 (d) < . . . < νan (d), so this is impossible. X
XQQ
(c) Now for a global, rather than local, version of the same idea. For every b ∈ A there is an a ∈ Ab such
that and νa ≥ νe whenever e ∈ Ab . P P (i) By (b), the set C of those c ∈ C such that there is an a ∈ Ab such
that νa ¹ Cc ≥ νe ¹ Cc for every e ∈ Ab is order-dense in C. Let hci ii∈I be a partition of unity in C consisting
of members of C, and for each i ∈ I choose ai ∈ Ab such that νai ¹ Cci ≥ νe ¹ Cci for every e ∈ Ab . Consider
a = supi∈I ai ∩ ci . (ii) If a0 ∈ A and a0 ⊆ a, then for each i ∈ I there is a di ∈ C such that ai ∩ a0 = ai ∩ di .
Set d0 = supi∈I ci ∩ di ; then (because hci ii∈I is disjoint)
a ∩ d0 = supi∈I ai ∩ ci ∩ di = supi∈I ai ∩ ci ∩ a0 = a ∩ a0 = a0 .
As a0 is arbitrary, this shows that a ∈ A. (iii) Of course a ∩ b = 0, so a ∈ Ab . Now take any e ∈ Ab , d ∈ C.
Then
P P
νa (d) = i∈I νai (ci ∩ d) ≥ i∈I νe (ci ∩ d) = νe (d).
333K Closed subalgebras 149

So this a has the required property. Q

Q
(d) Choose han in∈N inductively in A so that, for each n, an ∩ supi<n ai = 0 and νan ≥ νe whenever
e ∈ A and e ∩ supi<n ai = 0. Set µn = νan . Because an+1 ∩ supi<n ai = 0, µn+1 ≤ µn for each n. Also
supn∈N an = sup A. P P Take any a ∈ A and set e = a \ supn∈N an . Then e ∈ A and, for any n ∈ N,
e ∩ supi<n ai = 0, so νe ≤ νan and
µ̄e = νe (1) ≤ νan (1) = µ̄an .
But as han in∈N is disjoint, this means that e = 0, that is, a ⊆ supn∈N an . As a is arbitrary, sup A ⊆ supn∈N an .
Q
Q
(e) Thus we have a sequence hµn in∈N of the required type, witnessed by han in∈N . To see that it is
unique, suppose that hµ0n in∈N , ha0n in∈N are another pair of sequences with the same properties. Note
first that if c ∈ C and 0 6= c ⊆ [[µ0i > 0]] there is some k ∈ N such that c ∩ a0i ∩ ak 6= 0; this is because
µ̄(a0i ∩ c) = µ0i (c) > 0, so that a0i ∩ c 6= 0, while a0i ⊆ sup A = supk∈N ak . ?? Suppose, if possible, that there is
some n such that µn 6= µ0n ; since the situation is symmetric, there is no loss of generality in supposing that
µ0n 6≤ µn , that is, that c = [[µ0n > µn ]] 6= 0. For any i ≤ n, µ0i ≥ µ0n so c ⊆ [[µ0i > 0]]. We may therefore choose
c0 , . . . , cn+1 ∈ Cc \ {0} and k(0), . . . , k(n) ∈ N such that c0 = c and, for i ≤ n,
ci ∩ a0i ∩ ak(i) 6= 0
(choosing k(i), recalling that 0 6= ci ⊆ c ⊆ [[µ0i > 0]]),
ci+1 ∈ C, ci+1 ⊆ ci , ci+1 ∩ a0i = ci+1 ∩ ak(i) = ci ∩ a0i ∩ ak(i)
(choosing ci+1 , using the fact that a0i and ak(i) both belong to A – see the penultimate sentence in part (b)
of the proof.) On reaching cn+1 , we have 0 6= cn+1 ⊆ c so µn (cn+1 ) < µ0n (cn+1 ). On the other hand, for
each i ≤ n,
cn+1 ∩ a0i ∩ ak(i) = cn+1 ∩ ci+1 ∩ a0i ∩ ak(i) = cn+1 ∩ a0i = cn+1 ∩ ak(i) ,
so
µn (cn+1 ) < µ0n (cn+1 ) ≤ µ0i (cn+1 ) = µ̄(cn+1 ∩ a0i ) = µ̄(cn+1 ∩ ak(i) ) = µk(i) (cn+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
cn+1 ∩ a0i = cn+1 ∩ ak(i) = cn+1 ∩ ak(j) = cn+1 ∩ a0j 6= 0
because 0 6= cn+1 ⊆ [[µ0j > 0]]. So a0i , a0j cannot be disjoint, breaking one of the rules of the construction. X
X
Thus µn = µ0n for every n ∈ N.
This completes the proof.

333K Theorem Let (A, µ̄) be a totally finite measure algebra and C a closed subalgebra of A. Then
there are unique families hµn in∈N , hµκ iκ∈K such that
K is a countable set of infinite cardinals,
P
for i ∈ N ∪ K, µi is a non-negative countably additive functional on C, and i∈N∪K µi c = µ̄c
for every c ∈ C,
µn+1 ≤ µn for every n ∈ N, and µκ 6= 0 for κ ∈ K,
setting ei = [[µi > 0]] ∈ C, and giving the principal ideal Cei generated by ei the measure
µi ¹ Cei for each i ∈ N ∪ K, and writing (Bκ , ν̄κ ) for the measure algebra of the usual measure on
{0, 1}κ for κ ∈ K, we have a measure algebra isomorphism
Q Q
π : A → n∈N Cen × κ∈K Ceκ ⊗B b κ
such that
πc = (hc ∩ en in∈N , h(c ∩ eκ ) ⊗ 1iκ∈K )
b κ of c ∈ Ceκ .
for each c ∈ C, writing c ⊗ 1 for the canonical image in Ceκ ⊗B
proof (a) I aim to use the construction of 333H, but taking much more care over the choice of hai ii∈I in
part (a) of the proof there. We start by taking han in∈N as in 333J, and setting µn c = µ̄(an ∩ c) for every
n ∈ N, c ∈ C; then these an will deal with the part in sup A, 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 hbi ii∈I be any partition
of unity in A consisting of non-zero members of A which are relatively Maharam-type-homogeneous over
C, and hκi ii∈I the corresponding cardinals, so that κi = 0 iff bi ∈ A. Set I1 = {i : i ∈ I, κi ≥ ω}. Set
K = {κi : i ∈ I1 }, so that K is a countable set of infinite cardinals, and for κ ∈ K set Jκ = {i : κi = κ},
aκ = supi∈Jκ bi for κ ∈ K. Now every aκ is relatively Maharam-type-homogeneous over C. P P (Compare
332H.) Jκ must be countable, because A is ccc. If 0 6= a ⊆ aκ , there is some i ∈ Jκ such that a ∩ bi 6= 0; now
τCa (Aa ) ≥ τCa∩bi (Aa∩bi ) = κi = κ.
At the same time,
S for each i ∈ Jκ , there is a set Di ⊆ Abi such that #(Di ) = κ and Cbi ∪ Di τ -generates
Abi . Set D = i∈Jκ Di ∪ {bi : i ∈ Jκ }; then
#(D) ≤ max(ω, #(Jκ ), supi∈K #(Di )) = κ.
Let B be the closed subalgebra of Aaκ generated by Caκ ∪ D. Then
Cbi ∪ Di ⊆ {b ∩ bi : b ∈ B} = B ∩ Abi
so B ⊇ Abi for each i ∈ Jκ , and B = Aaκ . Thus Caκ ∪ D τ -generates Aaκ , and
τCaκ (Aaκ ) ≤ κ ≤ min06=a ⊆ aκ τCa (Aa ).
This shows that aκ is relatively Maharam-type-homogeneousover C, with τCaκ (Aaκ ) = κ. QQ
Since evidently hJκ iκ∈K and haκ iκ∈K are disjoint, and supκ∈K aκ = supi∈I1 bi , this process yields a
partition hai ii∈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 hµn in∈N , hµκ iκ∈K (and therefore the ei and the (Cei , µi ¹ Cei ), but not π) are
uniquely defined, argue as follows. Take families hµ̃n in∈N , hµ̃κ iκ∈K̃ which correspond to an isomorphism
Q Q
π̃ : A → D = n∈N Cẽn × κ∈K̃ Cẽκ ⊗Bb κ,
Q Q
b κ , we have a partition
writing ẽi = [[µ̃i > 0]] for i ∈ N ∪ K̃. In the simple product n∈N Cẽn × κ∈K̃ Cẽκ ⊗B
of unity he∗i ii∈N∪K̃ corresponding to the product structure. Now for d ⊆ e∗i , we have

τπ̃[C]d (Dd ) = 0 if i ∈ N,
= κ if i = κ ∈ K̃.

So K̃ must be
{κ : κ ≥ ω, ∃ a ∈ A, τCa (Aa ) = κ} = K,
and for κ ∈ K̃,
π̃ −1 e∗κ = sup{a : a ∈ A, τCa (Aa ) = κ} = aκ ,
so that µ̃κ = µκ . On the other hand, hπ̃ −1 e∗n in∈N must be a disjoint sequence with supremum sup A, and
the corresponding functionals µ̃n are supposed to form a non-increasing sequence, so must be equal to the
µn by 333J.

333L Remark Thus for the classification of structures (A, µ̄, C), where (A, µ̄) is a totally finite measure
algebra and C is a closed subalgebra, it will be enough to classify objects (C, µ̄, hµn in∈N , hµκ iκ∈K ), where
(C, µ̄) is a totally finite measure algebra,
hµn in∈N is a non-increasing sequence of non-negative countably additive functionals on C,
K is a countable set of infinite cardinals (possibly empty),
hµκ iκ∈K is a family of non-zero non-negative countably additive functionals on C,
P∞ P
n=0 µn + κ∈K µκ = µ̄.
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 327F-327G, together with the following idea.
333M Closed subalgebras 151

333M Lemma Let (C, µ̄) be a totally finite measure algebra and hµi ii∈I a family of countably additive
functionals on C. For i ∈ I, α ∈ R set eiα = [[µi > αµ̄]] (326P), and let C0 be the closed subalgebra of C
generated by {eiα : i ∈ I, α ∈ R}. Write Σ for the σ-algebra of subsets of RI generated by sets of the form
Eiα = {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 measure-preserving isomorphism π : Σ/Nµ →
C0 for which πEiα •
= eiα for every i ∈ I, α ∈ R, writing Nµ for µ−1 [{0}];
(b) this formula determines both µ and π;
(c) for every E ∈ Σ, i ∈ I, we have
R
µi πE • = E
x(i)µ(dx);
(d) for every i ∈ I, µi is the standard extension of µi ¹ C0 to C;
(e) for every i ∈ I, µi ≥ 0 iff x(i) ≥ 0 for µ-almost every x;
(f) for every i, j ∈ I, µi ≥ µj iff x(i) ≥ x(j) for µ-almost every x;
(g) for every i ∈ I, µi = 0 iff x(i) = 0 for µ-almost every x.
proof (a) Express (C, µ̄) as the measure algebra of a measure space (Y, T, ν); write φ : T → C for the
corresponding
R homomorphism. For each i ∈ I let fi : Y → R be a T-measurable, ν-integrable function such
that H fi = µi φH for every H ∈ T. Define ψ : Y → RI by setting ψ(y) = hfi (y)ii∈I ; then ψ −1 [Eiα ] ∈ Σ, and
eiα = φ(ψ −1 [Eiα ]) for every i ∈ I, α ∈ R. (See part (a) of the proof of 327F.) So {E : E ⊆ RI , ψ −1 [E] ∈ T},
which is a σ-algebra of subsets of RI , contains every Eiα , 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 RI with domain Σ. The Boolean homomorphism E 7→ φψ −1 [E] : Σ → C has kernel Nµ , so
descends to a homomorphism π : Σ/Nµ → C, which is measure-preserving. To see that π[Σ/Nµ ] = C0 ,
observe that because Σ is the σ-algebra generated by {Eiα : i ∈ I, α ∈ R}, π[Σ/Nµ ] must be the closed
subalgebra of C generated by {πEiα •
: i ∈ I, α ∈ R} = {eiα : i ∈ I, α ∈ R}, which is C0 .
(b) Now suppose that µ0 , π 0 have the same properties. Consider
A = {E : E ∈ Σ, πE • = π 0 E ◦ },
where I write E • for the equivalence class of E in Σ/Nµ , and E ◦ for the equivalence class of E in Σ/Nµ0 .
Then A is a σ-subalgebra of Σ, because E 7→ πE • , E 7→ π 0 E ◦ are both sequentially order-continuous Boolean
homomorphisms, and contains every Eiα , so must be the whole of Σ. Consequently
µE = µ̄πE • = µ̄π 0 E ◦ = µ0 E
for every E ∈ Σ, and µ0 = µ; it follows at once that π 0 = π. So µ and π are uniquely determined.
(c) If E ∈ Σ and i ∈ I,

Z Z Z
x(i)µ(dx) = x(i)χE(x)µ(dx) = ψ(y)(i)χE(ψ(y))ν(dy)
E
(applying 235I to the inverse-measure-preserving function ψ : Y → RI )
Z
= fi (y)ν(dy)
ψ −1 [E]
(by the definition of ψ)
= µi φ(ψ −1 [E])
(by the choice of fi )
= µi πE •

by the definition of π.
(d) Because [[µi > αµ̄]] ∈ C0 , it is equal to [[µi ¹ C0 > αµ̄¹ C0 ]], for every α ∈ R. So µi must be the standard
extension of µi ¹ C0 (327F).
(e)-(g) The point is that, because the standard-extension operator is order-preserving (327F(b-ii)),
152 Maharam’s theorem 333M

µi ≥ 0 ⇐⇒ µi ¹ C0 ≥ 0
Z
⇐⇒ x(i)µ(dx) ≥ 0 for every E ∈ Σ
E
⇐⇒ x(i) ≥ 0 µ-a.e.,
µi ≥ µj ⇐⇒ µi ¹ C0 ≥ µj ¹ C0
Z Z
⇐⇒ x(i)µ(dx) ≥ x(j)µ(dx) for every E ∈ Σ
E E
⇐⇒ x(i) ≥ x(j) µ-a.e.,
µi = 0 ⇐⇒ µi ¹ C0 = 0
Z
⇐⇒ x(i)µ(dx) = 0 for every E ∈ Σ
E
⇐⇒ x(i) = 0 µ-a.e..

333N A canonical form for closed subalgebras We now have all the elements required to describe
a canonical form for structures
(A, µ̄, C),
where (A, µ̄) 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, µ̄, hµn in∈N , hµκ iκ∈K ),
where (C, µ̄) is a totally finite measure algebra, hµn in∈N is a non-increasing sequence of non-negative count-
ably additive functionals on C, K is a countable set of Pinfinite cardinals,
P hµκ iκ∈K is a family of non-zero
∞
non-negative countably additive functionals on C, and n=0 µn + κ∈K µκ = µ̄; this is the burden of 333K.
Next, given any structure of this second kind, we have a corresponding closed subalgebra C0 of C, a
measure µ on RI , where I = N ∪ K, and an isomorphism π from the measure algebra C∗0 of µ to C0 , all
uniquely defined from the family hµi ii∈I by the process of 333M. For any E belonging to the domain Σ of
µ, and i ∈ I, we have
R
µi πE • = E
x(i)µ(dx)
(333Mc), so that µi ¹ C0 is fixed by π and µ. Moreover, the functionals µi can be recovered from their
restrictions to C0 by the formulae of 327F (333Md). Thus from (C, µ̄, hµi ii∈I ) we are led, by a canonical and
reversible process, to the structure
(C, µ̄, C0 , I, µ, π).
But the extension C of C0 = π[C∗0 ] can be described, up to isomorphism, by the same process as before;
that is, it corresponds to a sequence hν̄n in∈N and a family hν̄κ iκ∈L of countably additive functionals on C0
satisfying the conditions of 333K. We can transfer these to C∗0 , where they correspond to families hνn in∈N ,
hνκ iκ∈L of absolutely continuous countably additive functionals defined on Σ, setting
νj E = ν̄j 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 C0 . Let me repeat that the results of 327F
mean that the whole structure (C, µ̄, hµi ii∈I ) can be recovered from (C0 , µ̄¹ C0 , hµi ¹ C
P0 ii∈I ) if we can get the
description of (C, µ̄) right, and that the requirements µi ≥ 0, µn ≥ µn+1 , µκ 6= 0, i∈I µi = µ̄ imposed in
333K will survive the process (327F(b-iv)).
Putting all this together, a structure (A, µ̄, C) leads, in a canonical and (up to isomorphism) reversible
way, to a structure
(K, µ, L, hνκ iκ∈N∪L )
such that
333P Closed subalgebras 153

K and L are countable sets of infinite cardinals,

µ is a totally finite measure on RI , where I = N ∪ K, and its domain Σ is precisely the
σ-algebra of subsets of RI defined by the coordinate functionals,
forPµ-almost every x ∈ RI 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,
P
(these two sections corresponding to the requirements µi ≥ 0, µn ≥ µn+1 , i∈I µi = µ̄, µκ 6= 0 – see
333M(e)-(g))
for j ∈ J = N ∪ L, νj is a non-negative countably additive functional on Σ,
P
νn ≥ νn+1 for every n ∈ N, νκ 6= 0 for every κ ∈ L, j∈J νj = 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, µ̄, 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, ν̄) be a homogeneous probability algebra. Then there is a measure-preserving auto-
morphism φ : B → B such that
limn→∞ ν̄(c ∩ φn (b)) = ν̄c · ν̄b
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 νκ , 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) 7→ (ξ, n + 1) : κ × Z → κ × Z). This induces a
bijection θ̂ : {0, 1}κ → {0, 1}κ through the formula θ̂(x) = xθ for every x ∈ {0, 1}κ , and of course θ̂ is an
automorphism of the measure space ({0, 1}κ , νκ ). It therefore induces a corresponding automorphism φ of
B, setting φE • = (θ̂−1 [E])• for every E in the domain Σ of νκ .
(b) Let Σ0 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 : x¹J ∈ Ẽ} for some finite set J ⊆ κ and some Ẽ ⊆ {0, 1}J ;
equivalently, expressible as a finite union of basic cylinder sets {x : x¹J = y}. Then Σ0 is a subalgebra of
Σ, so C = {E • : E ∈ Σ0 } is a subalgebra of B.
(c) Now if b, c ∈ C, there is an n ∈ N such that ν̄(c ∩ φm (b)) = ν̄c · ν̄b for every m ≥ n. P
P Express b, c
as E , F where E = {x : x¹J ∈ Ẽ}, F = {x : x¹K ∈ F̃ } and J, K are finite subsets of κ. For ξ ∈ K, all
• •

the θn (ξ) are distinct, so only finitely many of them can belong to J; as K is also finite, there is an n such
that θm [J] ∩ K = ∅ for every m ≥ n. Fix m ≥ n. Then φm (b) = H • where
H = {x : xθm ∈ E} = {x : xθm ¹J ∈ Ẽ} = {x : x¹L ∈ H̃},
where L = θm [J] and H̃ = {zθ−m : z ∈ Ẽ}. So ν̄(c ∩ φm (b)) = ν(F ∩ H). But L and K are disjoint, because
m ≥ n, so F and H must be independent (cf. 272K), and
ν̄(c ∩ φm (b)) = νF · νH = νF · νE = ν̄c · ν̄b,
as claimed. Q
Q
(d) Now recall that for every E ∈ Σ, ² > 0 there is an E 0 ∈ Σ0 such that ν(E4E 0 ) ≤ ² (254Fe). So,
given b, c ∈ B and ² > 0, we can find b0 , c0 ∈ C such that ν̄(b 4 b0 ) ≤ ² and ν̄(c 4 c0 ) ≤ ², and in this case
154 Maharam’s theorem 333P

lim sup|ν̄(c ∩ φn (b)) − ν̄c · ν̄b|

n→∞
≤ lim sup |ν̄(c ∩ φn (b)) − ν̄(c0 ∩ φn (b0 ))|
n→∞
+ |ν̄(c0 ∩ φn (b0 )) − ν̄c0 · ν̄b0 | + |ν̄c · ν̄b − ν̄c0 · ν̄b0 |
= lim sup |ν̄(c ∩ φn (b)) − ν̄(c0 ∩ φn (b0 ))| + |ν̄c · ν̄b − ν̄c0 · ν̄b0 |
n→∞
≤ lim sup ν̄(c 4 c0 ) + ν̄(φn (b) 4 φn (b0 ))
n→∞
+ ν̄c|ν̄b − ν̄b0 | + |ν̄c − ν̄c0 |ν̄b0
≤ ν̄(c 4 c0 ) + ν̄(b 4 b0 ) + ν̄c · ν̄(b 4 b0 ) + ν̄(c 4 c0 )ν̄b0 ≤ 4².
As ² is arbitrary,
limn→∞ ν̄(c ∩ φn (b)) = ν̄c · ν̄b,
as required.
Remark Automorphisms of this type are called mixing (see 372P below).

333Q Corollary Let (C, µ̄0 ) be a totally finite measure algebra and (B, ν̄) a probability algebra which
is either homogeneous or purely atomic with finitely many atoms all of the same measure. Let (A, µ̄) be
the localizable measure algebra free product of (C, µ̄0 ) and (B, ν̄). Then there is a measure-preserving
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 b0 , . . . , bn−1 , let
φ : B → B be the measure-preserving homomorphism cyclically permuting these atoms, so that φb0 =
b1 , . . . , φbn−1 = b0 . Because φ is an automorphism of (B, ν̄), it induces an automorphism π of (A, µ̄);
any member of A is uniquely expressible as a = supi<n ci ⊗ bi , and now πa = supi<n ci ⊗ bi+1 , if we set
bn = b0 . So πa = a iff ci = ci+1 for i < n − 1 and cn−1 = c0 , that is, iff all the ci are the same and
a = supi<n c ⊗ bi = c ⊗ 1 for some c ∈ C.
(b) If B is homogeneous, then take a mixing measure-preserving 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 ∈ C1 = {c ⊗ 1 : c ∈ C}. Take any ² > 0. We
know that C ⊗ B is topologically dense in A (325Dc), so there is an a0 ∈ C ⊗ B such that µ̄(a 4 a0 ) ≤ ²2 .
Express a0 as supi∈I ci ⊗ bi , where hci ii∈I is a finite partition of unity in C (315Na). Then
πa0 = supi∈I ci ⊗ φ(bi ), π n (a0 ) = supi∈I ci ⊗ φn (bi ) for every n ∈ N.
So we can get a formula for

lim µ̄(a0 ∩ π n (a0 )) = lim µ̄(sup ci ⊗ (bi ∩ φn (bi )))

n→∞ n→∞ i∈I
X X
= lim µ̄0 ci · ν̄(bi ∩ φn (bi )) = µ̄0 ci (ν̄bi )2 .
n→∞
i∈I i∈I
It follows that
X
µ̄0 ci (ν̄bi )2 = lim µ̄(a0 ∩ π n (a0 ))
n→∞
i∈I

≥ lim sup µ̄(a ∩ π n (a)) − µ̄(a 4 a0 ) − µ̄(π n (a) 4 π n (a0 ))

n→∞
X
= µ̄a − 2µ̄(a 4 a0 ) ≥ µ̄a0 − 3µ̄(a 4 a0 ) ≥ µ̄0 ci · ν̄bi − 3²2 ,
i∈I
333R Closed subalgebras 155

that is,
P
i∈I µ̄0 ci · ν̄bi · (1 − ν̄bi ) ≤ 3²2 .
P
But this means that, setting J = {i : i ∈ I, ν̄bi (1 − ν̄bi ) ≥ ²}, we must have i∈J µ̄0 ci ≤ 3². Set
K = {i : i ∈ I, ν̄bi ≥ 1 − 2²}, L = {i : i ∈ I \ K, ν̄bi ≤ 2²}, c = supi∈K ci .
Then I \ (K ∪ L) ⊆ J, so
X X
µ̄(a0 4 (c ⊗ 1)) = µ̄0 ci · ν̄bi + µ̄0 ci · (1 − ν̄bi )
i∈I\K i∈K
X X X
≤ µ̄0 ci · ν̄bi + µ̄0 ci · ν̄bi + µ̄0 ci · (1 − ν̄bi )
i∈J i∈L i∈K
X X X
≤ µ̄0 ci + 2² µ̄0 ci + 2² µ̄0 ci ≤ 3² + 2² = 5²,
i∈J i∈L i∈K

and
µ̄(a 4 (c ⊗ 1)) ≤ ²2 + 5².
As ² is arbitrary, a belongs to the topological closure of C1 . But of course C1 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 non-zero cardinals. For infinite κ ∈ Card∗ , let
(Bκ , ν̄κ ) be the measure algebra of the usual measure on {0, 1}κ . For finite n ∈ Card∗ , let Bn be the power
set of {0, . . . , n − 1} and set ν̄n b = n1 #(b) for b ∈ Bn .
Theorem Let (A, µ̄) be a totally finite measure algebra and C a subset of A. Then the following are
equiveridical:
(i) there is some set G of measure-preserving automorphisms of A such that
C = {c : c ∈ A, πc = c for every π ∈ G};
(ii) C is a closed subalgebra of A and thereQ is a partition of unity hei ii∈I of C, where I is a countable
b i , writing Cei for the principal ideal of C generated
subset of Card∗ , such that A is isomorphic to i∈I Cei ⊗B
b i for the localizable measure algebra free product of Cei and Bi
by ei and endowed with µ̄¹ Cei , and Cei ⊗B
– the isomorphism being one which takes any c ∈ C to h(c ∩ ei ) ⊗ 1ii∈I , as in 333H and 333K;
(iii) there is a single measure-preserving automorphism π of A such that
C = {c : c ∈ A, πc = c}.

proof (a)(i)⇒(ii)(α α) C is a subalgebra because every π ∈ G is a Boolean homomorphism, and it is order-

closed because every π is order-continuous (324Kb). (Or, if you prefer, C is topologically closed because
every π is continuous.)
β ) Because C is a closed subalgebra of A, its embedding can be described in terms of families hµn in∈N ,
(β
hµκ iκ∈K as in Theorem 333K. Set I 0 = K ∪N. Recall that each µi is defined by setting µi c = µ̄(c ∩ ai ), where
hai ii∈I 0 is a partition of unity in A (see the proofs of 333H and 333K). Now for κ ∈ K, aκ is the maximal
element of A which is relatively Maharam-type-homogeneous over C with relative Maharam type κ (part
(b) of the proof of 333K). Consequently we must have πaκ = aκ for any measure algebra automorphism of
(A, µ̄) which leaves C invariant; in particular, for every π ∈ G. Thus aκ ∈ C for every κ ∈ K.
(γγ ) Now consider the relatively atomic part of A. The elements an , for n ∈ N, are not uniquely
defined. However, the functionals µn and their supports e0n = [[µn > 0]] are uniquely defined from the
structure (A, µ̄, C) and therefore invariant under G. Observe also that because supn∈N an = 1 \ supκ∈K aκ
belongs to C, and e0n = inf{c : c ∈ C, c ⊇ an }, while e0n ⊇ e0n+1 for every n, we must have e00 = supn∈N an .
156 Maharam’s theorem 333R

Let G∗ be the set of all those automorphisms π of the measure algebra (A, µ̄) such that πc = c for every
c ∈ C. Then of course G∗ is a group including G. Now supπ∈G∗ πan must be invariant under every member
of G∗ , so belongs to C; it includes an and is included in any member of C including an , so must be e0n .
(δδ ) I claim now that if n ∈ N then e0n ∩ [[µ0 > µn ]] = 0. P
P?? Otherwise, set c = [[µ0 > µn ]] ∩ e0n . Then
µ0 c > 0 so c ∩ a0 6= 0. By the last remark in (γ), there is a π ∈ G∗ such that c ∩ a0 ∩ πan 6= 0. Now there is
a c0 ∈ C such that c ∩ a0 ∩ πan = c0 ∩ a0 , and of course we may suppose that c0 ⊆ c. But this means that
π(c0 ∩ an ) = c0 ∩ πan ⊇ c0 ∩ a0 ∩ πan = c0 ∩ a0 ,
so that
µn c0 = µ̄(c0 ∩ an ) = µ̄π(c0 ∩ an ) ≥ µ̄(c0 ∩ a0 ) = µ0 c0 ,
which is impossible, because 0 6= c0 ⊆ [[µ0 > µn ]]. X
XQQ
So µ0 c ≤ µn c whenever c ∈ C and c ⊆ e0n . Because the µk have been chosen to be a non-increasing
sequence, we must have µ0 c = µ1 c = . . . = µn c for every c ⊆ e0n .
P 1
(²²) Recalling now that i∈I 0 µi = µ̄¹ C, we see that µ0 c ≤ n+1 µ̄c for every c ⊆ e0n . It follows that if
e = inf n∈N en , µ0 e = 0; but this must mean that e = 0. Consequently, setting I = I 0 \ {0}, en = e0n−1 \ e0n
∗ 0 ∗ ∗

for n ≥ 1, eκ = aκ for κ ∈ K, we find that hei ii∈I is a partition of unity in C.

Moreover, for n ≥ 1 and c ⊆ en , we must have
P P
µ̄c = i∈I 0 µi c = k<n µk c = nµ0 c,
so that µk c = n1 µc for every k < n. But this means that we have a measure-preserving homomorphism
b n given by setting
ψn : Aen → Cen ⊗B
ψn (ak ∩ c) = c ⊗ {k}
whenever c ∈ Cen and k < n; this is well-defined because en ⊆ e0k , so that ak ∩ c 6= ak ∩ c0 if c, c0 are distinct
members of Cen , and it is measure-preserving because
1
µ̄(ak ∩ c) = µk c = µ̄c = µ̄c · ν̄n {k}
n
for all relevant k and c. Because Bn is finite, ψn is surjective.
(ζζ ) Just asQ
in 333H, we now see that because
Q hei ii∈I is a partition of unity in A as well as in C, we can
identify A with i∈I Aei and therefore with i∈I Cei ⊗B b i.
Q
(b)(ii)⇒(iii) Let us work in D = i∈I Cei ⊗Bb i , writing ψ : A → D for the canonical map. For each i ∈ I,
we have a measure-preserving automorphism πi of Cei ⊗B b i with fixed-point subalgebra {c ⊗ 1 : c ∈ Cei }
(333Q). For d = hdi ii∈I ∈ D, set
πd = hπi di ii∈I .
Then π is a measure-preserving automorphism because every πi is. If πd = d, then for every i ∈ I there
must be a ci ⊆ ei such that di = ci ⊗ 1. But this means that d = ψc, where c = supi∈I ci ∈ C. Thus
the fixed-point subalgebra of π is just ψ[C]. Transferring the structure (D, ψ[C], π) back to A, we obtain a
measure-preserving automorphism ψ −1 πψ of A with fixed-point subalgebra C, as required.
(c)(iii)⇒(i) is trivial.

333X Basic exercises (a) Show that, in the proof of 333H, ci = upr(ai , C) (definition: 314V) for every
i ∈ I.

(b) In the context of Lemma 333M, show that we have a one-to-one correspondence between atoms c of
C0 and points x of non-zero mass in RI , given by the formula π{x}• = c.

(c) Let (A, µ̄) be totally finite measure algebra and G a set of measure-preserving Boolean homomorphisms
from A to itself such that πφ ∈ G for all π, φ ∈ G. (i) Show that a ⊆ supπ∈G πa for every a ∈ A. (Hint: if
πc ⊆ c, where π ∈ G and c ∈ A, then πc = c; apply this to c = supπ∈G πa.) (ii) Set C = {c : c ∈ A, πc = c
for every π ∈ G}. Show that supπ∈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 RI , used in 333M, is
precisely the Borel σ-algebra as described in 271Ya.

(b) Let (A, µ̄) be a totally finite measure algebra, and B, C two closed subalgebras of A with C ⊆ B.
Show that τC (B) ≤ τC (A). (Hint: use 333K and the ideas of 332T.)

(c) Let (A, µ̄) be a probability algebra. Show that A is homogeneous iff there is a measure-preserving
automorphism of A which is mixing in the sense of 333P.

(d) Let (A, µ̄) be a totally finite measure algebra, and G a set of measure-preserving 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 supn∈N an
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 §§331-332, 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 Maharam-type-homogeneous iff it is relatively Maharam-type-homogeneous 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 331K-331L 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 λ¹ T where λ is the product measure on X × {0, 1}κ and T is some σ-subalgebra
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 µi in the latter, whereas in the former the decomposition
involves only principal ideals with the induced measures. Because the µi are completely additive, they all
have supports ci (326Xi) and we get measure algebras (Cci , µi ¹ Cci ) to use in the products. (I note that the
ci can be obtained directly from the ai , without mentioning the functionals µi , by the process of 333Xa.)
The fact that the ci 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 (c-i) 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, µ̄),
b=
taking the structure (C, µ̄) itself for granted. I hope it is clear that while the µi amd ei and the algebra A
Q Q b
n∈N Cen ×
b
κ∈K Ceκ ⊗Bκ and the embedding of C in A are uniquely defined, the rest of the isomorphism
π : A → A b generally is not. Even when the aκ are uniquely defined the isomorphisms between Aa and
κ
b κ depend on choosing generating families in the Aaκ ; see the proof of 333Cb.
Ceκ ⊗B
158 Maharam’s theorem 333 Notes

To understand the possible structures (C, hµi ii∈I ) of that theorem, we have to go rather deeper. The route
I have chosen is to pick out the subalgebra C0 of C determined by hµi ii∈I and identify it with the measure
algebra of a particular measure on RI . 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 µi can be recovered
from their restrictions to C0 ; 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 C0 has countable Maharam type (being τ -generated by the elements eiq , 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 fixed-point 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 semi-finite measure algebras (334B), and go on to
the corresponding results for products of probability spaces and algebras (334C-334D). Finally, I show that
any infinite power of a probability space is Maharam-type-homogeneous (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, λ̄) 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 order-continuous Boolean homomorphisms ε1 : A → C and ε2 : B → C
defined by setting ε1 E • = (E × Y )• , ε2 F • = (X × F )• for E ∈ Σ, F ∈ T. Let A ⊆ A, B ⊆ B be τ -generating
sets with #(A) = τ (A), #(B) = τ (B); set C = ε1 [A] ∪ ε2 [B]. Then C τ -generates C. P P Let C1 be the
order-closed subalgebra of C generated by C. Because ε1 is order-continuous, ε−1 1 [C1 ] is an order-closed
subalgebra of A, and it includes A, so must be the whole of A; thus ε1 a ∈ C1 for every a ∈ A. Similarly,
ε2 b ∈ C1 for every b ∈ B.
This means that
Λ1 = {W : W ∈ Λ, W • ∈ C1 }
contains E × F for every E ∈ Σ, F ∈ T. Also Λ1 is a σ-algebra of subsets of X × Y , because C1 is
N
(sequentially) order-closed in C. So Λ1 ⊇ Σ c T (definition: 251D). But this means that if W ∈ Λ there is
a V ∈ Λ1 such that V ⊆ W and λV = λW (251Ib); that is, if c ∈ C there is a d ∈ C1 such that d ⊆ c and
λ̄d = λ̄c. Thus C1 is order-dense in C, and
c = sup{d : d ∈ C1 , d ⊆ c} ∈ C1
for every c ∈ C. So C1 = C and C τ -generates C, as claimed. Q
Q
334E Products 159

Consequently
τ (C) ≤ #(C) ≤ max(ω, τ (A), τ (B)).

334B Corollary Let (A1 , µ̄1 ), (A2 , µ̄2 ) be semi-finite measure algebras, with localizable measure algebra
free product (C, λ̄) (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 (A1 , µ̄1 ) and (A2 , µ̄2 ); so the result follows at once from
334A.

334C Theorem Let h(Xi , Σi , µi )ii∈I be a family of probability spaces, with product (X, Λ, λ). Let Ai ,
C be the corresponding measure algebras. Then
τ (C) ≤ max(ω, #(I), supi∈I τ (Ai )).

proof Recall from 325I that we have order-continuous Boolean homomorphisms ψi : Ai → C corresponding
to the inverse-measure-preserving maps x 7→ πi (x) =S x(i) : X → Xi . For each i ∈ I, let Ai ⊆ Ai be a
set of cardinal τ (Ai ) which τ -generates Ai . Set C = i∈I ψi [Ai ]. Then C τ -generates C. P P Let C1 be the
−1
order-closed subalgebra of C generated by C. Because ψi is order-continuous, ψi [C1 ] is an order-closed
subalgebra of Ai , and it includes Ai , so must be the whole of Ai ; thus ψi a ∈ C1 for every a ∈ Ai , i ∈ I.
This means that
Λ1 = {W : W ∈ Λ, W • ∈ C1 }
contains πi−1 [E] for every E ∈ Σi , i ∈ I. Also Λ1 is a σ-algebra of subsets of X, because C1 is (sequentially)
N
order-closed in C. So Λ1 ⊇ c i∈I Σi . But this means that if W ∈ Λ there is a V ∈ Λ1 such that V • = W •
(254Ff), that is, that C1 = C, and C τ -generates C, as claimed. Q Q
Consequently
τ (C) ≤ #(C) ≤ max(ω, #(I), supi∈I τ (Ai )).

334D Corollary Let h(Ai , µ̄i )ii∈I be a family of probability algebras, with probability algebra free
product (C, λ̄). Then
τ (C) ≤ max(ω, #(I), supi∈I τ (Ai )).

proof See 325J-325K.

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 µ̄ for the measure of A; let λ be the measure on X I , λ̄ 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 ψi : A → C be the canonical measure-preserving homomor-
phism corresponding to the inverse-measure-preserving function x 7→ 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 {ψi b : i ∈ J} has atoms of
measure at most δ n , where δ = max(µ̄b, 1 − µ̄b) < 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 hJi ii∈I of
I into countably infinite sets. Now (X I , λ) can be identified with the product of the family h(X Ji , λi )ii∈I ,
where λi is the product measure on X Ji (254N). By (b), every λi is atomless, so there are sets Ei ⊆ X Ji
of measure 21 . The sets Ei0 = {x : x¹Ji ∈ Ei } are now stochastically independent in X. Accordingly we
have an inverse-measure-preserving function f : X → {0, 1}I , endowed with its usual measure νI , defined
by setting f (x)(i) = 1 if x ∈ Ei0 , 0 otherwise, and therefore a measure-preserving Boolean homomorphism
π : BI → C, writing BI for the measure algebra of νI .
Now if c ∈ C \ {0} and Cc is the corresponding ideal, b 7→ c ∩ πb : BI → Cc is an order-continuous Boolean
homomorphism. It follows that τ (Cc ) ≥ #(I) (331J).
(d) Again take any non-zero c ∈ C. For each i ∈ I, set ai = inf{a : ψi a ⊇ c}. Writing Aai for the
corresponding principal ideal of A, we have an order-continuous Boolean homomorphism ψi0 : Aai → Cc ,
given by the formula
ψi0 a = ψi a ∩ c for every a ∈ Aai .
Now ψi0 is injective, so is a Boolean isomorphism between Aai and its image ψi0 [Aai ], which by 314F(a-i) is
a closed subalgebra of Cc . So
τ (Aai ) = τ (ψi0 [Aai ]) ≤ τ (Cc )
by 332Tb.
For any finite J ⊆ I,
Q Q
0 < λ̄c ≤ λ̄(inf i∈J ψi ai ) = i∈J λ̄(ψi ai ) = i∈J µ̄ai .
So for any δ < 1, {i : µ̄ai ≤ δ} must be finite, and supi∈I µ̄ai = 1. In particular, supi∈I ai = 1 in A. But
this means that if ζ is any cardinal such that the Maharam-type-ζ component eζ of A is non-zero, then
eζ ∩ ai 6= 0 for some i ∈ I, so that
ζ ≤ τ (Aeζ ∩ai ) ≤ τ (Aai ) ≤ τ (Cc ).
As ζ is arbitrary, τ (A) ≤ max(ω, τ (Cc )) (332S).
(e) Putting (a)-(d) together, we have
max(τ (A), #(I)) ≤ max(ω, τ (Cc )) = τ (Cc ) ≤ τ (C) ≤ max(τ (A), #(I))
for every non-zero 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 (X × Y, 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, µ̄), (B, ν̄) and (C, λ̄) for the three measure algebras. Show
that (i) there is a surjective order-continuous 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 h(Ai , µ̄i )ii∈I be a family of probability algebras, with probability algebra free product (C, λ̄).
Show that τ (Ai ) ≤ τ (C) for every i, and that
#({i : i ∈ I, τ (Ai ) > 0}) ≤ τ (C).

(d) Let X be a set and hµn in∈N a sequence of totally finite measures P∞on X all with the same domain
Σ.
P∞ Let hαn i n∈N be a sequence of non-negative real numbers such that n=0 αn µn X < ∞, and set λE =
n=0 αn µn E for E ∈ Σ. Check that λ is a measure. Write (An , µ̄n ) for the measure algebra of µn and
(C, λ̄) for the measure algebra of λ. Show that τ (C) ≤ max(ω, supn∈N τ (An )).
(e) Let (X, Σ, µ) and (Y, T, ν) be σ-finite measure spaces, and λ the product measure on X × Y . Show
that λ is Maharam-type-homogeneous iff one of µ, ν is Maharam-type-homogeneous 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 Maharam-type-homogeneous probability spaces is again
Maharam-type-homogeneous.

> (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 Maharam-type-homogeneous, with Maharam type #(I).

334Y Further exercises (a) Let h(Xi , Σi , µi )ii∈I be an infinite family of probability spaces, with
product (X, Λ, λ). Let κi be the Maharam type of µi for each i; set κ = max(#(I), supi∈I κi ). Show that
either
P λ is Maharam-type-homogeneous, with Maharam type κ, or there are κ0 < κ, Xi0 ∈ Σi such that
0 0 0
i∈I µi (Xi \ Xi ) < ∞ and the Maharam type of the subspace measure on Xi is at most κ for every i ∈ I
0
and either κ = 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 non-zero measure) the canonical homomorphism from Σ to the measure algebra of µ has
a right inverse (341K). This is the von Neumann-Maharam 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 translation-invariant; if liftings were in any sense canonical, they could be
expected to be automatically translation-invariant 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 translation-invariant 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 non-trivial complete strictly
localizable measure space has a lifting’), using the minimum of advance preparation. 341A-341B give the
definition of ‘lifting’; the main argument is in 341F-341K, using the concept of ‘lower density’ (341C-341E)
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(E4φE) = 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 one-to-one correspondence between liftings θ : A → Σ and
liftings φ : Σ → Σ given by the formula
θE • = φE for every E ∈ Σ.
P
P (i) Given a lifting θ : A → Σ, the formula defines a Boolean homomorphism φ : Σ → Σ such that
φ∅ = θ0 = ∅, (E 4 φE)• = E • 4 (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. Q
Q
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 φ2 = φ. P

P For any E ∈ Σ,
φ2 E 4 φE = φ(E 4 φE) = ∅. Q
Q
If φ is associated with θ : A → Σ, then φθa = θa for every a ∈ A. P
P φθa = θ((θa)• ) = θa. Q
Q

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(E4F ) = 0 (ii) µ(E4φE) = 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 one-to-one 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 φ2 = φ. If φ is associated with θ : A → Σ, then φθ = θ.

(c) It will be convenient, in the course of the proofs of 341F-341H 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(E4F ) = 0 (ii) µ(E4φE) = 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 order-preserving; 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 Rr , where r ≥ 1, and Σ its domain. For E ∈ Σ set
µ(E∩B(x,δ))
φE = {x : x ∈ Rr , limδ↓0 = 1}.
µB(x,δ)

(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. P P (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 one-dimensional case) φE4E is negligible for every E;
in particular, φE ∈ Σ for every E ∈ Σ. If E4F 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)) µ(E∩B(x,δ)) µ(F ∩B(x,δ))
≥ + −1→1
µB(x,δ) µB(x,δ) µB(x,δ)

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. Q

Q

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 θ1 , extending θ,
defined on the subalgebra B1 of A generated by B ∪ {e}.

proof (a) Because B is order-closed,

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 θ1 : B1 → Σ defined by writing

¡ ¢ ¡ ¢
θ1 ((a ∩ e) ∪ (b \ e)) = θ((a ∩ v) ∪ (b \ v)) ∩ E ∪ θ((a \ w) ∪ (b ∩ w)) \ E
P By 312M, every element of B1 is expressible as (a ∩ e) ∪ (b \ e) for some a, b ∈ B. If a, a0 ,
for a, b ∈ B. P
b, b ∈ B are such that (a ∩ e) ∪ (b \ e) = (a0 ∩ e) ∪ (b0 \ e), then a ∩ e = a0 ∩ e and b \ e = b0 \ e, that is,
0

a 4 a0 ⊆ 1 \ e ⊆ w, b 4 b0 ⊆ e ⊆ v.
This means that e ⊆ 1 \ (a 4 a0 ) ∈ B and 1 \ e ⊆ 1 \ (b 4 b0 ) ∈ B. So we also have v ⊆ 1 \ (a 4 a0 ) and
w ⊆ 1 \ (b 4 b0 ). Accordingly
a ∩ v = a0 ∩ v, b ∩ w = b0 ∩ w. a \ w = a0 \ w, b \ v = b0 \ v.
But this means that
¡ ¢ ¡ ¢
θ((a ∩ v) ∪ (b \ v)) ∩ E ∪ θ((a \ w) ∪ (b ∩ w)) \ E
¡ ¢ ¡ ¢
= θ((a0 ∩ v) ∪ (b0 \ v)) ∩ E ∪ θ((a0 \ w) ∪ (b0 ∩ w)) \ E .

Thus the formula given defines θ1 uniquely. Q

Q

(c) Now θ1 is a lower density.

P
P(i) If a, b ∈ B,
¡¡ ¢ ¡ ¢¢•
(θ1 ((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 (θ1 c)• = c for every c ∈ B1 .

(ii)
¡ ¢ ¡ ¢
θ1 (0) = θ((0 ∩ v) ∪ (0 \ v)) ∩ E ∪ θ((0 \ w) ∪ (0 ∩ w)) \ E = ∅.

(iii) If a, a0 , b, b0 ∈ B, then
341G The lifting theorem 165

θ1 (((a ∩ e) ∪ (b \ e)) ∩ ((a0 ∩ e) ∪ (b0 \ e)))

= θ1 ((a ∩ a0 ∩ e) ∪ (b ∩ b0 \ e))
¡ ¢ ¡ ¢
= θ((a ∩ a0 ∩ v) ∪ (b ∩ b0 \ v)) ∩ E ∪ θ((a ∩ a0 \ w) ∪ (b ∩ b0 ∩ w)) \ E
¡ ¢
= θ(((a ∩ v) ∪ (b \ v)) ∩ ((a0 ∩ v) ∪ (b0 \ v))) ∩ E
¡ ¢
∪ θ(((a \ w) ∪ (b ∩ w)) ∩ ((a0 \ w) ∪ (b0 ∩ w))) \ E
¡ ¢
= θ((a ∩ v) ∪ (b \ v)) ∩ θ((a0 ∩ v) ∪ (b0 \ v)) ∩ E
¡ ¢
∪ θ((a \ w) ∪ (b ∩ w)) ∩ θ((a0 \ w) ∪ (b0 ∩ w)) \ E
¡¡ ¢ ¡ ¢¢
= θ((a ∩ v) ∪ (b \ v)) ∩ E ∪ θ((a \ w) ∪ (b ∩ w)) \ E
¡¡ ¢ ¡ ¢¢
∩ θ((a0 ∩ v) ∪ (b0 \ v)) ∩ E ∪ θ((a0 \ w) ∪ (b0 ∩ w)) \ E
= θ1 ((a ∩ e) ∪ (b \ e)) ∩ θ1 ((a0 ∩ e) ∪ (b0 \ e)).

So θ1 (c ∩ c0 ) = θ1 (c) ∩ θ1 (c0 ) for all c, c0 ∈ B1 . Q

Q
(d) If a ∈ B, then

θ1 (a) = θ1 ((a ∩ e) ∪ (a \ e))

¡ ¢ ¡ ¢
= θ((a ∩ v) ∪ (a \ v)) ∩ E ∪ θ((a \ w) ∪ (a ∩ w)) \ E
¡ ¢ ¡ ¢
= θ(a) ∩ E ∪ θ(a) \ E = θa.
Thus θ1 extends θ, as required.

341G Lemma Let (X, Σ, µ) be a probability space and (A, µ̄) its measure algebra. Suppose we have
a sequence hθn in∈N of partial lower densities such that, for each n, (i) the domain Bn of θn is a closed
subalgebra
S of A (ii) Bn ⊆ Bn+1 and θn+1 extends θn . Let B be the closed subalgebra of A generated by
n∈N Bn . Then there is a partial lower density θ, with domain B, extending every θn .
proof (a) For each n, set
Σn = {E : E ∈ Σ, E • ∈ Bn },
and set
Σ∞ = {E : E ∈ Σ, E • ∈ B}.
Then (because all the Bn , B are σ-subalgebras of A, and E 7→ E • is sequentially order-continuous) all
the Σn , Σ∞ are
S σ-subalgebras of Σ. We need to know that Σ∞ S is just the σ-algebra Σ∗∞ of subsets of X
generated by n∈N Σn . P P Because Σ∞ is a σ-algebra including n∈N Σn , Σ∗∞ ⊆ Σ∞ . On the other hand,
B = {E : E ∈ Σ∞ } is a σ-subalgebra of A including Bn 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 (E4F )• = 0 ∈ B0 , so E4F ∈ Σ0 ⊆ Σ∗∞ , and E also belongs to Σ∗∞ . This shows that
Σ∞ ⊆ Σ∗∞ and the two algebras are equal. QQ
(b) For each n ∈ N, we have the partial lower density θn : Bn → Σ. Since (θn a)• = a ∈ Bn for every
a ∈ Bn , θn takes all its values in Σn . For n ∈ N, let φn : Σn → Σn be the lower density corresponding to
θn (341Ba), that is, φn E = θn E • for every E ∈ Σn .
(c) For a ∈ A, n ∈ N choose Ga ∈ Σ, gan such that G•a = a and gan is a conditional expectation of χGa
on Σn ; that is,
R R
E
gan = E
χGa = µ(E ∩ Ga ) = µ̄(E • ∩ a)
for every E ∈ Σn . As remarked in 233Db, such a function gan can always be found, and moreover we may
take it to be Σn -measurable and defined everywhere on X, by 232He. Now if a ∈ B, limn→∞ gan (x) exists
and is equal to χGa (x) for almost every x. P
P By Lévy’s martingale theorem (275I), limn→∞ S
gan is defined
almost everywhere and is a conditional expectation of χGa on the σ-algebra generated by n∈N Σn . As
166 Liftings 341G

observed in (a), this is just Σ∞ ; and as χGa is itself Σ∞ -measurable, it is also a conditional expectation of
itself on Σ∞ , and must be equal almost everywhere to limn→∞ gan . Q Q
(d) For a ∈ B, k ≥ 1, n ∈ N set
Hkn (a) = {x : x ∈ X, gan (x) ≥ 1 − 2−k } ∈ Σn , H̃kn (a) = φn (Hkn (a)),
T S T
θa = k≥1 n∈N m≥n H̃km (a).
The rest of the proof is devoted to showing that θ : B → Σ has the required properties.
(e) G0 is negligible, so every g0n is zero almost everywhere, every Hkn (0) is negligible and every H̃kn (0)
is empty; so θ0 = ∅.
(f ) If a ⊆ b in B, then θa ⊆ θb. P P Ga \ Gb is negligible, gan ≤ gbn almost everywhere for every n, every
Hkn (a) \ Hkn (b) is negligible, H̃kn (a) ⊆ H̃kn (b) for every n and k, and θa ⊆ θb. Q
Q
(g) If a, b ∈ B then θ(a ∩ b) = θa ∩ θb. P
P χGa∩b ≥ χGa + χGb − 1 a.e. so ga∩b,n ≥ gan + gbn − 1 a.e. for
every n. Accordingly
Hk+1,n (a) ∩ Hk+1,n (b) \ Hkn (a ∩ b)
is negligible, and (because φn is a lower density)
H̃kn (a ∩ b) ⊇ φn (Hk+1,n (a) ∩ Hk+1,n (b)) = H̃k+1,n (a) ∩ H̃k+1,n (b)
for all k ≥ 1, n ∈ N. Now, if x ∈ θa ∩ θb, then, for any k ≥ 1, there are n1 , n2 ∈ N such that
T T
x ∈ m≥n1 H̃k+1,m (a), x ∈ m≥n2 H̃k+1,m (b).
But this means that
T
x∈ m≥max(n1 ,n2 ) H̃km (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. Q
Q
(h) If a ∈ B, then θa• = a. P
P hgan in∈N → χGa a.e., so setting
T S T
Va = k≥1 n∈N m≥n Hkm (a) = {x : lim inf n→∞ gan (x) ≥ 1},
Va 4Ga is negligible, and Va• = a; but
S
θa4Va ⊆ k≥1,n∈N Hkn (a)4H̃kn (a)
is also negligible, so θa• is also equal to a. Q
Q Thus θ is a partial lower density with domain B.
(i) Finally, θ extends θn for every n ∈ N. P
P If a ∈ Bn , then Ga ∈ Σm for every m ≥ n, so gam = χGa
a.e. for every m ≥ n; Hkm (a)4Ga is negligible for k ≥ 1, m ≥ n;
H̃km = φm Ga = θm a = θn a
for k ≥ 1, m ≥ n (this is where I use the hypothesis that θm+1 extends θm for every m); and
\ [ \
θa = H̃km (a)
k≥1 r∈N m≥r
\ [ \ \ [
= H̃km (a) = θn a = θn a. Q
Q
k≥1 r≥n m≥r k≥1 r≥n

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, µ̄) its measure algebra.
(a) Set κ = #(A) and enumerate A as haξ iξ<κ . For ξ ≤ κ let Aξ be the closed subalgebra of A generated
by {aη : η < ξ}. I seek to define a lower density θ : A → Σ as the last of a family hθξ iξ≤κ , where θξ : Aξ → Σ
is a partial lower density for each ξ. The inductive hypothesis will be that θξ extends θη whenever η ≤ ξ ≤ κ.
To start the induction, we have A0 = {0, 1}, θ0 0 = ∅, θ0 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 θζ : Aζ → Σ has been defined. Now Aξ is the subalgebra of A generated by Aζ ∪ {aζ }
(because this is a closed subalgebra, by 323K). So 341F tells us that θζ can be extended to a partial lower
density θξ with domain Aξ .
(c) Inductive step to a non-zero limit ordinal ξ of countable cofinality In this case, there is a strictly
increasing sequence hζ(n)in∈N with supremum ξ. Applying 341G with Bn = S Aζ(n) , we see that there is a
partial lower density θξ , with domain the closed subalgebra B generated by n∈N Aζ(n) , extending every
θζ(n) . Now Aζ(n) ⊆ Aξ for every ξ, so B ⊆ Aξ ; but also, if η < ξ, there is an n ∈ N such that η < ζ(n),
so that aη ∈ Aζ(n) ⊆ B; as η is arbitrary, Aξ ⊆ B and Aξ = B. Again, if η < ξ, there is an n such that
η ≤ ζ(n), so that θζ(n) extends θη and θξ extends θη . Thus the induction continues.
S
(d) Inductive step to a limit ordinal ξ of uncountable cofinality In this case, Aξ = η<ξ Aη . P P Because
A is ccc, every member a of Aξ must be in the closed subalgebra of A generated by some countable subset A
of {aη : η < ξ} (331Gd-e). Now A can be expressed as {aη : 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 ⊆ Aζ and a ∈ Aζ . Q Q
But now, because θζ extends θη whenever η ≤ ζ < ξ, we have a function θξ : Aξ → Σ defined by writing
θξ a = θη a whenever η < ξ and a ∈ Aη . Because the family {Aη : η < ξ} is totally ordered and every θη is a
partial lower density, θξ 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 θκ : A → Σ, which is a lower density such that θκ 1 = X. Setting
φE = θκ 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 hXS
i ii∈I be a decomposition of X (211E). There is surely some j such that µXj > 0; replacing
Xj by Xj ∪ {Xi : i ∈ I, µXi = 0}, we may assume that µXi > 0 for every i ∈ I. For each i ∈ I, let
φi : Σi → Σi be a lower density of µi , where Σi = Σ ∩ PXi and µi = µ¹Σi , such that φi Xi = Xi . Then it is
easy to check that we have a lower density φ : Σ → Σ given by setting
S
φE = i∈I φi (E ∩ Xi )
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 θ1 : A → PX is a function such that θ1 0 = ∅,
θ1 (a ∩ b) = θ1 a ∩ θ1 b for all a, b ∈ A and θ1 a ⊇ θa for all a ∈ A. Then θ1 is a lower density. If θ1 is a
Boolean homomorphism, it is a lifting.
(b) Suppose that φ : Σ → Σ is a lower density and φ1 : Σ → PX is a function such that φ1 E = φ1 F
whenever E4F is negligible, φ1 ∅ = ∅, φ1 (E ∩ F ) = φ1 E ∩ φ1 F for all E, F ∈ Σ and φ1 E ⊇ φE for all
E ∈ Σ. Then φ1 is a lower density. If φ1 is a Boolean homomorphism, it is a lifting.
proof (a) All I have to check is that θ1 a ∈ Σ and (θ1 a)• = a for every a ∈ A. But
θa ⊆ θ1 a, θ(1 \ a) ⊆ θ1 (1 \ a), θ1 a ∩ θ1 (1 \ a) = θ1 0 = ∅.
So
168 Liftings 341I

θa ⊆ θ1 a ⊆ X \ θ(1 \ a).
Since
(θa)• = a = (X \ θ(1 \ a))• ,
and µ is complete, θ1 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 φ1
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
Ix = {a : a ∈ A, x ∈ θ(1 \ a)}.
Then Ix is a proper ideal of A. P P We have
0 ∈ Ix , because x ∈ θ1,
if b ⊆ a ∈ Ix then b ∈ Ix , because x ∈ θ(1 \ a) ⊆ θ(1 \ b),
if a, b ∈ Ix then a ∪ b ∈ Ix , because x ∈ θ(1 \ a) ∩ θ(1 \ b) = θ(1 \ (a ∪ b)),
1∈ / Ix because x ∈/ ∅ = θ0. Q Q
For x ∈ X \ θ1, set Ix = {0}; this is also a proper ideal of A, because A 6= {0}. By 311D, there is a surjective
Boolean homomorphism πx : A → {0, 1} such that πx d = 0 for every d ∈ Ix .
Define θ : A → PX by setting
θa = {x : x ∈ X, πx (a) = 1}
for every a ∈ A. It is easy to check that, because every πx is a surjective Boolean homomorphism, θ is a
Boolean homomorphism. Now for any a ∈ A, x ∈ X,
x ∈ θa =⇒ 1 \ a ∈ Ix =⇒ πx (1 \ a) = 0 =⇒ πx 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 non-zero measure
has a lifting.
proof By 341H, it has a lower density, so by 341J it has a lifting.

341L Remarks If we count 341F-341K 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 σ-finite 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 (A-d) 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 ordinal-indexed 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 (A-d)
in 341H. The first and last are easier than the second. Seeking the one-step extension of θ : B → Σ to
θ1 : B1 → Σ, the natural model to use is the one-step extension of a Boolean homomorphism presented in
312N. The situation here is rather more complicated, as θ1 is not fully specified by the value of θ1 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 & Weizsäcker 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
S step to a
limit ordinal ξ of countable cofinality difficult, because Aξ will ordinarily be larger than η<ξ Aη . But it is
absolutely essential in the one-step extensions.
Because we are dealing with a ccc algebra A, the S requirement that the Aξ should be closed is not a
problem when cf(ξ) is uncountable, since in this case η<ξ Aη is already a closed subalgebra; this is the only
idea needed in (A-d) 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 7→ 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 Ga ∈ Σ; let me emphasize that this is a crude
application of the axiom of choice, and that the different sets Ga 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 gan of χGa on Σn . Once again, the choices are not coordinated; but
the martingale theorem assures us that ga = limn→∞ gan is defined almost everywhere, and is equal almost
everywhere to χGa if a ∈ B. Of course I could have gone to the gan without mentioning the Ga ; they are set
up as Radon-Nikodým derivatives of the countably additive functionals E 7→ µ̄(E • ∩ a) : Σn → R. Now the
gan , like the Ga , are not uniquely defined. But they are defined ‘up to a negligible set’, so that any alternative
0 0
functions gan would have gan = gan a.e. This means that the sets Hkn (a) = {x : gan (x) ≥ 1 − 2−k } are
also defined ‘up to a negligible set’, and consequently the sets H̃kn (a) = φn (Hkn (a)) are uniquely defined. I
point this out to show that it is not a complete miracle that we have formulae
H̃kn (a) ⊆ H̃kn (b) if a ⊆ b,

H̃kn (a ∩ b) ⊇ H̃k+1,n (a) ∩ H̃k+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 H̃kn (a) without mentioning the gan ; in fact
H̃kn (a) = θn (sup{c : c ∈ Bn , µ̄(a ∩ d) ≥ 1 − 2−k µ̄d whenever d ∈ Bn , d ⊆ c}).

(ii) Now, with the sets H̃kn (a) in hand, we can look at
T S T
Ṽa = k≥1 n∈N m≥n H̃kn (a);
because gan → χGa a.e., Ṽa 4Ga is negligible and Ṽa• = a for every a ∈ Aξ . The rest of the argument
amounts to checking that a 7→ Ṽa 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 → PX such that θa ⊆ θa for
every a; this corresponds just to extending the ideals Ix = {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-
strictly-localizable 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 counter-example 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, I) where X is a set, Σ is a σ-algebra of subsets of X, and I is a σ-ideal 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
measure-theoretic case are satisfied: (X, Σ, I) is ‘complete’ in the sense that every subset of any member of
I belongs to Σ (and therefore to I), and I is ω1 -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 θn 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 §§345-346).

(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 A = {θc : c ∈ C}. Because C is disjoint, so is A.
Because sup C = 1 in A, every set of positive measure meets some member of A 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 σ-subalgebra of Σ.

(a) Any partial lower density φ0 : T → Σ has an extension to a lower density φ : Σ → Σ.
(b) Suppose now that µ is complete. If φ0 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 Aξ be the closed subalgebra of A generated by {E • : E ∈
T} ∪ {aη : η < ξ}, and set θ0 E • = φ0 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 φ0 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 ⊇ φ0 E,
φE \ φ0 E = φE ∩ φ0 (X \ E) ⊆ φE ∩ φ(X \ E) = ∅,
so that φE = φ0 E, and φ extends φ0 .

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, µ̄); as in 311E, I think of Z as being the set of surjective Boolean
homomorphisms from A to Z2 , so that each a ∈ A corresponds to the open-and-closed set b a = {z : z(a) = 1}.
Then we have a lifting θ : A → T defined by setting θa = b 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 open-and-closed set such that E4φE 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, µ̄) its measure algebra, and (Z, T, ν) the Stone
space of (A, µ̄) with its canonical measure.
(a) There is a one-to-one correspondence between liftings θ : A → Σ and functions f : X → Z such that
f −1 [b
a] ∈ Σ and (f −1 [b
a])• = a for every a ∈ A, defined by the formula
θa = f −1 [b
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 inverse-measure-preserving (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 {b
a4M : a ∈ A, M ⊆ Z is meager}, and that ν(b a4M ) = µ̄a 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 4b
a is meager
(341K).
(a) If θ : A → Σ is any Boolean homomorphism, then for every x ∈ X we have a surjective Boolean
homomorphism fθ (x) : A → Z2 defined by saying that fθ (x)(a) = 1 if x ∈ θa, 0 otherwise. fθ is a function
from X to Z. We can recover θ from fθ by the formula
a} = fθ−1 [b
θa = {x : fθ (x)(a) = 1} = {x : fθ (x) ∈ b a].
So fθ−1 [b
a] ∈ Σ and, if θ is a lifting,
(fθ−1 [b
a])• = (θa)• = a.
for every a ∈ A.
Similarly, given a function f : X → Z with this property, then we can set θa = f −1 [b
a] for every a ∈ A to
obtain a lifting θ : A → Σ; and of course we now have
f (x)(a) = 1 ⇐⇒ f (x) ∈ b
a ⇐⇒ x ∈ θa,
so fθ = 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-
measure-preserving. P P If F ∈ T, express it as b a4M , 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 • 6= 0
and bb is a non-empty open set in Z. Because M is nowhere dense, there is a non-zero a ∈ A such that
a ⊆ bb \ M . Now µ(f −1 [bb]4H) = 0, so f −1 [b
b a] \ H is negligible, and f −1 [b
a] ∩ H is a non-negligible measurable
−1
set disjoint from E ∩ f [M ] and included in H; which is impossible. X X 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 [ba]4f −1 [M ] is measurable, and
µf −1 [F ] = µf −1 [b
a] = µθa = µ̄a = νb
a = νF .
As F is arbitrary, f is inverse-measure-preserving. Q
Q
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 4a is meager, because in this case f −1 [b
a]• = a, by (a), while
−1
f [M ] is negligible. So π is the homomorphism induced by f .
(ii) Now suppose that f : X → Z is an inverse-measure-preserving function such that f −1 [F ]• = πF •
for every F ∈ T. Then, in particular,
f −1 [b
a]• = πb
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, µ̄) its measure algebra, and
Z the Stone space of A; suppose that µX > 0. For E ∈ Σ write E ∗ for the open-and-closed subset of Z
corresponding to E • ∈ A. Then there is a function f : X → Z such that E4f −1 [E ∗ ] is negligible for every
E ∈ Σ. If µ is complete, then f is inverse-measure-preserving.
proof Let µ̂ be the completion of µ, and Σ̂ its domain. Then we can identify (A, µ̄) with the measure
algebra of µ̂ (322Da). Let θ : A → Σ̂ be a lifting, and f : X → Z the corresponding function. If E ∈ Σ then
E∗ = b a where a = E • , so E4f −1 [E ∗ ] = E4θE • is negligible. If µ is itself complete, so that Σ̂ = Σ, then f
is inverse-measure-preserving, 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
Un (x) = {y : y ∈ X, y¹n = x¹n}. For E ∈ Σ set φE = {x : limn→∞ 2n µ(E ∩ Un (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 ≤ θ0 if θa ⊆ θ0 a for every a ∈ A. Show that any non-empty 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
θ0 : A → Σ is a lower density, where θ0 b = θb ∪ {x} if either a ⊆ b or there is a c ∈ A such that x ∈ θc and
a ∩ c ⊆ b, and θ0 b = θb otherwise. Hence prove 341J.

(d) Let (X, Σ, µ) and (Y, T, ν) be measure spaces and suppose that there is an inverse-measure-preserving
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 Σ-measurable
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 T u ≥ 0 in L∞ (Σ) whenever u ≥ 0 in
L∞ (µ). Show that (i) (T u)• = u and supx∈X |(T u)(x)| = kuk∞ for every u ∈ L∞ (µ) (ii) T (u × v) = T u × T v
for all u, v ∈ L∞ (µ).

341Y Further exercises (a) Let X be a set, Σ an algebra of subsets of X and I an ideal of Σ; let
A be the quotient Boolean algebra Σ/I. 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, I) is ‘complete’ in the sense that F ∈ Σ whenever F ⊆ E ∈ I, and if X ∈ / I, 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 non-empty Baire space, Bb the σ-algebra of subsets of X with the Baire property (314Yd)
b
and M the ideal of meager subsets of X. Show that there is a lifting θ from B/M to Bb 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 Maharam-type-homogeneous probability space with Maharam type κ ≥ ω. Let
Σ be the Baire σ-algebra of Y = {0, 1}κ , that is, the σ-algebra 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 inverse-measure-preserving function f : X → Y which induces an isomorphism between their measure
algebras.

(d) Let (X, Σ, µ) be a complete Maharam-type-homogeneous probability space with Maharam type κ ≥ ω,
and let ν be the usual measure on {0, 1}κ . Show that there is an inverse-measure-preserving function
f : X → Y which induces an isomorphism between their measure algebras.

(e) Let (X, Σ, µ) be a semi-finite measure space which is not purely atomic. Write L1strict for the linear
space of integrable functions f : X → R. Show that there is no operator T : L1 (µ) → L1strict such that (i)
(T u)• = u for every u ∈ L1 (µ) (ii) T u ≥ T v whenever u ≥ v in L1 (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
hfn in∈N in F such that {fn• : n ∈ N} is bounded above in L1 (µ) but supn∈N fn (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 = ω3 . (There is a reason for taking ω3 here; see Volume 5, when it appears, or Fremlin 89.)
Let Σ be the Baire σ-algebra 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 (342G-342I) 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 K ⊆ PX, I will say that µ is inner regular
with respect to K if
µE = sup{µK : K ∈ K ∩ Σ, K ⊆ E}
for every E ∈ Σ.
Of course µ is inner regular with respect to K iff it is inner regular with respect to K ∩ Σ.
T
(b) A family K of sets is a compact class if K0 6= ∅ whenever K0 ⊆ K 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 µE 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 K ⊆ Σ a set such that whenever E ∈ Σ and µE > 0 there
is a K ∈ K such that K ⊆ E and µK > 0. Let E ∈ Σ. S
(a) There is a countable disjoint
S set K1 ⊆ K such that K ⊆ E for every K ∈ K1 and µ( K1 ) = µE.
(b) If µE < ∞ then µ(E \ K1 ) = 0.
S In any case, there is for any γ < µE a finite disjoint K0 ⊆ K such that K ⊆ E for every K ∈ K0 and
(c)
µ( K0 ) ≥ γ.
342F Compact measure spaces 175

proof Set K0 = {K : K ∈ K, K ⊆ E, µK > 0}. Let K∗ be a maximal disjoint subfamily of K0 . If K∗ is

uncountable, then there is someSn ∈ N such that {K : K ∈ K∗ , µK ≥ 2−n } is infinite, so that there is a
countable K1 ⊆ K∗ such that µ( K1 ) = ∞ = µE.
S
If K∗ is countable, set K1 = K∗ . Then F = K1 is measurable, and F ⊆ E. Moreover, there is no
member of K0 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
S S
µ( K1 ) = sup{µ( K0 ) : K0 ⊆ K1 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 K ⊆ PX a family of sets such that (α) K ∪K 0 ∈ K
whenever K, K 0 ∈ K and K ∩ K 0 = ∅ (β) whenever E ∈ Σ and µE > 0, there is a K ∈ K ∩ Σ such that
K ⊆ E and µK > 0. Then µ is inner regular with respect to K.

proof Apply 342Bc to K ∩ Σ.

342D Lemma Let X be a set and K a family of subsets of X.

(a) The following are equiveridical:
(i) K is a compact class;
(ii) there is a topology T on X such that X is compact and every member of K is a closed set for T.
T
(b) If K is a compact class, so are the families K1 = {K0 ∪ . . . ∪ Kn : K0 , . . . , Kn ∈ K} and K2 = { K0 :
∅ 6= K0 ⊆ K}.

proof (a)(i)⇒(ii) Let T be the topology generated by {X \ K : K ∈ K}. Then of course every member of
K is closed for T. Let F be an ultrafilter on X. Then K ∩ F has
T the finite intersection property; because K
is a compact class, it has non-empty intersection; take x ∈ X (K ∩ F). The family
{G : G ⊆ X, either G ∈ F or x ∈
/ G}
is easily seen to be a topology on X, and contains X \ K for every K ∈ K (because if X \ K ∈/ F then
K ∈ F and x ∈ K), so includes T; but this just means that every T-open set containing x belongs to F,
that is, that F → x. As F 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 K is closed for T; then the
same is true of every member of K1 or K2 .

342E Corollary Suppose that (X, Σ, µ) is a measure space and that K is a compact class such that
whenever E ∈ Σ and µE > 0 there is a K ∈ K ∩ Σ such that K ⊆ E and µK > 0. Then µ is compact.

proof Set K1 = {K0 ∪ . . . ∪ Kn : K0 , . . . , Kn ∈ K}. By 342Db, K1 is a compact class, and by 342C µ is

inner regular with respect to K1 .

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 K, then there is a compact topology on X
such that every member of K is closed; now the family F of closed sets includes K, so µ is also inner regular
with respect to F.

(b) If there is a compact topology on X such that µ is inner regular with respect to the family K 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 semi-finite 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 K is a compact class such that µ is
inner regular with respect to K, then KE = K ∩ PE is a compact class (just because it is a subset of K) and
the subspace measure µE is inner regular with respect to KE .
(b) Let (X, Σ, µ) be a compact measure space. Write (X, Σ̌, µ̌) for either the completion or the c.l.d.
version of (X, Σ, µ). Let K ⊆ PX be a compact class such that µ is inner regular with respect to K. Then
µ̌ is also inner regular with respect to K. PP If E ∈ Σ̌ and γ < µ̌E there is an E 0 ∈ Σ such that E 0 ⊆ E
and µE > γ; if µ̌ is the c.l.d. version of µ, we may take µE 0 to be finite. There is a K ∈ K ∩ Σ such that
0

K ⊆ E 0 and µK ≥ γ. Now µ̌K = µK ≥ γ and K ⊆ E and K ∈ K ∩ Σ̌. Q Q

(c) Now suppose that (X, Σ, µ) is semi-finite; again write (X, Σ̌, µ̌) for either its completion or its c.l.d.
version. We already know that if µ is compact, so is µ̌. IfTµ̌ is compact, let K ⊆ PX be a compact class
such that µ̌ is inner regular with respect to K. Set K∗ = { K0 : ∅ 6= K0 ⊆ K}; then K∗ is a compact class
(342Db). Now µ is inner regular with respect to K∗ . P P Take E ∈ Σ and γ < µE. Choose hEn in∈N , hKn in∈N
as follows. Because µ is semi-finite, there is an E0 ⊆ E such that E0 ∈ Σ and γ < µE0 < ∞. Given En ∈ Σ
such that µEn > γ, there is a Kn ∈ K ∩ Σ̌ such that Kn ⊆ En and µ̌Kn > γ. Now there Tis an En+1 T
∈ Σ such
that En+1 ⊆ Kn and µEn+1 > γ. Continue. On completing the induction, set K = n∈N Kn = n∈N En ,
so that K ∈ K∗ ∩ Σ and K ⊆ E and µK = limn→∞ µEn ≥ γ. As E, γ are arbitrary, µ is inner regular with
respect to K∗ . QQ As K∗ is a compact class, µ is a compact measure.
(d) Let h(Xi , Σi , µi )ii∈I be a family of compact measure spaces, with direct sum (X, Σ, µ). We may
suppose that each Xi is actually a subset of X, with µi the subspace measure. For
S each i ∈ I let Ki ⊆ PXi
be a compact class such that µi is inner regular with respect to Ki . Then K = i∈I Ki is a compact class,
for if K0 ⊆ K has the finite intersection property, then K0 ⊆ Ki for some i, so has non-empty intersection.
Now if E ∈ Σ, µE > 0 there is some i ∈ I such that µi (E ∩ Xi ) > 0, and we can find a K ∈ Ki ∩ Σi ⊆ K ∩ Σ
such that K ⊆ E ∩ Xi and µi 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 (X × Y, 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 K of closed subsets of X × Y . P
P Suppose
that W ∈ Λ and λW > γ. Then there are E ∈ Σ, F ∈ T such that µE < ∞, νF < ∞ and λ(W ∩(E×F )) > γ
(251F). Now there are sequences hEn in∈N , hFn in∈N in Σ, T respectively such that
S
(E × F ) \ W ⊆ n∈N En × Fn ,
P∞
n=0 µEn · νFn < λ((E × F ) \ W ) + λ((E × F ) ∩ W ) − γ = λ(E × F ) − γ
(251C). Set
S T
W 0 = (E × F ) \ n∈N E n × Fn = n∈N ((E × (F \ Fn )) ∪ ((E \ En ) × F )).
Then W 0 ⊆ W , and
S P∞
λ((E × F ) \ W 0 ) ≤ λ( n∈N En × Fn ) ≤ n=0 µEn · νFn < λ(E × F ) − γ,
so λW 0 > γ.
Set ² = 41 (λW 0 − γ)/(1 + µE + µF ). For each n, we can find closed measurable sets Kn , Kn0 ⊆ X and
Ln , L0n ⊆ Y such that
Kn ⊆ E, µ(E \ Kn ) ≤ 2−n ²,
342H Compact measure spaces 177

L0n ⊆ F \ Fn , ν((F \ Fn ) \ L0n ) ≤ 2−n ²,

Kn0 ⊆ E \ En , µ((E \ En ) \ Kn0 ) ≤ 2−n ²,

Ln ⊆ F , ν(F \ Ln ) ≤ 2−n ².
Set
T
V = n∈N (Kn × L0n ) ∪ (Kn0 × Ln ) ⊆ W 0 ⊆ W .
Now
[
W0 \ V ⊆ ((E \ Kn ) × F ) ∪ (E × ((F \ Fn ) \ L0n ))
n∈N

∪ (((E \ En ) \ Kn0 ) × F ) ∪ (E × (F \ Ln )),

so
∞
X
λ(W 0 \ V ) ≤ µ(E \ Kn ) · νF + µE · ν((F \ Fn ) \ L0n )
n=0
+ µ((E \ En ) \ Kn0 ) · νF + µE · ν(F \ Ln )
∞
X
≤ 2−n ²(2µE + 2µF ) ≤ λW 0 − γ,
n=0

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 K ∩ Λ. Q
Q
Accordingly the product topology on X × Y witnesses that λ is a compact measure.
(f ) The same method works. In detail: let h(Xi , Σi , µi )ii∈I be a family of compact probability spaces,
with product (X, Λ, λ). For each i, let Ti be a topology on Xi such that Xi is compact and µi is inner regular
with respect to the closed sets. Give X the product topology; this is compact. If W ∈ Λ and S ² > 0, let
hCn in∈N be a sequence of measurable cylinder sets (in the sense of 254A) such that X \ W ⊆ n∈N Cn and
P∞ Q
n=0 λCn ≤ λ(X \ W ) + ². Express each Cn as i∈I Eni where Eni ∈ Σi for each i and Jn = {i : Eni 6= Xi }
−n
is finite. For n ∈ N, i ∈ Jn set ²ni = 2 ²/(1 + #(Jn )). Choose closed measurable sets Kni ⊆ Xi \ Eni such
that µi ((Xi \ Eni ) \ Kni ) ≤ ²ni for n ∈ N, i ∈ Jn . For each n ∈ N, set
S
Vn = i∈Jn {x : x ∈ X, x(i) ∈ Kni },
so that Vn is a closed measurable subset of X. Observe that
X \ Vn = {x : x(i) ∈ X \ Kni for i ∈ Jn }
includes Cn , and that
P P
λ(X \ (Vn ∪ Cn )) ≤ i∈Jn λ{x : x(i) ∈ Xi \ (Kni ∪ Eni )} ≤ i∈Jn ²ni ≤ 2−n ².
T
Now set V = n∈N Vn ; then V is again a closed measurable set, and
S
X \ V ⊆ n∈N Cn ∪ (X \ (Cn ∪ Vn ))
has measure at most
P∞
n=0 λCn + 2−n ² ≤ 1 − λW + ² + 2²,
so λV ≥ λW − 3². As W and ² 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 hXi ii∈I be a
decomposition of X, and for each i ∈ I let µi be the subspace measure on Xi . Then µi is compact. Now µ
can be identified with the direct sum of the µi , so itself is compact, by 342Gd.
(c) Write F for the set of measurable sets F ⊆ X such that the subspace measures µF are compact.
Take E ∈ Σ with µE < ∞. S By 342Bb, there is a countable disjoint 0family hFi ii∈I in F such that Fi ⊆ E
0
for each
S i, and F = E \ i∈I Fi is negligible; now this means that F ∈ F (342Ac), so we may take it that
E = i∈I Fi . In this case µE is isomorphic to the direct sum of the measures µFi 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, Σ̌, µ̌) for either its completion or its c.l.d. version.
(i) Suppose that µ is locally compact, and that µ̌F < ∞. Then there is an E ∈ Σ such that E ⊆ F
and µE = µ̌F . Let µE be the subspace measure on E induced by the measure µ; then we are assuming that
µE is compact. Let K ⊆ PE be a compact class such that µE is inner regular with respect to K. Then, as
in the proof of 342Gb, the subspace measure µ̌F on F induced by µ̌ is also inner regular with respect to K,
so µ̌F is compact; as F is arbitrary, µ̌ is locally compact.
(ii) Now suppose that µ̌ is locally compact, and that µE < ∞. Then the subspace measure µ̌E is
compact. But this is just the completion of the subspace measure µE , so µE 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 λE×F induced by λ on E × F is just the product of the subspace measures (251P(ii-α),
so is compact, and the subspace measure λW ∩(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 Rr is compact. (Let K be the family of subsets of Rr which are compact for
the usual topology. By 134Fb, Lebesgue measure is inner regular with respect to K.)
(b) Similarly, any Radon measure on Rr (256A) is compact.
(c) If (A, µ̄) is any semi-finite 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 open-and-closed 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 semi-finite locally compact measure space is perfect.

proof Let (X, Σ, µ) be a semi-finite locally compact measure space, f : X → R a measurable function,
and E ∈ Σ a set of non-zero measure. Because µ is semi-finite, there is an F ∈ Σ such that F ⊆ E and
0 < µF < ∞. Now the subspace measure µF is compact; let T be a topology on F such that F is compact
and µF is inner regular with respect to the family K of closed sets for P
T.
Let h²q iq∈Q be a family of strictly positive real numbers such that q∈Q ²q < 12 µF . (For instance, you
could set ²q(n) = 2−n−3 µF where hq(n)in∈N is an enumeration of Q.) For each q ∈ Q, set Eq = {x : x ∈
F, f (x) ≤ q}, Eq0 = {x : x ∈ F, f (x) > q}, and T choose Kq , Kq0 ∈ K ∩ Σ such that Kq ⊆ Eq , Kq0 ⊆ Eq0 ,
µ(Eq \ Kq ) ≤ ²q and µ(Eq \ Kq ) ≤ ²q . Then K = q∈Q (Kq ∪ Kq0 ) ∈ K ∩ Σ, K ⊆ F and
0 0

P
µ(F \ K) ≤ q∈Q µ(Eq \ Kq ) + µ(Eq0 \ Kq0 ) < µF ,
so µK > 0.
The point is that f ¹K is continuous. P P For any q ∈ Q, {x : x ∈ K, f (x) ≤ q} = K ∩ Kq and
{x : x ∈ K, f (x) > q} = K ∩ Kq0 . If H ⊆ R is open and x ∈ K ∩ f −1 [H], take q, q 0 ∈ Q such that
f (x) ∈ ]q, q 0 ] ⊆ H; then G = K \ (Kq ∪ Kq0 0 ) 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. Q Q
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 countable-cocountable 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 S : 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 non-negligible, in which case it must be
conegligible, and −m ∈ A, so A is non-empty. Accordingly γ = sup A 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
non-negligible, so {x : f (x) > γ2−k } 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. P P?? Suppose, if possible, that K ⊆ PX is a compact class such that µ is inner
regular with respect to K. Then for every x ∈ X there is a measurable set Kx ∈ K such that Kx ⊆ X \ {x}
and µKx > 0, that is, Kx is conegligible. But this means that {Kx : x ∈ X} must have the finite intersection
property; as it also has empty intersection, K cannot be a compact class. X
XQQ
(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 hfγ iγ∈C in
X = {0, 1}I such that for every D ⊆ C there is an i ∈ I such that D = {γ : fγ (i) = 1}; moreover, #(C) > c.
The σ-algebra Σ is the family of sets E ⊆ X such that for every γ there is a countable set J ⊆ I such that
{x : x¹J = fγ ¹J} is a subset of either E or X \ E; and for E ∈ Σ, µE is #({γ : fγ ∈ 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 iγ ∈ I be such that fγ (iγ ) = 1, fδ (iγ ) = 0 for δ 6= γ. (In 216E I took I to be PC,
and iγ would be {γ}.) Set
Y = {x : x ∈ X, {γ : γ ∈ C, x(iγ ) = 1} is finite}.
180 The lifting theorem *342N

Give Y its subspace measure µY with domain ΣY . Then µY is complete, locally determined and localizable
(214Id). Note that fγ ∈ Y for every γ ∈ C.
(b) µY is locally compact. P
P Suppose that F ∈ ΣY and µY F < ∞. If µY F = 0 then surely the subspace
measure µF is compact. Otherwise, we can express F as E ∩ Y where E ∈ Σ and µE = µY F . Then
D = {γ : fγ ∈ E} = {γ : fγ ∈ F } is finite. For γ ∈ D set
G0γ = {x : x ∈ X, x(iγ ) = 1, x(iδ ) = 0 for every δ ∈ D \ {γ}} ∈ Σ,

Kγ = {K : fγ ∈ K ⊆ F ∩ G0γ }.
S
Then each Kγ is a compact class, and members of different Kγ ’s are disjoint, so K = γ∈D Kγ is a compact
class.
Now suppose that H belongs to the subpsace σ-algebra ΣF and µF H > 0. Then there is a γ ∈ D such
that fγ ∈ H, so that H ∩ G0γ ∈ K ∩ ΣF and µF (H ∩ G0γ ) > 0. By 342E, this is enough to show that µF is
compact. As F is arbitrary, µY is locally compact. Q
Q
(c) µY is not compact. PP?? Suppose, if possible, that µY is inner regular with respect to a compact class
K ⊆ PY . For each γ ∈ C set Gγ = {x : x ∈ X, x(iγ ) = 1}, so that fγ ∈ Gγ ∈ Σ and µY (Gγ ∩ Y ) = 1.
There must therefore be a Kγ ∈ K such that Kγ ⊆ Gγ ∩ Y and µY Kγ = 1 (since µY takes no value in ]0, 1[).
Express Kγ as Y ∩ Eγ , where Eγ ∈ Σ, and let Jγ ⊆ I be a countable set such that
Eγ ⊇ {x : x ∈ X, x¹Jγ = fγ ¹Jγ }.
At this point I call on the full strength of 2A1P. There is a set B ⊆ C, of cardinal greater than c, such
that fγ ¹Jγ ∩ Jδ = fδ ¹Jγ ∩ Jδ for all γ, δ ∈ B. But this means that, for any finite set D ⊆ B, we can define
x ∈ X by setting

x(i) = fα (i) if α ∈ D, i ∈ Jα ,
[
= 0 if i ∈ I \ Jα .
α∈D

It is easy to check that {γ : γ ∈ C, x(iγ ) = 1} = D, so that x ∈ Y ; but now

T T
x ∈ Y ∩ α∈D Eα = α∈D Kα .
What this shows is that {Kα : α ∈ B} has the finite intersection property. It must therefore have
non-empty intersection; say
T T
y ∈ α∈B Kα ⊆ α∈B Gα .
But now we have a member y of Y such that {γ : y(iγ ) = 1} ⊇ B is infinite, contrary to the definition of Y .
X
XQQ

342X Basic exercises > (a) Show that a measure space (X, Σ, µ) is semi-finite 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 semi-finite 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 indefinite-integral measure over µ (234B). Show that ν is
compact, or locally compact, if µ is. (Hint: if K satisfies the conditions of 342E with respect to µ, then it
satisfies them for ν.)

(e) Let f : R → R be any non-decreasing function, and νf the corresponding Lebesgue-Stieltjes measure.
Show that νf is compact. (Hint: 256Xg.)

(f ) Let µ be Lebesgue measure on [0, 1], ν the countable-cocountable measure on [0, 1], and λ their c.l.d.
product. Show that λ is a compact measure. (Hint: let K 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 σ-subalgebra T of Σ such that (X, T, µ¹ T) 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 σ-finite 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 inverse-measure-preserving. (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 µ-negligible for every
ν-negligible set F , then (Y, T, ν) is perfect. (ii) Show that if T is a σ-subalgebra of Σ then (X, T, µ¹ T) is
perfect.

(l) Let (X, Σ, µ) be a perfect measure space such that Σ is the σ-algebra generated
P∞ by a sequence of sets.
Show that µ is compact. (Hint: if Σ is generated by {En : n ∈ N}, set f = n=0 3−n χEn and consider
{f −1 [K] : K ⊆ f [X] is compact}.)

(m) Let (X, Σ, µ) be a semi-finite measure space. Show that µ is perfect iff µ¹ T is compact for every
countably generated σ-subalgebra T of Σ.

(n) Show that (i) a measurable subspace of a perfect measure space is perfect (ii) a semi-finite 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 indefinite-integral measure over a perfect measure is
perfect.

(o) Let µ be Lebesgue measure on R, let A be a subset of R, and let µA be the subspace measure. Show
that µA is compact iff it is perfect iff A is Lebesgue measurable. (Hint: if µA is perfect, consider the image
measure hµ−1A 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 342Ja-342Jd,
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 semi-finite 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
342G-342I, 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 non-measurable subspaces (342Xo); I will return to these in the next section (343L-343M).
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, N ), where N is the σ-ideal 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 (343D-343H).

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 non-representable 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 order-continuous Boolean homomorphism, then
{F : F ∈ T, f −1 [F ] ∈ Σ and f −1 [F ]• = πF • }
is a σ-subalgebra 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, Σ̂, µ̂), (Y, T̂, ν̂) be the
completions of (X, Σ, µ), (Y, T, ν); then A and B can be identified with the measure algebras of µ̂ and
ν̂ (322Da). Now f still represents π when regarded as a function from (X, Σ̂, µ̂) to (Y, T̂, ν̂). P
P If G is
ν-negligible, there is a negligible F ∈ T such that G ⊆ F ; since
f −1 [F ]• = πF • = 0,
f −1 [F ] is µ-negligible, so f −1 [E] is negligible, therefore belongs to Σ̂. If G is any element of T̂, there is an
F ∈ T such that G4F is negligible, so that
f −1 [G] = f −1 [F ]4f −1 [G4F ] ∈ Σ̂,
and
f −1 [G]• = f −1 [F ]• = πF • = πG• . Q
Q

(d) In particular, if (X, Σ, µ) and (Y, T, ν) are measure spaces, and f : X → Y is inverse-measure-
preserving, then f is still inverse-measure-preserving with respect to the completed measures µ̂ and ν̂ (apply
(c) with π : B → A the homomorphism induced by f ). (See 235Hc.)

343B Theorem Let (X, Σ, µ) be a non-empty semi-finite measure space, and (A, µ̄) its measure alge-
bra. Let (Z, Λ, λ) be the Stone space of (A, µ̄); for E ∈ Σ write E ∗ for the open-and-closed 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 K ⊆ Σ such that (α) whenever TE ∈ Σ and µE > 0 there is a K ∈ K such that
0 0
K⊆E T and µK > 0 (β) whenever K ⊆ K is such that µ( K0 ) > 0 for every non-empty finite set K0 ⊆ K ,
then K0 6= ∅.
(iii) ThereTis a family K ⊆ Σ such that (α)0 µ is inner regular withTrespect to K (β) whenever K0 ⊆ K is
such that µ( K0 ) > 0 for every non-empty finite set K0 ⊆ K0 , then K0 6= ∅.
(iv) There is a function f : Z → X such that f −1 [E]4E ∗ 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 order-continuous 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 order-continuous measure-preserving Boolean homomorphism, then there is a g : Y → X
representing π.
proof (a)(i)⇒(ii) Because µ is semi-finite, there is a partition of unity hai ii∈I in A such that µ̄ai < ∞ for
each i. For each i ∈ I, let Ei ∈ Σ be such that Ei• = ai . Then the subspace measure µEi on Ei is S compact;
let Ki ⊆ PEi be T a compact class such that µEi is inner regular with respect to K i . Set K = i∈I Ki . If
K0 ⊆ K and µ( K0 ) > 0 for every T non-empty finite K0 ⊆ K, then K 0
⊆ Ki for some i, and surely has the
finite intersection property, so K0 6= ∅; thus K0 satisfies (β) of condition (ii). And if E ∈ Σ, µE > 0 then
there must be some i ∈ I such that Ei• ∩ ai 6= 0, that is, µ(E ∩ Ei ) > 0, in which case there is a K ∈ Ki ⊆ K
such that K ⊆ E ∩ Ei and µK > 0; so that K satisfies condition (α).
(b)(ii)⇒(iii) Suppose that K ⊆ Σ witnesses that (ii) is true. If µX = 0 then K already witnesses that
(iii) is true, so we need consider only the case µX > 0. Set L = {K0 ∪ . . . ∪ Kn : K0 , . . . , Kn ∈ K}. Then
LT P By 342Ba, µ is inner regular with respect to L. Let L0 ⊆ L be such that
witnesses that (iii) is true. P
µ( L0 ) > 0 for every non-empty finite L0 ⊆ L0 . Then
T
F0 = {A : A ⊆ X, there is a finite L0 ⊆ L0 such that X ∩ L0 \ A is negligible}
is a filter on X, so there is an ultrafilter F on X including F0 . T
Note that every conegligible set belongs to
F0 , so no negligible set can belong to F. Set K0 = K ∩ F; then T K0 belongs to F, so is not negligible, for
every non-empty finite K0 ⊆ K0 . Accordingly there is some x ∈ K0 . But any member of L0 is of the form
L = K0 ∪ . . . ∪ Kn where each Ki ∈ K; because F is an T ultrafilter and L ∈ F, there must be some i ≤ n
such that Ki ∈ F, in which case x ∈ Ki ⊆ L. Thus x ∈ L0 . As L0 is arbitrary, L satisfies the condition
(β). QQ
184 The lifting theorem 343B

(c)(iii)⇒(iv) Let K ⊆ Σ witness

T that (iii)
T is true. {K : K ∈ K, z ∈ K ∗ }. If
ForTany z ∈ Z, set Kz = T
∗ ∗ ∗
K0 , . . . , Kn ∈ Kz , then z ∈ i≤n Ki = ( i≤n Ki ) , so ( i≤n Ki ) 6= ∅ and µ( i≤n Ki ) > 0. By (β) of
T T
condition (iii),
T Kz 6= ∅; and even if Kz = ∅, X ∩ Kz 6= ∅ because X is non-empty. So we may choose
f (z) ∈ X ∩ Kz . This defines a function f : Z → X. Observe that, for K ∈ K and z ∈ Z,
z ∈ K ∗ =⇒ K ∈ Kz =⇒ f (z) ∈ K =⇒ z ∈ f −1 [K],
so that K ∗ ⊆ f −1 [K].
Now take any E ∈ Σ. Consider
S S
U1 = {K ∗ : K ∈ K, K ⊆ E} ⊆ {E ∗ ∩ f −1 [K] : K ∈ K, K ⊆ E} ⊆ E ∗ ∩ f −1 [E],
S
U2 = {K ∗ : K ∈ K, K ⊆ X \ E} ⊆ (X \ E)∗ ∩ f −1 [X \ E] = Z \ (f −1 [E] ∪ E ∗ ),
so that f −1 [E]4E ∗ ⊆ Z \ (U1 ∪ U2 ). Now U1 and U2 are open subsets of Z, so M = Z \ (U1 ∪ U2 ) is closed,
and in fact M is nowhere dense. P P?? Otherwise, there is a non-zero a ∈ A such that the corresponding
open-and-closed set ba is included in M , and an F ∈ Σ of non-zero measure such that a = F • . At least one
of F ∩ E, F \ E is non-negligible and therefore includes a non-negligible member K of K. But in this case
K ∗ is a non-empty open subset of M which is included in either U1 or U2 , which is impossible. X XQQ
By the definition of λ (321J-321K), M is λ-negligible, so f −1 [E]4E ∗ ⊆ 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 order-continuous 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 [b a] = πca 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 inverse-measure-preserving function h : Y → W such that h−1 [bb]• = b for every b ∈ B.
Consider g = f φh : Y → X.
If E ∈ Σ, set a = E • ∈ A, so that E ∗ = b a ⊆ Z, and M = f −1 [E]4E ∗ is λ-negligible; consequently
−1
φ [M ] is negligible in W . Because h is inverse-measure-preserving,
g −1 [E]4h−1 [φ−1 [E ∗ ]] = h−1 [φ−1 [f −1 [E]]]4h−1 [φ−1 [E ∗ ]] = h−1 [φ−1 [M ]]
is negligible. But φ−1 [E ∗ ] = π
ca, 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 order-continuous 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]4E ∗ is λ-negligible for every E ∈ Σ, as required by (iv).
(g)(iv)⇒(i)(α α) 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 E4g −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]4E ∗ is negligible for every E ∈ Σ.
Write K 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].
β ) µ is inner regular with respect to K. P
(β P Take F ∈ Σ and γ < µF . Choose hVn in∈N , hFn in∈N as
follows. F0 = F . Given that µFn > γ, then
λ(f −1 [Fn ] ∩ Fn∗ ) = λFn∗ = µFn > γ,
so there is an open-and-closed set Vn ⊆ f −1 [Fn ] ∩ Fn∗ with λVn > γ. Express Vn as Fn+1
∗
where Fn+1 ∈ Σ;
−1 ∗ ∗ −1 ∗
since Fn 4g [Fn ] is negligible, and Vn ⊆
T Fn , we may take it that
T Fn+1 ⊆ g [Fn ]. Continue.
At the end of the induction, set K = n∈N Fn ∈ Σ and L = n∈N Fn∗ . Because Fn+1 \ Fn ⊆ g −1 [Fn∗ ] \ Fn
is negligible for each n, µK = limn→∞ µFn ≥ γ, while K ⊆ F and L is surely compact. We have
343D Realization of homomorphisms 185

T T
L⊆ n∈N Vn ⊆ n∈N f −1 [Fn ] = f −1 [K],
so f [L] ⊆ K. Also
T T
K⊆ n∈N Fn+1 ⊆ n∈N g −1 [Fn∗ ] = g −1 [L].
So K ∈ K. As F and γ are arbitrary, µ is inner regular with respect to K. Q
Q
(γγ ) Next, P Suppose that K0 ⊆ K has the finite intersection property. If K0 = ∅,
T 0 K is a compact class. 0P
of course K 6= ∅; suppose that K is non-empty. Let L be the family of closed sets L ⊆ Z such that
g −1 [L] includes some 0
T member of K . 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 ∈ K0 , there is some T 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) ∈ K0 . As K0 is arbitrary, K is a
compact class. Q Q
So K witnesses that µ is a compact measure.
(δδ ) Now consider the general case. Take any E ∈ Σ of finite measure. If E = ∅ then surely the subspace
measure µE is compact. Otherwise, we can identify the measure algebra of µE with the principal ideal AE •
of A generated by E • (322Ja), and E ∗ ⊆ Z with the Stone space of AE • (312S). Take any x0 ∈ E and
define f˜ : E ∗ → E by setting f˜(z) = f (z) if z ∈ E ∗ ∩ f −1 [E], x0 if z ∈ E ∗ \ f −1 [E]. Then f and f˜ agree
almost everywhere on E ∗ , so f˜−1 [F ]4F ∗ is negligible for every F ∈ ΣE , that is, f˜ represents the canonical
isomorphism between the measure algebras of µE and the subspace measure λE ∗ on E ∗ . But this means
that condition (iv) is true of µE , so µE 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 νκ on {0, 1}κ
is compact (342Jd). It follows that if (X, Σ, µ) is any complete probability space such that the measure
algebra Bκ of νκ can be embedded as a subalgebra of the measure algebra A of µ, there is an inverse-
measure-preserving function from X to {0, 1}κ . By 332P, this is so iff every non-zero 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 Bκ can be embedded in A, there must be a stochastically independent family hEξ iξ<κ of sets of measure
1 κ
2 ; now we get a map h : X → {0, 1} by saying that h(x)(ξ) = 1 iff x ∈ Eξ , which by 254G is inverse-
measure-preserving.

(b) In particular, if µ is atomless, there is an inverse-measure-preserving function from X to {0, 1}N ; since
this is isomorphic, as measure space, to [0, 1] with Lebesgue measure (254K), there is an inverse-measure-
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-
measure-preserving 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 343Xc-343Xd. 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 342E-342J, 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 A ⊆ Σ separating
the points of X in the sense that for any distinct x, y ∈ X there is an E ∈ A 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 A ⊆ Σ be a countable set separating the points of X. Let
hEn in∈N be a sequence running over A ∪ {∅}. Set
P∞
f = n=0 3−n χEn : X → R.
Then f is measurable (because every En is measurable) and injective (because if x 6= y in X and n = min{i :
#(Ei ∩ {x, y}) = 1} and x ∈ En , then
P P P
f (x) ≥ 3−n + i<n 3−i χEi (x) > i>n 3−i + i<n 3−i χEi (y) ≥ f (y).)
On the other hand, if f : X → R is measurable and injective, then A = {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 hEn in∈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]4g −1 [E]
is ν-negligible, for every E ∈ Σ. Then f = g ν-almost everywhere, and {y : y ∈ Y, f (y) 6= g(y)} is measurable
as well as negligible.
proof Let A ⊆ Σ be a countable set separating the points of X. Then
S
{y : f (y) 6= g(y)} = E∈A f −1 [E]4g −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 A = {]−∞, q] : q ∈ Q});
(ii) {0, 1}N (take A = {En : n ∈ N}, where En = {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) 6= x for every x ∈ X, but E4f −1 [E] is negligible for every
E ∈ Σ. P P 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(x¹ω),

= x(ξ) otherwise .
Evidently f (x) 6= x for every x. If E ⊆ X is measurable, then we can find a countable set J ⊆ c and sets E 0 ,
E 00 , both determined by coordinates in J, such that E 0 ⊆ E ⊆ E 00 and E 00 \E 0 is negligible (254Oc). Now for
343K Realization of homomorphisms 187

any particular ξ ∈ c \ ω, {x : h(x¹ω) = 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(x¹ω) ∈ J} is negligible. Now we see that for x ∈ X \ H,
f (x)¹J = x¹J, so for x ∈ X \ (H ∪ (E 00 \ E 0 )),
x ∈ E =⇒ x ∈ E 0 =⇒ f (x) ∈ E 0 =⇒ f (x) ∈ E,

x∈ / E 00 =⇒ f (x) ∈
/ E =⇒ x ∈ / E 00 =⇒ f (x) ∈
/ E.
Thus E4f −1 [E] ⊆ H ∪ (E 00 \ E 0 ) is negligible. Q
Q

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 k to consist of two copies of each point of the unit interval, so that I k = {t+ : t ∈ [0, 1]} ∪ {t− :
t ∈ [0, 1]}. For A ⊆ I k write Al = {t : t− ∈ A}, Ar = {t : t+ ∈ A}. Let Σ be the set
{E : E ⊆ I k , El and Er are Lebesgue measurable and El 4Er is Lebesgue negligible}.
For E ∈ Σ, set
µE = µL El = µL Er
where µL is Lebesgue measure on [0, 1]. It is easy to check that (I k , Σ, µ) is a complete probability space.
Also it is compact. P P Take K to be the family of sets K ⊆ I k such that Kl = Kr is a compact subset
of [0, 1], and check that K is a compact class and that µ is inner regular with respect to K; or use 343Xa
below. Q Q The sets {t− : t ∈ [0, 1]} and {t+ : t ∈ [0, 1]} are non-measurable subsets of I k ; on both of them
the subspace measures correspond exactly to µL . We have a canonical inverse-measure-preserving function
h : I k → [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 µL .
I k 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 k → I k given by setting
f (t+ ) = t− , f (t− ) = t+ for every t ∈ [0, 1]
such that f (x) 6= x for every x, but E4f −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 k → [0, 1] is canonical enough,
but is two-to-one, and the canonical map from the measure algebra of µ to the measure algebra of µL is
represented equally by the functions t 7→ t− and t 7→ t+ , which are nowhere equal.

(b) Consider the direct sum (Y, ν) of (I k , µ) and ([0, 1], µL ); for definiteness, take Y to be (I k × {0}) ∪
([0, 1] × {1}). Setting
h1 (t+ , 0) = h1 (t− , 0) = (t, 1), h1 (t, 1) = (t+ , 0),
we see that h1 : Y → Y induces a measure-preserving involution of the measure algebra B of ν, corresponding
to its expression as a simple product of the isomorphic measure algebras of µ and µL . But h1 is not invertible,
and indeed there is no invertible function from Y to itself which induces this involution of B. PP?? Suppose,
if possible, that g : Y → Y were such a function. Looking at the sets
Eq = [0, q] × {1}, Fq = {(t+ , 0) : t ∈ [0, q]} ∪ {(t− , 0) : t ∈ [0, q]}
for q ∈ Q, we must have g −1 [Eq ]4Fq 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. X
XQQ

(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 semi-finite 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 semi-finite
measure spaces are perfect (342Ha, 342L). So suppose that (X, Σ, µ) is a perfect semi-finite countably
separated measure space. Let f : X → R be an injective measurable function (343E). Consider
K = {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 ∈ K
such that K ⊆ E and µK > 0. And K is a compact class. P P If K0 ⊆ K has the finite intersection
property, L = {f [K] : K ∈ K0 } is aTfamily of compact sets in R with the finite intersection property, and
has non-empty intersection; so that K0 is also non-empty, because f is injective. QQ 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 measure-preserving homomorphisms not representable by inverse-measure-preserving 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 µA 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 f ¹B is ΣB -measurable, where ΣB is the domain of the
subspace measure µB on B. Set
K = {f −1 [L] : L ⊆ f [B], L is compact in R}.
Just as in the proof of 343K, K is a compact class and
S µB is inner regular with respect to K. By 342Bb,
there is a sequence hK
S n n∈Ni in K such that µB (B \ n∈N K
Sn ) = 0. But of course K ⊆ Σ, because f is
Σ-measurable, so n∈N Kn ∈ Σ. Because µ is complete, B \ n∈N Kn ∈ Σ and B ∈ Σ. X X

343M Example 343L tells us that any non-measurable set X of Rr , or of {0, 1}N , with their usual
measures, is not perfect, therefore not (locally) compact, when given its subspace measure.
To find a non-representable 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.
PP?? Writing Z for Rr or {0, 1}N and µ for its measure, Z is countably separated; suppose hEn in∈N is a
sequence of measurable sets in Z separating its points. For each n, (Y ∩ En )• in the measure algebra of
µY corresponds to (X ∩ En )• in the measure algebra of µX . So if f : Y → X were a function representing
the isomorphism
S of the measure algebras, (Y ∩ En )4f −1 [En ] would have to be negligible for each n, and
A = n∈N (Y ∩ En )4f −1 [En ] would be negligible. But for y ∈ Y \ A, f (y) belongs to just the same En as
y does, so must be equal to y. Accordingly X ⊇ Y \ A and X is measurable. X XQQ

343X Basic exercises (a) Let (X, Σ, µ) be a semi-finite 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 non-negligible E ∈ Σ
there is a non-negligible set A ⊆ E such that the subspace measure on A is compact. Show that µ is locally
compact.
(b) Let hXi ii∈I be a family of non-empty sets, with product X; write πi : X → Xi for the coordinate
N
map. Suppose we are given a σ-algebra Σi of subsets of Xi for each i; let Σ = c i∈I Σi be the corresponding
σ-algebra of subsets of X generated by {πi−1 [E] : i ∈ I, E ∈ Σi }. Let µ be a totally finite measure with
domain Σ, and for i ∈ I let µi be the image measure µπi−1 . Check that the domain of µi is Σi . Show that if
every (Xi , Σi , µi ) 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 σ-algebra of subsets of {0, 1}I generated by the sets Fi = {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 order-continuous Boolean homomorphism.
Show that there is an inverse-measure-preserving function f : X → {0, 1}I representing φ. (Hint: for each
i ∈ I, take Ei ∈ Σ such that Ei• = φFi• ; set f (x)(i) = 1 if x ∈ Ei , and use 343Ab.)
343Yc Realization of homomorphisms 189

(d) Let (X, Σ, µ) be an atomless probability space. Let µB be the restriction of Lebesgue measure to
the σ-algebra of Borel subsets of [0, 1]. Show that there is a function g : X → [0, 1] which is inverse-
N
measure-preserving
P∞ −n−1 for µ and µB . (Hint: find an f : X → {0, 1} as in 343Xc, and set g = hf where
h(z) = n=0 2 g(n), as in 254K; or choose Eq ∈ Σ such that µEq = q, Eq ⊆ Eq0 whenever q ≤ q 0 in
[0, 1] ∩ Q, and set f (x) = inf{q : x ∈ Eq } for x ∈ E1 .)

(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 k be the split interval, with its usual measure µ described in 343J, and h : I k → [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 • 7→ h[E]• for every measurable E ⊆ I k ’.

(g) Let (X, Σ, µ) and (Y, T, ν) be measure spaces with measure algebras (A, µ̄), (B, ν̄). Suppose that
X ∩ Y = ∅ and that we have a measure-preserving 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 inverse-measure-preserving function. Show that T = {F : F ⊆
Y, f −1 [F ] ∈ Σ}, so that a function h : Y → R is ν-integrable iff hf is µ-integrable. (Hint: if A ⊆ Y and
E = f −1 [A] ∈ Σ, f ¹E is inverse-measure-preserving for the subspace measures µE , νA ; by 342Xk, νA is
perfect, so by 343L A ∈ T. Now use 235L.)

343Y Further exercises (a) Let (X, Σ, µ) be a semi-finite measure space, and suppose that there is
a compact class K ⊆ PX such that (α) whenever T E ∈ Σ and µE > 0 there is a non-negligible K ∈ K such
that K ⊆ E (β) whenever K0 , . . . , Kn ∈ K and i≤n Ki = ∅ then there are measurable sets E0 , . . . , En
T
such that Ei ⊇ Ki for every i and i≤n Ei is negligible. Show that µ is locally compact.

(b) (i) Show that a countably separated semi-finite measure space has magnitude at most c and Maharam
type at most 2c . (ii) Show that the direct sum of c or fewer countably separated measure spaces is countably
separated.

(c) Let I k = {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 k 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 k for which the
map h : I k → [0, 1] of 343J is continuous. (iii) Show that a subset E of I k is Borel for this topology iff the
sets Er , El ⊆ [0, 1], as described in 343J, are Borel and Er 4El is countable. (iv) Show that if f : [0, 1] → R
is of bounded variation then there is a continuous g : I k → R such that g = f h 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 k . (vi) Show that we have a lower density φ for µ defined by setting

1
φE = {t− : 0 < t ≤ 1, lim µ(E ∩ [(t − δ)+ , t− ]) = 1}
δ↓0 δ
1
∪ {t+ : 0 ≤ t < 1, lim µ(E ∩ [t+ , (t + δ)− ]) = 1}
δ↓0 δ

for measurable sets E ⊆ I k .

190 The lifting theorem 343Yd

(d) Set X = {0, 1}c , with its usual measure µ. Show that there is an inverse-measure-preserving function
f : X → X such that f [X] is non-measurable 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 µHr be r-dimensional Hausdorff measure on Rs , where s ≥ 1 is an integer and r ≥ 0 (§264). (i)
Show that µHr is countably separated. (ii) Show that the c.l.d. version of µHr 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 zero-one law to show that
if E ⊆ PN is measurable and not negligible for the usual measure on PN, then {a4b : 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 inverse-measure-preserving functions into X (as in 343Xc-343Xd), 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 σ-algebras 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 (344E-344G). 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 non-zero 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, µ̄), then every order-continuous
Boolean homomorphism φ : A → A corresponds to a unique continuous function fφ : Z → Z (312P)
which represents φ (324E). The uniqueness of fφ means that we can be sure that fφψ = fψ fφ for all order-
continuous homomorphisms φ and ψ; and of course fι is the identity map on Z, so that fφ−1 will have to
be fφ−1 whenever φ is invertible. Thus in this special case we can consistently, and canonically, represent all
order-continuous 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 hfφ iφ∈G of such representatives can be chosen
in such a way that fφψ = fψ fφ for all φ, ψ ∈ G; and if the identity automorphism ι belongs to G, then we
may arrange that fι 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 A ⊆ Σ be a countable set separating the points of X. For each φ ∈ G take some
representing function gφ : X → X; take gι to be the identity function. If φ, ψ ∈ G, then of course

((gφ gψ )−1 [E])• = (gψ−1 [gφ−1 [E]])• = ψ(gφ−1 [E])•

−1
= ψφE • = (gψφ [E])•
for every E ∈ Σ. By 343F, the set
Hφψ = {x : gψφ (x) 6= gφ gψ (x)}
is negligible and belongs to Σ.
(b) Set
S
H= φ,ψ∈G Hφψ ;
because G is countable, H is also measurable and negligible. Try defining fφ : X → X by setting fφ (x) =
gφ (x) if x ∈ X \ H, fφ (x) = x if x ∈ H. Because H is measurable, fφ−1 [E] ∈ Σ for every E ∈ Σ; because H
is negligible,
(fφ−1 [E])• = (gφ−1 [E])• = φE •
for every E ∈ Σ, and fφ represents φ, for every φ ∈ G. Of course fι = gι is the identity function on X.
(c) If θ ∈ G then fθ−1 [H] = H. PP (i) If x ∈ H then fθ (x) = x ∈ H. (ii) If fθ (x) ∈ H and fθ (x) = x then
of course x ∈ H. (iii) If fθ (x) = gθ (x) ∈ H then there are φ, ψ ∈ G such that gφ gψ gθ (x) 6= gψφ gθ (x). So
either
gψ gθ (x) 6= gθψ (x),
or
gφ gθψ (x) 6= gθψφ (x)
or
gθψφ (x) 6= gψφ gθ (x),
and in any case x ∈ H. Q
Q
192 The lifting theorem 344B

(d) It follows that fφ fψ = fψφ for every φ, ψ ∈ G. P

P (i) If x ∈ H then
fφ fψ (x) = x = fψφ (x).
(ii) If x ∈ X \ H then fψ (x) ∈
/ H, by (c), so
fφ fψ (x) = gφ gψ (x) = gψφ (x) = fψφ (x). Q
Q

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 order-continuous Boolean homomorphisms
from A to itself. Then we can choose simultaneously, for each φ ∈ G, a function fφ : X → X representing
φ, in such a way that fφψ = fψ fφ for all φ, ψ ∈ G; and if the identity automorphism ι belongs to G, then
we may arrange that fι is the identity function on X. In particular, if φ ∈ G is invertible, and φ−1 ∈ G, we
shall have fφ−1 = fφ−1 ; so that if moreover φ and φ−1 are measure-preserving, fφ 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 Rr , 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
Schröder-Bernstein theorem for measurable spaces.
Lemma Let X and Y be sets, and Σ ⊆ PX, T ⊆ PY σ-algebras. 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, TF ) and
g is an isomorphism between (Y, T) and (E, ΣE ), writing ΣE , TF for the subspace σ-algebras (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 X0 = X, Y0 = Y , Xn+1 = g[Yn ] and Yn+1 = f [Xn ] for each n ∈ N;Tthen hXn in∈N T is a non-
increasing sequence in Σ and hYn in∈N is a non-increasing sequence in T. Set X∞ = n∈N Xn , Y∞ = n∈N Yn .
Then f ¹X2k \ X2k+1 is an isomorphism between X2k \ X2k+1 and Y2k+1 \ Y2k+2 , while g¹ Y2k \ Y2k+1 is an
isomorphism between Y2k \ Y2k+1 and X2k+1 \ X2k+2 ; and g¹ Y∞ is an isomorphism between Y∞ and X∞ .
So the formula
[
h(x) = f (x) if x ∈ X2k \ X2k+1 ,
k∈N
−1
=g (x) for other x ∈ X
gives the required isomorphism between X and Y .
Remark You will recognise the ordinary Schröder-Bernstein theorem (2A1G) as the case Σ = PX, T = PY .

344E Theorem Let I be any set, and let µ be a σ-finite measure on X = {0, 1}I with domain the
σ-algebra 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 order-continuous Boolean homomorphisms from A to itself. Then we
can choose simultaneously, for each φ ∈ G, a function fφ : X → X representing φ, in such a way that
fφψ = fψ fφ for all φ, ψ ∈ G; and if the identity automorphism ι belongs to G, then we may arrange that fι
is the identity function on X. In particular, if φ ∈ G is invertible and φ−1 ∈ G, we shall have fφ−1 = fφ−1 ;
so that if moreover φ is measure-preserving, fφ 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 Ei = {x : x(i) = 1}; for J ⊆ I, let BJ be the σ-subalgebra
of B generated by {Ei : I ∈ J}. For i ∈ I, φ ∈ G choose Fφi ∈ B such that Fφi •
= φEi• . Let J be the family
of those subsets J of I such that Fφi ∈ BJ 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, hgφ iφ∈G ) is consistent if J ∈ J and, for
each φ ∈ G, gφ is a function from X to itself such that
gφ−1 [Ei ] ∈ BJ and (gφ−1 [Ei ])• = φEi• whenever i ∈ J, φ ∈ G,
gφ−1 [Ei ] = Ei whenever i ∈ I \ J, φ ∈ G,
gφ gψ = gψφ whenever φ, ψ ∈ G,
gι (x) = x for every x ∈ X.
Now the key to the proof is the following fact: if (J, hgφ iφ∈G ) is consistent, and J˜ is a member of J such
that J˜ \ J is countably infinite, then there is a family hg̃φ iφ∈G such that (J, ˜ hg̃φ iφ∈G ) is consistent and
g̃φ−1 [Ei ] = gφ−1 [Ei ] 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 Vz = {x : x ∈ X, x¹K = z}; then Vz ∈ BJ˜. All the sets Vz , as z runs over the uncountable set {0, 1}K ,
are disjoint, so they cannot all have non-zero measure (because µ is σ-finite), and we can choose z such that
Vz is µ-negligible.
(ii) Define hφ : X → X, for φ ∈ G, by setting

hφ (x)(i) = gφ (x)(i) if i ∈ J,
˜
= x(i) if i ∈ I \ J,
= x(i) if i ∈ J˜ \ J and x ∈ Vz ,
= 1 if i ∈ J˜ \ J and x ∈ Fφi \ Vz ,
= 0 if i ∈ J˜ \ J and x ∈
/ Fφi ∪ Vz .
Because Vz ∈ BJ˜ and µVz = 0, we see that
(α) h−1 −1
φ [Ei ] = gφ [Ei ] ∈ BJ if i ∈ J,
(β) h−1 −1 ˜
φ [Ei ] ∈ BJ˜ and hφ [Ei ]4Fφi is negligible if i ∈ J \ J,
and consequently
(γ) (h−1 ˜
φ [Ei ]) = φEi for every i ∈ J,
• •

(δ) (h−1
φ [E]) = φE for every E ∈ BJ˜
• •

(by 343Ab); moreover,

(²) h−1 −1
φ [E] = gφ [E] for every E ∈ BJ ,
(ζ) h−1
φ [E] ∈ BJ˜ for every E ∈ BJ˜,
˜
(η) h−1 [Ei ] = Ei if i ∈ I \ J,
φ
so that
(θ) h−1
φ [E] ∈ B for every E ∈ B;
finally
(ι) hι (x) = x for every x ∈ X.
(iii) The next step is to note that if φ, ψ ∈ G then
Hφ,ψ = {x : x ∈ X, hφ hψ (x) 6= hψφ (x)}
belongs to BJ˜ and is negligible. P
P
S
Hφ,ψ = i∈I h−1 −1 −1
ψ [hφ [Ei ]]4hψφ [Ei ].

Now if i ∈ J, then h−1 −1

φ [Ei ] = gφ [Ei ] ∈ BJ , so

h−1 −1 −1 −1 −1 −1 −1 −1
ψ [hφ [Ei ]] = hψ [gφ [Ei ]] = gψ [gφ [Ei ]] = gψφ [Ei ] = hψφ [Ei ].

˜
Next, for i ∈ I \ J,
h−1 −1 −1 −1
ψ [hφ [Ei ]] = hψ [Ei ] = Ei = hψφ [Ei ].

So
194 The lifting theorem 344E

S
Hφ,ψ = ˜
i∈J\J h−1 −1 −1
ψ [hφ [Ei ]]4hψφ [Ei ].

But for any particular i ∈ J˜ \ J, Ei and h−1

φ [Ei ] belong to BJ˜, so

(h−1 −1 −1 −1
ψ [hφ [Ei ]]) = ψ(hφ [Ei ]) = ψφEi = (hψφ [Ei ]) ,
• • • •

and h−1 −1 −1
ψ [hφ [Ei ]]4hψφ [Ei ] is a negligible set, which by (ii-ζ) belongs to BJ˜. So Hφ,ψ is a countable union
of sets of measure 0 in BJ˜ and is itself a negligible member of BJ˜, as claimed. QQ
(iv) Set
S S
H= φ,ψ∈G Hφ,ψ ∪ φ∈G h−1
φ [Vz ].

Then H ∈ BJ˜ and µH = 0. P P We know that every Hφ,ψ is negligible and belongs to BJ˜ ((iii) above), that
every h−1
φ [V z ] belongs to B ˜
J (by (ii-ζ), and that (h−1 −1
φ [Vz ]) = φVz = 0, so that hφ [Vz ] is negligible, for every
• •

φ ∈ G (by (ii-δ)). Consequently H is negligible and belongs to BJ˜. Q Q Also, of course, Vz = h−1 ι [Vz ] ⊆ H.
Next, hφ (x) ∈ / H whenever x ∈ X \ H and φ ∈ G. P P If ψ, θ ∈ G then
hθψ hφ (x) = hφθψ (x) = hψ hφθ (x) = hψ hθ hφ (x),

hψ hφ (x) = hφψ (x) ∈

/ Vz
because
/ Hθψ,φ ∪ Hφθ,ψ ∪ Hθ,φ ∪ Hψ,φ ∪ h−1
x∈ φψ [Vz ];

/ Hψ,θ ∪ h−1
thus hφ (x) ∈ ψ [Vz ]; as ψ and θ are arbitrary, hφ (x) ∈
/ H. Q
Q
(v) The next fact we need is that there is a bijection q : X → H such that (α) for E ⊆ H, E ∈ BJ˜ iff
q −1 [E] ∈ BJ˜ (β) q(x)(i) = x(i) for every i ∈ I \ (J˜ \ J), x ∈ X. P
P Fix any bijection r : J˜ \ J → J˜ \ (J ∪ K).
Consider the maps p1 : X → H, p2 : H → X given by

p1 (x)(i) = x(r−1 (i)) if i ∈ J˜ \ (J ∪ K),

= z(i) if i ∈ K,
= x(i) if i ∈ X \ (J˜ \ J),
p2 (y) = y
for x ∈ X, y ∈ H. Then p1 is actually an isomorphism between (X, BJ˜) and (Vz , BJ˜ ∩ PVz ). So p1 , p2 are
isomorphisms between (X, BJ˜), (H, BJ˜ ∩ PH) 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) = p1 (x) or p2 (q(x)) = x.
Since p1 (x)¹I \ (J˜ \ J) = x¹I \ (J˜ \ J) for every x ∈ X, and p2 (y)¹I \ (J˜ \ J) = y¹I \ (J˜ \ J) for every y ∈ H,
q(x)¹I \ (J˜ \ J) = x¹I \ (J˜ \ J) for every x ∈ X. Q Q
˜ φ ∈ G then g −1 [Ei ] belongs
(vi) An incidental fact which will be used below is the following: if i ∈ J, φ
to BJ˜, because it belongs to BJ if i ∈ J, and otherwise is equal to Ei . Consequently gφ−1 [E] ∈ BJ˜ for every
E ∈ BJ˜.
(vii) I am at last ready to give a formula for g̃φ . For φ ∈ G set

g̃φ (x) = hφ (x) if x ∈ X \ H,

= qgφ q −1 (x) if x ∈ H.
˜ hg̃φ iφ∈G ) is consistent. P
Now (J, P
˜
(α) If i ∈ J, φ ∈ G,
g̃φ−1 [Ei ] = (h−1 −1 −1
φ [Ei ] \ H) ∪ q[gφ [q [Ei ∩ H]]] ∈ B̃J
because H ∈ BJ˜ and h−1φ [E], q
−1
[H ∩ E], gφ−1 [E] and q[E] all belong to BJ˜ for every E ∈ BJ˜. At the same
time, because g̃φ agrees with hφ on the conegligible set X \ H,
(g̃φ−1 [Ei ])• = (h−1
φ [Ei ]) = φEi .
• •
344E Realization of automorphisms 195

˜ φ ∈ G, x ∈ X then
(β) If i ∈ I \ J,
gφ (x)(i) = hφ (x)(i) = q(x)(i) = x(i),
and if x ∈ H then q −1 (x)(i) is also equal to x(i); so g̃φ (x)(i) = x(i). But this means that g̃φ−1 [Ei ] = Ei .
(γ) If φ, ψ ∈ G and x ∈ X \ H, then
g̃ψ (x) = hψ (x) ∈ X \ H
by (iv) above. So
g̃φ g̃ψ (x) = hφ hψ (x) = hψφ (x) = gψφ (x)
because x ∈
/ Hφ,ψ . While if x ∈ H, then
g̃ψ (x) = qgψ q −1 (x) ∈ H,
so
g̃φ g̃ψ (x) = qgφ q −1 qgψ q −1 (x) = qgφ gψ q −1 (x) = qgψφ q −1 (x) = g̃ψφ (x).
Thus g̃φ g̃ψ = g̃ψφ .
(δ) Because gι (x) = hι (x) = x for every x, g̃ι (x) = x for every x. Q
Q
(viii) Finally, if i ∈ J and φ ∈ G, q −1 [Ei ] = Ei , so that q[Ei ∩ H] = Ei . Accordingly q(x)¹J = x¹J for
every x ∈ X, while q −1 (x)¹J = x¹J for x ∈ H. So gφ q −1 (x)¹J = gφ (x)¹J for x ∈ H, and

g̃φ (x)(i) = hφ (x)(i) = gφ (x)(i) if x ∈ X \ H,

= qgφ q −1 (x)(i) = gφ q −1 (x)(i) = gφ (x)(i) if x ∈ X \ H.
˜ hg̃φ iφ∈G ) satisfies all the required conditions.
Thus (J,
(c) The remaining idea we need is the following: there is a non-decreasingSfamily hJξ iξ≤κ in J , for some
cardinal κ, such that Jξ+1 \ Jξ is countably infinite for every ξ < κ, Jξ = η<ξ Jη for every limit ordinal
η < κ, and Jκ = I. P P Recall that I am already supposing that I is infinite. If I is countable, set κ = 1,
J0 = ∅, J1 = I. Otherwise, set κ = #(I) and let hiξ iξ<κ be an enumeration of I. For i ∈ I, φ ∈ G let Kφi ⊆ I
be a countable set such that Fφi ∈ BKφi . Choose the Jξ inductively, as follows. The inductive hypothesis
must include the requirement that #(Jξ ) ≤ max(ω, #(ξ)) for every ξ. Start by setting J0 = ∅. Given S ξ<κ
and Jξ ∈ J with #(Jξ ) ≤ max(ω, #(ξ)) < κ, take an infinite set L ⊆ κ \ Jξ and set Jξ+1 = Jξ ∪ n∈N Ln ,
where
L0 = L ∪ {iξ },
S
Ln+1 = i∈Ln ,φ∈G Kφi
for n ∈ N, so that every Ln is countable,
Fφi ∈ BLn+1 whenever i ∈ Ln , φ ∈ G
S
and Jξ+1 ∈ J ; since L ⊆ Jξ+1 \ Jξ ⊆ n∈N Ln , Jξ+1 \ Jξ is countably infinite, and
#(Jξ+1 ) = max(ω, #(Jξ )) ≤ max(ω, #(ξ)) = max(ω, #(ξ + 1)).
S
For non-zero limit ordinals ξ < κ, set Jξ = η<ξ Jη ; then
#(Jξ ) ≤ max(ω, #(ξ), supη<ξ #(Jη )) ≤ max(ω, #(ξ)).
Thus the induction proceeds. Observing that the construction puts iξ into Jξ+1 for every ξ, we see that Jκ
will be the whole of I, as required. Q
Q
(d) Now put (b) and (c) together, as follows. Take hJξ iξ≤κ from (c). Set fφ0 (x) = x for every φ ∈ G,
x ∈ X; then, because J0 = ∅, (J0 , hfφ0 iφ∈G ) is consistent in the sense of (b). Given that (Jξ , hfφξ iφ∈G ) is
consistent, where ξ < κ, use the construction of (b) to find a family hfφ,ξ+1 iφ∈G such that (Jξ+1 , hfφ,ξ+1 iφ∈G )
is consistent and fφ,ξ+1 (x)(i) = fφξ (x)(i) for every i ∈ Jξ . At a non-zero limit ordinal ξ ≤ κ, set

fφξ (x)(i) = fφη (x)(i) if x ∈ X, η < ξ, i ∈ Jη ,

= x(i) if i ∈ I \ Jξ .
196 The lifting theorem 344E

(The inductive hypothesis includes the requirement that fφη (x)¹Jζ = fφζ (x)¹Jζ whenever φ ∈ G, x ∈ X
and ζ ≤ η < ξ.) To see that (Jξ , hfφξ iφ∈G ) is consistent, the only non-trivial point to check is that
fφ,ξ fψ,ξ = fψφ,ξ
for all φ, ψ ∈ G. But if i ∈ Jξ there is some η < ξ such that i ∈ Jη , and in this case
−1 −1
fψ,ξ [Ei ] = fψ,η [Ei ] ∈ BJη
is determined by coordinates in Jη , so that (because fφ,ξ (x)¹Jη = fφ,η (x)¹Jη for every x)
−1 −1 −1 −1 −1 −1
fφ,ξ [fψ,ξ [Ei ]] = fφ,η [fψ,η [Ei ]] = fψφ,η [Ei ] = fψφ,ξ [Ei ];
while if i ∈ I \ Jξ then
−1 −1 −1 −1 −1
fψφ,ξ [Ei ] = Ei = fφ,ξ [Ei ] = fψ,ξ [Ei ] = fψ,ξ [fφ,ξ [Ei ]].
Thus
−1 −1 −1
fψ,ξ [fφ,ξ [Ei ]] = fψφ,ξ [Ei ]
for every i, and fφ,ξ fψ,ξ = fφψ,ξ .
On completing the induction, set fφ = fφκ for every φ ∈ G; it is easy to see that hfφ iφ∈G satisfies the
conditions of the theorem.

344F Corollary Let I be any set, and let µ be a σ-finite measure on X = {0, 1}I . Suppose that µ is the
completion of its restriction to the σ-algebra 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 order-continuous Boolean homomorphisms
from A to itself. Then we can choose simultaneously, for each φ ∈ G, a function fφ : X → X representing
φ, in such a way that fφψ = fψ fφ for all φ, ψ ∈ G; and if the identity automorphism ι belongs to G, then
we may arrange that fι is the identity function on X. In particular, if φ ∈ G is invertible and φ−1 ∈ G,
we shall have fφ−1 = fφ−1 ; so that if moreover φ is measure-preserving, fφ will be an automorphism of the
measure space (X, Σ, µ).
proof Apply 344E to µ¹B; of course A is canonically isomorphic to the measure algebra of µ¹B (322Da).
The functions fφ provided by 344E still represent the homomorphisms φ when re-interpreted 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
measure-preserving 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 semi-finite 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 non-zero finite measure not including any atom. Let K ⊆SPE be a compact class
such that the subspace measure µE is inner regular with respect to K. Set S = n∈N {0, 1}n , and choose
hKz iz∈S inductively , as follows. K∅ is to be any non-negligible member of K ∩ Σ included in E. Given that
Kz ⊆ E and µKz > 0, where z ∈ {0, 1}n , take Fz , Fz0 ⊆ Kz to be disjoint non-negligible measurable sets
both of measure at most 3−n ; such exist because µ is semi-finite and E does not include any atom. Choose
Kza 0 ⊆ Fz , Kza 1 ⊆ Fz0 to be non-negligible members of K ∩ Σ.
For each w ∈ {0, 1}N , hKw¹n in∈N is a decreasingT sequence of members of K all of non-zero measure, so
has non-empty intersection; choose a point xw ∈ n∈N Kw¹n . Since Kza 0 ∩ Kza 1 = ∅ for every z ∈ S, all
the xw are distinct, and A = {xw : w ∈ {0, 1}N } has cardinal c. Also
S
A ⊆ z∈{0,1}n Kz
which has measure at most 2n 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 non-zero magnitude. Then they are isomorphic.
proof (a) The point is that the measure algebra (A, µ̄) of µ has Maharam type ω. P P Let hEn in∈N be a
sequence in Σ separating the points of X. Let Σ0 be the σ-subalgebra of Σ generated by {En : n ∈ N},
and A0 the order-closed subalgebra of A generated by {En• : n ∈ N}; then E • ∈ A0 for every E ∈ Σ0 , and
(X, Σ0 , µ¹Σ0 ) is countably separated. Let f : X → R be Σ0 -measurable and injective (343E). Of course f
is also Σ-measurable. 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] ∈ Σ0 and
b = f −1 [K]• ∈ A0 \ {0}.
But because f is injective, we also have f −1 [K] ⊆ E and b ⊆ a. As a is arbitrary, A0 is order-dense in A;
but A0 is order-closed, so must be the whole of A. Thus A is τ -generated by the countable set {En• : n ∈ N},
and τ (A) ≤ ω. QQ
On the other hand, because A is atomless, and not {0}, none of its principal ideals can have finite
Maharam type, and it is Maharam-type-homogeneous, with type ω.
(b) Writing (B, ν̄) for the measure algebra of ν, we see that the argument of (a) applies equally to
(B, ν̄), so that (A, µ̄) and (B, ν̄) 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
measure-preserving 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 f g : 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, f g(y) = y};
then both E and F are conegligible. Of course f [E] ⊆ F (since f gf (x) = f (x) for every x ∈ E), and similarly
g[F ] ⊆ E; consequently f ¹E, g¹F are the two halves of a one-to-one correspondence between E and F .
Because φ is measure-preserving, µf −1 [H] = νH, νg −1 [G] = µG for every G ∈ Σ, H ∈ T; accordingly f ¹E
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

f1 (x) = f (x) if x ∈ X \ B = E \ A,
= h(x) if x ∈ B.
Then, because µ and ν are complete, f1 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 Rr of the same non-zero
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) σ-finite measure space which is not totally finite; in this case it is also isomorphic to
Lebesgue measure on any Euclidean space Rr .
1
(c) Let µ be Lebesgue measure on R. If 0 < µE < ∞ and we set νF = µF for every measurable
µE
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 non-zero 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, µ̄) be the measure algebra of µ. Then A is homogeneous, and µ̄E • = µ̄F • , 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]4F and f [F ]4E are negligible.
(c) We can find a countably infinite set J ⊆ I and a measurable set E 0 such that E 0 is determined by
coordinates in J, E 0 ⊆ E ∩ f [F ] and E \ E 0 is negligible; so that E 0 is non-empty. Take any x0 ∈ E 0
and set V = {x : x ∈ X, x¹J = x0 ¹J}; then V is a negligible subset of E and #(V ) = #(X) (because
#(I \ J) = #(I) and x 7→ x¹I \ J : V → {0, 1}I\J is a bijection). Setting E1 = E ∩ f [F ], F1 = F ∩ f −1 [E],
f ¹E1 is a bijection between E1 and F1 . Now
#(V ∪ (E \ E1 )) = #(X) = #(f −1 [V ] ∪ (F \ F1 )),
so there is a bijection h : f −1 [V ] ∪ (F \ F1 ) → V ∪ (E \ E1 ). Define g : E → F by writing

g(x) = f (x) if x ∈ F1 \ f −1 [V ],
= h(x) if x ∈ f −1 [V ] ∪ (F \ F1 ).

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, TF , νF ), while (Y, T, ν) is isomorphic to
(E, ΣE , µE ). 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 0 ⊆ X, Y 0 ⊆ Y such that X 0
and Y 0 , 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 Maharam-type-homogeneous measure algebra. Show that if E,
F ∈ Σ have the same non-zero finite measure, then the subspace measures on E and F are isomorphic.

(f ) Let (I k , 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 k . (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
non-zero 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 σ-algebra of subsets of X, I a σ-ideal of Σ, and
A the quotient Σ/I. Suppose that there is a countable set A ⊆ 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 hfφ iφ∈G of such representatives can be
chosen in such a way that fφψ = fψ fφ for all φ, ψ ∈ G; and if the identity automorphism ι belongs to G,
then we may arrange that fι is the identity function on X.

(b) Let A, B be Dedekind σ-complete 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 σ-algebra 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 σ-finite measures on X, both with domain B, and
with measure algebras (A, µ̄), (B, ν̄). 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, µ̄) is isomorphic to (B, ν̄)
iff (X, B, µ) is isomorphic to (X, B, ν).

(d) Let I be any set, and write B for the σ-algebra of subsets of X = {0, 1}I generated by the sets
{x : x(i) = 1} as i runs over I. Let I be an ω1 -saturated ideal of B, and write A for the quotient Boolean
algebra B/I. Let G be a countable semigroup of order-continuous Boolean homomorphisms from A to itself.
Show that we can choose simultaneously, for each φ ∈ G, a function fφ : X → X representing φ, in such
a way that fφψ = fψ fφ for all φ, ψ ∈ G; and if the identity automorphism ι belongs to G, then we may
arrange that fι is the identity function on X. In particular, if φ ∈ G is invertible and φ−1 ∈ G, fφ will be
an automorphism of the structure (X, B, I).

(e) Let I be any set, and write B for the σ-algebra of subsets of X = {0, 1}I generated by the sets
{x : x(i) = 1} as i runs over I. Let I, J be ω1 -saturated ideals of B. Show that if the Boolean algebras
B/I and B/J are isomorphic, so are the structures (X, B, I) and (X, B, J ).

(f ) Show that if (X, Σ, µ) is a perfect semi-finite 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 §§342-343 are just what is needed to characterise
Lebesgue measure (344K), and the characterization shows that among non-negligible measurable subspaces
of Rr 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 2c . 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 ω1
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 σ-algebras and σ-ideals of sets. In the case of the Schröder-Bernstein-type
theorem 344D, this is obvious from the formulation I give. (See also 344Yb.) In the case of 344B and
344E, I offer generalizations in 344Ya-344Ye. 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 non-zero 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 non-zero 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 Translation-invariant 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
translation-invariance. I restrict my attention to measure spaces which we have already seen, delaying a
general discussion of translation-invariant 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 Translation-invariant liftings In this section I shall consider two forms of translation-invariance,
as follows.

(a) Let µ be Lebesgue measure on Rr , and Σ its domain. A lifting φ : Σ → Σ is translation-invariant

if φ(E + x) = φE + x for every E ∈ Σ, x ∈ Rr . (Recall from 134A that E + x = {y + x : y ∈ E} belongs to
Σ for every E ∈ Σ, x ∈ Rr .)
Similarly, writing A for the measure algebra of µ, a lifting θ : A → Σ is translation-invariant if
θ(E + x)• = θE • + x for every E ∈ Σ, x ∈ Rr .
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 ZI2 . This makes X an abelian group (isomorphic to the
additive group (PI, 4) of the Boolean algebra PI, 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 fair-coin
probability on the two-element set {0, 1}. If x ∈ X, then for each i ∈ I the map ² 7→ ²+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 7→ 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 translation-invariant if
θ(E + x)• = θE • + x, φ(E + x) = φE + x
for every E ∈ Σ, x ∈ X.
345C Translation-invariant liftings 201

345B Theorem For any r ≥ 1, there is a translation-invariant lifting of Lebesgue measure on Rr .

proof (a) Write µ for Lebesgue measure on Rr , Σ for its domain. Let φ : Σ → Σ be lower Lebesgue density
(341E). Then φ is translation-invariant in the sense that φ(E + x) = φE + x for every E ∈ Σ, x ∈ Rr . P
P

µ(E+x)∩B(y,δ)
φ(E + x) = {y : y ∈ Rr , lim = 1}
δ↓0 µ(B(y,δ))
µ(E∩B(y−x,δ))
= {y : y ∈ Rr , lim = 1}
δ↓0 µ(B(y−x,δ))
(because µ is translation-invariant)
µ(E∩B(y,δ))
= {y + x : y ∈ Rr , lim = 1}
δ↓0 µ(B(y,δ))
= φE + x. Q
Q

(b) Let φ0 be any lifting of µ such that φ0 E ⊇ φE for every E ∈ Σ (341J). Consider
φE = {y : 0 ∈ φ0 (E − y)}
for E ∈ Σ. It is easy to check that φ : Σ → Σ is a Boolean homomorphism because φ0 is, so that, for
instance,

y ∈ φE4φF ⇐⇒ 0 ∈ φ0 (E − y)4φ0 (F − y)
⇐⇒ 0 ∈ φ0 ((E − y)4(F − y)) = φ0 ((E4F ) − y))
⇐⇒ y ∈ φ(E4F ).

(c) If µE = 0, then E − y is negligible for every y ∈ Rr , so φ0 (E − y) is always empty and φE = ∅.

(d) Next, φE ⊆ φE for every E ∈ Σ. P
P If y ∈ φE, then
0 = y − y ∈ φE − y = φ(E − y) ⊆ φ0 (E − y),
so y ∈ φE. Q
Q By 341Ib, φ is a lifting for µ.
(e) Finally, φ is translation-invariant, because if E ∈ Σ and x, y ∈ Rr then

y ∈ φ(E + x) ⇐⇒ 0 ∈ φ0 (E + x − y) = φ0 (E − (y − x))
⇐⇒ y − x ∈ φE
⇐⇒ y ∈ φE + x.

345C Theorem For any set I, there is a translation-invariant 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 translation-invariant lower density. However, the ideas already used in
341F-341H 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 Eξ = {x : x ∈ X, x(ξ) = 1}, and let Σξ be the σ-algebra generated by {Eη : η < ξ}. Because x + Eη is
either Eη or X \ Eη , and in either case belongs to Σξ , for every η < ξ and x ∈ X, Σξ is translation-invariant.
(Consider the algebra
Σ0ξ = {E : E + x ∈ Σξ for every x ∈ X};
this must be Σξ .) Let Φξ be the set of partial lower densities φ : Σξ → Σ which are translation-invariant in
the sense that φ(E + x) = φE + x for any E ∈ Σξ , x ∈ X.
(b)(i) For ξ < κ, Σξ+1 is just the algebra of subsets of X generated by Σξ ∪ {Eξ }, that is, sets of the
form (F ∩ Eξ ) ∪ (G \ Eξ ) where F , G ∈ Σξ (312M). Moreover, the expression is unique. P
P Define xξ ∈ X by
202 Liftings 345C

setting xξ (ξ) = 1, xξ (η) = 0 if η 6= ξ. Then xξ + Eη = Eη for every η < ξ, so xξ + F = F for every F ∈ Σξ .

If H = (F ∩ Eξ ) ∪ (G \ Eξ ) where F , G ∈ Σξ , then
xξ + H = ((xξ + F ) ∩ (xξ + Eξ )) ∪ ((xξ + G) \ (xξ + Eξ )) = (F \ Eξ ) ∪ (G ∩ Eξ ),
so
F = (H ∩ Eξ ) ∪ ((xξ + H) \ Eξ ) = FH ,

G = (H \ Eξ ) ∪ ((xξ + H) ∩ Eξ ) = GH
are determined by H. Q
Q
(ii) The functions H 7→ FH , H 7→ GH : Σξ+1 → Σξ defined above are clearly Boolean homomorphisms;
moreover, if H, H 0 ∈ Σξ+1 and H4H 0 is negligible, then
(FH 4FH 0 ) ∪ (GH 4GH 0 ) ⊆ (H4H 0 ) ∪ (xξ + (H4H 0 ))
is negligible. It follows at once that if ξ < κ and φ ∈ Φξ , we can define φ1 : Σξ+1 → Σ by setting
φ1 H = (φFH ∩ Eξ ) ∪ (φGH \ Eξ ),
and φ1 will be a lower density. If H ∈ Σξ then FH = GH = H, so φ1 H = φH.

(iii) To see that φ1 is translation-invariant, observe that if x ∈ X and x(ξ) = 0 then x + Eξ = Eξ , so,
for any F , G ∈ Σξ ,

φ1 (x + ((F ∩ Eξ ) ∪ (G \ Eξ ))) = φ1 (((F + x) ∩ Eξ ) ∪ ((G + x) \ Eξ ))

= (φ(F + x) ∩ Eξ ) ∪ (φ(G + x) \ Eξ )
= ((φF + x) ∩ Eξ ) ∪ ((φG + x) \ Eξ )
= x + (φF ∩ Eξ ) ∪ (φG \ Eξ )
= x + φ1 ((F ∩ Eξ ) ∪ (G \ Eξ )).

While if x(ξ) = 1 then x + Eξ = X \ Eξ , so

φ1 (x + ((F ∩ Eξ ) ∪ (G \ Eξ ))) = φ1 (((F + x) \ Eξ ) ∪ ((G + x) ∩ Eξ ))

= (φ(F + x) \ Eξ ) ∪ (φ(G + x) ∩ Eξ )
= ((φF + x) \ Eξ ) ∪ ((φG + x) ∩ Eξ )
= x + (φF ∩ Eξ ) ∪ (φG \ Eξ )
= x + φ1 ((F ∩ Eξ ) ∪ (G \ Eξ )).

So φ1 ∈ Φξ+1 .

(iv) Thus every member of Φξ has an extension to a member of Φξ+1 .

(c) Now suppose that hζ(n)in∈N
S is a non-decreasing sequence in κ with supremum ξ < κ. Then Σξ is
just the σ-algebra generated by n∈N Σζ(n) . If we have a sequence hφn in∈N such that φn ∈ Φζ(n) and φn+1
extends φn for every n, then there is a φ ∈ Φξ extending every φn . P
P I repeat the ideas of 341G.

(i) For E ∈ Σξ , n ∈ N choose gEn such that gEn is a conditional expectation of χE on Σζ(n) ; that is,
R R
F
gEn = F
χE = µ(F ∩ E)
for every E ∈ Σζ(n) . Moreover, make these choices in such a way that (α) every gEn is Σζ(n) -measurable
and defined everywhere on X (β) gEn = gE 0 n for every n if E4E 0 is negligible. Now limn→∞ gEn exists and
is equal to χE almost everywhere, by Lévy’s martingale theorem (275I).
(ii) For E ∈ Σξ , k ≥ 1, n ∈ N set
Hkn (E) = {x : x ∈ X, gEn (x) ≥ 1 − 2−k } ∈ Σζ(n) , H̃kn (E) = φn (Hkn (E)),
345C Translation-invariant liftings 203

T S T
φE = k≥1 n∈N m≥n H̃km (E).

(iii) Every g∅n is zero almost everywhere, every Hkn (∅) is negligible and every H̃kn (∅) is empty;
so φ∅ = ∅. If E, E 0 ∈ Σξ and E4E 0 is negligible, gEn = gE 0 n for every n, Hnk (E) = Hnk (E 0 ) and
H̃nk (E) = H̃nk (E 0 ) for all n, k, and φE = φE 0 .

(iv) If E ⊆ F in Σξ , then gEn ≤ gF n almost everywhere for every n, every Hkn (E) \ Hkn (F ) is
negligible, H̃kn (E) ⊆ H̃kn (F ) for every n, k, and φE ⊆ φF .

(v) If E, F ∈ Σξ then χ(E ∩ F ) ≥ χE + χF − 1 a.e. so gE∩F,n ≥ gEn + gF n − 1 a.e. for every n.

Accordingly
Hk+1,n (E) ∩ Hk+1,n (F ) \ Hkn (E ∩ F )
is negligible, and (because φn is a lower density)
H̃kn (E ∩ F ) ⊇ φn (Hk+1,n (E) ∩ Hk+1,n (F )) = H̃k+1,n (E) ∩ H̃k+1,n (F )
for all k ≥ 1, n ∈ N. Now, if x ∈ φE ∩ φF , then, for any k ≥ 1, there are n1 , n2 ∈ N such that
T T
x ∈ m≥n1 H̃k+1,m (E), x ∈ m≥n2 H̃k+1,m (F ).
But this means that
T
x∈ m≥max(n1 ,n2 ) H̃km (E ∩ F ).
As k is arbitrary, x ∈ φ(E ∩ F ); as x is arbitrary, φE ∩ φF ⊆ φ(E ∩ F ). We know already from (iv) that
φ(E ∩ F ) ⊆ φE ∩ φF , so φ(E ∩ F ) = φE ∩ φF .

(vi) If E ∈ Σξ , then gEn → χE a.e., so setting

T S T
V = k≥1 n∈N m≥n Hkm (E) = {x : lim supn→∞ gEn (x) ≥ 1},
VE 4E is negligible; but
S
φE4V ⊆ k≥1,n∈N Hkn (E)4H̃kn (E)
is also negligible, so φE4E is negligible. Thus φ is a partial lower density with domain Σξ .

(vii) If E ∈ Σζ(n) , then E ∈ Σζ(m) for every m ≥ n, so gEm = χE a.e. for every m ≥ n; Hkm (E)4E
is negligible for k ≥ 1, m ≥ n;
H̃km (E) = φm E = φn E
for k ≥ 1, m ≥ n; and φE = φn E. Thus φ extends every φn .

(viii) I have still to check the translation-invariance of φ. If E ∈ Σξ and x ∈ X, consider gn0 , defined
by setting
gn0 (y) = gEn (y − x)
for every y ∈ X, n ∈ N; that is, gn0 is the composition gEn ψ, where ψ(y) = y − x for y ∈ X. (I am not sure
whether it is more, or less, confusing to distinguish between the operations of addition and subtraction in
X. Of course y − x = y + (−x) = y + x for every y.) Because ψ is a measure space automorphism, and in
particular is inverse-measure-preserving, we have
R R R
g0 =
F +x n ψ −1 [F ]
gn0 = F
gEn = µ(E ∩ F )

whenever F ∈ Σζ(n) (235Ic). But because Σζ(n) is itself translation-invariant, we can apply this to F − x to
get
R
F
gn0 = µ(E ∩ (F − x)) = µ((E + x) ∩ F )
for every F ∈ Σζ(n) . Moreover, for any α ∈ R,
{y : gn0 (y) ≤ α} = {y : gEn (y) ≥ α} + x ∈ Σζ(n)
204 Liftings 345C

for every α, and gn0 is Σζ(n) -measurable. So gn0 is a conditional expectation of χ(E + x) on Σζ(n) , and must
be equal almost everywhere to gE+x,n .
This means that if we set
0
Hkn = {y : gn0 (y) ≥ 1 − 2−k } = Hkn (E) + x
0 0
for k, n ∈ N, we shall have Hkn ∈ Σζ(n) and Hkn 4Hkn (E + x) will be negligible, so
0
H̃kn (E + x) = φn (Hkn (E + x)) = φn (Hkn )
= φn (Hkn (E) + x) = φn (Hkn (E)) + x = H̃kn (E) + x.

Consequently
\ [ \
φ(E + x) = H̃kn (E + x)
k≥1 n∈N m≥n
\ [ \
= H̃kn (E) + x = φE + x.
k≥1 n∈N m≥n

As E and x are arbitrary, φ is translation-invariant and belongs to Φξ . Q

Q
(d) We are now ready for the proof that there is a translation-invariant lower density on X. P P Build
inductively a family hφξ iξ≤κ such that (α) φξ ∈ Φξ for each ξ (β) φξ extends φη whenever η ≤ ξ ≤ κ. The
induction starts with Σ0 = {∅, X}, φ0 ∅ = ∅, φ0 X = X. The inductive step to a successor ordinal is dealt
with in (b), and the inductive step to a S
non-zero ordinal of countable cofinality is dealt with in (c). If ξ ≤ κ
has uncountable cofinality, then Σξ = η<ξ Ση , so we can (and must) take φξ to be the unique common
extension of all the previous φη .
The induction ends with φκ : Σκ → Σ. Note that Σκ is not in general the whole of Σ. But for every
E ∈ Σ there is an F ∈ Σκ such that E4F is negligible (254Ff). So we can extend φκ to a function φ defined
on the whole of Σ by setting
φE = φκ F whenever E ∈ Σ, F ∈ Σκ and µ(E4F ) = 0
(the point being that φκ F = φκ F 0 if F , F 0 ∈ Σκ and µ(E4F ) = µ(E4F 0 ) = 0). It is easy to check that φ
is a lower density, and it is translation-invariant because if E ∈ Σ, x ∈ X, F ∈ Σκ and E4F is negligible,
then (E + x)4(F + x) = (E4F ) + x is negligible, so
φ(E + x) = φκ (F + x) = φκ F + x = φE + x. Q
Q

(e) The rest of the argument is exactly that of parts (b)-(e) of the proof of 345B; you have to change Rr
into X wherever it appears, but otherwise you can use it word for word, interpreting ‘0’ as the identity of
the group X, that is, the constant function with value 0.

345D Translation-invariant liftings are of great importance, and I will return to them in §447 with a
theorem dramatically generalizing the results above. Here I shall content myself with giving one of their
basic properties, set out for the two kinds of translation-invariant lifting we have seen.
Proposition Let (X, Σ, µ) be either Lebesgue measure on Rr or the usual measure on {0, 1}I for some
set I, and let φ : Σ → Σ be a translation-invariant lifting. Then for any open set G ⊆ X we must have
G ⊆ φG ⊆ G, and for any closed set F we must have int F ⊆ φF ⊆ F .
proof (a) Suppose that G ⊆ X is open and that x ∈ G. Then there is an open set U such that 0 ∈ U and
x+U −U = {x+y −z : y, z ∈ U } ⊆ G. P P (α) If X = Rr , take δ > 0 such that {y : ky −xk ≤ δ} ⊆ G, and set
1
U = {y : ky − xk < 2 δ}. (β) If X = {0, 1}I , then there is a finite set K ⊆ I such that {y : y¹K = x¹K} ⊆ G
(3A3K); set U = {y : y(i) = 0 for every i ∈ K}. Q Q
It follows that x ∈ φG. P
P Consider H = x + U . Then µH = µU > 0 so H ∩ φH 6= ∅. Let y ∈ U be such
that x + y ∈ φH. Then
x = (x + y) − y ∈ φ(H − y) ⊆ φG
345F Translation-invariant liftings 205

because
H − y ⊆ x + U − U ⊆ G. Q
Q

(b) Thus G ⊆ φG for every open set G ⊆ X. But it follows at once that if G is open and F is closed,
int F ⊆ φ(int F ) ⊆ φF ,

G = X \ int(X \ G) ⊇ X \ φ(X \ G) = φG,

F = X \ (X \ F ) ⊇ X \ φ(X \ F ) = φF .

345E I remarked in 341Lg that it is undecidable in ordinary set theory whether there is a lifting for
Borel measure on R. It is however known that there can be no translation-invariant Borel lifting. The
argument depends on the following fact about measurable sets in {0, 1}N .
Lemma Let µ be the usual measure on X = {0, 1}N , and E any non-negligible measurable set. Then there
are x, x0 ∈ E which differ at exactly one coordinate.
proof By 254Fe, there is a set F , determined by coordinates in a finite set, such that µ(E4F ) ≤ 41 µE; we
have µF ≥ 43 µE, so µ(E4F ) ≤ 13 µF . Suppose that F is determined by coordinates in {0, . . . , n − 1}. Then
the map ψ : X → X, defined by setting (ψx)(n) = 1 − x(n), (ψx)(i) = x(i) for i 6= n, is a measure space
automorphism, and
µ(ψ −1 [E4F ] ∪ (E4F )) ≤ 2µ(E4F ) < µF .
Take any x ∈ F \ ((E4F ) ∪ ψ −1 [E4F ]). Then x0 = ψx differs from x at exactly one coordinate; but also
x0 ∈ F , by the choice of n, so both x and x0 belong to E.

345F Proposition Let µ be Borel measure on R, that is, the restriction of Lebesgue measure to the
algebra B of Borel sets. Then µ is translation-invariant, but has no translation-invariant lifting.
proof (a) To see that µ is translation-invariant all we have to know is that B is translation-invariant and that
Lebesgue measure is translation-invariant. I have already cited 134A for the proof that Lebesgue measure
is invariant, and B is invariant because G + x is open for every open set G and every x ∈ R.
(b) The argument below is most easily T expressed in terms of the geometry of the Cantor set C. Recall
that C is defined as the intersection n∈N Cn of a sequence of closed subsets of [0, 1]; each Cn consists of
2n closed intervals of length 3−n ; Cn+1 is obtained fromPCn by deleting the middle third of each interval of
∞
Cn . Any point of C is uniquely expressible as f (e) = 32 n=0 3−n e(n) for some e ∈ {0, 1}N . (See 134G.) Let
ν be the usual measure of {0, 1}N . Because the map e 7→ e(n) : {0, 1}N → {0, 1} is measurable for each n,
f : {0, 1}N → R is measurable.
We can label the closed intervals constituting Cn as hJz iz∈{0,1}n , taking J∅ to be the unit interval [0, 1]
and, for z ∈ {0, 1}n , taking Jza 0 to be the left-hand third of Jz and Jza 1 to be the right-hand third of Jz .
(If the notation here seems odd to you, there is an explanation in 3A1H.)
For n ∈ N, z ∈ {0, 1}n , let Jz0 be the open interval with the same centre as Jz and twice the length. Then
Jz \ Jz consists of two open intervals of length 3−n /2 on either side of Jz ; call the left-hand one Vz and the
0

right-hand one Wz . Thus Vza 1 is the right-hand half of the middle third of Jz , and Wza 0 is the left-hand
half of the middle third of Jz .
Construct sets G, H ⊆ R as follows.
G is to be the union of the intervals Vz where z takes the value 1 an even number of times,
together with the intervals Wz where z takes the value 0 an odd number of times;
H is to be the union of the intervals Vz where z takes the value 1 an odd number of times,
together with the intervals Wz where z takes the value 0 an even number of times. ¤ 1 3£
G and H are open sets. The intervals Vz , Wz between them cover the whole of the interval ¤ 1 3−£ 2 , 2 with
the exception of the set C and the countable set of midpoints of the intervals Jz ; so that − 2 , 2 \ (G ∪ H)
is negligible. We have to observe that G ∩ H = ∅. P P For each z, Jz0 a 0 and Jz0 a 1 are disjoint subsets of Jz0 .
0 0
Consequently Jz ∩ Jw is non-empty just when one of z, w extends the other, and we need consider only
206 Liftings 345F

the intersections of the four sets Vz , Wz , Vw , Ww when w is a proper extension of z; say w ∈ {0, 1}n and
z = w¹m, where m < n. (α) If in the extension (w(m), . . . , w(n − 1)) both values 0 and 1 appear, Jw0 will be
a subset of Jz , and certainly the four sets will all be disjoint. (β) If w(i) = 0 for m ≤ i < n, then Ww ⊆ Jz
is disjoint from the rest, while Vw ⊆ Vz ; but z and w take the value 1 the same number of times, so Vw is
assigned to G iff Vz is, and otherwise both are assigned to H. (γ) Similarly, if w(i) = 1 for m ≤ i < n,
Vw ⊆ Jz , Ww ⊆ Wz and z, w take the value 0 the same number of times, so Wz and Ww are assigned to the
same set. Q Q
The following diagram may help you to see what is supposed to be happening:

G H G H G H

V 00 J00 W00 V 01 J01 W01 V 10 J10 W10 V 11 J11 W11

V0 J0 W0 V1 J1 W1

V 0 J 1 W

The assignment rule can be restated as follows:

V = V∅ is assigned to G, W = W∅ is assigned to H;
Vza 0 is assigned to the same set as Vz , and Vza 1 to the other;
Wza 1 is assigned to the same set as Wz , and Wza 0 to the other.
(c) Now take any n ∈ N and z ∈ {0, 1}n . Consider the two open intervals I0 = Jz0 a 0 , I1 = Jz0 a 1 . These
are both of length γ = 2 · 3−n−1 and abut at the centre of Jz , so I1 is just the translate I0 + γ. I claim that
I1 ∩ H = (I0 ∩ G) + γ. PP Let A be the set
S m a
m>n {w : w ∈ {0, 1} , w extends z 0},

and for w ∈ A let w0 be the finite sequence obtained from w by changing w(n) = 0 into w0 (n) = 1 but
leaving the other values of w unaltered. Then Vw0 = Vw + γ and Ww0 = Ww + γ for every w ∈ A. Now
[
I0 ∩ G = {Vw : w ∈ A, w takes the value 1 an even number of times}
[
∪ {Ww : w ∈ A, w takes the value 0 an odd number of times},
so
[
(I0 ∩ G) + γ = {Vw0 : w ∈ A, w takes the value 1 an even number of times}
[
∪ {Ww0 : w ∈ A, w takes the value 0 an odd number of times}
[
= {Vw0 : w ∈ A, w0 takes the value 1 an odd number of times}
[
∪ {Ww0 : w ∈ A, w0 takes the value 0 an even number of times}
= I1 ∩ H. Q
Q

(d) ?? Now suppose, if possible, that φ : B → B is a translation-invariant lifting. Note first that U ⊆ φU
P The argument is exactly that of 345D as applied to R = R1 . Q
for every open U ⊆ R. P Q Consequently
¤ £
J∅0 = − 12 , 32 ⊆ φJ∅0 .
But as J∅0 \ (G ∪ H) is negligible,
¤ £
C ⊆ − 12 , 32 ⊆ φG ∪ φH.
345Xf Translation-invariant liftings 207

Consider the sets E = f −1 [φG], F = {0, 1}N \ E = f −1 [φH]. Because f is measurable and φG, φH are
Borel sets, E and F are measurable subsets of {0, 1}N , and at least one of them has positive measure. There
must therefore be e, e0 ∈ {0, 1}N , differing at exactly one coordinate, such that either both belong to E or
both belong to F (345E). Let us suppose that n is such that e(n) = 0, e0 (n) = 1 and e(i) = e0 (i) for i 6= n.
Set z = e¹n = e0 ¹n. Then f (e) belongs to the open interval I0 = Jz0 a 0 , so f (e) ∈ φI0 and f (e) ∈ φG iff
f (e) ∈ φ(I0 ∩ G). But now
f (e0 ) = f (e) + 2 · 3−n−1 ∈ I1 = Jz0 a 1 ,
so

e ∈ E ⇐⇒ f (e) ∈ φG ⇐⇒ f (e) ∈ φ(I0 ∩ G)

⇐⇒ f (e0 ) ∈ φ((I0 ∩ G) + 2 · 3−n−1 )
(because φ is translation-invariant)
⇐⇒ f (e0 ) ∈ φ(I1 ∩ H)
(by (c) above)
⇐⇒ f (e0 ) ∈ φH
(because f (e0 ) ∈ I1 ⊆ φI1 )
⇐⇒ e0 ∈ F.

But this contradicts the choice of e. X

X
Thus there is no translation-invariant lifting of µ.
Remark This result is due to Johnson 80; the proof here follows Talagrand 82b. For references to
various generalizations see Burke 93, §3.

345X Basic exercises (a) In 345Ab I wrote ‘It follows at once that the map y 7→ y + x : X → X is a
measure space automorphism’. Write the details out in full, using 254G or otherwise.

(b) Let S 1 be the unit circle in R2 , and let µ be one-dimensional Hausdorff measure on S 1 (§§264-265).
Show that µ is translation-invariant, if S 1 is given its usual group operation corresponding to complex
multiplication (255M), and that it has a translation-invariant lifting φ. (Hint:
S Identifying S 1 with ]−π, π]
with the group operation +2π , show that we can set φE = ]−π, π] ∩ φ ( n∈Z E + 2πn), where φ0 is any
0

translation-invariant lifting for Lebesgue measure.)

> (c) Show that there is no lifting φ of Lebesgue measure on R which is ‘symmetric’ in the sense that
φ(−E) = −φE for every measurable set E, writing −E = {−x : x ∈ E}. (Hint: can 0 belong to φ([0, ∞[)?)

> (d) Let µ be Lebesgue measure on X = R\{0}. Show that there is a lifting φ of µ such that φ(xE) = xφE
for every x ∈ X and every measurable E ⊆ X, writing xE = {xy : y ∈ E}.

(e) Let µ be the usual measure on X = {0, 1}I , for some set I, Σ its domain, and (A, µ̄) its measure
algebra. (i) Show that we can define πx (a) = a + x, for a ∈ A and x ∈ X, by the formula E • + x = (E + x)• ;
and that x 7→ πx is a group homomorphism from X to the group of measure-preserving automorphisms of
A. (ii) Define Σξ as in the proof of 345C, and set Aξ = {E • : E ∈ Σξ }. Say that a partial lifting θ : Aξ → Σ
is translation-invariant if θ(a + x) = θa + x for every a ∈ Aξ and x ∈ X. Show that any such partial lifting
can be extended to a translation-invariant partial lifting on Aξ+1 . (iii) Write out a proof of 345C in the
language of 341F-341H.

> (f ) Let φ be a lower density for Lebesgue measure on Rr which is translation-invariant in the sense that
φ(E + x) = φE + x for every x ∈ Rr and every measurable set E. Show that φG ⊆ G for every open set
G ⊆ Rr .
208 Liftings 345Xg

(g) Let µ be 1-dimensional Hausdorff measure on S 1 , as in 345Xb. Show that there is no translation-
invariant lifting φ of µ such that φE is a Borel set for every E ∈ dom µ.

345Y Further exercises (a) Let (X, Σ, µ) be a complete measure space, and suppose that X has a
group operation (x, y) 7→ xy (not necessarily abelian!) such that µ is left-translation-invariant, in the sense
that xE = {xy : y ∈ E} ∈ Σ and µ(xE) = µE whenever E ∈ Σ and x ∈ X. Suppose that φ : Σ → Σ is a
lower density which is left-translation-invariant in the sense that φ(xE) = x(φE) for every E ∈ Σ, x ∈ X.
Show that there is a left-translation-invariant lifting φ : Σ → Σ such that φE ⊆ φE for every E ∈ Σ.

(b) Write Σ for the σ-algebra of Lebesgue measurable subsets of R, and L0 (Σ) for the linear space of
Σ-measurable functions from R to itself. Show that there is a linear operator T : L0 (µ) → L0 (Σ) such that
(α) (T u)• = u for every u ∈ L0 (µ) (β) supx∈R |(T u)(x)| = kuk∞ for every u ∈ L∞ (µ) (γ) T u ≥ 0 whenever
u ∈ L∞ (µ) and u ≥ 0 (δ) T is translation-invariant in the sense that T (Sx f )• = Sx T f • for every x ∈ R and
f ∈ L0 (Σ), where (Sx f )(y) = f (x + y) for f ∈ L0 (Σ) and x, y ∈ R (²) T is reflection-invariant in the sense
that T (Rf )• = RT f • for every f ∈ L0 (Σ), where (Rf )(x) = f (−x) for f ∈ L0 (Σ) and x ∈ R. (Hint: for
f ∈ L0 (Σ), set
1
p(f • ) = inf{α : α ∈ [0, ∞], limδ↓0 µ{x : |x| ≤ δ, |f (x)| > α} = 0}.
2δ

Set V = {u : u ∈ L0 (µ), p(u) < ∞} and show that V is a linear subspace of L0 (µ) and that p¹V is a
seminorm. Let h0 : V → R be a linear functional such that h0 (χR)• = 1 and h0 (u) ≤ p(u) for every
u ∈ V . Extend h0 arbitrarily to a linear functional h1 : L0 (µ) → R; set h(f • ) = 12 (h1 (f • ) + h1 (Rf )• ). Set
(T f • )(x) = h(S−x f )• . You will need 231C.) Show that there must be a u ∈ L1 (µ) such that u ≥ 0 but
T u 6≥ 0.

(c) Show that there is no translation-invariant lifting φ of the usual measure on {0, 1}N such that φE is
a Borel set for every measurable set E.

345 Notes and comments I have taken a great deal of care over the concept of ‘translation-invariance’. I
hope that you are already a little impatient with some of the details as I have written them out; but while it
is very easy to guess at the structure of such arguments as part (e) of the proof of 345B, or (b-iii) and (c-viii)
in the proof of 345C, I am not sure that one can always be certain of guessing correctly. A fair test of your
intuition will be how quickly you can generate the formulae appropriate to a non-abelian group operation,
as in 345Ya.
Part (b) of the proof of 345C is based on the same idea as the proof of 341F. There is a useful simplification
because the set Eξ in 345C, corresponding to the set E of the proof of 341F, is independent of the algebra
Σξ in a very strong sense, so that the expression of an element of Σξ+1 in the form (F ∩ Eξ ) ∪ (G \ Eξ ) is
unique. Interpreted in the terms of 341F, we have w = v = 1, so that the formula
¡ ¢ ¡ ¢
θ1 ((a ∩ e) ∪ (b \ e)) = θ((a ∩ v) ∪ (b \ v)) ∩ E ∪ θ((a \ w) ∪ (b ∩ w)) \ E
used there becomes
θ1 ((a ∩ e) ∪ (b \ e)) = (θa ∩ E) ∪ (θb \ E),
matching the formula for φ1 in the proof of 345C.
The results of this section are satisfying and natural; they have obvious generalizations, many of which
are true. The most important measure spaces come equipped with a variety of automorphisms, and we can
always ask which of these can be preserved by a lifting. The answers are not always obvious; I offer 345Xc
and 346Xb as warnings, and 345Xd as an encouragement. 345Yb is striking (I have made it as striking as I
can), but slightly off the most natural target; the sting is in the last sentence (see 341Ye).
346D Consistent liftings 209

346 Consistent liftings

I turn now to a different type of condition Q
which we should naturally prefer our liftings to satisfy. If we
have a product measure µ on a product X = i∈I Xi of probability spaces, then we can look for liftings φ
which ‘respect coordinates’, that is, are compatible with the product structure in the sense that they factor
through subproducts (346A). There seem to be obstacles in the way of the natural conjecture (346Za), and I
give the partial results which are known. For Maharam-type-homogeneous spaces Xi , there is always a lifting
which respects coordinates (346E), and indeed the translation-invariant liftings of §345 on {0, 1}I already
have this property (346C). There is always a lower density on the product which respects coordinates, and
we can ask for a little more (346G); using the full strength of 346G, we can enlarge this lower density to a
lifting which respects single coordinates and initial segments of a well-ordered product (346H). In the case
in which all the factors are copies of each other, we can arrange for the induced liftings on the factors to
be copies also (346I, 346J, 346Yd). I end the section with an important fact about Stone spaces which is
relevant here (346K-346L).

346A Definition Let h(Xi , Σi , µi )ii∈I be a family of probability spaces, with product (X, Σ, µ). I will
say that a lifting φ : Σ → Σ respects coordinates if φE is determined by coordinates in J whenever E ∈ Σ
is determined by coordinates in J ⊆ I.
Remark Recall that a set E ⊆ X is ‘determined by coordinates in Q J’ if x0 ∈ E whenever x ∈ E, x0 ∈ X
0 −1
and x ¹J = x¹J; that is, if E is expressible as πJ [F ] for some F ⊆ i∈J Xi , where πJ (x) = x¹J for every
x ∈ X; that is, if E = πJ−1 [πJ [E]]. See 254M. Recall also that in this case,
Q if E is measurable for the product
measure on X, then πJ [E] is measurable for the product measure on i∈J Xi (254Ob).

346B Proposition Let h(Xi , Σi , µi )ii∈I be a family of probability spaces, with product (Z, Λ, λ). For
J ⊆ I let (ZJ , ΛJ , λJ ) be the product of h(Xi , Σi , µi )ii∈J , and πJ : Z → ZJ the canonical map. Let
φ : Λ → Λ be a lifting. If J ⊆ I is such that φW is determined by coordinates in J whenever W ∈ Λ is
determined by coordinates in J, then φ induces a lifting φJ : ΛJ → ΛJ defined by the formula
πJ−1 [φJ E] = φ(πJ−1 [E]) for every E ∈ ΛJ .

proof If E ∈ ΛJ , then π −1 [E] and φ(πJ−1 [E]) are determined by coordinates in J, so φ(πJ−1 [E]) is of the
form πJ−1 [F ] for some F ∈ ΛJ ; this defines φJ : ΛJ → ΛJ . It is now easy to see that φJ is a lifting.
Remark Of course we frequently wish to use this result with a singleton set J = {j}. In this case we must
remember that (ZJ , ΣJ , λJ ) corresponds to the completion of the probability space (Xj , Σj , µj ).

346C Theorem Let I be any set, and µ the usual measure on X = {0, 1}I . Then any translation-
invariant lifting of µ respects coordinates.
proof Suppose that E ⊆ X is a measurable set determined by coordinates in J ⊆ I; take x ∈ φE and
x0 ∈ X such that x0 ¹J = x¹J. Set y = x0 − x; then y(i) = 0 for i ∈ J, so that E + y = y. Now
x0 = x + y ∈ φE + y = φ(E + y) = φE
because φ is translation-invariant. As x, x0 are arbitrary, φE is determined by coordinates in J. As E and
J are arbitrary, φ respects coordinates.

346D I describe a standard method of constructing liftings from other liftings.

Lemma Let (X, Σ, µ) and (Y, T, ν) be measure spaces, with measure algebras A, B; suppose that f : X → Y
is a (Σ, T)-measurable function inducing an isomorphism F • 7→ f −1 [F ]• : B → A. Then if φ : T → T is a
lifting for ν, there is a corresponding lifting φ0 : Σ → Σ given by the formula
φ0 E = f −1 [φF ] whenever µ(E4f −1 [F ]) = 0.

proof If we say that π : B → A is the isomorphism induced by f , then

210 Liftings 346D

φ0 E = f −1 [θ(π −1 E • )],
where θ : B → T is the lifting corresponding to φ : T → T. Since θ, π −1 and F 7→ f −1 [F ] are all Boolean
homomorphisms, so is φ0 , and it is easy to check that (φ0 E)• = E • for every E ∈ Σ and that φ0 E = ∅ if
µE = 0.
Remark Compare the construction in 341P.

346E Theorem Let h(Xi , Σi , µi )ii∈I be a family of Maharam-type-homogeneous probability spaces,

with product (X, Σ, µ). Then there is a lifting of µ which respects coordinates.
proof (a) Replacing each µi by its completion does not change µ (254I), so we may suppose that all the µi
are complete. In this case there is for each i an isomorphism between the measure algebra (Ai , µ̄i ) of µi and
the measure algebra (Bi , ν̄i ) of some {0, 1}Ji with its usual measure νi (331L). We may suppose that the
sets Ji are disjoint. Each νi is compact (342Jd), so the isomorphisms are represented by inverse-measure-
preserving functions
S fi : Xi → {0, 1}Ji (343Ca).
Set K = i∈I Ji , and let ν be the usual measure on Y = {0, 1}K , T its domain. We have a natural
Q
bijection between i∈I {0, 1}Ji and Y , so we obtain a function f : X → Y ; literally speaking,
f (x)(j) = fi (x(i))(j)
for i ∈ I, j ∈ Ji , x ∈ X.
(b) Now f is inverse-measure-preserving and induces an isomorphism between the measure algebras A,
B of µ, ν.
P(i) If L ⊆ K is finite and z ∈ {0, 1}L , then, setting Li = LcapJi for i ∈ I,
P

Y
µ{x : x ∈ X, f (x)¹L = z} = µ( {w : w ∈ Xi , fi (w)¹Li = z¹Li })
i∈I
Y
= µi {w : w ∈ Xi , fi (w)¹Li = z¹Li }
i∈I
Y
= νi {v : v ∈ {0, 1}Ji , v¹Li = z¹Li }
i∈I
(because every fi is inverse-measure-preserving)
Y
= 2−#(Li ) = 2−#(L) = ν{y : y ∈ Y, y¹L = z}.
i∈I

So µf −1 [C] = νC for every basic cylinder set C ⊆ Y . By 254G, f is inverse-measure-preserving.

(ii) Accordingly f induces a measure-preserving homomorphism π : B → A. To see that π is surjective,
consider
Λ0 = {E : E is Σ-measurable, E • ∈ π[B]}.
Because π[B] is a closed subalgebra of A (324Kb), Λ0 is a σ-subalgebra of the domain Λ of µ, and of course
it contains all µ-negligible sets. If i ∈ J and G ∈ Σi , then there is an H ⊆ {0, 1}Ji such that G4fi−1 [H] is
µi -negligible. Now if E = {x : x ∈ X, x(i) ∈ G} and F = {y : y ∈ Y, y¹Ji ∈ H},
E4f −1 [F ] = {x : x(i) ∈ G4fi−1 [H]}
N
is µ-negligible, and E ∈ Λ0 . But this means that Λ0 ⊇ c i∈I Σi , and must therefore be the whole of Λ
(254Ff). QQ
(c) By 345C, there is a translation-invariant lifting φ for ν; by 346C, this respects coordinates. By 346D,
we have a corresponding lifting φ0 for µ such that
φ0 f −1 [F ] = f −1 [φF ]
for every F ∈ T. Now suppose that E ∈ Λ is determined by coordinates in L ⊆ I. Then there is an E 0
belonging to the σ-algebra Λ0L generated by
346G Consistent liftings 211

{{x : x(i) ∈ G} : i ∈ L, G ∈ Σi }
0
S
such that µ(E4E ) = 0 (254Ob). Write TL for the family of sets in T determined by coordinates in i∈L Ji .
Then, just as in (b-ii), every member of Λ0L differs by a negligible set from some set of the form f −1 [F ] with
F ∈ TL . So there is an F ∈ TL such that E4f −1 [F ] is µ-negligible. Consequently
φ0 E = φ0 f −1 [F ] = f −1 [φF ].
S
But φ respects coordinates, so φF is determined by coordinates in i∈L Ji . It follows at once that f −1 [φF ]
is determined by coordinates in L; that is, that φ0 E is determined by coordinates in L. As E and L are
arbitrary, φ0 respects coordinates, and witnesses the truth of the theorem.

346F It seems to be unknown whether 346E is true of arbitrary probability spaces (346Za); I give some
partial results in this direction. The following general method of constructing lower densities will be useful.
Lemma Let (X, Σ, µ) and (Y, T, ν) be complete probability spaces, with product (X × Y, Λ, λ). If φ : Λ → Λ
is a lower density, then we have a lower density φ1 : Σ → Σ defined by saying that
φ1 E = {x : x ∈ X, {y : (x, y) ∈ φ(E × Y )} is conegligible in Y }
for every E ∈ Σ.
proof For E ∈ Σ, (E × Y )4φ(E × Y ) is negligible, so that
Hx = {y : (x, y) ∈ (E × Y )4φ(E × Y )}
is ν-negligible for almost every x ∈ X (252D). Now E4φ1 E = {x : Hx is not negligible} is negligible, so
φ1 E ∈ Σ. If E, F ∈ Σ, then
φ((E ∩ F ) × Y ) = φ((E × Y ) ∩ (F × Y )) = φ(E × Y ) ∩ φ(F × Y ),
so that
{y : (x, y) ∈ φ((E ∩ F ) × Y )} = {y : (x, y) ∈ φ(E × Y )} ∩ {y : (x, y) ∈ φ(F × Y )}
is conegligible iff both {y : (x, y) ∈ φ(E × Y )} and {y : (x, y) ∈ φ(F × Y )} are conegligible, and φ1 (E ∩ F ) =
φ1 E ∩ φ1 F .
The rest is easy. Of course φ(∅ × Y ) = ∅ so φ1 ∅ = ∅. If E, F ∈ Σ and E4F is negligible, then
(E × Y )4(F × Y ) is negligible, φ(E × Y ) = φ(F × Y ) and φ1 E = φ1 F . So φ1 is a lower density, as claimed.

346G Theorem Let h(Xi , Σi , µi )ii∈I be a family of probability spaces with product (X, Σ, µ). For
J ⊆ I let ΣJ be the set of members of Σ which are determined by coordinates in J. Then there is a lower
density φ : Σ → Σ such that
(i) whenever J ⊆ I and E ∈ ΣJ then φE ∈ ΣJ ,
(ii) whenever J, K ⊆ I are disjoint, E ∈ ΣJ and F ∈ ΣK then φ(E ∪ F ) = φE ∪ φF .
Q
proof For each i ∈ I, set Yi = XiN , with the product measure Q νi ; set Y = i∈I Yi , with its product measure
ν; set Zi = Xi × Yi , with its product
Q measure λi , Q
and Z = Q i∈I Zi , with its product measure λ. Then the
natural identification of Z = i∈I Xi × Yi with i∈I Xi × i∈I Yi = X × Y makes λ correspond to the
product of µ and ν (254N).
Each (Zi , λi ) can be identified with an infinite power of (Xi , µi ), and is therefore Maharam-type-homo-
geneous (334E). Consequently there is a lifting φ : Λ → Λ which respects coordinates (346E). Regarding
(Z, λ) as the product of (X, µ) and (Y, ν), we see that φ induces a lower density φ : Σ → Σ by the formula
of 346F. Q
If J ⊆ I and E ∈ Σ is determined by coordinates in J, then E × Y (regarded as a subset of i∈I Zi ) is
determined by coordinates in J, so φ(E × Y ) also is. Now suppose that x ∈ φE, x0 ∈ X and x¹J = x0 ¹J.
Then for any y ∈ Y , (x¹J, y¹J) = (x0 ¹J, y¹J), so (x, y) ∈ φ(E × Y ) iff (x0 , y) ∈ φ(E × Y ). Thus
{y : (x0 , y) ∈ φ(E × Y )} = {y : (x, y) ∈ φ(E × Y )}
is conegligible in Y , and x0 ∈ φE. This shows that φE is determined by coordinates in J.
212 Liftings 346G

Now suppose that J and K are disjoint subsets of I, that E, F ∈ Σ are determined by coordinates in J,
K respectively, and that x ∈/ φE ∪ φF . Then A = {y : (x, y) ∈/ φ(E × Y )} and B = {y : (x, y) ∈/ φ(F × Y )}
are non-negligible. As noted just above, φ(E × Y ) is determined by coordinates in J, so Q A is determined
by coordinates in J, and can be expressed as {y : y¹J ∈ A0 }, where A0 ⊆ YJ = i∈J Yi . Because
y 7→ y¹J : Y → YJ is inverse-measure-preserving, A0 cannot be negligible in YJ . Similarly, B can be
expressed as {y : y¹K ∈ B 0 } for some non-negligible B 0 ⊆ YK .
By 251R/251Wm, A0 × B 0 × YI\(J∪K) , regarded as a subset of Y , is non-negligible, that is,
C = {y : y ∈ Y, y¹J ∈ A0 , y¹K ∈ B 0 }
is non-negligible. But
C = A ∩ B = {y : (x, y) ∈
/ φ(E × Y ) ∪ φ(F × Y )} = {y : (x, y) ∈
/ φ((E ∪ F ) × Y }.
So x ∈
/ φ(E ∪ F ). As x is arbitrary, φ(E ∪ F ) ⊆ φE ∪ φF ; but of course φE ∪ φF ⊆ φ(E ∪ F ), because φ is
a lower density, so that φ(E ∪ F ) = φE ∪ φF , as required.
Remark See Macheras Musial & Strauss p99 for an alternative proof.

346H Theorem Let ζ be an ordinal, and h(Xξ , Σξ , µξ )iξ<ζ any family of probability spaces, with
product (Z, Λ, λ). For J ⊆ ζ let ΛJ be the set of those W ∈ Λ which are determined by coordinates in J.
Then there is a lifting φ : Λ → Λ such that φW ∈ ΛJ whenever W ∈ ΛJ and J is either a singleton subset
of ζ or an initial segment of ζ.
proof (a) Let P be the set of all lower densities φ : Λ → Λ such that, for every ξ < ζ, (i) whenever
E ∈ Λξ then φE ∈ Λξ (ii) whenever E ∈ Λ{ξ} then φE ∈ Λ{ξ} (iii) whenever E ∈ Λξ and F ∈ Λζ\ξ then
φ(E ∪ F ) = φE ∪ φF . By 346G, P is not empty. Order P by saying that φ ≤ φ0 if φE ⊆ φ0 E for every
E ∈ Λ; then P is a partially ordered set. Note that if φ ∈ P then φZ = Z (because Λ0 = {∅, Z}).
P Define φ∗ : Λ → PX by
(b) Any non-empty totally ordered subset Q of P has an upper bound in P . P
∗ S
setting φ E = φ∈Q φE for every E ∈ Λ. (i)
S
φ∗ ∅ = φ∈Q ∅ = ∅.
(ii) If E, F ∈ Λ and λ(E4F ) = 0 then φE = φF for every φ ∈ Q so φ∗ E = φ∗ F . (iii) If E, F ∈ Λ and
E ⊆ F then φE ⊆ φF for every φ ∈ Q so φ∗ E ⊆ φ∗ F . (iv) If E, F ∈ Λ and x ∈ φ∗ E ∩ φ∗ F , then there are
φ1 , φ2 ∈ Q such that x ∈ φ1 E ∩ φ2 F ; now either φ1 ≤ φ2 or φ2 ≤ φ1 , so that
x ∈ (φ1 E ∩ φ1 F ) ∪ (φ2 E ∩ φ2 F ) = φ1 (E ∩ F ) ∪ φ2 (E ∩ F ) ⊆ φ∗ (E ∩ F ).
Accordingly φ∗ E ∩ φ∗ F ⊆ φ∗ (E ∩ F ) and φ∗ E ∩ φ∗ F = φ∗ (E ∩ F ). (v) Taking any φ0 ∈ Q, we have
φ0 E ⊆ φ∗ E for every E ∈ Λ, so (because λ is complete) φ∗ is a lower density, by 341Ib. (vi) Now suppose
that J ⊆ I is either a singleton {ξ} or an initial segment ξ, and that E ∈ ΛJ . Then φE is determined by
coordinates in J for every φ ∈ Q, so φ∗ E is determined by coordinates in J. (vii) Finally, suppose that
ξ < ζ and that E ∈ Λξ , F ∈ Λζ\ξ . If x ∈ φ∗ (E ∪ F ) then there is a φ ∈ Q such that
x ∈ φ(E ∪ F ) = φE ∪ φF ⊆ φ∗ E ∪ φ∗ F .
So φ∗ (E ∪ F ) ⊆ φ∗ E ∪ φ∗ F and (using (iii) again) φ∗ (E ∪ F ) = φ∗ E ∪ φ∗ F . Thus φ∗ belongs to P and is
an upper bound for Q in P . QQ
By Zorn’s Lemma, P has a maximal element φ̃.
(c) For any H ∈ Λ we may define a function φH as follows. Set AH = Z \ (φ̃H ∪ φ̃(Z \ H)),
φH E = φ̃E ∪ (AH ∩ φ̃(H ∪ E))
for E ∈ Λ. Then φH is a lower density. PP (i) Because H4φ̃H and (Z \H)4φ̃(Z \H) are both negligible, AH
is negligible and φH E is measurable and (φH E)• = (φ̃E)• = E • for every E ∈ Λ. (ii) Because AH ∩ φ̃H = ∅,
φH ∅ = ∅. (iii) If E, F ∈ Λ and λ(E4F ) = 0 then φ̃E = φ̃F and φ̃(E ∪ H) = φ̃(F ∪ H), so φH E = φH F .
(iv) If E, F ∈ Λ and E ⊆ F then φ̃E ⊆ φ̃F and φ̃(E ∪ H) ⊆ φ̃(F ∪ H), so φH E ⊆ φH F . (v) If E, F ∈ Λ
and x ∈ φH E ∩ φH F , then
346H Consistent liftings 213

(α) if x ∈
/ AH ,
x ∈ φ̃E ∩ φ̃F = φ̃(E ∩ F ) ⊆ φH (E ∩ F ),
(β) if x ∈ AH ,
x ∈ φ̃(E ∪ H) ∩ φ̃(F ∪ H) = φ̃((E ∩ F ) ∪ H) ⊆ φH (E ∩ F ).
Thus φH E ∩ φH F ⊆ φH (E ∩ F ) and φH E ∩ φH F = φH (E ∩ F ). Q
Q
(d) It is worth noting the following.
(i) If E, H ∈ Λ and φ̃(E ∪ H) = φ̃E ∪ φ̃H then φH E = φ̃E. P
P We have
φH E = φ̃E ∪ (AH ∩ φ̃(E ∪ H)) = φ̃E ∪ (AH ∩ φ̃E) ∪ (AH ∩ φ̃H) = φ̃E
because AH ∩ φ̃H = ∅. Q
Q

(ii) If H ∈ Λ and φH ∈ P then φ̃H ∪ φ̃(Z \ H) = Z. P

P By the maximality of φ̃, we must have φH = φ̃.
But
AH = φH (Z \ H) \ φ̃(Z \ H),
so AH = ∅, that is, φ̃H ∪ φ̃(Z \ H) = Z. Q
Q

(iii) If E, F ∈ Λ and φ̃E ∪ φ̃(Z \ E) = Z, then φ̃(E ∪ F ) = φ̃E ∪ φ̃F . P

P
φ̃(E ∪ F ) \ φ̃E = φ̃(E ∪ F ) ∩ φ̃(Z \ E) = φ̃((E ∪ F ) ∩ (Z \ E)) = φ̃(F \ E) ⊆ φ̃F ,
so φ̃(E ∪ F ) ⊆ φ̃E ∪ φ̃F ; as the reverse inclusion is true for all E and F , we have the result. Q
Q
(e) If ξ < ζ and H ∈ Λ{ξ} , then φH ∈ P .
PP(i) If J ⊆ I is either a singleton or an inital segment, and E ∈ ΛJ , then
(α) if ξ ∈ J, E ∪ H and φ̃E and φ̃(E ∪ H) and AH all belong to ΛJ , so φH E ∈ ΛJ .
(β) If ξ ∈
/ J, φ̃(E ∪ H) = φ̃E ∪ φ̃H, because there is some η such that J ⊆ η and {ξ} ⊆ ζ \ η); so
φH E = φ̃E ∈ ΛJ by (d-i).
(ii) If η < ζ and E ∈ Λη , F ∈ Λζ\η , then
if ξ < η, E ∪ H ∈ Λη so φ̃(E ∪ F ∪ H) = φ̃(E ∪ H) ∪ φ̃F , and

φH (E ∪ F ) = φ̃(E ∪ F ) ∪ (AH ∩ φ̃(E ∪ F ∪ H))

= φ̃E ∪ φ̃F ∪ (AH ∩ φ̃(E ∪ H)) ∪ (AH ∩ φ̃F ) ⊆ φH E ∪ φH F ;

if η ≤ ξ, F ∪ H ∈ Λζ\η so φ̃(E ∪ F ∪ H) = φ̃(E) ∪ φ̃(F ∪ H), and

φH (E ∪ F ) = φ̃(E ∪ F ) ∪ (AH ∩ φ̃(E ∪ F ∪ H))

= φ̃E ∪ φ̃F ∪ (AH ∩ φ̃E)) ∪ (AH ∩ φ̃(F ∪ H)) ⊆ φH E ∪ φH F ;

accordingly φH (E ∪ F ) = φH E ∪ φH F . Q
Q
By (d-ii) we have
φ̃H ∪ φ̃(Z \ H) = Z
whenever ξ < ζ and H ∈ Λ{ξ} .

(f ) If ξ ≤ ζ and H ∈ Λξ , then φH ∈ P . P P Induce on ξ. For ξ = 0, H ∈ Λ0 = {∅, Z} so φ̃H is either ∅ or

Z and the result is trivial. For the inductive step to ξ ≤ ζ, we have the following.
(i) If η < ζ and E ∈ Λη , then
(α) if ξ ≤ η, E ∪ H and φ̃E and φ̃(E ∪ H) and AH all belong to Λη , so φH E ∈ Λη .
214 Liftings 346H

(β) if η < ξ, then, by the inductive hypothesis, φE ∈ P , φ̃E = Z \ φ̃(Z \ E) and φ̃(E ∪ H) = φ̃E ∪ φ̃H,
by (d-ii) and (d-iii) above; so φH E = φ̃E ∈ Λη by (d-i).
(ii) If η < ζ and E ∈ Λ{η} , then, by (e), φ̃E ∪ φ̃(Z \ E) = Z, so that φ̃(E ∪ H) = φ̃E ∪ φ̃H, by (d-iii),
and φH E = φ̃E ∈ Λ{η} , by (d-i).
(iii) If η < ζ and E ∈ Λη , F ∈ Λζ\η , then
(α) if ξ ≤ η, then E ∪ H ∈ Λη and F ∈ Λζ\η , so that φ̃(E ∪ F ∪ H) = φ̃(E ∪ H) ∪ φ̃F , and

φH (E ∪ F ) = φ̃(E ∪ F ) ∪ (AH ∩ φ̃(E ∪ F ∪ H))

= φ̃E ∪ φ̃F ∪ (AH ∩ φ̃(E ∪ H)) ∪ (AH ∩ φ̃F ) ⊆ φH E ∪ φH F,
as in (e-ii) above, and accordingly φH (E ∪ F ) = φH E ∪ φH F .
(β) If η < ξ then, as in (ii), using the inductive hypothesis, we have φ̃(E ∪ F ∪ H) = φ̃E ∪ φ̃(F ∪ H),
and (just as in (α)) we get φH (E ∪ F ) = φH E ∪ φH F .
Thus φH ∈ P and the induction continues. Q Q
(g) But the case ξ = ζ of (f) just tells us that
φ̃H ∪ φ̃(Z \ H) = Z
for every H ∈ Λ. This means that φ̃ is actually a lifting (since it preserves intersections and complements).
And the definition of P is just what is needed to ensure that it is a lifting of the right type.
Remark This result is due to Macheras & Strauss 96b.

346I Theorem Let (X, Σ, µ) be a complete probability space. For any set I, write λI for the product
measure on X I , ΛI for its domain and πIi (x) = x(i) for x ∈ X I , i ∈ I. Then there is a lifting ψ : Σ → Σ
−1 −1
such that for every set I there is a lifting φ : ΛI → ΛI such that φ(πIi [E]) = πIi [ψE] for every E ∈ Σ,
i ∈ I.
proof ?? Suppose, if possible, otherwise.
Let Ψ be the set of all liftings for µ. We are supposing that for every ψ ∈ Ψ there is a set Iψ for
which there is no lifting for λIψ consistent with ψ in the sense above. Let κ be a cardinal greater than
max(ω, #(Ψ), supψ∈Ψ #(Iψ )). Let φ0 : Λκ → Λκ be a lifting satisfying the conditions of 346H. 346B tells us
−1 −1
that for every ξ < κ we have a lifting ψ for µ defined by the formula πκξ [ψE] = φ0 (πκξ [E]). For ψ ∈ Ψ set
−1 −1
Kψ = {ξ : ξ < κ, φ0 (πκξ [E]) = πκξ [ψE] for every E ∈ Σ}.
S
Then ψ∈Ψ Kψ = κ, so κ ≤ max(ω, #(Ψ), supψ∈Ψ #(Kψ )) and there is some ψ ∈ Ψ such that #(Kψ ) >
#(Iψ ). Take I ⊆ Kψ such that #(I) = #(Iψ ).
We may regard X κ as X I × X κ\I , and in this form we can use the method of 346F to obtain a lower
density φ : ΛI → ΛI from φ0 : Λκ → Λκ . Now
−1 −1
φ(πIξ [E]) = πIξ [ψE] for every E ∈ Σ, ξ ∈ I.
−1 −1 −1 −1
PP The point is that πIξ [E] × X κ\I corresponds to πκξ [E] ⊆ X κ , while φ0 (πκξ [E]) = πκξ [ψE] can be
−1 κ\I −1 −1
identified with πIξ [ψE]×X . Now the construction of 346F obviously makes φ(πIξ [E]) equal to πIξ [ψE].
QQ
By 341Jb, there is a lifting φ : ΛI → ΛI such that φW ⊇ φW for every W ∈ ΛI . But now we must have
−1 −1 −1
πIξ [ψE] = φ(πIξ [E]) ⊆ φ(πIξ [E])
−1 −1
= X I \ φ(πIξ [X \ E]) ⊆ X I \ φ(πIξ [X \ E])
−1 −1 −1
= X I \ πIξ [ψ(X \ E)] = X I \ πIξ [X \ ψE] = πIξ [ψE]
−1 −1
and φ(πIξ [E]) = πIξ [ψE] for every E ∈ Σ, ξ ∈ I. But since #(I) = #(Iψ ), this must be impossible, by the
choice of Iψ . X
X
This contradiction proves the theorem.
346K Consistent liftings 215

346J Consistent liftings Let (X, Σ, µ) be a measure space. A lifting ψ : Σ → Σ is consistent if for
every n ≥ 1 there is a lifting φn of the product measure on X n such that φn (E1 ×. . .×En ) = ψE1 ×. . .×ψEn
for all E1 , . . . , En ∈ Σ. Thus 346I tells us, in part, that every complete probability space has a consistent
lifting; it follows that every non-trivial complete totally finite measure space has a consistent lifting.
I do not suppose you will be surprised to be told that not all liftings on probability spaces are consistent.
What may be surprising is the fact that one of the standard liftings already introduced is not consistent. This
depends on a general fact about Stone spaces of measure algebras which has further important applications,
so I present it as a lemma.

346K Lemma Let (Z, T, ν) be the Stone space of the measure algebra of Lebesgue measure on [0, 1],
and let λ be the product measure on Z × Z, with Λ its domain. Then there is a set W ∈ Λ, with λW < 1,
such that λ∗ W̃ = 1, where
S
W̃ = {G × H : G, H ⊆ Z are open-and-closed, (G × H) \ W is negligible}.

Remark For the sake of anybody who has already become acquainted with the alternative measures which
can be put on the product of topological measure spaces, I ought to insist here that the ‘product measure’
λ is, as always in this volume, the ordinary completed product measure as defined in Chapter 25.
proof (a) Let hEn in∈N be a sequence of measurable subsets of [0, 1], stochastically independent for Lebesgue
1
measure µ on [0, 1], such that µEn = n+2 for each n. Set an = En• in the measure of algebra of µ, and
∗
S
an the corresponding compact open subset of Z. Set W = n∈N En∗ × En∗ . Then
En = b
P∞ 2
P∞ 1
λW ≤ n=0 (νEn ) = n=2 n2 < 1.

?? Suppose, if possible, that λ∗ W̃ < 1. Then there are sequences hGn in∈N , hHn in∈N in T such that
S S
W̃ ⊆ n∈N Gn × Hn and λ( n∈N Gn × Hn ) < 1. Recall from 322Qc that
νF = inf{νG : G is compact and open, F ⊆ G}
for every F ∈ T. Accordingly we can find compact open sets G̃n , H̃n such that Gn ⊆ G̃n , Hn ⊆ H̃n for
every n ∈ N and
P∞ P∞ S
n=0 ν(G̃n \ Gn ) + n=0 ν(H̃n \ Hn ) < 1 − λ( n∈N Gn × Hn ),
S
so that λ( n∈N G̃n × H̃n ) < 1.
Let U0 be the family
{Z} ∪ {En∗ : n ∈ N} ∪ {Z \ G̃n : n ∈ N} ∪ {Z \ H̃n : n ∈ N},
so that U0 is a countable subset of T. Let U be the set of finite intersections U0 ∩ U1 ∩ . . . ∩ Un where
U0 , . . . , Un ∈ U0 , so that U is also a countable subset of T, and U is closed under ∩.
(b) For U ∈ U, define Q(U ) as follows. If νU = 0, then Q(U ) = U . Otherwise,
S
Q(U ) = Z \ {En∗ : n ∈ N, ν(En∗ ∩ U ) > 0}.
Then νQ(U ) is always 0. P P Of course this is true if S νU = 0, so suppose that νU > 0. Set I = {n :
ν(En∗ ∩ U ) = 0}. Then we have νU 0 > 0, where U 0 = U \ n∈I En∗ , and Z \ En∗ ⊇ U 0 for every n ∈ I. Because
hEn in∈N is stochastically independent for µ, hEn∗ in∈N is stochastically independent for ν, while
S
ν( n∈I En∗ ) ≤ 1 − νU 0 < 1.
P P P∞ 1
By the Borel-Cantelli lemma (273K), n∈I νEn∗ < ∞. Consequently n∈N\I νEn∗ = ∞, because n=0 n+2
is infinite, so
S
ν(Z \ Q(U )) = ν( n∈N\I En∗ ) = 1,
and νQ(U ) = 0. Q
Q
S
(c) Set Q0 = U ∈U Q(U ); because U is countable, Q0 is negligible. Accordingly (Z \ Q0 )2 has measure
S S
1 and cannot be included in n∈N G̃n × H̃n ; take (w, z) ∈ (Z \ Q0 )2 \ n∈N G̃n × H̃n .
216 Liftings 346K

(d) We can find sequences hCn in∈N , hDn in∈N , hUn in∈N and hVn in∈N in U such that
w ∈ Un+1 ⊆ Un , z ∈ Vn+1 ⊆ Vn , (Un+1 × Vn+1 ) ∩ (G̃n × H̃n ) = ∅,
νCn > 0, νDn > 0,
Cn ⊆ Un , Dn ⊆ Vn+1 ,
Cn × Vn+1 ⊆ W , Un+1 × Dn ⊆ W
for every n ∈ N. P P Build the sequences inductively, as follows. Start with U0 = V0 = Z. Given that
w ∈ Un ∈ U , z ∈ Vn ∈ U , then we know that (w, z) ∈ / G̃n , set Un0 = Un \ G̃n ,
/ G̃n × H̃n . If w ∈
Vn = Vn ; otherwise set Un = Un , Vn = Vn \ H̃n . In either case, we have w ∈ Un0 ∈ U, z ∈ Vn0 ∈ U and
0 0 0

(Un0 × Vn0 ) ∩ (G̃n × H̃n ) = ∅.

Because
S Un0 ∈ U, w ∈ / Q(Un0 ). But w ∈ Un0 , so this must be because νUn0 > 0. Now z ∈ / Q(Un0 ), so
z ∈ {Ek∗ : k ∈ N, ν(Ek∗ ∩ Un0 ) > 0}. Take some k ∈ N such that z ∈ Ek∗ and ν(Ek∗ ∩ Un0 ) > 0, and set
Vn+1 = Vn0 ∩ Ek∗ , Cn = Ek∗ ∩ Un0 ,
so that
z ∈ Vn+1 ∈ U , Cn ⊆ Un , Cn × Vn+1 ⊆ Ek∗ × Ek∗ ⊆ W , νCn > 0.
Next, z ∈ / Q(Vn+1 ), so there is an l such that w ∈ El∗ and ν(El∗ ∩Vn+1 ) > 0.
/ Q(Vn+1 ) and νVn+1 > 0; also w ∈
Set
Un+1 = Un0 ∩ El∗ , Dn = El∗ ∩ Vn+1 ,
so that
w ∈ Un+1 ∈ U , Dn ⊆ Vn+1 , Un+1 × Dn ⊆ El∗ × El∗ ⊆ W , νDn > 0,

(Un+1 × Vn+1 ) ∩ (G̃n × H̃n ) ⊆ (Un0 × Vn0 ) ∩ (G̃n × H̃n ) = ∅,

and continue the process. Q
Q
S S
(e) Setting C = n∈N Cn , D = n∈N Dn we see that C × D ⊆ W . P P If m ≤ n, Dn ⊆ Vn+1 ⊆ Vm+1 , so
Cm × Dn ⊆ W . If m > n, Cm ⊆ Um ⊆ Un+1 , so Cm × Dn ⊆ W . Q Q
Recall from 322Qa that the measurable sets of Z are precisely those of the form G4M where M is
nowhere dense and negligible and G is compact and open. There must therefore be compact open sets G,
H ⊆ Z such that G4C and H4D are negligible. Consequently
(G × H) \ W ⊆ ((G \ C) × Z) ∪ (Z × (H \ D))
is negligible, and
S
G × H ⊆ W̃ ⊆ n∈N G̃n × H̃n .
But because G × H is compact (3A3J), and all the G̃n × H̃n are open, there must be some n such that
S
G × H ⊆ k≤n G̃k × H̃k = S say. Now (Uk+1 × Vk+1 ) ∩ (G̃k × H̃k ) = ∅ for every k, so
(Cn+2 × Dn+2 ) ∩ (G × H) ⊆ (Un+1 × Vn+1 ) ∩ S = ∅,
and either Cn+2 ∩ G = ∅ or Dn+2 ∩ H = ∅. Since
Cn+2 \ G ⊆ C \ G, Dn+2 \ H ⊆ D \ H
are both negligible, one of Cn+2 , Dn+2 is negligible. But the construction took care to ensure that all the
Ck , Dk were non-negligible. X
X
(f ) Thus λ∗ W̃ = 1, as required.

346L Proposition Let (Z, T, ν) be the Stone space of the measure algebra of Lebesgue measure on [0, 1].
Let ψ : T → T be the canonical lifting, defined by setting ψE = G whenever E ∈ T, G is open-and-closed
and E4G is negligible (341O). Then ψ is not consistent.
proof ?? Suppose, if possible, that φ is a lifting on Z × Z such that φ(E × F ) = ψE × ψF for every E,
F ∈ T. Let W ⊆ Z × Z be a set as in 346K, and consider φW . If G, H ⊆ Z are open-and-closed and
(G × H) \ W is negligible, then
346Yd Consistent liftings 217

G × H = ψG × ψH = φ(G × H) ⊆ φW ;
that is, in the language of 346K, we must have W̃ ⊆ φW . But this means that
λ(φW ) ≥ λ∗ W̃ = 1 > λW ,
which is impossible. X
X
Thus ψ fails the first test and cannot be consistent.

346X Basic exercises (a) Let (X, Σ, µ) be a measure space and φ a lower density for µ. Take H ∈ Σ
and set A = X \ (φH ∪ φ(Z \ H)), φ0 E = φE ∪ (A ∩ φ(H ∪ E)) for E ∈ Σ. Show that φ0 is a lower density.

> (b) Show that there is no lifting φ of Lebesgue measure on [0, 1]2 which is ‘symmetric’ in the sense that
φ(E −1 ) = (φE)−1 for every measurable set E, writing E −1 = {(y, x) : (x, y) ∈ E}.
(c) Let (X, Σ, µ) be a measure space and hφn in∈N a sequence of lower densities for µ. (i) Show that
T S T
E 7→ n∈N φn E and E 7→ n∈N m≥n φm E are also lower densities for µ. (ii) Show that if µ is complete
S T
and F is any filter on N, then E 7→ F ∈F n∈F φn E is a lower density for µ.

(d) Let (X, Σ, µ) be a strictly localizable measure space, and G a countable group of measure space
automorphisms from X to itself. Show that there is a lower density φ : Σ → Σ which is G-invariant in the
T
sense that φ(g −1 [E]) = g −1 [φE] for every E ∈ Σ, g ∈ G. (Hint: set φE = g∈G g[φ0 (g −1 [E])].)

> (e) Let φ be lower Lebesgue density on R, and φ any lifting of Lebesgue measure on R such that
φE ⊇ φE for every measurable set E. Show that φ is consistent. (Hint: given n ≥ 1, let φn be lower
Lebesgue density on Rn . For x ∈ Rn let Ix be the ideal generated by
S
{W : x ∈ φn (Rn \ W )} ∪ i<n {πi−1 [E] : x(i) ∈ φ(R \ E)};
show that Rn ∈
/ Ix , so that we can use the method of 341J to construct a lifting of Lebesgue measure on
Rn .)
(f ) Show that Lemma 346K is valid for any (Z, T, ν) which is the Stone space of an atomless probability
space.
> (g) Suppose, in 341H, that (X, Σ, µ) is a product of probability spaces, and that in the proof, instead of
taking haξ iξ<κ to run over the whole measure algebra A, we take it to run over the elements of A expressible
as E • where E ∈ Σ is determined by a single coordinate. Show that the resulting lower density θ respects
coordinates in the sense that θE • is determined by coordinates in J whenever E ∈ Σ is determined by
coordinates in J. (Compare Macheras & Strauss 95, Theorem 2.)

346Y Further exercises (a) Suppose that (X, Σ, µ) and (Y, T, ν) are complete probability spaces with
product (X × Y, Λ, λ). Show that for any lifting ψ1 : Σ → Σ there are liftings ψ2 : T → T and φ : Λ → Λ
such that φ(E × F ) = ψ1 E × ψ2 F for all E ∈ Σ, F ∈ T. (Hint: use the methods of §341. In the inductive
construction of 341H, start with φ0 (E × Y ) = ψ1 E × Y for every E ∈ Σ. Extend each lower density φξ to
the algebra generated by dom(φξ ) ∪ {X × Fξ } for some Fξ ∈ T. Make sure that φξ (X × F ) is always of the
form X × F 0 , and that φξ ((E × Y ) ∪ (X × F )) = φξ (E × Y ) ∪ φξ (X × F ); adapt the construction of 341G to
maintain this. Use the method of 346H to generate a lifting from the final lower density φ. See Macheras
& Strauss 96a, Theorem 4.)
(b) Use 346Ya and induction on ζ to prove 346H. (Macheras & Strauss 96b.)
(c) Let (X1 , Σ1 , µ1 ), . . . , (Xn , Σn , µn ) be probability spaces with product (X, Σ, µ). Show that there is a
lifting for µ which respects coordinates. (Burke n95.)
(d) Let (X, Σ, µ) be a complete probability space. Show that there is a lifting ψ : Σ → Σ such that
whenever h(Xi , Σi , µi )ii∈I is a family of probability spaces, with product measure λ, there is a lifting φ for
λ such that φ(πi−1 [E]) −1
Q = πi [ψE] whenever E ∈ Σ and i ∈ I is such that (Xi , Σi , µi ) = (X, Σ, µ), writing
πi (x) = x(i) for x ∈ i∈I Xi .
218 Liftings 346Ye

(e) In 346Ya, find a modification of the countable-cofinality inductive step of 341G which will ensure that
the lower density obtained in the product satisfies both conditions of 346G.
(f ) Let (X, Σ, µ) be a probability space, I any set, and λ the product measure on X I . Show that there
is a lower density for λ which is invariant under transpositions of pairs of coordinates.

346Z Problems (a) Let h(Xi , Σi , µi )ii∈I be a family of probability spaces, with product (X, Σ, µ). Is
there always a lifting for µ which respects coordinates in the sense of 346A?
(b) Is there a lower density φ for the usual measure on {0, 1}N which is invariant under all permutations
of coordinates?

346 Notes and comments I ought to say at once that in writing this section I have been greatly assisted
by M.R.Burke.
The theorem that every complete probability space has a consistent lifting (346J) is due to Talagrand
82a; it is the inspiration for the whole of the section. ‘Consistent’ liftings were devised in response to some
very interesting questions (see Talagrand 84, §6) which I do not discuss here; one will be mentioned in
§465 in Volume 4. My aim here is rather to suggest further ways in which a lifting on a product space can
be consistent with the product structure. The labour is substantial and the results achieved are curiously
partial. I offer 346Za as the easiest natural question which does not appear amenable to the methods I
describe.
The arguments I use are based on the fact that the translation-invariant measures of 345C already
respect coordinates. Maharam’s theorem now makes it easy to show that any product of Maharam-type-
homogeneous probability spaces has a lifting which respects coordinates. A kind of projection argument
(346F) makes it possible to obtain a lower density which respects coordinates on any product of probability
spaces (346G). In fact the methods of §341, very slightly refined, automatically produce such lower densities
(346Xg). But the extra power of 346G lies in the condition (ii): if E and F are ‘fully independent’ in the
sense of being determined by coordinates in disjoint sets, then φ(E ∪ F ) = φE ∪ φF , that is, φ is making a
tentative step towards being a lifting. (Remember that the difference between a lifting and a lower density
is mostly that a lifting preserves finite unions as well as finite intersections; see 341Xa.) This can also be
achieved by a modification of the previous method, but we have to work harder at one point in the proof
(346Ye).
The next step is to move to liftings which continue, as far as possible, to respect coordinates. Here there
seem to be quite new obstacles, and 346H is the best result I know; the lifting respects individual coordinates,
and also, for a given well-ordering of the index set, initial segments of the coordinates. The treatment of
initial segments makes essential use of the well-ordering, which is what leaves 346Za open.
Finally, if all the factors are identical, we can seek lower densities and liftings which are invariant under
permutation of coordinates. I give 345Xc and 346Xb as examples to show that we must not just assume
that a symmetry in the underlying measure space can be reflected in a symmetry of a lifting. The problems
there concern liftings themselves, not lower densities, since we can frequently find lower densities which share
symmetries (346Xd, 346Yf). (Even for lower densities there seem to be difficulties if we are more ambitious
(346Zb).) However a very simple argument (346I) shows that at least we can make each individual coordinate
look more or less the same, as long as we do not investigate its relations with others.
Still on the question of whether, and when, liftings can be ‘good’, note 346L/346Xf and 346Xe. The most
natural liftings of Lebesgue measure are necessarily consistent; but the only example we have of a truly
canonical lifting is not consistent in any non-trivial context.
I have deliberately used a variety of techniques here, even though 346H (for instance) has an alternative
proof based on the ideas of §341 (346Ya-346Yb). In particular, I give some of the standard methods of
constructing liftings and lower densities (346D, 346F, 346B, 346Xa, 346Xc). In fact 346D was one of the
elements of Maharam’s original proof of the lifting theorem (Maharam 58).
351Bc Partially ordered linear spaces 219

Chapter 35
Riesz spaces
The next three chapters are devoted to an abstract description of the ‘function spaces’ described in
Chapter 24, this time concentrating on their internal structure and their relationships with their associated
measure algebras. I find that any convincing account of these must involve a substantial amount of general
theory concerning partially ordered linear spaces, and in particular various types of Riesz space or vector
lattice. I therefore provide an introduction to this theory, a kind of appendix built into the middle of the
volume. The relation of this chapter to the next two is very like the relation of Chapter 31 to Chapter 32.
As with Chapter 31, it is not really meant to be read for its own sake; those with a particular interest in
Riesz spaces might be better served by Luxemburg & Zaanen 71, Schaefer 74, Zaanen 83 or my own
book Fremlin 74a.
I begin with three sections in an easy gradation towards the particular class of spaces which we need
to understand: partially ordered linear spaces (§351), general Riesz spaces (§352) and Archimedean Riesz
spaces (§353); the last includes notes on Dedekind (σ)-complete spaces. These sections cover the fragments
of the algebraic theory of Riesz spaces which I will use. In the second half of the chapter, I deal with normed
Riesz spaces (in particular, L- and M -spaces)(§354), spaces of linear operators (§355) and dual Riesz spaces
(§356).

351 Partially ordered linear spaces

I begin with an account of the most basic structures which involve an order relation on a linear space,
partially ordered linear spaces. As often in this volume, I find myself impelled to do some of the work in very
much greater generality than is strictly required, in order to show more clearly the nature of the arguments
being used. I give the definition (351A) and most elementary properties (351B-351L) of partially ordered
linear spaces; then I describe a general representation theorem for arbitrary partially ordered linear spaces
as subspaces of reduced powers of R (351M-351Q). I end with a brief note on Archimedean partially ordered
linear spaces (351R).

351A Definition I repeat a definition mentioned in 241E. A partially ordered linear space is a
linear space (U, +, ·) over R together with a partial order ≤ on U such that
u ≤ v =⇒ u + w ≤ v + w,

u ≥ 0, α ≥ 0 =⇒ αu ≥ 0
for u, v, w ∈ U and α ∈ R.

351B Elementary facts Let U be a partially ordered linear space. We have the following elementary
consequences of the definition above, corresponding to the familiar rules for manipulating inequalities among
real numbers.

(a) For u, v ∈ U ,
u ≤ v =⇒ 0 = u + (−u) ≤ v + (−u) = v − u =⇒ u = 0 + u ≤ v − u + u = v,

u ≤ v =⇒ −v = u + (−v − u) ≤ v + (−v − u) = −u.

(b) Suppose that u, v ∈ U and u ≤ v. Then αu ≤ αv for every α ≥ 0 and αv ≤ αu for every α ≤ 0. P
P
(i) If α ≥ 0, then α(v − u) ≥ 0 so αv ≥ αu. (ii) If α ≤ 0 then (−α)u ≤ (−α)v so
αv = −(−α)v ≤ −(−αu) = u. Q
Q

(c) If u ≥ 0 and α ≤ β in R, then (β − α)u ≥ 0, so αu ≤ βu. If 0 ≤ u ≤ v in U and 0 ≤ α ≤ β in R, then

αu≤ βu ≤ βv.
220 Riesz spaces 351C

351C Positive cones Let U be a partially ordered linear space.

(a) I will write U + for the positive cone of U , the set {u : u ∈ U, u ≥ 0}.
(b) By 351Ba, the ordering is determined by the positive cone U + , in the sense that u ≤ v ⇐⇒ v − u ∈
+
U .
(c) It is easy to characterize positive cones. If U is a real linear space, a set C ⊆ U is the positive cone
for some ordering rendering U a partially ordered linear space iff
u + v ∈ C, αu ∈ C whenever u, v ∈ C and α ≥ 0,

0 ∈ C, u ∈ C & − u ∈ C =⇒ u = 0.
+
P
P (i) If C = U for some partially ordered linear space ordering ≤ on U , then
u, v ∈ C =⇒ 0 ≤ u ≤ u + v =⇒ u + v ∈ C,

u ∈ C, α ≥ 0 =⇒ αu ≥ 0, i.e., αu ∈ C,

0 ≤ 0 so 0 ∈ C,

u, −u ∈ C =⇒ u = 0 + u ≤ (−u) + u = 0 ≤ u =⇒ u = 0.
(ii) On the other hand, if C satisfies the conditions, define the relation ≤ by writing u ≤ v ⇐⇒ v − u ∈ C;
then
u − u = 0 ∈ C so u ≤ u for every u ∈ U ,

if u ≤ v and v ≤ w then w − u = (w − v) + (v − u) ∈ C so u ≤ w,

if u ≤ v and v ≤ u then u − v, v − u ∈ C so u − v = 0 and u = v

and ≤ is a partial order; moreover,
if u ≤ v and w ∈ U then (v + w) − (u + w) = v − u ∈ C and u + w ≤ v + w,

if u, α ≥ 0 then αu ∈ C and αu ≥ 0,

u ≥ 0 ⇐⇒ u ∈ C.
So ≤ makes U a partially ordered linear space in which C is the positive cone. Q
Q
(d) An incidental useful fact. Let U be a partially ordered linear space, and u ∈ U . Then u ≥ 0 iff
P If u ≥ 0 then 0 ≥ −u so u ≥ −u. If u ≥ −u then 2u ≥ 0 so u = 21 · 2u ≥ 0. Q
u ≥ −u. P Q
(e) I have called U + a ‘positive cone’ without defining the term ‘cone’. I think this is something we can
pass by for the moment; but it will be useful to recognise that U + is always convex, for if u, v ∈ U + and
α ∈ [0, 1] then αu, (1 − α)v ≥ 0 and αu + (1 − α)v ∈ U + .

351D Suprema and infima Let U be a partially ordered linear space.

(a) The definition of ‘partially ordered linear space’ implies that u 7→ u+w is always an order-isomorphism;
on the other hand, u 7→ −u is order-reversing, by 351Ba.
(b) It follows that if A ⊆ U , v ∈ U then
supu∈A v + u = v + sup A if either side is defined,

inf u∈A v + u = v + inf A if either side is defined,

supu∈A v − u = v − inf A if either side is defined,

inf u∈A v − u = v − sup A if either side is defined.

351G Partially ordered linear spaces 221

(c) Moreover, we find that if A, B ⊆ U and sup A and sup B are defined, then sup(A + B) is defined and
equal to sup A + sup B, writing A + B = {u + v : u ∈ A, v ∈ B} as usual. PP Set u0 = sup A, v0 = sup B.
Using (b), we have

u0 + v0 = sup (u + v0 )
u∈A

= sup (sup (u + v)) = sup(A + B). Q

Q
u∈A v∈B

Similarly, if A, B ⊆ U and inf A, inf B are defined then inf(A + B) = inf A + inf B.

(d) If α > 0 then u 7→ αu is an order-isomorphism, so we have sup(αA) = α sup A if either side is defined;
similarly, inf(αA) = α inf A.

351E Linear subspaces If U is a partially ordered linear space, and V is any linear subspace of U ,
then V , with the induced linear and order structures, is a partially ordered linear space; this is obvious from
the definition.

351F Positive linear operators Let U and V be partially ordered linear spaces, and write L(U ; V ) for
the linear space of all linear operators from U to V . For S, T ∈ L(U ; V ) say that S ≤ T iff Su ≤ T u for every
u ∈ U + . Under this ordering, L(U ; V ) is a partially ordered linear space; its positive cone is {T : T u ≥ 0 for
every u ∈ U + }. PP This is an elementary verification. Q Q Note that, for T ∈ L(U ; V ),

T ≥ 0 =⇒ T u ≤ T u + T (v − u) = T v whenever u ≤ v in U
=⇒ 0 = T 0 ≤ T u for every u ∈ U +
=⇒ T ≥ 0,
so that T ≥ 0 iff T is order-preserving. In this case we say that T is a positive linear operator.
Clearly ST is a positive linear operator whenever U , V and W are partially ordered linear spaces and
T : U → V , S : V → W are positive linear operators (cf. 313Ia).

351G Order-continuous positive linear operators: Proposition Let U and V be partially ordered
linear spaces and T : U → V a positive linear operator.
(a) The following are equiveridical:
(i) T is order-continuous;
(ii) inf T [A] = 0 in V whenever A ⊆ U is a non-empty downwards-directed set with infimum 0 in U ;
(iii) sup T [A] = T w in V whenever A ⊆ U + is a non-empty upwards-directed set with supremum w in
U.
(b) The following are equiveridical:
(i) T is sequentially order-continuous;
(ii) inf n∈N T un = 0 in V whenever hun in∈N is a non-increasing sequence in U with infimum 0 in U ;
(iii) supn∈N T un = T w in V whenever hun in∈N is a non-decreasing sequence in U + with supremum w
in U .
proof (a)(i)⇒(iii) is trivial.
(iii)⇒(ii) Assuming (iii), and given that A is non-empty, downwards-directed and has infimum 0, take
any u0 ∈ A and consider A0 = {u : u ∈ A, u ≤ u0 }, B = u0 − A0 . Then A0 is non-empty, downwards-directed
and has infimum 0, so B is non-empty, upwards-directed and has supremum u0 (using 351Db); by (iii),
sup T [B] = T u0 and (inverting again)
inf T [A0 ] = inf T [u0 − B] = inf T u0 − T [B] = T u0 − sup T [B] = 0.
But (because T is positive) 0 is surely a lower bound for T [A], so it is also the infimum of T [A]. As A is
arbitrary, (ii) is true.
α) If A ⊆ U is non-empty, downwards-directed and has
(ii)⇒(i) Suppose now that (ii) is true. (α
infimum w, then A − w is non-empty, downwards-directed and has infimum 0, so
222 Riesz spaces 351G

inf T [A − w] = 0, inf T [A] = inf(T [A − w] + T w) = T w + inf T [A − w] = T w.

β ) If A ⊆ U is non-empty, upwards-directed and has supremum w, then −A is non-empty, downwards-
(β
directed and has infimum −w, so
sup T [A] = − inf(−T [A]) = − inf T [−A] = −T (−w) = T w.
Putting these together, T is order-continuous.
(b) The arguments are identical, replacing each directed set by an appropriate sequence.

351H Riesz homomorphisms (a) For the sake of a representation theorem below (351Q), I introduce
the following definition. Let U , V be partially ordered linear spaces. A Riesz homomorphism from U to
V is a linear operator T : U → V such that whenever A ⊆ U is a finite non-empty set and inf A = 0 in U ,
then inf T [A] = 0 in V . The following facts are now nearly obvious.

(b) Any Riesz homomorphism is a positive linear operator. (For if T is a Riesz homomorphism and u ≥ 0,
then inf{0, u} = 0 so inf{0, T u} = 0 and T u ≥ 0.)

(c) Let U and V be partially ordered linear spaces and T : U → V a Riesz homomorphism. Then
inf T [A] exists = T (inf A), sup T [A] exists = T (sup A)
whenever A ⊆ U is a finite non-empty set and inf A, sup A exist. (Apply the definition in (a) to
A0 = {u − inf A : u ∈ A}, A00 = {sup A − u : u ∈ A}.)

(d) If U , V and W are partially ordered linear spaces and T : U → V , S : V → W are Riesz homomor-
phisms then ST : U → W is a Riesz homomorphism.

351I Solid sets Let U be a partially ordered linear space. I will say that a subset A of U is solid if
S
A = {v : v ∈ U, −u ≤ v ≤ u for some u ∈ A} = u∈U [−u, u]
in the notation of 2A1Ab. (I should perhaps remark that while this definition is well established in the case
of Riesz spaces (§352), the extension to general partially ordered linear spaces is not standard. See 351Yb
for a warning.)

351J Proposition Let U be a partially ordered linear space and V a solid linear subspace of U . Then
the quotient linear space U/V has a partially ordered linear space structure defined by either of the rules
u• ≤ w• iff there is some v ∈ V such that u ≤ v + w,
(U/V )+ = {u• : u ∈ U + },
and for this partial ordering on U/V the map u 7→ u• : U → U/V is a Riesz homomorphism.
proof (a) I had better start by giving priority to one of the descriptions of the relation ≤ on U/V ; I choose
the first. To see that this makes U/V a partially ordered linear space, we have to check the following.
(i) 0 ∈ V and u ≤ u + 0, so u• ≤ u• for every u ∈ U .
(ii) If u1 , u2 , u3 ∈ U and u•1 ≤ u•2 , u•2 ≤ u•3 then there are v1 , v2 ∈ V such that u1 ≤ u2 + v1 , u2 ≤ u3 + v2 ;
in which case v1 + v2 ∈ V and u1 ≤ u3 + v1 + v2 , so u•1 ≤ u•3 .
(iii) If u, w ∈ U and u• ≤ w• , w• ≤ u• then there are v, v 0 ∈ V such that u ≤ w + v, w ≤ u + v 0 . Now
there are v0 , v00 ∈ V such that −v0 ≤ v ≤ v0 , −v00 ≤ v 0 ≤ v00 , and in this case v0 , v00 ≥ 0 (351Cd), so
−v0 − v00 ≤ −v 0 ≤ u − w ≤ v ≤ v0 + v00 ∈ V ,
.
Accordingly u − w ∈ V and u• = w• . Thus U/V is a partially ordered set.
(iv) If u1 , u2 , w ∈ U and u•1 ≤ u•2 , then there is a v ∈ V such that u1 ≤ u2 + v, in which case
u1 + w ≤ u2 + w + v and u•1 + w• ≤ u•2 + w• .
(v) If u ∈ U , α ∈ R and u• ≥ 0, α ≥ 0 then there is a v ∈ V such that u + v ≥ 0; now αv ∈ V and
αu + αv ≥ 0, so αu• = (αu)• ≥ 0.
351N Partially ordered linear spaces 223

Thus U/V is a partially ordered linear space.

(b) Now (U/V )+ = {u• : u ≥ 0}. P P If u ≥ 0 then of course u• ≥ 0 because 0 ∈ V and u + 0 ≥ 0. On the
other hand, if we have any element p of (U/V )+ , there are u ∈ U , v ∈ V such that u• = p and u + v ≥ 0;
but now p = (u + v)• is of the required form. Q
Q
(c) Finally, u 7→ u• is a Riesz homomorphism. PP Suppose that A ⊆ U is a non-empty finite set and that
inf A = 0 in U . Then u• ≥ 0 for every u ∈ A, that is, 0 is a lower bound for {u• : u ∈ A}. Let p ∈ U/V be
any other lower bound for {u• : u ∈ A}. Express p as w• where w ∈ U . For each u ∈ A, w• ≤P u• so there is
a vu ∈ V such that w ≤ u + vu . Next, there is a vu ∈ V such that −vu ≤ vu ≤ vu . Set v = u∈A vu0 ∈ V .
0 0 0 ∗

Then vu ≤ vu0 ≤ v ∗ so w ≤ u + v ∗ for every u ∈ A, and w − v ∗ is a lower bound for A in U . Accordingly

w − v ∗ ≤ 0, w ≤ 0 + v ∗ and p = w• ≤ 0. As p is arbitrary, inf{u• : u ∈ A} = 0; as A is arbitrary, u 7→ u• is
a Riesz homomorphism. Q Q

351K Lemma Suppose that U is a partially ordered linear space, and that W , V are solid linear
subspaces of U such that W ⊆ V . Then V1 = {v • : v ∈ V } is a solid linear subspace of U/W .
proof (i) Because the map u 7→ u• is linear, V1 is a linear subspace of U/W . (ii) If p ∈ V1 , there is a v ∈ V
such that p = v • ; because V is solid in U , there is a v0 ∈ V such that −v0 ≤ v ≤ v0 ; now v0• ∈ V1 and
−v0• ≤ p ≤ v0• . (iii) If p ∈ V1 , q ∈ U/W and −p ≤ q ≤ p, take v0 ∈ V , u ∈ U such that v0• = p, u• = q.
Because −v0• ≤ u• ≤ v0• , there are w, w0 ∈ W such that −v0 − w ≤ u ≤ v0 + w0 . Now −v0 − w, v0 + w0
both belong to V , which is solid, so both are mapped to 0 by the canonical Riesz homomorphism from U
to U/V , and u must also be, that is, u ∈ V and q = u• ∈ V1 . (iv) Putting (ii) and (iii) together, V1 is solid.

351L Products
Q If hUi ii∈I is any family of partially ordered linear spaces, we have a product linear
space U = i∈I Ui ; if we set u ≤ v in U iff u(i) ≤ v(i) for every i ∈ I, U becomes a partially ordered linear
space, with positive cone {u : u(i) ≥ 0 for every i ∈ I}. For each i ∈ I the map u 7→ u(i) : U → Ui is an
order-continuous Riesz homomorphism (in fact, it preserves arbitrary suprema and infima).

351M Reduced powers of R (a) Let X be any set. Then RX is a partially ordered linear space if we
say that f ≤ g means that f (x) ≤ g(x) for every x ∈ X, as in 351L. If now F is a filter on X, we have a
corresponding set
V = {f : f ∈ RX , {x : f (x) = 0} ∈ F};
it is easy to see that V is a linear subspace of RX , and is solid because f ∈ V iff |f | ∈ V . By the reduced
power RX |F I shall mean the quotient partially ordered linear space RX /V .

(b) Note that for f ∈ RX ,

f • ≥ 0 in RX |F ⇐⇒ {x : f (x) ≥ 0} ∈ F.
P
P (i) If f • ≥ 0, there is a g ∈ V such that f + g ≥ 0; now
{x : f (x) ≥ 0} ⊇ {x : g(x) = 0} ∈ F.
(ii) If {x : f (x) ≥ 0} ∈ F, then {x : (|f | − f )(x) = 0} ∈ F, so f • = |f |• ≥ 0. Q
Q

351N On the way to the next theorem, the main result (in terms of mathematical depth) of this section,
we need a string of lemmas.
Lemma Let U be a partially ordered linear space. If u, v0 , . . . , vn ∈ U are such that u 6= 0 and v0 , . . . , vn ≥ 0
then there is a linear functional f : U → R such that f (u) 6= 0 and f (vi ) ≥ 0 for every i.
proof The point is that at most one of u, −u can belong to the convex cone C generated by {v0 , . . . , vn },
because this is included in the convex cone set U + , and since u 6= 0 at most one of u, −u can belong to U + .
Now however the Hahn-Banach theorem, in the form 3A5D, tells us that if u ∈ / C there is a linear
functional f : U → R such that f (u) < 0, f (vi ) ≥ 0 for every i; while if −u ∈/ C we can get f (−u) < 0 and
f (vi ) ≥ 0 for every i. Thus in either case we have a functional of the required type.
224 Riesz spaces 351O

351O Lemma Let U be a partially ordered linear space, and u0 a non-zero member of U . Then there is
a solid linear subspace V of U such that u0 ∈
/ V and whenever A ⊆ U is finite, non-empty and has infimum
0 then A ∩ V 6= ∅.

proof (a) Let W be the family of all solid S linear subspaces of U not containing u0 . Then any non-empty
totally ordered V ⊆ W has an upper bound V in W. By Zorn’s Lemma, W has a maximal element V say.
This is surely a solid linear subspace of U not containing u0 .

(b) Now for any w ∈ U + \ V there are α ≥ 0, v ∈ V + such that −αw − v ≤ u0 ≤ αw + v. P

P Let V1 be
{u : u ∈ U , there are α ≥ 0, v ∈ V + such that −αw − v ≤ u ≤ αw + v}.
Then it is easy to check that V1 is a solid linear subspace of U , including V , and containing w; because
w∈/ V , V1 6= V , so V1 ∈
/ W and u ∈ V1 , as claimed. Q
Q

(c) It follows that if A ⊆ U is finite and non-empty and inf A = 0 in U then A∩V 6= ∅. P P?? Otherwise,
P for
every w ∈ A there must be αw ≥ 0, vw ∈ V + such that −αw w −vw ≤ u0 ≤ αw w +vw . Set α = 1+ w∈A αw ,
P
v = w∈A vw ∈ V ; then −αw − v ≤ u0 ≤ αw + v for every w ∈ A. Accordingly α1 (u0 − v) ≤ w for every
w ∈ A and α1 (u0 − v) ≤ 0, so u0 ≤ v. Similarly, − α1 (v + u0 ) ≤ w for every w ∈ A and −v ≤ u0 . But (because
V is solid) this means that u0 ∈ V , which is not so. X XQ Q
Accordingly V has the required properties.

351P Lemma Let U be a partially ordered linear space and u a non-zero element of U , and suppose
that A0 , . . . , An are finite non-empty subsets of U such that inf Aj = 0 for every j ≤ n. Then there is a
linear functional f : U → R such that f (u) 6= 0 and min f [Aj ] = 0 for every j ≤ n.

proof By 351O, there is a solid linear subspace V of U such that u ∈ / V and Aj ∩ V 6= 0 for every
S j ≤ n.
Give the quotient space U/V its standard partial ordering (351J), and in U/V set C = {v • : v ∈ j≤n Aj }.
Then C is a finite subset of (U/V )+ , while u• 6= 0, so by 351N there is a linear functional g : U/V → R such
that g(u• ) 6= 0 but g(p) ≥ 0 S
for every p ∈ C. Set f (v) = g(v • ) for v ∈ U ; then f : U → R is linear, f (u) 6= 0
and f (v) ≥ 0 for every v ∈ j≤n Aj . But also, for each j ≤ n, there is a vj ∈ Aj ∩ V , so that f (vj ) = 0;
and this means that min f [Aj ] must be 0, as required.

351Q Now we are ready for the theorem.

Theorem Let U be any partially ordered linear space. Then we can find a set X, a filter F on X and an
injective Riesz homomorphism from U to the reduced power RX |F described in 351M.

proof Let X be the set of all linear functionals f : U → R; define φ : U → RX by setting φ(u)(f ) = f (u)
for every f ∈ X, u ∈ U , so that φ is linear. Let A be the family of non-empty finite sets A ⊆ U such that
inf A = 0. For A ∈ A let FA be the set of those f ∈ X such that min f [A] = 0. Since 0 ∈ FA for every
A ∈ A, the set
T
F = {F : F ⊆ X, there are A0 , . . . , An ∈ A such that F ⊇ j≤n FAj }
is a filter on X. Set ψ(u) = φ(u)• ∈ RX |F for u ∈ U . The ψ : U → RX |F is an injective Riesz
homomorphism.
P (i) ψ is linear because φ and h 7→ h• : RX → Rx |F are. (ii) If A ∈ A, then FA ∈ F . So, first, if
P
v ∈ A, then {f : φ(v)(f ) ≥ 0} ∈ F, so that ψ(v) = φ(v)• ≥ 0 in RX |F (351Mb). Next, if w ∈ RX |F
and w ≤ ψ(v) for every v ∈ A, we can express w as h• where hT •
≤ φ(v)• for every v ∈ A, that is,
Hv = {f : h(f ) ≤ φ(v)(f )} ∈ F for every v ∈ A. But now H = FA ∩ v∈A Hv ∈ F, and for f ∈ H we have
h(f ) ≤ minv∈A f (v) = 0. This means that w = h• ≤ 0. As w is arbitrary, inf ψ[A] = 0. As A is arbitrary,
ψ is a Riesz homomorphism. (iii) Finally, ?? suppose, if possible, that there is a non-zero
T u ∈ U such that
ψ(u) = 0. Then F = {f : f (u) = 0} ∈ F, and there are A0 , . . . , An ∈ A such that F ⊇ j≤n FAj . By 351P,
T
there is an f ∈ j≤n FAj such that f (u) 6= 0; which is impossible. X X Accordingly ψ is injective, as claimed.
QQ
351 Notes Partially ordered linear spaces 225

351R Archimedean spaces (a) For a partially ordered linear space U , the following are equiveridical:
(i) if u, v ∈ U are such that nu ≤ v for every n ∈ N then u ≤ 0 (ii) if u ≥ 0 in U then inf δ>0 δu = 0. P P
(i)⇒(ii) If (i) is true and u ≥ 0, then of course δu ≥ 0 for every δ > 0; on the other hand, if v ≤ δu for
every δ > 0, then nv ≤ n · n1 u = u for every n ≥ 1, while of course 0v = 0 ≤ u, so v ≤ 0. Thus 0 is the
greatest lower bound of {δu : δ > 0}. (ii)⇒(i) If (ii) is true and nu ≤ v for every n ∈ N, then 0 ≤ v and
u ≤ n1 v for every n ≥ 1. If now δ > 0, then there is an n ≥ 1 such that n1 ≤ δ, so that u ≤ n1 v ≤ δv (351Bc).
Accordingly u is a lower bound for {δv : δ > 0} and u ≤ 0. Q Q

(b) I will say that partially ordered linear spaces satisfying the equiveridical conditions of (a) above are
Archimedean.

(c) Any linear subspace of an Archimedean partially ordered linear space, with the induced partially
ordered linear space structure, is Archimedean.
Q
(d) Any product of Archimedean partially ordered linear spaces is Archimedean. P P If U = i∈I Ui is
a product of Archimedean spaces, and nu ≤ v in U for every n ∈ N, then for each i ∈ I we must have
Q In particular, RX is Archimedean for any
nu(i) ≤ v(i) for every n, so that u(i) ≤ 0; accordingly u ≤ 0. Q
set X.

351X Basic exercises > (a) Let ζ be any ordinal. The lexicographic ordering on Rζ is defined by
saying that f ≤ g iff either f = g or there is a ξ < ζ such that f (η) = g(η) for η < ξ and f (ξ) < g(ξ). Show
that this is a total order on Rζ which renders Rζ a partially ordered linear space.

(b) Let U be a partially ordered linear space and V a linear subspace of U . Show that the formulae of
351J define a partially ordered linear space structure on the quotient U/V iff V is order-convex, that is,
u ∈ V whenever v1 , v2 ∈ V and v1 ≤ u ≤ v2 .

(c) Let hUi ii∈I be a family of partially ordered linear spaces with product U . Define Ti : Ui → U by
setting Ti x = u where u(i) = x, u(j) = 0 for j 6= i. Show that Ti is an injective order-continuous Riesz
homomorphism.

> (d) Let U be a partially ordered linear space and hVi ii∈I a family of partially orderedQlinear spaces with
product V . Show that L(U ; V ) can be identified, as partially ordered linear space, with i∈I L(U ; Vi ).

> (e) Show that if U , V are partially ordered linear spaces and V is Archimedean, then L(U ; V ) is
Archimedean.

351Y Further exercises (a) Give an example of two partially ordered linear spaces U and V and a
bijective Riesz homomorphism T : U → V such that T −1 : V → U is not a Riesz homomorphism.

(b) (i) Let U be a partially ordered linear space. Show that U is a solid subset of itself (on the definition
351I) iff U = U + − U + . (ii) Give an example of a partially ordered linear space U satisfying this condition
with an element u ∈ U such that the intersection of the solid sets containing u is not solid.

(c) Let U be a partially ordered linear space, and suppose that A, B ⊆ U are two non-empty finite sets
such that (α) u ∨ v = sup{u, v} is defined for every u ∈ A, v ∈ B (β inf A and inf B and (inf A) ∨ (inf B)
are defined. Show that inf{u ∨ v : u ∈ A, v ∈ B} = (inf A) ∨ (inf B). (Hint: show that this is true if U = R,
if U = RX and if U = RX |F, and use 351Q.)

(d) Show that a reduced power RX |F, as described in 351M, is totally ordered iff F is an ultrafilter, and
in this case has a natural structure as a totally ordered field.

351 Notes and comments The idea of ‘partially ordered linear space’ is a very natural abstraction from
the elementary examples of RX and its subspaces, and the only possible difficulty lies in guessing the exact
boundary at which one’s standard manipulations with such familiar spaces cease to be valid in the general
case. (For instance, most people’s favourite examples are Archimedean, in the sense of 351R, so it is prudent
226 Riesz spaces 351 Notes

to check your intuitions against a non-Archimedean space like that of 351Xa.) There is really no room for
any deep idea to appear in 351B-351F. When I come to what I call ‘Riesz homomorphisms’, however (351H),
there are some more interesting possibilities in the background.
I shall not discuss the applications of Theorem 351Q to general partially ordered linear spaces; it is here
for the sake of its application to Riesz spaces in the next section. But I think it is a very striking fact that
not only does any partially ordered linear space U appear as a linear subspace of some reduced power of R,
but the embedding can be taken to preserve any suprema and infima of finite sets which exist in U . This is
in a sense a result of the same kind as the Stone representation theorem for Boolean algebras; it gives us a
chance to confirm that an intuition valid for R or RX may in fact apply to arbitrary partially ordered linear
spaces. If you like, this provides a metamathematical foundation for such results as those in 351B. I have to
say that for partially ordered linear spaces it is generally quicker to find a proof directly from the definition
than to trace through an argument relying on 351Q; but this is not always the case for Riesz spaces. I offer
351Yc as an example of a result where a direct proof does at least call for a moment’s thought, while the
argument through 351Q is straightforward.
‘Reduced powers’ are of course of great importance for other reasons; I mention 351Yd as a hint of what
can be done.

352 Riesz spaces

In this section I sketch those fragments of the theory we need which can be expressed as theorems about
general Riesz spaces or vector lattices. I begin with the definition (352A) and most elementary properties
(352C-352F). In 352G-352J I discuss Riesz homomorphisms and the associated subspaces (Riesz subspaces,
solid linear subspaces); I mention product spaces (352K, 352T) and quotient spaces (352Jb, 352U) and the
form the representation theorem 351Q takes in the present context (352L-352M). Most of the second half
of the section concerns the theory of ‘bands’ in Riesz spaces, with the algebras of complemented bands
(352Q) and projection bands (352S) and a description of bands generated by upwards-directed sets (352V).
I conclude with a description of ‘f -algebras’ (352W).

352A I repeat a definition from 241E.

Definition A Riesz space or vector lattice is a partially ordered linear space which is a lattice.

352B Lemma If U is a partially ordered linear space, then it is a Riesz space iff sup{0, u} is defined
for every u ∈ U .
proof If U is a lattice, then of course sup{u, 0} is defined for every u. If sup{u, 0} is defined for every u,
and v1 , v2 are any two members of U , consider w = v1 + sup{0, v2 − v1 }; by 351Db, w = sup{v1 , v2 }. Next,
inf{v1 , v2 } = − sup{−v1 , −v2 }
must also be defined in U ; as v1 and v2 are arbitrary, U is a lattice.

352C Notation In any Riesz space U I will write

u+ = u ∨ 0, u− = (−u) ∨ 0 = (−u)+ , |u| = u ∨ (−u)
where (as in any lattice) u ∨ v = sup{u, v} (and u ∧ v = inf{u, v}).
I mention immediately a term which will be useful: a family hui ii∈I in U is disjoint if |ui | ∧ |uj | = 0 for
all distinct i, j ∈ I. Similarly, a set C ⊆ U is disjoint if |u| ∧ |v| = 0 for all distinct u, v ∈ C.

352D Elementary identities Let U be a Riesz space. The translation-invariance of the order, and
its invariance under positive scalar multiplication, reversal under negative multiplication, lead directly to
the following, which are in effect special cases of 351D:
u + (v ∨ w) = (u + v) ∨ (u + w), u + (v ∧ w) = (u + v) ∧ (u + w),
352Ec Riesz spaces 227

α(u ∨ v) = αu ∨ αv, α(u ∧ v) = αu ∧ αv if α ≥ 0,

−(u ∨ v) = (−u) ∧ (−v).

Combining and elaborating on these facts, we get
u+ − u− = (u ∨ 0) − ((−u) ∨ 0) = u + (0 ∨ (−u)) − ((−u) ∨ 0) = u,

u+ + u− = 2u+ − u = (2u ∨ 0) − u = u ∨ (−u) = |u|,

u ≥ 0 ⇐⇒ −u ≤ 0 ⇐⇒ u− = 0 ⇐⇒ u = u+ ⇐⇒ u = |u|,

| − u| = |u|, | |u| | = |u|, |αu| = |α||u|

(looking at the cases α ≥ 0, α ≤ 0 separately),

u ∨ v + u ∧ v = u + (0 ∨ (v − u)) + v + ((u − v) ∧ 0)
= u + (0 ∨ (v − u)) + v − ((v − u) ∨ 0) = u + v,

u ∨ v = u + (0 ∨ (v − u)) = u + (v − u)+ ,

u ∧ v = u + (0 ∧ (v − u)) = u − (−0 ∨ (u − v)) = u − (u − v)+ ,

1 1 1
u ∨ v = (2u ∨ 2v) = (u + v + (u − v) ∨ (v − u)) = (u + v + |u − v|),
2 2 2

1
u ∧ v = u + v − u ∨ v = (u + v − |u − v|),
2

u+ ∨ u− = u ∨ (−u) ∨ 0 = |u|, u+ ∧ u− = u+ + u− − (u+ ∨ u− ) = 0,

|u + v| = (u + v) ∧ ((−u) + (−v)) ≤ (|u| + |v|) ∧ (|u| + |v|) =|u| + |v|,

||u| − |v|| = (|u| − |v|) ∧ (|v| − |u|) ≤ |u − v| + |v − u| = |u − v|,

|u ∨ v| ≤ |u| + |v|
(because −|u| ≤ u ∨ v ≤ |u| ∨ |v| ≤ |u| + |v|)
for u, v, w ∈ U and α ∈ R.

352E Distributive laws Let U be a Riesz space.

(a) If A, B ⊆ U have suprema a, b in U , then C = {u ∧ v : u ∈ A, v ∈ B} has supremum a ∧ b. P P Of

course u ∧ v ≤ a ∧ b for all u ∈ A, v ∈ B, so a ∧ b is an upper bound for C. Now suppose that c is any upper
bound for C. If u ∈ A, v ∈ B then
u − (u − v)+ = u ∧ v ≤ c, u ≤ c + (u − v)+ ≤ c + (a − v)+
(because (a − v)+ = sup{a − v, 0} ≥ sup{u − v, 0} = (u − v)+ ). As u is arbitrary, a ≤ c + (a − v)+ and
a ∧ v ≤ c. Now turn the argument round:
v = (a ∧ v) + (v − a)+ ≤ c + (v − a)+ ≤ c + (b − a)+ ,
and this is true for every v ∈ B, so b ≤ c + (b − a)+ and a ∧ b ≤ c. As c is arbitrary, a ∧ b = sup C, as
claimed. Q
Q

(b) Similarly, or applying (a) to −A and −B, inf{u ∨ v : u ∈ A, v ∈ B} = inf A ∨ inf B whenever A,
B ⊆ U and the right-hand-side is defined.

(c) In particular, U is a distributive lattice (definition: 3A1Ic).

228 Riesz spaces 352F

352F Further identities and inequalities At a slightly deeper level we have the following facts.
Proposition Let U be a Riesz space.
(a) If u, v, w ≥ 0 in U then u ∧ (v + w) ≤ (u ∧ v) + (u ∧ P w). Pn
n
(b) If u0 , . . . , un ∈ U and |ui | ∧ |uj | = 0 for i 6= j, then | i=0 αi ui | = i=0 |αi ||ui | for any α0 , . . . , αn .
(c) If u, v ∈ U then
u+ ∧ v + ≤ (u + v)+ ≤ u+ + v + .
Pm Pn
(d) If u0 , . . . , um , v0 , . . . , vn ∈ U + and i=0 ui = j=0 vj , then there is a family hwij ii≤m,j≤n in U +
Pm Pn
such that i=0 wij = vj for every j ≤ n and j=0 wij = ui for every i ≤ m.
proof (a)

u ∧ (v + w) ≤ [(u + w) ∧ (v + w)] ∧ u
≤ [(u ∧ v) + w] ∧ [(u ∧ v) + u] = (u ∧ v) + (u ∧ w).

α) A simple
(b)(i)(α Pm induction,
Pn using (a)
Pmfor P
the inductive step, shows that if v0 , . . . , vm , w0 , . . . , wn are
n
non-negative then i=0 vi ∧ j=0 wj ≤ i=0 j=0 vi ∧ wj . (β β ) Next, if u ∧ v = 0 then
(u − v)+ = u − (u ∧ v) = u, (u − v)− = (v − u)+ = v − (v ∧ u) = v,

|u − v| = (u − v)+ + (u − v)− = u + v = |u + v|,

so if |u| ∧ |v| = 0 then

(u+ + v + ) ∧ (u− + v − ) ≤ (u+ ∧ u− ) + (u+ ∧ v − ) + (v + ∧ u− ) + (v + ∧ v − )

≤ 0 + (|u| ∧ |v|) + (|v| ∧ |u|) + 0 = 0
and
|u + v| = |(u+ + v + ) − (u− + v − )| = u+ + v + + u− + v − = |u| + |v|.
(γγ ) Finally, if |u| ∧ |v| = 0 and α, β ∈ R,
|αu| ∧ |βv| = |α||u| ∧ |β||v| ≤ (|α| + |β|)|u| ∧ (|α| + |β|)|v| = (|α| + |β|)(|u| ∧ |v|) = 0.

(ii) We may therefore proceed by induction. The case n = 0 is trivial. For the inductive step to n + 1,
setting u0i = αi ui we have |u0i | ∧ |u0j | = 0 for all i 6= j, by (i-γ). By (i-α),
Pn Pn Pn
|u0n+1 | ∧ | i=0 u0i | ≤ |u0n+1 | ∧ i=0 |u0i | ≤ i=0 |u0n+1 | ∧ |u0i | = 0,
so by (i-β) and the inductive hypothesis
Pn+1 Pn Pn+1
| i=0 u0i | = |u0n+1 | + | i=0 u0i | = i=0 |u0i |
as required.
(c) By 352E,
u+ ∧ v + = (u ∨ 0) ∧ (v ∨ 0) = (u ∧ v) ∨ 0.
Now
1 1
u ∧ v = (u + v − |u − v|) ≤ (u + v + |u + v|) = (u + v)+ ,
2 2

and of course 0 ≤ (u + v)+ , so u+ ∧ v + ≤ (u + v)+ .

For the other inequality we need only note that u + v ≤ u+ + v + (because u ≤ u+ , v ≤ v + ) and
0 ≤ u+ + v + .
Pm Pn
(d) Write w for the common value of i=0 ui and j=0 vj .
Induce on k = #({(i, j) : i ≤ m, j ≤ n, ui ∧ vj > 0}). If k = 0, that is, ui ∧ vj = 0 for all i, j, then (by
(a), used repeatedly) we must have w ∧ w = 0, that is, w = 0, and we can take wij = 0 for all i, j. For the
inductive step to k ≥ 1, take i∗ , j ∗ such that w̃ = ui∗ ∧ vj ∗ > 0. Set
352Ic Riesz spaces 229

ũi∗ = ui∗ − w̃, ũi = ui for i 6= i∗ ,

ṽj ∗ = vj ∗ − w̃, ṽj = vj for j 6= j ∗ .

Pm Pn
Then i=0 ũi = j=0 ṽj = w − w̃ and ũi ∧ ṽj ≤ ui ∧ vj for all i, j, while ũi∗ ∧ ṽj ∗ = 0; so that
#({(i, j) : ũi ∧ vj > 0}) < k.
Pn
By the inductive hypothesis, there are w̃ij ≥ 0, for i ≤ m and j ≤ n, such that ũi = j=0 w̃ij for each
Pm Pn
i, ṽj = i=0 w̃ij for each j. Set wi∗ j ∗ = w̃i∗ j ∗ + w̃, wij = w̃ij for (i, j) 6= (i∗ , j ∗ ); then ui = j=0 wij ,
Pm
vj = i=0 wij so the induction proceeds.

352G Riesz homomorphisms: Proposition Let U be a Riesz space, V a partially ordered linear
space and T : U → V a linear operator. Then the following are equiveridical:
(i) T is a Riesz homomorphism in the sense of 351H;
(ii) (T u)+ = sup{T u, 0} is defined and equal to T (u+ ) for every u ∈ U ;
(iii) sup{T u, −T u} is defined and equal to T |u| for every u ∈ U ;
(iv) inf{T u, T v} = 0 in V whenever u ∧ v = 0 in U .
proof (i)⇒(iii) and (i)⇒(iv) are special cases of 351Hc. For (iii)⇒(ii) we have
1 1 1 1 1
sup{T u, 0} = T u + sup{ T u, − T u} = T u + T |u| = T (u+ ).
2 2 2 2 2
For (ii)⇒(i), argue as follows. If (ii) is true and u, v ∈ U , then
T u ∧ T v = inf{T u, T v} = T u + inf{0, T v − T u} = T u − sup{0, T (u − v)}
is defined and equal to
T u − T ((u − v)+ ) = T (u − (u − v)+ ) = T (u ∧ v).
Inducing on n,
inf i≤n T ui = T (inf i≤n ui )
for all u0 , . . . , un ∈ U ; in particular, if inf i≤n ui = 0 then inf i≤n T ui = 0; which is the definition I gave of
Riesz homomorphism.
Finally, for (iv)⇒(ii), we know from (iv) that 0 = inf{T (u+ ), T (u− )}, so −T (u+ ) = inf{0, −T u} and
T (u+ ) = sup{0, T u}.

352H Proposition If U and V are Riesz spaces and T : U → V is a bijective Riesz homomorphism,
then T is a partially-ordered-linear-space isomorphism, and T −1 : V → U is a Riesz homomorphism.
proof Use 352G(ii). If v ∈ V , set u = T −1 v; then T (u+ ) = v + so T −1 (v + ) = u+ = (T −1 v)+ . Thus T −1 is
a Riesz homomorphism; in particular, it is order-preserving, so T is an isomorphism for the order structures
as well as for the linear structures.

352I Riesz subspaces (a) If U is a partially ordered linear space, a Riesz subspace of U is a linear
subspace V such that sup{u, v} and inf{u, v} are defined in U and belong to V for every u, v ∈ V . In this
case they are the supremum and infimum of {u, v} in V , so V , with the induced order and linear structure,
is a Riesz space in its own right, and the embedding map u 7→ u : V → U is a Riesz homomorphism.

(b) Generally, if U is a Riesz space, V is a partially ordered linear space and T : U → V is a Riesz
homomorphism, then T [U ] is a Riesz subspace of V (because, by 351Hc, T u ∨ T u0 = T (u ∨ u0 ), T (u ∧ u0 ) =
T u ∧ T u0 belong to T [U ] for all u, u0 ∈ U ).

(c) If U is a Riesz space and V is a linear subspace of U , then V is a Riesz subspace of U iff |u| ∈ V for
every u ∈ V . P
P In this case,
1 1
u ∨ v = (u + v + |u − v|), u ∧ v = (u + v − |u − v|
2 2
belong to V for all u, v ∈ V . Q
Q
230 Riesz spaces 352J

352J Solid subsets (a) If U is a Riesz space, a subset A of U is solid (in the sense of 351I) iff v ∈ A
whenever u ∈ A and |v| ≤ |u|. P P (α) If A is solid, u ∈ V and |v| ≤ |u|, then there is some w ∈ A such
that −w ≤ u ≤ w; in this case |v| ≤ |u| ≤ w and −w ≤ v ≤ w and v ∈ A. (β) Suppose that A satisfies
the condition. If u ∈ A, then |u| ∈ A and −|u| ≤ u ≤ |u|. If w ∈ A and −w ≤ u ≤ w then −u ≤ w,
|u| ≤ w = |w| and u ∈ A. Thus A is solid. Q
Q In particular, if A is solid, then v ∈ A iff |v| ∈ A.
For any set A ⊆ U , the set
{u : there is some v ∈ A such that |u| ≤ |v|}
is a solid subset of U , the smallest solid set including A; we call it the solid hull of A in U .
Any solid linear subspace of U is a Riesz subspace (use 352Fc). If V ⊆ U is a Riesz subspace, then the
solid hull of V in U is
{u : there is some v ∈ V such that |u| ≤ v}
and is a solid linear subspace of U .
(b) If T is a Riesz homomorphism from a Riesz space U to a partially ordered linear space V , then its
kernel W is a solid linear subspace of U . P
P If u ∈ W and |v| ≤ |u|, then T |u| = sup{T u, T (−u)} = 0, while
−|u| ≤ v ≤ |u|, so that −0 ≤ T v ≤ 0 and v ∈ W . Q Q Now the quotient space U/W , as defined in 351J,
is a Riesz space, and is isomorphic, as partially ordered linear space, to the Riesz space T [U ]. P
P Because
U/W is the linear space quotient of V by the kernel of the linear operator T , we have an induced linear
space isomorphism S : U/W → T [U ] given by setting Su• = T u for every u ∈ U . If p ≥ 0 in U/W there is
a u ∈ U + such that u• = p (351J), so that Sp = T u ≥ 0. On the other hand, if p ∈ U/W and Sp ≥ 0, take
u ∈ V such that u• = p. We have
T (u+ ) = (T u)+ = (Sp)+ = Sp = T u,
so that T (u− ) = T u+ − T u = 0 and u− ∈ W , p = (u+ )• ≥ 0. Thus Sp ≥ 0 iff p ≥ 0, and S is a
partially-ordered-linear-space isomorphism. Q
Q
(c) Because a subset of a Riesz space is a solid linear subspace iff it is the kernel of a Riesz homomorphism,
such subspaces are sometimes called ideals.

352K
Q Products If hUi ii∈I is any family of Riesz spaces, then the product partially ordered linear space
U = i∈I Ui (351L) is a Riesz space, with
u ∨ v = hu(i) ∨ v(i)ii∈I , u ∧ v = hu(i) ∧ v(i)ii∈I , |u| = h|u(i)|ii∈I
for all u, v ∈ U .

352L Theorem Let U be any Riesz space. Then there are a set X, a filter F on X and a Riesz subspace
of the Riesz space RX |F (351M) which is isomorphic, as Riesz space, to U .
proof By 351Q, we can find such X and F and an injective Riesz homomorphism T : U → RX |F. By
352K, or otherwise, RX is a Riesz space; by 352Ib, RX |F is a Riesz space (recall that it is a quotient of RX
by a solid linear subspace, as explained in 351M); by 352I, T [U ] is a Riesz subspace of RX |F; and by 352H
it is isomorphic to U .

352M Corollary Any identity involving the operations +, −, ∨, ∧, + , −

, | | and scalar multiplication,
and the relation ≤, which is valid in R, is valid in all Riesz spaces.
Remark I suppose some would say that a strict proof of this must begin with a formal description of what
the phrase ‘any identity involving the operations. . . ’ means. However I think it is clear in practice what is
involved. Given a proposed identity like
Pn Pn P
0 ≤ i=0 |αi ||ui | − | i=0 αi ui | ≤ i6=j (|αi | + |αj |)(|ui | ∧ |uj |),
(compare 352Fb), then to check that it is valid in all Riesz spaces you need only check (i) that it is true in R
(ii) that it is true in RX (iii) that it is true in any RX |F (iv) that it is true in any Riesz subspace of RX |F;
and you can hope that the arguments for (ii)-(iv) will be nearly trivial, since (ii) is generally nothing but a
coordinate-by-coordinate repetition of (i), and (iii) and (iv) involve only transformations of the formula by
Riesz homomorphisms which preserve its structure.
352Oc Riesz spaces 231

352N Order-density and order-continuity Let U be a Riesz space.

(a) Definition A Riesz subspace V of U is quasi-order-dense if for every u > 0 in U there is a v ∈ V

such that 0 < v ≤ u; it is order-dense if u = sup{v : v ∈ V, 0 ≤ v ≤ u} for every u ∈ U + .

(b) If U is a Riesz space and V is a quasi-order-dense Riesz subspace of U , then the embedding V ⊆ U
is order-continuous. PP Let A ⊆ V be a non-empty set such that inf A = 0 in V . ?? If 0 is not the infimum
of A in U , then there is a u > 0 such that u is a lower bound for A in U ; now there is a v ∈ V such that
0 < v ≤ u, and v is a lower bound for A in V which is strictly greater than 0. XX Thus 0 = inf A in U . As
A is arbitrary, the embedding is order-continuous. QQ

(c) (i) If V ⊆ U is an order-dense Riesz subspace, it is quasi-order-dense. (ii) If V is a quasi-order-dense

Riesz subspace of U and W is a quasi-order-dense Riesz subspace of V , then W is a quasi-order-dense Riesz
subspace of U . (iii) If V is an order-dense Riesz subspace of U and W is an order-dense Riesz subspace of
V , then W is an order-dense Riesz subspace of U . (Use (b).) (iv) If V is a quasi-order-dense solid linear
subspace of U and W is a quasi-order-dense Riesz subspace of U then V ∩ W is quasi-order-dense in V ,
therefore in U .

(d) I ought somewhere to remark that a Riesz homomorphism, being a lattice homomorphism, is order-
continuous iff it preserves arbitrary suprema and infima; compare 313L(b-iv) and (b-v).

(e) If V is a Riesz subspace of U , we say that it is regularly embedded in U if the identity map from
V to U is order-continuous, that is, whenever A ⊆ V is non-empty and has infimum 0 in V , then 0 is still its
greatest lower bound in U . Thus quasi-order-dense Riesz subspaces and solid linear subspaces are regularly
embedded.

352O Bands Let U be a Riesz space.

(a) Definition A band or normal subspace of U is an order-closed solid linear subspace.

(b) If V ⊆ U is a solid linear subspace then it is a band iff sup A ∈ V whenever A ⊆ V + is a non-empty,
upwards-directed subset of V with a supremum in U . P P Of course the condition is necessary; I have to show
that it is sufficient. (i) Let A ⊆ V be any non-empty upwards-directed set with a supremum in V . Take any
u0 ∈ A and set A1 = {u − u0 : u ∈ A, u ≥ u0 }. Then A1 is a non-empty upwards-directed subset of V + , and
u0 + A1 = {u : u ∈ A, u ≥ u0 } has the same upper bounds as A, so sup A1 = sup A − u0 is defined in U and
belongs to V . Now sup A = u0 + sup A1 also belongs to V . (ii) If A ⊆ V is non-empty, downwards-directed
and has an infimum in U , then −A ⊆ V is upwards-directed, so inf A = sup(−A) belongs to V . Thus V is
order-closed. Q Q

(c) For any set A ⊆ U set A⊥ = {v : v ∈ U, |u| ∧ |v| = 0 for every u ∈ A}. Then A⊥ is a band. P
P (i) Of
course 0 ∈ A⊥ . (ii) If v, w ∈ A⊥ and u ∈ A, then
|u| ∧ |v + w| ≤ (|u| ∧ |v|) + (|u| ∧ |w|) = 0,
⊥ ⊥
so v + w ∈ A . (iii) If v ∈ A and |w| ≤ |v| then
0 ≤ |u| ∧ |w| ≤ |u| ∧ |v| = 0
for every u ∈ A, so w ∈ A . (iv) If v ∈ A⊥ then nv ∈ A⊥ for every n, by (ii). So if α ∈ R, take n ∈ N such
⊥

that |α| ≤ n; then

|αv| = |α||v| ≤ n|v| ∈ A⊥
and αv ∈ A⊥ . Thus A⊥ is a solid linear subspace of U . (v) If B ⊆ (A⊥ )+ is non-empty and upwards-directed
and has a supremum w in U , then
|u| ∧ |w| = |u| ∧ w = supv∈B |u| ∧ v = 0
by 352Ea, so w ∈ A⊥ . Thus A⊥ is a band. Q
Q
232 Riesz spaces 352Od

(d) For any A ⊆ U , A ⊆ (A⊥ )⊥ . Also B ⊥ ⊆ A⊥ whenever A ⊆ B. So

A⊥⊥⊥ ⊆ A⊥ ⊆ A⊥⊥⊥
and A⊥ = A⊥⊥⊥ .

(e) If W is another Riesz space and T : U → W is an order-continuous Riesz homomorphism then

its kernel is a band. (For {0} is order-closed in W and the inverse image of an order-closed set by an
order-continuous order-preserving function is order-closed.)

352P Complemented bands Let U be a Riesz space. A band V ⊆ U is complemented if V ⊥⊥ = V ,

that is, if V is of the form A⊥ for some A ⊆ U (352Od). In this case its complement is the complemented
band V ⊥ .

352Q Theorem In any Riesz space U , the set C of complemented bands forms a Dedekind complete
Boolean algebra, with
V ∩C W = V ∩ W , V ∪C W = (V + W )⊥⊥ ,

1C = U , 0C = {0}, 1C \C V = V ⊥ ,

V ⊆ C W ⇐⇒ V ⊆ W
for V , W ∈ C.
proof To show that C is a Boolean algebra, I use the identification of Boolean algebras with complemented
distributive lattices (311L).
(a) Of course C is partially ordered by ⊆. If V , W ∈ C then
V ∩ W = V ⊥⊥ ∩ W ⊥⊥ = (V ⊥ ∪ W ⊥ )⊥ ∈ C,
and V ∩ W must be inf{V, W } in C. The map V 7→ V ⊥ : C → C is an order-reversing bijection, so that
V ⊆ W iff W ⊥ ⊆ V ⊥ and V ∨ W = sup{V, W } will be (V ⊥ ∩ W ⊥ )⊥ ; thus C is a lattice. Note also that
V ∨ W must be the smallest complemented band including V + W , that is, it is (V + W )⊥⊥ .
(b) If V1 , V2 , W ∈ C then (V1 ∨ V2 ) ∧ W = (V1 ∧ W ) ∨ (V2 ∧ W ). P P Of course (V1 ∨ V2 ) ∧ W ⊇
(V1 ∧ W ) ∨ (V2 ∧ W ). ?? Suppose, if possible, that there is a u ∈ (V1 ∨ V2 ) ∩ W \ ((V1 ∩ W ) ∨ (V2 ∩ W )). Then
u∈/ ((V1 ∩ W )⊥ ∩ (V2 ∩ W )⊥ )⊥ , so there is a v ∈ (V1 ∩ W )⊥ ∩ (V2 ∩ W )⊥ such that u1 = |u| ∧ |v| > 0. Now
u1 ∈ V1 ∨V2 = (V1⊥ ∩V2⊥ )⊥ so u1 ∈/ V1⊥ ∩V2⊥ ; say u1 ∈/ Vj⊥ , and there is a vj ∈ Vj such that u2 = u1 ∧|vj | > 0.
⊥
In this case we still have u2 ∈ (Vj ∩ W ) , because u2 ≤ |v|, but also u2 ∈ Vj and u2 ∈ W because u2 ≤ |u|;
but this means that u2 = u2 ∧ u2 = 0, which is absurd. X X Thus (V1 ∨ V2 ) ∧ W ⊆ (V1 ∧ W ) ∨ (V2 ∧ W ) and
the two are equal. Q Q
(c) Now if V ∈ C,
V ∧ V ⊥ = {0}
is the least member of C, because if v ∈ V ∩ V ⊥ then |v| = |v| ∧ |v| = 0. By 311L, C has a Boolean algebra
structure, with the Boolean relations described; by 312L, this structure is uniquely defined.
(d) Finally, if V ⊆ C is non-empty, then
T S
V=( V ∈V V ⊥ )⊥ ∈ C
and is inf V in C. So C is Dedekind complete.

352R Projection bands Let U be a Riesz space.

(a) A projection band in U is a set V ⊆ U such that V + V ⊥ = U . In this case V is a complemented

P If v ∈ V ⊥⊥ then v is expressible as v1 + v2 where v1 ∈ V , v2 ∈ V ⊥ . Now |v| = |v1 | + |v2 | ≥ |v2 |
band. P
(352Fb), so
352S Riesz spaces 233

|v2 | = |v2 | ∧ |v2 | ≤ |v2 | ∧ |v| = 0

⊥⊥
and v = v1 ∈ V . Thus V = V Q Observe that U = V ⊥ + V ⊥⊥ so V ⊥ is also a
is a complemented band. Q
projection band.

(b) Because V ∩ V ⊥ is always {0}, we must have U = V ⊕ V ⊥ for any projection band V ⊆ U ; accordingly
there is a corresponding band projection PV : U → U defined by setting P (v + w) = v whenever v ∈ V ,
w ∈ V ⊥ . In this context I will say that v is the component of v + w in V . The kernel of P is V ⊥ , the set
of values is V , and P 2 = P . Moreover, P is an order-continuous Riesz homomorphism. P P (i) P is a linear
operator because V and V ⊥ are linear subspaces. (ii) If v ∈ V , w ∈ V ⊥ then |v + w| = |v| + |w|, by 352Fb, so
P |v + w| = |v| = |P (v + w)|; consequently P is a Riesz homomorphism (352G). (iii) If A ⊆ U is downwards-
directed and has infimum 0, then P u ≤ u for every u ∈ A, so inf P [A] = 0; thus P is order-continuous.
Q
Q

(c) Note that for any band projection P , and any u ∈ U , we have |P u| ∧ |u − P u| = 0, so that |u| =
|P u| + |u − P u| and (in particular) |P u| ≤ |u|; consequently P [W ] ⊆ W for any solid linear subspace W of
U.

(d) A linear operator P : U → U is a band projection iff P u ∧ (u − P u) = 0 for every u ∈ U + . P P I

remarked in (c) that the condition is satisfied for any band projection. Now suppose that P has the property.
(i) For any u ∈ U + , P u ≥ 0 and u − P u ≥ 0; in particular, P is a positive linear operator. (ii) If u, v ∈ U +
then u − P u ≤ (u + v) − P (u + v), so
P v ∧ (u − P u) ≤ P (u + v) ∧ ((u + v) − P (u + v)) = 0
and P v ∧ (u − P u) = 0. (iii) If u, v ∈ U then |P v| ≤ P |v|, |u − P u| ≤ |u| − P |u| (because w 7→ w − P w is a
positive linear operator), so
|P v| ∧ |u − P u| ≤ P |v| ∧ (|u| − P |u|) = 0.
(iv) Setting V = P [U ], we see that u − P u ∈ V ⊥ for every u ∈ U , so that
u = u + (u − P u) ∈ V + V ⊥
for every u, and U = V + V ⊥ ; thus V is a projection band. (v) Since P u ∈ V and u − P u ∈ V ⊥ for every
u ∈ U , P is the band projection onto V . Q
Q

352S Proposition Let U be any Riesz space.

(a) The family B of projection bands in U is a subalgebra of the Boolean algebra C of complemented
bands in U .
(b) For V ∈ B let PV : U → V be the corresponding projection. Then for any e ∈ U + ,
PV ∩W e = PV e ∧ PW e = PV PW e, PV ∨W e = PV e ∨ PW e
for all V , W ∈ B. In particular, band projections commute.
(c) If V ∈ B then the algebra of projection bands of V is just the principal ideal of B generated by V .
proof (a) Of course 0C = {0} ∈ B. If V ∈ B then V ⊥ = 1C \ V belongs to B. If now W is another member
of B, then
(V ∩ W ) + (V ∩ W )⊥ ⊇ (V ∩ W ) + V ⊥ + W ⊥ .
But if u ∈ U then we can express u as v + v 0 , where v ∈ V and v 0 ∈ V ⊥ , and v as w + w0 , where w ∈ W and
w0 ∈ W ⊥ ; and as |w| ≤ |v|, we also have w ∈ V , so that
u = w + v 0 + w0 ∈ (V ∩ W ) + V ⊥ + W ⊥ .
This shows that V ∩ W ∈ B. Thus B is closed under intersection and complements and is a subalgebra of
C.
(b) If V , W ∈ B and e ∈ U + , we have e = e1 + e2 + e3 + e4 where
e1 = PW PV e ∈ V ∩ W , e2 = P W ⊥ P V e ∈ V ∩ W ⊥ ,
234 Riesz spaces 352S

e3 = PW PV ⊥ e ∈ V ⊥ ∩ W , e4 = PW ⊥ PV ⊥ e ∈ V ⊥ ∩ W ⊥ ,

e1 + e2 = PV e, e1 + e3 = PW e.
Now e2 + e3 + e4 belongs to (V ∩ W )⊥ , so e1 must be the component of e in V ∩ W ; similarly e4 is the
component of e in V ⊥ ∩ W ⊥ , and e1 + e2 + e3 is the component of e in V ∨ W . But as e2 ∧ e3 = 0, we have
PV ∩W e = e1 = (e1 + e2 ) ∧ (e1 + e3 ) = PV e ∧ PW e,

PV ∨W e = e1 + e2 + e3 = (e1 + e2 ) ∨ (e1 + e3 ) = PV e ∨ PW e,
as required.
It follows that
PV PW = PV ∩W = PW ∩V = PW PV .

(c) If V , W ∈ B and W ⊆ V , then of course W is a band in the Riesz space V (because V is order-closed
in U , so that for any set A ⊆ W its supremum in U will be its supremum in V ). For any v ∈ V , we have an
expression of it as w + w0 , where w ∈ W and w0 ∈ W ⊥ , taken in U ; but as |w| + |w0 | = |w + w0 | = |v| ∈ V ,
w0 belongs to V , and is in WV⊥ , the band in V orthogonal to W . Thus W + WV⊥ = V and W is a projection
band in V . Conversely, if W is a projection band in V , then W ⊥ (taken in U ) includes WV⊥ + V ⊥ , so that
W + W ⊥ ⊇ W + WV⊥ + V ⊥ = V + V ⊥ = U
and W ∈ B.
Thus the algebra of projection bands in V is, as a set, equal to the principal ideal BV ; because their
orderings agree, or otherwise, their Boolean algebra structures coincide.
Q
352T Products again (a) If U = i∈I Ui is a product of Riesz spaces, then for any J ⊆ I we have a
subspace
VJ = {u : u ∈ U, u(i) = 0 for all i ∈ I \ J}
Q
of U , canonically isomorphic to i∈J Ui . Each VJ is a projection band, its complement being VI\J ; the map
J 7→ VJ is a Boolean homomorphism from PI to the algebra B of projection bands in U , and hV{i} ii∈I is a
partition of unity in B.

(b) Conversely, if U is a Riesz space and (V0 , . . . , Vn ) is a finite partition

Pn of unity in the algebra B of
projection bands in U , then every element of U is uniquely expressible as i=0 ui where ui ∈ V Qi for each i.
(Induce on n.) This decomposition corresponds to a Riesz space isomorphism between U and i≤n Vi .

352U Quotient spaces (a) If U is a Riesz space and V is a solid linear subspace, then the quotient
partially ordered linear space U/V (351J) is a Riesz space; if U and W are Riesz spaces and T : U → W a
Riesz homomorphism, then the kernel V of T is a solid linear subspace of U and the Riesz subspace T [U ] of
W is isomorphic to U/V (352Jb).

(b) Suppose that U is a Riesz space and V a solid linear space. Then the canonical map from U to U/V
is order-continuous iff V is a band. P
P (i) If u 7→ u• is order-continuous, its kernel V is a band, by 352Oe.
(ii) If V is a band, and A ⊆ U is non-empty and downwards-directed and has infimum 0, let p ∈ U/V
be any lower bound for {u• : u ∈ A}. Express p as w• . Then ((u − w)− )• = (u• − w• )− = 0, that is,
(w − u)+ = (u − w)− ∈ V for every u ∈ A. But this means that
w+ = supu∈A (w − u)+ ∈ V , p+ = (w+ )• = 0,
that is, p ≤ 0. As p is arbitrary, inf u∈A u• = 0; as A is arbitrary, u 7→ u• is order-continuous. Q
Q

352V Principal bands Let U be a Riesz space. Evidently the intersection of any family of Riesz
subspaces of U is a Riesz subspace, the intersection of any family of solid linear subspaces is a solid linear
subspace, the intersection of any family of bands is a band; we may therefore speak of the band generated
by a subset A of U , the intersection of all the bands including A. Now we have the following description of
the band generated by a single element.
352W Riesz spaces 235

Lemma Let U be a Riesz space.

(a) If A ⊆ U + is upwards-directed and 2w ∈ A for every w ∈ A, then an element u of U belongs to the
band generated by A iff |u| = supw∈A |u| ∧ w.
(b) If u ∈ U and w ∈ U + , then u belongs to the band of U generated by w iff |u| = supn∈N |u| ∧ nw.
proof (a) Let W be the band generated by A and W 0 the set of elements of U satisfying the condition.
(i) If u ∈ W 0 then |u| ∧ w ∈ W for every w ∈ A, because W is a solid linear subspace; because W is
also order-closed, |u| and u belong to W . Thus W 0 ⊆ W .
(ii) Now W 0 is a band.
P α) If u ∈ W 0 and |v| ≤ |u| then
P(α
supw∈A |v| ∧ w = supw∈A |v| ∧ |u| ∧ w = |v| ∧ supw∈A |u| ∧ w = |v| ∧ |u| = |v|
by 352Ea, so v ∈ W 0 .
β ) If u, v ∈ W 0 then, for any w1 , w2 ∈ A there is a w ∈ A such that w ≥ w1 ∨ w2 . Now
(β
w1 + w2 ≤ 2w ∈ A, and
(|u| + |v|) ∧ 2w ≥ (|u| ∧ w1 ) + (|v| ∧ w2 ).
So any upper bound for {(|u|+|v|)∧w : w ∈ A} must also be an upper bound for {|u|∧w : w ∈ A}+{|v|∧w :
w ∈ A} and therefore greater than or equal to
sup({|u| ∧ w : w ∈ A} + {|v| ∧ w : w ∈ A}) = supw∈A |u| ∧ w + supw∈A |v| ∧ w = |u| + |v|
(351Dc). But this means that supw∈A (|u| + |v|) ∧ w must be |u| + |v|, and |u| + |v| belongs to W 0 ; it follows
from (i) that u + v belongs to W 0 .
(γγ ) Just as in 352Oc, we now have
nu ∈ W 0 for every n ∈ N, u ∈ W 0 ,
and therefore αu ∈ W 0 for every α ∈ R, u ∈ W 0 , since |αu| ≤ |nu| if |α| ≤ n. Thus W 0 is a solid linear
subspace of U .
(δδ ) Now suppose that C ⊆ (W 0 )+ has a supremum v in U . Then any upper bound of {v ∧ w : w ∈ A}
must also be an upper bound of {u ∧ w : u ∈ C, w ∈ A} and greater than or equal to u = supw∈A u ∧ w for
every u ∈ C, therefore greater than or equal to v = sup C. Thus v = supw∈A v ∧ w and v ∈ W 0 . As C is
arbitrary, W 0 is a band (352Ob). Q
Q
(iii) Since A is obviously included in W 0 , W 0 must include W ; putting this together with (i), W = W 0 ,
as claimed.
(b) Apply (a) with A = {nw : n ∈ N}.

352W f -algebras Some of the most important Riesz spaces have multiplicative structures as well as
their order and linear structures. A particular class of these structures appears sufficiently often for it to be
useful to develop a little of its theory. The following definition is a common approach.
(a) Definition An f -algebra is a Riesz space U with a multiplication × : U × U → U such that
u × (v × w) = (u × v) × w,

(u + v) × w = (u × w) + (v × w), u × (v + w) = (u × v) + (u × w),

α(u × v) = (αu) × v = u × (αv)

for all u, v, w ∈ U and α ∈ R, and
u × v ≥ 0 whenever u, v ≥ 0,

if u ∧ v = 0 then (u × w) ∧ v = (w × u) ∧ v = 0 for every w ≥ 0.

An f -algebra is commutative if u × v = v × u for all u, v.
236 Riesz spaces 352Wb

(b) Let U be an f -algebra.

(i) If u ∧ v = 0 in U , then u × v = 0. P
P u ∧ (u × v) = 0 so (u × v) ∧ (u × v) = 0. Q
Q
(ii) u × u ≥ 0 for every u ∈ U . P
P

(u+ − u− ) × (u+ − u− ) = u+ × u+ − u+ × u− − u− × u+ + u− × u−
= u+ × u+ + u− × u− ≥ 0. Q
Q

P u+ × v + , u+ × v − , u− × v + and u+ × u− are disjoint, so

(iii) If u, v ∈ U then |u × v| = |u| × |v|. P

|u × v| = |u+ × v + − u+ × v − − u− × v + + u− × v − |
= u+ × v + + u+ × v − + u− × v + + u− × v −
= |u| × |v|
by 352Fb. Q
Q
(iv) If v ∈ U + the maps u 7→ u × v, u 7→ v × u : U → U are Riesz homomorphisms. P P The first four
clauses of the definition in (a) ensure that they are linear operators. If u ∈ U , then
|u| × v = |u × v|, v × |u| = |v × u|
by (iii), so we have Riesz homomorphisms, by 352G(iii). Q
Q
(c) Let hUi ii∈I be a family of f -algebras, with Riesz space product U (352K). If we set u × v = hu(i) ×
v(i)ii∈I for all u, v ∈ U , then U becomes an f -algebra.

352X Basic exercises > (a) Let U be any Riesz space. Show that |u+ − v + | ≤ |u − v| for all u, v ∈ U .

> (b) Let U , V be a Riesz spaces and T : U → V a linear operator. Show that the following are
equiveridical: (i) T is a Riesz homomorphism; (ii) T (u∨v) = T u∨T v for all u, v ∈ U ; (iii) T (u∧v) = T u∧T v
for all u, v ∈ U ; (iv) |T u| = T |u| for every u ∈ U .

(c) Let U be a Riesz space and V a solid linear subspace; for u ∈ U write u• for the corresponding element
of U/V . Show that if A ⊆ U is solid then {u• : u ∈ A} is solid in U/W .

(d) Let U and V be Riesz spaces and T : U → V a Riesz homomorphism with kernel W . Show that if W
is a band in U and T [U ] is regularly embedded in V then T is order-continuous.

(e) Give U = R2 its lexicographic ordering (351Xa). Show that it has a band V which is not complemented.

(f ) Let U be a Riesz space, C the algebra of complemented bands in U . Show that for any V ∈ C the
algebra of complemented bands of V is just the principal ideal of C generated by V .

> (g) Let U = C([0, 1]) be the space of continuous functions from [0, 1] to R, with its usual linear and
order structures, so that it is a Riesz subspace of R[0,1] . Set V = {u : u ∈ U, u(t) = 0 if t ≤ 12 }. Show that
V is a band in U and that V ⊥ = {u : u(t) = 0 if t ≥ 21 }, so that V is complemented but is not a projection
band.

(h) Show that the Boolean homomorphism J 7→ VJ : PI → B of 352Ta is order-continuous.

(i) Let U be a Riesz space and A ⊆ U + an upwards-directed set. Show that the band generated by A is
{u : |u| = supn∈N,w∈A |u| ∧ nw}.

>(j) (i) Let X be any set. Setting (u × v)(x) = u(x)v(x) for u, v ∈ RX , x ∈ X, show that RX is a
commutative f -algebra. (ii) With the same definition of ×, show that `∞ (X) is an f -algebra. (iii) If X is
a topological space, show that C(X), Cb (X) are f -algebras. (iv) If (X, Σ, µ) is a measure space, show that
L0 (µ), L∞ (µ) (§241, §243) are f -algebras.
353A Archimedean and Dedekind complete Riesz spaces 237

(k) Let U ⊆ RZ be the set of sequences u such that {n : u(n) 6= 0} is bounded above in Z. For u, v ∈ U
(i) say that u ≤ v if either
P∞ u = v or there is an n ∈ Z such that u(n) < v(n), u(i) = v(i) for every i > n (ii)
say that (u ∗ v)(n) = i=−∞ u(i)v(n − i) for every n ∈ Z. Show that U is an f -algebra under this ordering
and multiplication.

(l) Let U be an f -algebra. (i) Show that any complemented band of U is an ideal in the ring (U, +, ×).
(ii) Show that if P : U → U is a band projection, then P (u × v) = P u × P v for every u, v ∈ U .

1
(m) Let U be an f -algebra with multiplicative identity e. Show that u − γe ≤ u2 for every u ∈ U , γ > 0.
γ
(Hint: (u+ − γe)2 ≥ 0.)

352 Notes and comments In this section we begin to see a striking characteristic of the theory of Riesz
spaces: repeated reflections of results in Boolean algebra. Without spelling out a complete list, I mention
the distributive laws (313Bc, 352Ea) and the behaviour of order-continuous homomorphisms (313Pa, 352N,
352Oe, 352Ub, 352Xd). Riesz subspaces correspond to subalgebras, solid linear subspaces to ideals and
Riesz homomorphisms to Boolean homomorphisms. We even have a correspondence, though a weaker one,
between the representation theorems available; every Boolean algebra is isomorphic to a subalgebra of a
power of Z2 (311D-311E), while every Riesz space is isomorphic to a Riesz subspace of a quotient of a power
of R (352L). It would be a closer parallel if every Riesz space were embeddable in some RX ; I must emphasize
that the differences are as important as the agreements. Subspaces of RX are of great importance, but are
by no means adequate for our needs. And of course the details – for instance, the identities in 352D-352F,
or 352V – frequently involve new techniques in the case of Riesz spaces. Elsewhere, as in 352G, I find myself
arguing rather from the opposite side, when applying results from the theory of general partially ordered
linear spaces, which has little to do with Boolean algebra.
In the theory of bands in Riesz spaces – corresponding to order-closed ideals in Boolean algebras – we have
a new complication in the form of bands which are not complemented, which does not arise in the Boolean
algebra context; but it disappears again when we come to specialize to Archimedean Riesz spaces (353B).
(Similarly, order-density and quasi-order-density coincide in both Boolean algebras (313K) and Archimedean
Riesz spaces (353A).) Otherwise the algebra of complemented bands in a Riesz space looks very like the
algebra of order-closed ideals in a Boolean algebra (314Yh, 352Q). The algebra of projection bands in a
Riesz space (352S) would correspond, in a Boolean algebra, to the algebra itself.
I draw your attention to 352H. The result is nearly trivial, but it amounts to saying that the theory of
Riesz spaces will be ‘algebraic’, like the theories of groups or linear spaces, rather than ‘analytic’, like the
theories of partially ordered linear spaces or topological spaces, in which we can have bijective morphisms
which are not isomorphisms.

353 Archimedean and Dedekind complete Riesz spaces

I take a few pages over elementary properties of Archimedean and Dedekind (σ)-complete Riesz spaces.

353A Proposition Let U be an Archimedean Riesz space. Then every quasi-order-dense Riesz subspace
of U is order-dense.
proof Let V ⊆ U be a quasi-order-dense Riesz subspace, and u ≥ 0 in U . Set A = {v : v ∈ V, v ≤ u}. ??
Suppose, if possible, that u is not the least upper bound of A. Then there is a u1 < u such that v ≤ u1
for every v ∈ A. Because 0 ∈ A, u1 ≥ 0. Because V is quasi-order-dense, there is a v > 0 in V such that
v ≤ u − u1 . Now nv ≤ u1 for every n ∈ N. P P Induce on n. For n = 0 this is trivial. For the inductive step,
given nv ≤ u1 , then (n + 1)v ≤ u1 + v ≤ u, so (n + 1)v ∈ A and (n + 1)v ≤ u1 . Thus the induction proceeds.
QQ But this is impossible, because v > 0 and U is supposed to be Archimedean. X X
So u = sup A. As u is arbitrary, V is order-dense.
238 Riesz spaces 353B

353B Proposition Let U be an Archimedean Riesz space. Then

(a) for every A ⊆ U , the band generated by A is A⊥⊥ ,
(b) every band in U is complemented.
proof (a) Let V be the band generated by A. Then V is surely included in A⊥⊥ , because this is a band
including A (352O). ?? Suppose, if possible, that V 6= A⊥⊥ . Then there is a w ∈ A⊥⊥ \ V , so that |w| ∈
/ V.
Set B = {v : v ∈ V, v ≤ |w|}; then B is upwards-directed and non-empty. Because V is order-closed, |w|
cannot be the supremum of A, and there is a u0 > 0 such that |w|−u0 ≥ v for every v ∈ B. Now u0 ∧|w| 6= 0,
/ A⊥ , and there is a u1 ∈ A such that v = u0 ∧ |u1 | > 0. In this case nv ∈ B for every n ∈ N. P
so u0 ∈ P
Induce on n. For n = 0 this is trivial. For the inductive step, given that nv ∈ B, then nv ≤ |w| − u0 so
(n + 1)v ≤ nv + u0 ≤ |w|; but also (n + 1)v ≤ nv + |u1 | ∈ V , so (n + 1)v ∈ B. Q Q But this means that
nv ≤ |w| for every n, which is impossible, because U is Archimedean. XX
(b) Now if V ⊆ U is any band, it is surely the band generated by itself, so is equal to V ⊥⊥ , and is
complemented.
Remark We may therefore speak of the band algebra of an Archimedean Riesz space, rather than the
‘complemented band algebra’ (352Q).

353C Corollary Let U be an Archimedean Riesz space and v ∈ U . Let V be the band in U generated
by v. If u ∈ U , then u ∈ V iff there is no w such that 0 < w ≤ |u| and w ∧ |v| = 0.
proof By 353B, V = {v}⊥⊥ . Now, for u ∈ U ,
/ V ⇐⇒ ∃ w ∈ {v}⊥ , |u| ∧ |w| > 0 ⇐⇒ ∃ w ∈ {v}⊥ , 0 < w ≤ |u|.
u∈
Turning this round, we have the condition announced.

353D Proposition Let U be an Archimedean Riesz space and V an order-dense Riesz subspace of U .
Then the map W 7→ W ∩ V is an isomorphism between the band algebras of U and V .
proof If W ⊆ U is a band, then W ∩ V is surely a band in V (it is order-closed in V because it is the
inverse image of the order-closed set W under the embedding V ⊆ U , which is order-continuous by 352Nc
and 352Nb). If W , W 0 are distinct bands in U , say W 0 6⊆ W , then W 0 6⊆ W ⊥⊥ , by 353B, so W 0 ∩ W ⊥ 6= {0};
because V is order-dense, V ∩ W 0 ∩ W ⊥ 6= {0}, and V ∩ W 0 6= V ∩ W . Thus W 7→ W ∩ V is injective.
If Q ⊆ V is a band in V , then its complementary band in V is just Q⊥ ∩ V , where Q⊥ is taken in U . So
(because V , like U , is Archimedean, by 351Rc) Q = (Q⊥ ∩ V )⊥ ∩ V = W ∩ V , where W = (Q⊥ ∩ V )⊥ is a
band in U . Thus the map W 7→ W ∩ V is an order-preserving bijection between the two band algebras. By
312L, it is a Boolean isomorphism, as claimed.

353E Lemma Let U be an Archimedean Riesz space and V ⊆ U a band such that sup{v : v ∈ V, 0 ≤
v ≤ u} is defined for every u ∈ U + . Then V is a projection band.
proof Take any u ∈ U + and set v = sup{v 0 : v 0 ∈ V + , v 0 ≤ u}, w = u − v. v ∈ V because V is a band.
Also w ∈ V ⊥ . P
P?? If not, there is some v0 ∈ V + such that w ∧ v0 > 0. Now for any n ∈ N we see that
nv0 ≤ u =⇒ nv0 ≤ v =⇒ (n + 1)v0 ≤ v + w = u,
so an induction on n shows that nv0 ≤ u for every n; which is impossible, because U is supposed to be
Archimedean. XXQQ Accordingly u = v +w ∈ V +V ⊥ . As u is arbitrary, U + ⊆ V +V ⊥ , and V is a projection
band (352R).

353F Lemma Let U be an Archimedean Riesz space. If A ⊆ U is non-empty and bounded above and
B is the set of its upper bounds, then inf(B − A) = 0.
proof ?? If not, let w > 0 be a lower bound for B − A. If u ∈ A and v ∈ B, then v − u ≥ w, that is,
u ≤ v − w; as u is arbitrary, v − w ∈ B. Take any u0 ∈ A, v0 ∈ B. Inducing on n, we see that v0 − nw ∈ B
for every n ∈ N, so that v0 − nw ≥ u0 , nw ≤ v0 − u0 for every n; but this is impossible, because U is
supposed to be Archimedean. X X
353J Archimedean and Dedekind complete Riesz spaces 239

353G Dedekind completeness Recall from 314A that a partially ordered set P is Dedekind (σ)-
complete if (countable) non-empty sets with upper and lower bounds have suprema and infima in P . For a
Riesz space U , U is Dedekind complete iff every non-empty upwards-directed subset of U + with an upper
bound has a least upper bound, and is Dedekind σ-complete iff every non-decreasing sequence in U + with
an upper bound has a least upper bound. P P (Compare 314Bc.) (i) Suppose that any non-empty upwards-
directed order-bounded subset of U + has an upper bound, and that A ⊆ U is any non-empty set with an
upper bound. Take u0 ∈ A and set
B = {u0 ∨ u1 ∨ . . . ∨ un − u0 : u1 , . . . , un ∈ A}.
Then B is an upwards-directed subset of U + , and if w is an upper bound of A then w − u0 is an upper
bound of B. So sup B is defined in U , and in this case u0 + sup B = sup A. As A is arbitrary, U is Dedekind
complete. (ii) Suppose that order-bounded non-decreasing sequences in U + have suprema, and that A ⊆ U
is any countable non-empty set with an upper bound. Let hun in∈N be a sequence running over A, and set
vn = supi≤n ui − u0 for each n. Then hvn in∈N is a non-decreasing order-bounded sequence in U + , and
u0 + supn∈N vn = sup A. (iii) Finally, still supposing that order-bounded non-decreasing sequences in U +
have suprema, if A ⊆ U is non-empty, countable and bounded below, inf A will be defined and equal to
− sup(−A). Q Q

353H Proposition Let U be a Dedekind σ-complete Riesz space.

(a) U is Archimedean.
(b) For any v ∈ U the band generated by v is a projection band.
(c) If u, v ∈ U , then u is uniquely expressible as u1 + u2 , where u1 belongs to the band generated by v
and |u2 | ∧ |v| = 0.
proof (a) Suppose that u, v ∈ U are such that nu ≤ v for every n ∈ N. Then nu+ ≤ v + for every n, and
A = {nu+ : n ∈ N} is a countable non-empty upwards-directed set with an upper bound; say w = sup A.
Since A + u+ ⊆ A, w + u+ = sup(A + u+ ) ≤ w, and u ≤ u+ ≤ 0. As u, v are arbitrary, U is Archimedean.
(b) Let V be the band generated by v. Take any u ∈ U + and set A = {v 0 : v 0 ∈ V, 0 ≤ v 0 ≤ u}. Then
{u ∧ n|v| : n ∈ N} is a countable set with an upper bound, so has a supremum u1 say in U . Now u1 is an
upper bound for A. P P If v 0 ∈ A, then
v 0 = supn∈N v 0 ∧ n|v| ≤ u1
by 352V. Q
Q Since u ∧ n|v| ∈ A ⊆ V for every n, u1 ∈ V and u1 = sup A.
As u is arbitrary, 353E tells us that V is a projection band.
(c) Again let V be the band generated by v. Then {v}⊥⊥ is a band containing v, so
{v} ⊆ V ⊆ {v}⊥⊥ , {v}⊥ ⊇ V ⊥ ⊇ {v}⊥⊥⊥ = {v}⊥
(352Od), and V ⊥ = {v}⊥ .
Now, if u ∈ U , u is uniquely expressible in the form u1 + u2 where u1 ∈ V and u2 ∈ V ⊥ , by (b). But
u2 ∈ V ⊥ ⇐⇒ u2 ∈ {v}⊥ ⇐⇒ |u2 | ∧ |v| = 0.
So we have the result.

353I Proposition In a Dedekind complete Riesz space, all bands are projection bands.
proof Use 353E, noting that the sets {v : v ∈ V, 0 ≤ v ≤ u} there are always non-empty, upwards-directed
and bounded above, so always have suprema.

353J Proposition (a) Let U be a Dedekind σ-complete Riesz space.

(i) If V is a solid linear subspace of U , then V is (in itself) Dedekind σ-complete.
(ii) If W is a sequentially order-closed Riesz subspace of U then W is Dedekind σ-complete.
(iii) If V is a sequentially order-closed solid linear subspace of U , the canonical map from U to V is
sequentially order-continuous, and the quotient Riesz space U/V is also Dedekind σ-complete.
(b) Let U be a Dedekind complete Riesz space.
240 Riesz spaces 353J

(i) If V is a solid linear subspace of U , then V is (in itself) Dedekind complete.

(ii) If W ⊆ U is an order-closed Riesz subspace then W is Dedekind complete.
proof (a)(i) If hun in∈N is a non-decreasing sequence in V + with an upper bound v ∈ V , then w = supn∈N un
is defined in U ; but as 0 ≤ w ≤ v, w ∈ V and w = supn∈N un in V . Thus V is Dedekind σ-complete.
(ii) If hun in∈N is a non-decreasing order-bounded sequence in W , then u = supn∈N un is defined in U ;
but because W is sequentially order-closed, u ∈ W and u = supn∈N un in W .
(iii) Let hun in∈N be a non-decreasing sequence in U with supremum u. Then of course u• is an upper
bound for A = {u•n : n ∈ N} in U/V . Now let p be any other upper bound for A. Express p as v • .
Then for each n ∈ N we have u•n ≤ p, so that (un − v)+ ∈ V . Because V is sequentially order-closed,
(u − v)+ = supn∈N (un − v)+ ∈ V and u• ≤ p. Thus u• is the least upper bound of A.
Similarly, if hun in∈N is a non-increasing sequence in U with infimum u, then u• = inf n∈N u•n in U/V .
Thus u 7→ u• is sequentially order-continuous.
Now suppose that hpn in∈N is a non-decreasing sequence in (U/V )+ with an upper bound p ∈ (U/V )+ . Let
u ∈ U + be such that u• = p, and for each n ∈ N let un ∈ U + be such that u•n = pn . Set vn = u ∧ supi≤n ui
for each n; then vn• = pn for each n, and hvn in∈N is a non-decreasing order-bounded sequence in U . Set
v = supn∈N vn ; by the last paragraph, v • = supn∈N pn in U/V . As hpn in∈N is arbitrary, U/V is Dedekind
σ-complete, as claimed.
(b) The argument is the same as parts (i) and (ii) of the proof of (a).

353K Proposition Let U be a Riesz space and V a quasi-order-dense Riesz subspace of U which is (in
itself) Dedekind complete. Then V is a solid linear subspace of U .
proof Suppose that v ∈ V , u ∈ U and that |u| ≤ |v|. Consider A = {w : w ∈ V, 0 ≤ w ≤ u+ }. Then A
is a non-empty subset of V with an upper bound in V (viz., |v|). So A has a supremum v0 in V . Because
the embedding V ⊆ U is order-continuous (352N), v0 is the supremum of A in U . But as V is order-dense
(353A), v0 = u+ and u+ ∈ V . Similarly, u− ∈ V and u ∈ V . As u, v are arbitrary, V is solid.

353L Order units Let U be a Riesz space.

(a) An element e of U + is an order unit in U if U is the solid linear subspace of itself generated by e;
that is, if for
S every u ∈ U there is an n ∈ N such that |u| ≤ ne. (For the solid linear subspace generated by
v ∈ U + is n∈N [−nv, nv].)

(b) An element e of U + is a weak order unit in U if U is the principal band generated by e; that is, if
u = supn∈N u ∧ ne for every u ∈ U + (352Vb).
Of course an order unit is a weak order unit.

(c) If U is Archimedean, then an element e of U + is a weak order unit iff {e}⊥⊥ = U (353B), that is, iff
{e}⊥ = {0} (because
{e}⊥ = {0} =⇒ {e}⊥⊥ = {0}⊥ = U =⇒ {e}⊥ = {e}⊥⊥⊥ = U ⊥ = {0},)
that is, iff u ∧ e > 0 whenever u > 0.

353M Theorem Let U be an Archimedean Riesz space with order unit e. Then it can be embedded
as an order-dense and norm-dense Riesz subspace of C(X), where X is a compact Hausdorff space, in such
a way that e corresponds to χX; moreover, this embedding is essentially unique.
Remark Here C(X) is the space of all continuous functions from X to R; because X is compact, they are
all bounded, so that χX is an order unit in C(X) = Cb (X).
proof (a) Let X be the set of Riesz homomorphisms x from U to R such that x(e) = 1. Define T : U → RX
by setting (T u)(x) = x(u) for x ∈ X, u ∈ U ; then it is easy to check that T is a Riesz homomorphism, just
because every member of X is a Riesz homomorphism, and of course T e = χX.
353M Archimedean and Dedekind complete Riesz spaces 241

(b) The key to the proof is the fact that X separates the points of U , that is, that T is injective. I choose
the following method to show this. Suppose that w ∈ U and w > 0. Because U is Archimedean, there is a
δ > 0 such that (w − δe)+ 6= 0. Now there is an x ∈ X such that x(w) ≥ δ. P P (i) By 351O, there is a solid
linear subspace V of U such that (w − δe)+ ∈ / V and whenever u ∧ v = 0 in U then one of u, v belongs to V .
(ii) Because V 6= U , e ∈/ V , so no non-zero multiple of e can belong to V . Also observe that if u, v ∈ U \ V ,
then one of (u − v)+ , (v − u)+ must belong to V , while neither u = u ∧ v + (u − v)+ nor v = u ∧ v + (v − u)+
/ V . (iii) For each u ∈ U set Au = {α : α ∈ R, (u − αe)+ ∈ V }. Then
does; so u ∧ v ∈
α ≥ β ∈ Au =⇒ 0 ≤ (u − αe)+ ≤ (u − βe)+ ∈ V =⇒ α ∈ Au .
Also Au is non-empty and bounded below, because if α ≥ 0 is such that −αe ≤ u ≤ αe then α ∈ Au and
−α − 1 ∈/ Au (since (u − (−α − 1)e)+ ≥ e ∈/ V ). (iv) Set x(u) = inf Au for every u ∈ U ; then α ∈ Au for
every α > x(u), α ∈
/ Au for every α < x(u). (v) If u, v ∈ U and α > x(u), β > x(v) then
((u + v) − (α + β)e)+ ≤ (u − αe)+ + (v − βe)+ ∈ V
(352Fc), so α + β ∈ Au+v ; as α and β are arbitrary, x(u + v) ≤ x(u) + x(v). (vi) If u, v ∈ U and α < x(u),
β < x(v) then
((u + v) − (α + β)e)+ ≥ (u − αe)+ ∧ (v − βe)+ ∈
/ V,
using (ii) of this argument and 352Fc, so α + β ∈ / Au+v . As α and β are arbitrary, x(u + v) ≥ x(u) + x(v).
(vii) Thus x : U → R is additive. (viii) If u ∈ U , γ > 0 then
α ∈ Au =⇒ (γu − αγe)+ = γ(u − αe)+ ∈ V =⇒ γα ∈ Aγu ;
thus Aγu ⊇ γAu ; similarly, Au ⊇ γ −1 Aγu so Aγu = γAu and x(γu) = γx(u). (ix) Consequently x is linear,
since we know already from (vii) that x(0u) = 0.x(u), x(−u) = −x(u). (x) If u ≥ 0 then u + αe ≥ αe ∈ /V
for every α > 0, that is, −α ∈
/ Au for every α > 0, and x(u) ≥ 0; thus x is a positive linear functional. (xi)
If u ∧ v = 0, then one of u, v belongs to V , so min(x(u), x(v)) ≤ 0 and (using (x)) min(x(u), x(v)) = 0;
thus x is a Riesz homomorphism (352G(iv)). (xii) Ae = [1, ∞[ so x(e) = 1. Thus x ∈ X. (xiii) δ ∈ / Aw so
x(w) ≥ δ. QQ
(c) Thus T w 6= 0 whenever w > 0; consequently |T w| = T |w| 6= 0 whenever w 6= 0, and T is injective. I
now have to define the topology of X. This is just the subspace topology on X if we regard X as a subset
of RU with its product topology. To see that X is compact,
Q observe that if for each u ∈ U we choose an
αu such that |u| ≤ αu e, then X is a subspace of Q = u∈U [−αu , αu ]. Because Q is a product of compact
spaces, it is compact, by Tychonoff’s theorem (3A3J). Now X is a closed subset of Q. P P X is just the
intersection of the sets
{x : x(u + v) = x(u) + x(v)}, {x : x(αu) = αx(u)},

{x : x(u+ ) = max(x(u), 0)}, {x : x(e) = 1}

as u, v run over U and α over R; and each of these is closed, so X is an intersection of closed sets and
therefore itself closed. Q
Q Consequently X also is compact. Moreover, the coordinate functionals x 7→ x(u)
are continuous on Q, therefore on X also, that is, T u : X → R is a continuous function for every u ∈ U .
Note also that because Q is a product of Hausdorff spaces, Q and X are Hausdorff (3A3Id).
(d) So T is a Riesz homomorphism from U to C(X). Now T [U ] is a Riesz subspace of C(X), containing
χX, and such that if x, y ∈ X are distinct there is an f ∈ T [U ] such that f (x) 6= f (y) (because there is
surely a u ∈ U such that x(u) 6= y(u)). By the Stone-Weierstrass theorem (281A), T [U ] is k k∞ -dense in
C(X).
P If f > 0 in C(X), set ² = 13 kf k∞ , and let u ∈ U be such that
Consequently it is also order-dense. P
+
kf − T uk∞ ≤ ²; set v = (u − ²e) . Since
0 < (f − 2²χX)+ ≤ (T u − ²χX)+ ≤ f + = f ,
0 < T v ≤ f . As f is arbitrary, T [U ] is quasi-order-dense, therefore order-dense (353A). Q
Q
(e) I have still to show that the representation is (essentially) unique. Suppose, then, that we have
another representation of U as a norm-dense Riesz subspace of C(Z), with e this time corresponding to
χZ; to simplify the notation, let us suppose that U is actually a subspace of C(Z). Then for each z ∈ Z,
242 Riesz spaces 353M

we have a functional ẑ : U → R defined by setting ẑ(u) = u(z) for every u ∈ U ; of course ẑ is a Riesz
homomorphism such that ẑ(e) = 1, that is, ẑ ∈ X. Thus we have a function z 7→ ẑ : Z → X. For any
u ∈ U , the function z 7→ ẑ(u) = u(z) is continuous, so the function z 7→ ẑ is continuous (3A3Ib). If z1 , z2
are distinct members of Z, there is an f ∈ C(Z) such that f (z1 ) 6= f (z2 ) (3A3Bf); now there is a u ∈ U
such that kf − uk∞ ≤ 31 |f (z1 ) − f (z2 )|, so that u(z1 ) 6= u(z2 ) and ẑ1 6= ẑ2 . Thus z 7→ ẑ is injective. Finally,
it is also surjective. P
P Suppose that x ∈ X. Set V = {u : u ∈ U, x(u) = 0}; then V is a solid linear
subspace of U (352Jb), not containing e. For z ∈ V + set Gv = {z : v(z) > 1}. Because e ∈ / V , Gv 6= Z.
G = {Gv : v ∈ V + } is an upwards-directed family of open setsSin Z, not containing Z; consequently, because
Z is compact, G cannot be an open cover of Z. Take z ∈ Z \ G. Then v(z) ≤ 1 for every v ∈ V + ; because
α|v| ∈ V + whenever v ∈ V , α ≥ 0, we must have v(z) = 0 for every v ∈ V . Now, given any u ∈ U , consider
v = u − x(u)e. Then x(v) = 0 so v ∈ V and v(z) = 0, that is,
u(z) = (v + x(u)e)(z) = v(z) + x(u)e(z) = x(u).
As u is arbitrary, ẑ = x; as x is arbitrary, we have the result. Q
Q
Thus z 7→ ẑ is a continuous bijection from the compact Hausdorff space Z to the compact Hausdorff
space X; it must therefore be a homeomorphism (3A3Dd).
This argument shows that if U is embedded as a norm-dense Riesz subspace of C(Z), where Z is compact
and Hausdorff, then Z must be homeomorphic to X. But it shows also that a homeomorphism is canonically
defined by the embedding; z ∈ Z corresponds to the Riesz homomorphism u 7→ u(z) in X.

353N Lemma Let U be a Riesz space, V an Archimedean Riesz space and S, T : U → V Riesz
homomorphisms such that Su ∧ T u0 = 0 in V whenever u ∧ u0 = 0 in U . Set W = {u : Su = T u}. Then W
is a solid linear subspace of U ; if S and T are order-continuous, W is a band.
proof (a) It is easy to check that, because S and T are Riesz homomorphisms, W is a Riesz subspace of U .
(b) If w ∈ W and 0 ≤ u ≤ w in U , then Su ≤ T u. P P?? Otherwise, set e = Sw = T w, and let Ve be
the solid linear subspace of V generated by e, so that Ve is an Archimedean Riesz space with order unit,
containing both Su and T u. By 353M (or its proof), there is a Riesz homomorphism x : Ve → R such
that x(e) = 1 and x(Su) > x(T u). Take α such that x(Su) > α > x(T u), and consider u0 = (u − αw)+ ,
u00 = (αw − u)+ . Then
x(Su0 ) = max(0, x(Su) − αx(Sw)) = max(0, x(Su) − α) > 0,

x(T u00 ) = max(0, αx(T w) − x(T u)) = max(0, α − x(T u)) > 0,
so
x(Su0 ∧ T u00 ) = min(x(Su0 ), x(T u00 )) > 0
and Su0 ∧ T u00 > 0, while u0 ∧ u00 = 0. X
XQQ
Similarly, T u ≤ Su and u ∈ W . As u and w are arbitrary, W is a solid linear subspace.
(c) Finally, suppose that S and T are order-continuous, and that A ⊆ W is a non-empty upwards-directed
set with supremum u in U . Then
Su = sup S[A] = sup T [A] = T u
and u ∈ W . As u and A are arbitrary, W is a band (352Ob).

353O f -algebras I give two results on f -algebras, intended to clarify the connexions between the
multiplicative and lattice structures of the Riesz spaces in Chapter 36.
Proposition Let U be an Archimedean f -algebra (352W). Then
(a) the multiplication is separately order-continuous in the sense that the maps u 7→ u × w, u 7→ w × u
are order-continuous for every w ∈ U + ;
(b) the multiplication is commutative.
proof (a) Let A ⊆ U be a non-empty set with infimum 0, and v0 ∈ U + a lower bound for {u × w : u ∈ A}.
Fix u0 ∈ A. If u ∈ A and δ > 0, then v0 ∧ (u0 − 1δ u)+ ≤ δu0 × w. P
P Set v = v0 ∧ (u0 − 1δ u)+ . Then
353P Archimedean and Dedekind complete Riesz spaces 243

δv ∧ (u − δu0 )+ ≤ (δu0 − u)+ ∧ (u − δu0 )+ = 0,

so v ∧ (u − δu0 )+ = 0 and v ∧ ((u − δu0 )+ × w) = 0. But
v ≤ v0 ≤ u × w ≤ (u − δu0 )+ × w + δu0 × w,
so
v ≤ ((u − δu0 )+ × w) ∧ v + (δu0 × w) ∧ v ≤ δu0 × w,
by 352Fa. Q
Q
Taking the infimum over u, and using the distributive laws (352E), we get
v0 ∧ u0 ≤ δu0 × w.
Taking the infimum over δ, and using the hypothesis that U is Archimedean,
v0 ∧ u0 = 0.
But this means that v0 ∧ (u0 × w) = 0, while v0 ≤ u0 × w, so v0 = 0. As v0 is arbitrary, inf u∈A u × w = 0;
as A is arbitrary, u 7→ u × w is order-continuous. Similarly, u 7→ w × u is order-continuous.
(b)(i) Fix v ∈ U + , and for u ∈ U set
Su = u × v, T u = v × u.
Then S and T are both order-continuous Riesz homomorphisms from U to itself (352W(b-iv) and (a) above).
Also, Su ∧ T u0 = 0 whenever u ∧ u0 = 0. P
P
0 = (u × v) ∧ u0 = (u × v) ∧ (v × u0 ). Q
Q
So W = {u : u × v = v × u} is a band in U (353N). Of course v ∈ W (because Sv = T v = v 2 ). If
u ∈ W ⊥ , then v ∧ |u| = 0 so Su = T u = 0 (352W(b-i)), and u ∈ W ; but this means that W ⊥ = {0} and
W = W ⊥⊥ = U (353Bb). Thus v × u = u × v for every u ∈ U .
(ii) This is true for every v ∈ U + . Of course it follows that v × u = u × v for every u, v ∈ U , so that
multiplication is commutative.

353P Proposition Let U be an Archimedean f -algebra with multiplicative identity e.

(a) e is a weak order unit in U .
(b) If u, v ∈ U then u × v = 0 iff |u| ∧ |v| = 0.
(c) If u ∈ U has a multiplicative inverse u−1 then |u| also has a multiplicative inverse; if u ≥ 0 then
u−1 ≥ 0 and u is a weak order unit.
(d) If V is another Archimedean f -algebra with multiplicative identity e0 , and T : U → V is a positive
linear operator such that T e = e0 , then T is a Riesz homomorphism iff T (u × v) = T u × T v for all u, v ∈ U .
proof (a) e = e2 ≥ 0 by 352W(b-iii). If u ∈ U and e ∧ |u| = 0 then |u| = (e × |u|) ∧ |u| = 0; by 353Lc, e is
a weak order unit.
(b) If |u| ∧ |v| = 0 then u × v = 0, by 352W(b-ii). If w = |u| ∧ |v| > 0, then w2 ≤ |u| × |v|. Let n ∈ N be
such that nw 6≤ e, and set w1 = (nw − e)+ , w2 = (e − nw)+ . Then

0 6= w1 = w1 × e = w1 × w2 + w1 × (e ∧ nw)
= w1 × (e ∧ nw) ≤ (nw)2 ≤ n2 |u| × |v| = n2 |u × v|,
so u × v 6= 0.
(c) u × u−1 = e so |u| × |u−1 | = |e| = e (352W(b-iii)), and |u−1 | = |u|−1 . (Recall that inverses in any
semigroup with identity are unique, so that we need have no inhibitions in using the formulae u−1 , |u|−1 .)
Now suppose that u ≥ 0. Then u−1 = |u−1 | ≥ 0. If u ∧ |v| = 0 then
e ∧ |v| = (u × u−1 ) ∧ |v| = 0,
so v = 0; accordingly u is a weak order unit.
(d)(i) If T is multiplicative, and u ∧ v = 0 in U , then T u × T v = T (u × v) = 0 and T u ∧ T v = 0, by (b).
So T is a Riesz homomorphism, by 352G.
244 Riesz spaces 353P

(ii) Accordingly I shall henceforth assume that T is a Riesz homomorphism and seek to show that it
is multiplicative.
If u, v ∈ U + , then T (u × v) and T u × T v both belong to the band generated by T u. P
P Write W for this
band. (α) For any n ≥ 1 we have (v − ne)2 ≥ 0, that is, 2nv ≤ v 2 + n2 e, so
n(v − ne) ≤ 2nv − n2 e ≤ v 2 .
Consequently
1
T (u × v) − nT u = T (u × v) − nT (u × e) = T (u × (v − ne)) ≤ T (u × v 2 )
n

because v 0 7→ T (u × v 0 ) is a positive linear operator; as V is Archimedean, inf n∈N (T (u × v) − nT u)+ = 0

and T (u × v) = supn∈N T (u × v) ∧ nT u belongs to W . (β) If w ∧ |T u| = 0 then
w ∧ |T u × T v| = w ∧ (|T u| × |T v|) = 0;
so T u × T v ∈ W ⊥⊥ = W . Q
Q
(iii) Fix v ∈ U + . For u ∈ U , set S1 u = T u × T v and S2 u = T (u × v). Then S1 and S2 are both
Riesz homomorphisms from U to V . If u ∧ u0 = 0 in U , then S1 u ∧ S2 u0 = 0 in V , because (by (ii) just
above) S1 u belongs to the band generated by T u, while S2 u0 belongs to the band generated by T u0 , and
T u ∧ T u0 = T (u ∧ u0 ) = 0. By 353N, W = {u : S1 u = S2 u} is a solid linear subspace of U . Of course it
contains e, since
S1 e = T e × T v = e0 × T v = T v = T (e × v) = S2 e.
1 2
In fact u ∈ W for every u ∈ U + . P
P As noted in (ii) just above, u − ne ≤ nu for every n ≥ 1. So

|S1 u − S2 u| = |S1 (u − ne)+ + S1 (u ∧ ne) − S2 (u − ne)+ − S2 (u ∧ ne)|

1
≤ S1 (u − ne)+ + S2 (u − ne)+ ≤ (S1 u2 + S2 u2 )
n

for every n ≥ 1, and |S1 u − S2 u| = 0, that is, S1 u = S2 u. Q

Q
So W = U , that is, T u × T v = T (u × v) for every u ∈ U . And this is true for every v ∈ U + . It follows at
once that it is true for every v ∈ U , so that T is multiplicative, as claimed.

353X Basic exercises > (a) Let U be a Riesz space in which every band is complemented. Show that
U is Archimedean.

(b) A Riesz space U has the principal projection property iff the band generated by any single member
of U is a projection band. Show that any Dedekind σ-complete Riesz space has the principal projection
property, and that any Riesz space with the principal projection property is Archimedean.

> (c) Fill in the missing part (b-iii) of 353J.

(d) Let U be an Archimedean f -algebra with an order-unit which is a multiplicative identity. Show that
U can be identified, as f -algebra, with a subspace of C(X) for some compact Hausdorff space X.

353Y Further exercises (a) Let U be a Riesz space in which every quasi-order-dense solid linear
subspace is order-dense. Show that U is Archimedean.

(b) Let X be a completely regular Hausdorff space. Show that C(X) is Dedekind complete iff Cb (X) is
Dedekind complete iff X is extremally disconnected.

(c) Let X be a compact Hausdorff space. Show that C(X) is Dedekind σ-complete iff G is open for every
cozero set G ⊆ X. (Cf. 314Yf.) Show that in this case X is zero-dimensional.

(d) Let U be an Archimedean Riesz space such that {un : n ∈ N} has a supremum in U whenever hun in∈N
is a sequence in U such that um ∧un = 0 whenever m 6= n. Show that U has the principal projection property,
but need not be Dedekind σ-complete.
353 Notes Archimedean and Dedekind complete Riesz spaces 245

(e) Let U be an Archimedean Riesz space. Show that the following are equiveridical: (i) U has the
countable sup property (241Yd) (ii) for every A ⊆ U there is a countable B ⊆ A such that A and B have
the same upper bounds; (iii) every disjoint subset of U + is countable.

(f ) Let U be an Archimedean Riesz space with order unit e, and k ke the corresponding norm. Let Z be
the unit ball of U ∗ . Show that for a linear functional f : U → R the following are equiveridical: (i) f is
an extreme point of Z, that is, f ∈ Z and Z \ {f } is convex (ii) |f (e)| = 1 and one of f , −f is a Riesz
homomorphism.

(g) Let U be an Archimedean f -algebra. Show that an element e of U is a multiplicative identity iff
e2 = e and e is a weak order unit. (Hint: start by showing that under these conditions, e × u = 0 ⇒ u = 0.)

(h) Let U be an Archimedean f -algebra with a multiplicative identity. Show that if u ∈ U then u is
invertible iff |u| is invertible.

353 Notes and comments As in the last section, many of the results above have parallels in the theory
of Boolean algebras; thus 353A corresponds to 313K, 353G corresponds in part to remarks in 314Bc and
314Xa, and 353J corresponds to 314C-314E. Riesz spaces are more complicated; for instance, principal ideals
in Boolean algebras are straightforward, while in Riesz spaces we have to distinguish between the solid linear
subspace generated by an element and the band generated by the same element. Thus an ‘order unit’ in a
Boolean ring would just be an identity, while in a Riesz space we must distinguish between ‘order unit’ and
‘weak order unit’. As this remark may suggest to you, (Archimedean) Riesz spaces are actually closer in
spirit to arbitrary Boolean rings than to the Boolean algebras we have been concentrating on so far; to the
point that in §361 below I will return briefly to general Boolean rings.
Note that the standard definition of ‘order-dense’ in Boolean algebras, as given in 313J, corresponds to
the definition of ‘quasi-order-dense’ in Riesz spaces (352Na); the point here being that Boolean algebras
behave like Archimedean Riesz spaces, in which there is no need to make a distinction.
I give the representation theorem 353M more for completeness than because we need it in any formal
sense. In 351Q and 352L I have given representation theorems for general partially ordered linear spaces,
and general Riesz spaces, as quotients of spaces of functions; in 368F below I give a theorem for Archimedean
Riesz spaces corresponding rather more closely to the expressions of the Lp spaces as quotients of spaces of
measurable functions. In 353M, by contrast, we have a theorem expressing Archimedean Riesz spaces with
order units as true spaces of functions, rather than as spaces of equivalence classes of functions. All these
theorems are important in forming an appropriate mental picture of ordered linear spaces, as in 352M.
I give a bare-handed proof of 353M, using only the Riesz space structure of C(X); if you know a little
about extreme points of dual unit balls you can approach from that direction instead, using 353Yf. The point
is that (as part (d) of the proof makes clear) the space X can be regarded as a subset of the normed space
dual U ∗ of U with its weak* topology. In this treatise generally, and in the present chapter in particular,
I allow myself to be slightly prejudiced against normed-space methods; you can find them in any book on
functional analysis, and I prefer here to develop techniques like those in part (b) of the proof of 353M, which
will be a useful preparation for such theorems as 368E.
There is a very close analogy between 353M and the Stone representation of Boolean algebras (311E,
311I-311K). Just as the proof of 311E looked at the set of ring homomorphisms from A to the elementary
Boolean algebra Z2 , so the proof of 353M looks at Riesz homomorphisms from U to the elementary M -space
R. Later on, the most important M -spaces, from the point of view of this treatise, will be the L∞ spaces of
§363, explicitly defined in terms of Stone representations (363A).
Of the two parts of 353O, it is (a) which is most important for the purposes of this book. The f -algebras
we shall encounter in Chapter 36 can be seen to be commutative for different, and more elementary, reasons.
The (separate) order-continuity of multiplication, however, is not always immediately obvious. Similarly,
the uniferent Riesz homomorphisms we shall encounter can generally be seen to be multiplicative without
relying on the arguments of 353Pd.
246 Riesz Spaces §354 intro.

354 Banach lattices

The next step is a brief discussion of norms on Riesz spaces. I start with the essential definitions (354A,
354D) with the principal properties of general Riesz norms (354B-354C) and order-continuous norms (354E).
I then describe two of the most important classes of Banach lattice: M -spaces (354F-354L) and L-spaces
(354M-354R), with their elementary properties. For M -spaces I give the basic representation theorem
(354K-354L), and for L-spaces I give a note on uniform integrability (354P-354R).

354A Definitions (a) If U is a Riesz space, a Riesz norm or lattice norm on U is a norm k k such
that kuk ≤ kvk whenever |u| ≤ |v|; that is, a norm such that k|u|k = kuk for every u and kuk ≤ kvk
whenever 0 ≤ u ≤ v.

(b) A Banach lattice is a Riesz space with a Riesz norm under which it is complete.
Remark We have already seen many examples of Banach lattices; I list some in 354Xa below.

354B Lemma Let U be a Riesz space with a Riesz norm k k.

(a) U is Archimedean.
(b) The maps u 7→ |u| and u 7→ u+ are uniformly continuous.
(c) For any u ∈ U , the sets {v : v ≤ u} and {v : v ≥ u} are closed; in particular, the positive cone of U is
closed.
(d) Any band in U is closed.
(e) If V is a norm-dense Riesz subspace of U , then V + = {v : v ∈ V, v ≥ 0} is norm-dense in the positive
cone U + of U .
proof (a) If u, v ∈ U are such that nu ≤ v for every n ∈ N, then nu+ ≤ v + so nku+ k ≤ kv + k for every n,
and ku+ k = 0, that is, u+ = 0 and u ≤ 0. As u, v are arbitrary, U is Archimedean.
(b) For any u, v ∈ U , ||u| − |v|| ≤ |u − v| (352D), so k|u| − |v|k ≤ ku − vk; thus u 7→ |u| is uniformly
continuous. Consequently u 7→ 12 (u + |u|) = u+ is uniformly continuous.
(c) Now {v : v ≤ u} = {v : (v − u)+ = 0} is closed because the function v 7→ (v − u)+ is continuous and
{0} is closed. Similarly {v : v ≥ u} = {v : (u − v)+ = 0} is closed.
(d) If V ⊆ U is a band, then V = V ⊥⊥ (353Bb), that is, V = {v : |v| ∧ |w| = 0 for every w ∈ V ⊥ }.
Because the function v 7→ |v| ∧ |w| = 21 (|v| + |w| − ||v| − |w||) is continuous, all the sets {v : |v| ∧ |w| = 0}
are closed, and so is their intersection V .
(e) Observe that V + = {v + : v ∈ V } and U + = {u+ : u ∈ U }; recall that u 7→ u+ is continuous, and
apply 3A3Eb.
P∞
354C Lemma If U is a Banach lattice and hu Pn∞in∈N is a sequence in U such that n=0 kun k < ∞, then
supn∈N un is defined in U , with k supn∈N un k ≤ n=0 kun k.
proof Set vn = supi≤n ui for each n. Then
0 ≤ vn+1 − vn ≤ (un+1 − un )+ ≤ |un+1 − un |
for each n ∈ N, so
P∞ P∞ P∞
n=0 kvn+1 − vn k ≤ n=0 kun+1 − un k ≤ n=0 kun+1 k + kun k
is finite, and hvn in∈N is Cauchy. Let u be its limit; because hvn in∈N is non-decreasing, and the sets {v : v ≥
vn } are all closed, u ≥ vn for each n ∈ N. On the other hand, if v ≥ vn for every n, then
(u − v)+ = limn→∞ (vn − v)+ = 0,
and u ≤ v. So
u = supn∈N vn = supn∈N un
is the required supremum.
354E Banach lattices 247

Pn
To estimate its norm, observe that |vn | ≤ i=0 |ui | for each n (induce on n, using the last item in 352D
for the inductive step), so that
P∞ P∞
kuk = limn→∞ kvn k ≤ i=0 k|ui |k = i=0 kui k.

354D I come now to the basic properties according to which we classify Riesz norms.

Definitions (a) A Fatou norm on a Riesz space U is a Riesz norm on U such that whenever A ⊆ U + is
non-empty and upwards-directed and has a least upper bound in U , then k sup Ak = supu∈A kuk. (Observe
that, once we know that k k is a Riesz norm, we can be sure that kuk ≤ k sup Ak for every u ∈ A, so that
all we shall need to check is that k sup Ak ≤ supu∈A kuk.)

(b) A Riesz norm on a Riesz space U has the Levi property if every upwards-directed norm-bounded
set is bounded above.

(c) A Riesz norm on a Riesz space U is order-continuous if inf u∈A kuk = 0 whenever A ⊆ U is a
non-empty downwards-directed set with infimum 0.

354E Proposition Let U be a Riesz space with an order-continuous Riesz norm k k.

(a) If A ⊆ U is non-empty and upwards-directed and has a supremum, then sup A ∈ A.
(b) k k is Fatou.
(c) If A ⊆ U is non-empty and upwards-directed and bounded above, then for every ² > 0 there is a
u ∈ A such that k(v − u)+ k ≤ ² for every v ∈ A.
(d) Any non-decreasing order-bounded sequence in U is Cauchy.
(e) If U is a Banach lattice it is Dedekind complete.
(f) Every order-dense Riesz subspace of U is norm-dense.

proof (a) Suppose that A ⊆ U is non-empty and upwards-directed and has a least upper bound u0 . Then
B = {u0 − u : u ∈ A} is downwards-directed and has infimum 0. So inf u∈A ku0 − uk = 0, and u0 ∈ A.

(b) If, in (a), A ⊆ U + , then we must have

ku0 k ≤ inf u∈A kuk + ku − u0 k ≤ supu∈A kuk.
As A is arbitary, k k is a Fatou norm.

(c) Let B be the set of upper bounds for A. Then B is downwards-directed; because A is upwards-
directed, B − A = {v − u : v ∈ B, u ∈ A} is downwards-directed. By 353F, inf(B − A) = 0. So there are
w ∈ B, u ∈ A such that kw − uk ≤ ². Now if v ∈ A,
(v − u)+ = (v ∨ u) − u ≤ w − u,
so k(v − u)+ k ≤ ².

(d) If hun in∈N is a non-decreasing order-bounded sequence, and ² > 0, then, applying (c) to {un : n ∈ N},
we find that there is an m ∈ N such that kum − un k ≤ ² whenever m ≥ n.

(e) Now suppose that U is a Banach lattice. Let A ⊆ U be any non-empty set with an upper bound. Set
A0 = {u0 ∨ . . . ∨ un : u0 , . . . , un ∈ A}, so that A0 is upwards-directed and has the same upper bounds as A.
For each n, choose un ∈ A0 such that k(u − un )+ k ≤ 2−n for every u ∈ A0 . Set vn = supi≤n ui for each n;
then vn ∈ A0 and kvm − vn k ≤ k(vm − un )+ k ≤ 2−n for all m ≥ n. So hvn in∈N is Cauchy and has a limit v
say. If u ∈ A, then k(u − v)+ k = limn→∞ k(u − vn )+ k = 0, so u ≤ v; while if w is any upper bound for A,
then k(v − w)+ k = limn→∞ k(vn − w)+ k = 0 and v ≤ w. Thus v = sup A and A has a supremum.

(f ) If V is an order-dense Riesz subspace of U and u ∈ U + , set A = {v : v ∈ V, v ≤ u}. Then A is

upwards-directed and has supremum u, so u ∈ A ⊆ V , by (a). Thus U + ⊆ V ; it follows at once that
U = U+ − U+ ⊆ V .
248 Riesz Spaces 354F

354F Lemma If U is an Archimedean Riesz space with an order unit e (definition: 353L), there is a
Riesz norm k ke defined on U by the formula
kuke = min{α : |u| ≤ αe}
for every u ∈ U .
proof This is a routine verification. Because e is an order-unit, {α : |u| ≤ αe} is always non-empty,
so always has an infimum α0 say; now |u| − α0 e ≤ δe for every δ > 0, so (because U is Archimedean)
|u| − α0 e ≤ 0 and |u| ≤ α0 e, so that the minimum is attained. In particular, kuke = 0 iff u = 0. The
subadditivity and homogeneity of k ke are immediate from the facts that |u + v| ≤ |u| + |v|, |αu| = |α||u|.

354G Definitions (a) If U is an Archimedean Riesz space and e an order unit in U , the norm k ke as
defined in 354F is the order-unit norm on U associated with e.

(b) An M -space is a Banach lattice in which the norm is an order-unit norm.

(c) If U is an M -space, its standard order unit is the order unit e such that k ke is the norm of U . (To
see that e is uniquely defined, observe that it is sup{u : u ∈ U, kuk ≤ 1}.)

354H Examples (a) For any set X, `∞ (X) is an M -space with standard order unit χX. (As remarked
in 243Xl, the completeness of `∞ (X) can be regarded as the special case of 243E in which X is given counting
measure.)

(b) For any topological space X, the space Cb (X) of bounded continuous real-valued functions on X is
an M -space with standard order unit χX. (It is a Riesz subspace of `∞ (X) containing the order unit of
`∞ (X), therefore in its own right an Archimedean Riesz space with order unit. To see that it is complete, it
is enough to observe that it is closed in `∞ (X) because a uniform limit of continuous functions is continuous
(3A3Nb).)

(c) For any measure space (X, Σ, µ), the space L∞ (µ) is an M -space with standard order unit χX • .

354I Lemma Let U be an Archimedean Riesz space with order unit e, and V a subset of U which is
dense for the order-unit norm k ke . Then for any u ∈ U there are sequences hvn in∈N , hwn in∈N in V such
that vn ≤ vn+1 ≤ u ≤ wn+1 ≤ wn and kwn − vn ke ≤ 2−n for every n; so that u = supn∈N vn = inf n∈N wn in
U.
If V is a Riesz subspace of U , and u ≥ 0, we may suppose that vn ≥ 0 for every n. Consequently V is
order-dense in U .
proof For each n ∈ N, take vn , wn ∈ V such that
3 1 3 1
ku − e − vn ke ≤ , ku + e − wn ke ≤ .
2n+3 2n+3 2n+3 2n+3
Then
1 1 1 1
u− e ≤ vn ≤ u − e ≤u≤u+ e ≤ wn ≤ u + e.
2n+1 2n+2 2n+2 2n+1

Accordingly hvn in∈N is non-decreasing, hwn in∈N is non-increasing and kwn −vn ke ≤ 2−n for every n. Because
U is Archimedean, supn∈N vn = inf n∈N wn = u.
If V is a Riesz subspace of U , then replacing vn by vn+ if necessary we may suppose that every vn is
non-negative; and V is order-dense by the definition in 352N.

354J Proposition Let U be an Archimedean Riesz space with an order unit e. Then k ke is Fatou and
has the Levi property.
proof This is elementary. If A ⊆ U + is non-empty, upwards-directed and norm-bounded, then it is bounded
above by αe, where α = supu∈A kuke . This is all that is called for in the Levi property. If moreover sup A
is defined, then sup A ≤ αe so k sup Ak ≤ α, as required in the Fatou property.
354O Banach lattices 249

354K Theorem Let U be an Archimedean Riesz space with order unit e. Then it can be embedded as
an order-dense and norm-dense Riesz subspace of C(X), where X is a compact Hausdorff space, in such a
way that e corresponds to χX and k ke corresponds to k k∞ ; moreover, this embedding is essentially unique.
proof This is nearly word-for-word a repetition of 353M. The only addition is the mention of the norms.
But let X and T : U → C(X) be as in 353M. Then, for any u ∈ U , |u| ≤ kuke e, so that
|T u| = T |u| ≤ kuke T e = kuke χX,
and kT uk∞ ≤ kuke . On the other hand, if 0 < δ < kuke then u1 = (|u| − δe)+ > 0, so that T u1 =
(|T u| − δχX)+ > 0 and kT uk∞ ≥ δ; as δ is arbitrary, kT uk∞ ≥ kuke .

354L Corollary Any M -space U is isomorphic, as Banach lattice, to C(X) for some compact Hausdorff
X, and the isomorphism is essentially unique. X can be identified with the set of Riesz homomorphisms
x : U → R such that x(e) = 1, where e is the standard order unit of U , with the topology induced by the
product topology on RU .
proof By 354K, there are a compact Hausdorff space X and an embedding of U as a norm-dense Riesz
subspace of C(X) matching k ke to k k∞ . Since U is complete under k ke , its image is closed in C(X) (3A4Ff),
and must be the whole of C(X). The expression is unique just in so far as the expression of 353M/354K is
unique. In particular, we may, if we wish, take X to be the set of normalized Riesz homomorphisms from
U to R, as in the proof of 353M.
Remark If U is an M -space, then the construction of 353M represents U as C(X), where X is the set of
uniferent Riesz homomorphisms from U to R; this is sometimes called the spectrum of U .

354M I come now to a second fundamental class of Banach lattices, in a strong sense ‘dual’ to the class
of M -spaces, as will appear in §356.
Definition An L-space is a Banach lattice U such that ku + vk = kuk + kvk whenever u, v ∈ U + .
Example If (X, Σ, µ) is any measure space, then L1 (µ), with its norm k k1 , is an L-space (242D, 242F). In
particular, taking µ to be counting measure on N, `1 is an L-space (242Xa).

354N Theorem If U is an L-space, then its norm is order-continuous and has the Levi property.
proof (a) Both of these are consequences of the following fact: if A ⊆ U is norm-bounded and non-empty
and upwards-directed, then sup A is defined in U and belongs to the norm-closure of A in U . P
P For u ∈ A,
set γ(u) = sup{kv − uk : v ∈ A, v ≥ u}. We surely have γ(u) ≤ kuk + supv∈A kvk < ∞. Choose a sequence
hun in∈N in A such that un+1 ≥ un and kun+1 − un k ≥ 12 γ(un ) for each n. Then
Pn 1 Pn
kun+1 − u0 k = i=0 kui+1 − ui k ≥ i=0 γ(ui )
2
P∞
for every n, using the definition of ‘L-space’. Because A is bounded, i=0 γ(ui ) < ∞ and limn→∞ γ(un ) = 0.
But kum − un k ≤ γ(un ) whenever m ≥ n, so hun in∈N is Cauchy and has a limit u∗ in U .
For each n ∈ N, u∗ ≥ un because um ≥ un for every m ≥ n (see 354Bc). If u ∈ A, n ∈ N then there
is a u0 ∈ A such that u0 ≥ u ∨ un ; now (u − u∗ )+ ≤ u0 − un so k(u − u∗ )+ k ≤ ku0 − un k ≤ γ(un ); as n is
arbitrary, k(u − u∗ )+ k = 0 and u ≤ u∗ . Thus u∗ is an upper bound for A. But if v is any upper bound for
A, then un ≤ v for every n so u∗ ≤ v. Thus u∗ is the least upper bound of A; and u∗ ∈ A because it is the
norm limit of hun in∈N . Q
Q
(b) This shows immediately that the norm has the Levi property. But also it must be order-continuous.
P
P If A ⊆ U is non-empty and downwards-directed and has infimum 0, take any u0 ∈ A and consider
B = {u0 − u : u ∈ A, u ≤ u0 }. Then B is upwards-directed and has supremum u0 , so u0 ∈ B and
inf u∈A kuk ≤ inf v∈B ku0 − vk = 0. Q
Q

354O Proposition If U is an L-space and V is a norm-closed Riesz subspace of U , then V is an L-space

in its own right. In particular, any band of U is an L-space.
250 Riesz Spaces 354O

proof For any Riesz subspace V of U , we surely have ku + vk = ku| + kvk whenever u, v ∈ V + ; so if
V is norm-closed, therefore a Banach lattice, it must be an L-space. But in any Banach lattice, a band is
norm-closed (354Bd), so a band in an L-space is again an L-space.

354P Uniform integrability in L-spaces Some of the ideas of §246 can be readily expressed in this
abstract context.
Definition Let U be an L-space. A set A ⊆ U is uniformly integrable if for every ² > 0 there is a w ∈ U +
such that k(|u| − w)+ k ≤ ² for every u ∈ A.

354Q Since I have already used the phrase ‘uniformly integrable’ based on a different formula, I had
better check instantly that the two definitions are consistent.
Proposition If (X, Σ, µ) is any measure space, then a subset of L1 = L1 (µ) is uniformly integrable in the
sense of 354P iff it is uniformly integrable in the sense of 246A.
proof (a) If A ⊆ L1 is uniformlyR integrable in the sense of 246A, then for any ² > 0 there are M ≥ 0,
E ∈ Σ such that µE < ∞ and (|u| − M χE • )+ ≤ ² for every u ∈ A; now w = M χE • belongs to (L1 )+ and
k(|u| − w)+ k ≤ ² for every u ∈ A. As ² is arbitrary, A is uniformly integrable in the sense of 354P.
(b) Now suppose that A is uniformly integrable in the sense of 354P. Let ² > 0. Then there is a w ∈ (L1 )+
such that k(|u| − w)+ k ≤ 21 ² for every u ∈ A. There is a simple function h : X → R such that kw − h• k ≤ 21 ²
(242M); now take E = {x : h(x) 6= 0}, M = supx∈X |h(x)| (I pass over the trivial case X = ∅), so that
h ≤ M χE and
(|u| − M χE • )+ ≤ (|u| − w)+ + (w − M χE • )+ ≤ (|u| − w)+ + (w − h• )+ ,
R
(|u| − M χE • )+ ≤ k(|u| − w)+ k + kw − h• k ≤ ²
for every u ∈ A. As ² is arbitrary, A is uniformly integrable in the sense of 354P.

354R I give abstract versions of the easiest results from §246.

Theorem Let U be an L-space.
(a) If A ⊆ U is uniformly integrable, then
(i) A is norm-bounded;
(ii) every subset of A is uniformly integrable;
(iii) for any α ∈ R, αA is uniformly integrable;
(iv) there is a uniformly integrable, solid, convex, norm-closed set C ⊇ A;
(v) for any other uniformly integrable set B ⊆ U , A ∪ B and A + B are uniformly integrable.
(b) For any set A ⊆ U , the following are equiveridical:
(i) A is uniformly integrable;
(ii) limn→∞ (|un | − supi<n |ui |)+ = 0 for every sequence hun in∈N in A;
(iii) either A is empty or for every ² > 0 there are u0 , . . . , un ∈ A such that k(|u| − supi≤n |ui |)+ k ≤ ²
for every u ∈ A;
(iv) A is norm-bounded and any disjoint sequence in the solid hull of A is norm-convergent to 0.
(c) If V ⊆ U is a closed Riesz subspace then a subset of V is uniformly integrable when regarded as a
subset of V iff it is uniformly integrable when regarded as a subset of U .
R
proof (a)(i) There must be a w ∈ U + such that (|u| − w)+ ≤ 1 for every u ∈ A; now
|u| ≤ |u| − w + |w| ≤ (|u| − w)+ + |w|, kuk ≤ k(|u| − w)+ k + kwk ≤ 1 + kwk
for every u ∈ A, so A is norm-bounded.
(ii) This is immediate from the definition.
(iii) Given ² > 0, we can find w ∈ U + such that |α|k(|u| − w)+ k ≤ ² for every u ∈ A; now k(|v| −
|α|w)+ k ≤ ² for every v ∈ αA.
(iv) If A is empty, take C = A. Otherwise, try
354R Banach lattices 251

C = {v : v ∈ U, k(|v| − w)+ k ≤ supu∈A k(|u| − w)+ k for every w ∈ U + }.

Evidently A ⊆ C, and C satisfies the definition 354M because A does. The functionals
v 7→ k(|v| − w)+ k : U → R
are all continuous for k k (because the operators v 7→ |v|, v 7→ v − w, v 7→ v + , v 7→ kvk are continuous), so
C is closed. If |v 0 | ≤ |v| and v ∈ C, then
k(|v 0 | − w)+ k ≤ k(|v| − w)+ k ≤ supu∈A k(|u| − w)+ k
for every w, and v 0 ∈ C. If v = αv1 + βv2 where v1 , v2 ∈ C, α ∈ [0, 1] and β = 1 − α, then |v| ≤ α|v1 | + β|v2 |,
so
|v| − w ≤ (α|v1 | − αw) + (β|v2 | − βw) ≤ (α|v1 | − αw)+ + (β|v2 | − βw)+
and
(|v| − w)+ ≤ α(|v1 | − w)+ + β(|v2 | − w)+
for every w; accordingly

k(|v| − w)+ k ≤ αk(|v1 | − w)+ k + βk(|v2 | − w)+ k

≤ (α + β) sup k(|u| − w)+ k = sup k(|u| − w)+ k
u∈A u∈A

for every w, and v ∈ C.

Thus C has all the required properties.
P Given ² > 0, let w1 , w2 ∈ U + be such that
(v) I show first that A ∪ B is uniformly integrable. P
k(|u| − w1 )+ k ≤ ² for every u ∈ A, k(|u| − w2 )+ k ≤ ² for every u ∈ B.
Set w = w1 ∨ w2 ; then k(|u| − w)+ k ≤ ² for every u ∈ A ∪ B. As ² is arbitrary, A ∪ B is uniformly integrable.
Q
Q
Now (iv) tells us that there is a convex uniformly integrable set C including A ∪ B, and in this case
A + B ⊆ 2C, so A + B is also uniformly integrable, using (ii) and (iii).
(b)(i)⇒(ii)&(iv) Suppose that A is uniformly integrable and that hun in∈N is any sequence in the solid
hull of A. Set vn = supi≤n |ui | for n ∈ N and
v00 = v0 = |u0 |, vn0 = vn − vn−1 = (|un | − supi<n |ui |)+
for n ≥ 1. Given ² > 0, there is a w ∈ U + such that k(|u| − w)+ k ≤ ² for every u ∈ A, and therefore for
every u in the solid hull of A. Of course supn∈N kvn ∧ wk ≤ kwk is finite, so there is an n ∈ N such that
kvi ∧ wk ≤ ² + kvn ∧ wk for every i ∈ N. But now, for m > n,
0
vm ≤ (|um | − vn )+ ≤ (|um | − |um | ∧ w)+ + ((|um | ∧ w) − vn )+
≤ (|um | − w)+ + (vm ∧ w) − (vn ∧ w),
so that
0
kvm k ≤ k(|um | − w)+ k + k(vm ∧ w) − (vn ∧ w)k
= k(|um | − w)+ k + kvm ∧ wk − kvn ∧ wk ≤ 2²,
using the L-space property of the norm for the equality in the middle. As ² is arbitrary, limn→∞ vn0 = 0. As
hun in∈N is arbitrary, condition (ii) is satisfied; but so is condition (iv), because we know from (a-i) that A
is norm-bounded, and if hun in∈N is disjoint then vn0 = |un | for every n, so that in this case limn→∞ un = 0.
(ii)⇒(iii)⇒(i) are elementary.
not-(i)⇒not-(iv) Now suppose that A is not uniformly integrable. If it is not norm-bounded, we can
stop. Otherwise, there is some ² > 0 such that supu∈A k(|u| − w)+ k > ² for every w ∈ U + . Consequently
we shall be able to choose inductively a sequence
P∞ −i hun in∈N in A such that k(|un | − 2n supi<n |ui |)+ k > ² for
every n ≥ 1. Because A is norm-bounded, i=0 2 kui k is finite, and we can set
252 Riesz Spaces 354R

P∞
vn = (|un | − 2n supi<n |ui | − i=n+1 2−i |ui |)+
P∞ Pm
for each n. (The sum i=n+1 2−i |ui | is defined because h i=n+1 2−i |ui |im≥n+1 is a Cauchy sequence. We
have vm ≤ |um |,

vm ∧ vn ≤ (|um | − 2−n |un |)+ ∧ (|un | − 2n |um |)+

≤ (2n |um | − |un |)+ ∧ (|un | − 2n |um |)+ = 0
whenever m < n, so hvn in∈N is a disjoint sequence in the solid hull of A; while
P∞
kvn k ≥ k(|un | − 2n supi<n |ui |)+ k − i=n+1 2−i kui k ≥ ² − 2−n supu∈A kuk → ²
as n → ∞, so condition (iv) is not satisfied.
(c) Now this follows at once, because conditions (b-ii) and (b-iv) are satisfied in V iff they are satsified
in U .

354X Basic exercises > (a) Work throughpPr the proofs that the following are all Banach lattices: (i)
r
Pr 2
R with (α) kxk1 = i=1 |ξi | (β) kxk2 = i=1 |ξi | (γ) kxk∞ = maxi≤r |ξi |, where x = (ξ1 , . . . , ξr ). (ii)
` (X), for any set X and any p ∈ [1, ∞] (242Xa, 243Xl, 244Xn). (iii) Lp (µ), for any measure space (X, Σ, µ)
p

and any p ∈ [1, ∞] (242F, 243E, 244G). (iv) c 0 , the space of sequences convergent to 0, with the norm k k∞
inherited from `∞ .

(b) Let hUi ii∈I be any family of Banach lattices. Write U for their Riesz space product (352K), and in
U set
P
kuk1 = i∈I ku(i)k, V1 = {u : kuk1 < ∞},

kuk∞ = supi∈I ku(i)k, V∞ = {u : kuk∞ < ∞}.

Show that V1 , V∞ are solid linear subspaces of U and are Banach lattices under their norms k k1 , k k∞ .

(c) Let U be a Riesz space with a Riesz norm. Show that the maps (u, v) 7→ u∧v, (u, v) 7→ u∨v : U ×U → U
are uniformly continuous.

> (d) Let U be a Riesz space with a Riesz norm. (i) Show that any order-bounded set in U is norm-
bounded. (ii) Show that in Rr , with any of the standard Riesz norms (354Xa(i)), norm-bounded sets are
order-bounded. (iii) Show that in `1 (N) there is a sequence converging to 0 (for the norm) which is not order-
bounded. (iv) Show that in c 0 any sequence converging to 0 is order-bounded, but there is a norm-bounded
set which is not order-bounded.

(e) Let U be a Riesz space with a Riesz norm. Show that it is a Banach lattice iff non-decreasing Cauchy
sequences are convergent. (Hint: if kun+1 − un k ≤ 2−n for every n, show that hsupi≤n ui in∈N is Cauchy,
and that hun in∈N converges to inf n∈N supm≥n um .)

(f ) Let U be a Riesz space with a Riesz norm. Show that U is a Banach lattice iff every non-decreasing
Cauchy sequence hun in∈N in U + has a least upper bound u with kuk = limn→∞ kun k.

(g) Let U be a Banach lattice. Suppose that B ⊆ U is solid and supn∈N un ∈ B whenever hun in∈N is a
non-decreasing sequence in B with a supremum in U . Show that B is closed. (Hint: show first that u ∈ B
whenever there is a sequence hun in∈N in B ∩ U + such that ku −un k ≤ 2−n for every n; do this by considering
vm = inf n≥m un .)

(h) Let U be any Riesz space with a Riesz norm. Show that the Banach space completion of U (3A5Ib)
has a unique partial ordering under which it is a Banach lattice.

>(i) Show that the space c0 of sequences convergent to 0, with k k∞ , is a Banach lattice with an order-
continuous norm which does not have the Levi property.
354Yc Banach lattices 253

> (j) Show that `∞ , with k k∞ , is a Banach lattice with a Fatou norm which has the Levi property but is
not order-continuous.

(k) Let U be a Riesz space with a Fatou norm. Show that if V ⊆ U is a regularly embedded Riesz
subspace (definition: 352Ne) then the induced norm on V is a Fatou norm.

(l) Let U be a Riesz space and k k a Riesz norm on U which is order-continuous in the sense of 354Dc.
Show that it is order-continuous in the sense of 313H when regarded as a function from U + to [0, ∞[.

(m) Let U be a Riesz space with an order-continuous norm. Show that if V ⊆ U is a regularly embedded
Riesz subspace then the induced norm on V is order-continuous.

(n) Let U be a Dedekind σ-complete Riesz space with a Fatou norm which has the Levi property. Show
that it is a Banach lattice. (Hint: 354Xf.)
Q
(o) Let hUi ii∈I be any family of Banach lattices and let V1 , V∞ be the subspaces of U = i∈I Ui as
described in 354Xb. Show that V1 , V∞ have norms which are Fatou, or have the Levi property, iff every Ui
has. Show that the norm of V1 is order-continuous iff the norm of every Ui is.

(p) Let U be a Banach lattice with an order-continuous norm. Show that a Riesz subspace of U (indeed,
any sublattice of U ) is norm-closed iff it is order-closed in the sense of 313D, and in this case is itself a
Banach lattice with an order-continuous norm.

> (q) Let U be an M -space and V a norm-closed Riesz subspace of U containing the standard order unit
of U . (i) Show that V , with the induced norm, is an M -space. (ii) Deduce that the space c of convergent
sequences is an M -space if given the norm k k∞ inherited from `∞ .

(r) Show that a Banach lattice U is an M -space iff (i) its norm is a Fatou norm with the Levi property
(ii) ku ∨ vk = max(kuk, kvk) for all u, v ∈ U + .

>(s) Describe a topological space X such that the space c of convergent sequences (354Xq) can be
identified with C(X).

(t) Let D ⊆ R be any non-empty set, and PnV the space of functions f : D → R of bounded variation
(§224). For f ∈ V set kf k = sup{|f (t0 )| + i=1 |f (ti ) − f (ti−1 )| : t0 ≤ t1 ≤ . . . ≤ tn in D} (224Yb). Let
V + be the set of non-negative, non-decreasing functions in V . Show that V + is the positive cone of V for
a Riesz space ordering under which V is an L-space.

354Y Further exercises (a) Let U be a Riesz space with a Riesz norm, and V a norm-dense Riesz
subspace of U . Suppose that the induced norm on V is Fatou, when regarded as a norm on the Riesz space
V . Show (i) that V is order-dense in U (ii) that the norm of U is Fatou. (Hint: for (i), show that if u ∈ U + ,
vn ∈ V + and ku − vn k ≤ 2−n−2 kuk for every n, then kv0 − inf i≤n vi k ≥ 41 kuk for every n, so that 0 cannot
be inf n∈N vn in V .)

(b) Let U be a Riesz space with a Riesz norm. Show that the following are equiveridical: (i) limn→∞ un =
0 whenever hun in∈N is a disjoint order-bounded sequence in U + (ii) limn→∞ un+1 − un = 0 for every order-
bounded non-decreasing sequence hun in∈N in U (iii) whenever A ⊆ U + is a non-empty downwards-directed
set in U + with infimum 0, inf u∈A supv∈A,v≤u ku − vk = 0. (Hint: for (i)⇒(ii), show by induction that
limn→∞ un = 0 whenever hun in∈N is an order-bounded sequence such that, for some fixed k, inf i∈K ui = 0
for every K ⊆ N of size k; now show that if hun in∈N is non-decreasing and 0 ≤ un ≤ u for every n, then
inf i∈K (ui+1 − ui − k1 u)+ = 0 whenever K ⊆ N, #(K) = k ≥ 1. For (iii)⇒(i), set A = {u : ∃ n, u ≥ ui ∀ i ≥
n}. See Fremlin 74a, 24H.)

(c) Show that any Riesz space with an order-continuous norm has the countable sup property (definition:
241Yd).
254 Riesz Spaces 354Yd

(d) Let U be a Banach lattice. Show that the following are equiveridical: (i) the norm on U is order-
continuous; (ii) U satisfies the conditions of 354Yb; (iii) every order-bounded monotonic sequence in U is
Cauchy.

(e) Let U be a Riesz space with a Fatou norm. Show that the norm on U is order-continuous iff it satisfies
the conditions of 354Yb.
R
(f ) For f ∈ C([0, 1]), set kf k1 = |f (x)|dx. Show that k k1 is a Riesz norm on C([0, 1]) satisfying the
conditions of 354Yb, but is not order-continuous.

(g) Let U be a Riesz space with a Riesz norm k k. Show that (U, k k) satisfies the conditions of 354Yb iff
the norm of its completion is order-continuous.

(h) Let U be a Riesz space with a Riesz norm, and V ⊆ U a norm-dense Riesz subspace such that the
induced norm on V is order-continuous. Show that the norm of U is order-continuous. (Hint: use 354Ya.)

(i) Let U be an Archimedean Riesz space. For any e ∈ U + , let Ue be the solid linear subspace of U
generated by e, so that e is an order unit in Ue , and let k ke be the corresponding order-unit norm on Ue .
We say that U is uniformly complete if Ue is complete under k ke for every e ∈ U + . (i) Show that any
Banach lattice is uniformly complete. (ii) Show that any Dedekind σ-complete Riesz space is uniformly
complete (cf. 354Xn). (iii) Show that if U is a uniformly complete Riesz space with a Riesz norm which has
the Levi property, then U is a Banach lattice. (iv) Show that if U is a Banach lattice then a set A ⊆ U is
closed, for the norm topology, iff A ∩ Ue is k ke -closed for every e ∈ U + . (v) Let V be a solid linear subspace
of U . Show that the quotient Riesz space U/V (352U) is Archimedean iff V ∩ Ue is k ke -closed for every
e ∈ U + . (vi) Show that if U is uniformly complete and V ⊆ U is a solid linear subspace such that U/V is
Archimedean, then U/V is uniformly complete. (vii) Show that U is Dedekind σ-complete iff it is uniformly
complete and has the principal projection property (353Xb). (Hint: for (vii), use 353Yc.)

(j) Let U be a Banach lattice such that ku + vk = kuk + kvk whenever u ∧ v = 0. Show that U is
an L-space. (Hint: by 354Yd, the norm is order-continuous, so U is Dedekind complete. If u, v ≥ 0, set
e = u + v, and represent Ue as C(X) where X is extremally disconnected (353Yb); now approximate u and
v by functions taking only finitely many values to show that ku + vk = kuk + kvk.)

(k) Let U be a uniformly complete Archimedean Riesz space (354Yi). Set UC = U × U with the complex
linear structure defined by identifying (u, v) ∈ U × U as u + iv ∈ UC , so that u = Re(u + iv), v = Im(u + iv)
and (α + iβ)(u + iv) = (αu − βv) + i(αv + βu). (i) Show that for w ∈ UC we can define |w| ∈ U by setting
|w| = sup|ζ|=1 Re(ζw). (ii) Show that if U is a uniformly complete Riesz subspace of RX for some set X,
then we can identify UC with the linear subspace of CX generated by U . (iii) Show that |w + w0 | ≤ |w| + |w0 |,
|γw| = |γ||w| for all w ∈ UC , γ ∈ C. (iv) Show that if w ∈ UC and |w| ≤ u1 + u2 , where u1 , u2 ∈ U + , then
w is expressible as w1 + w2 where |wj | ≤ uj for both j. (Hint: set e = u1 + u2 and represent Ue as C(X).)
(v) Show that if U0 is a solid linear subspace of U , then, for w ∈ UC , |w| ∈ U0 iff Re w, Im w both belong
to U0 . (vi) Show that if U has a Riesz norm then we have a norm on UC defined by setting kwk = k|w|k,
and that if U is a Banach lattice then UC is a (complex) Banach space. (vii) Show that if U = Lp (µ), where
(X, Σ, µ) is a measure space and p ∈ [1, ∞], then UC can be identified with LpC (µ) as defined in 242P, 243K,
244O. (We may call UC the complexification of the Riesz space U .)

(l) Let (X, Σ, µ) be a measure space and V a Banach lattice. Write L1V for the space of Bochner integrable
functions from conegligible subsets of X to V , and L1V for the corresponding set of equivalence classes
(253Yf). (i) Show that L1V is a Banach lattice under the ordering defined by saying that f • ≤ g • iff
f (x) ≤ g(x) in V for µ-almost every x ∈ X. (ii) Show that when V = L1 (ν), for some other measure space
(Y, T, ν), then this ordering on L1V agrees with the ordering of L1 (λ) where λ is the (c.l.d.) product measure
on X × Y and we identify L1V with L1 (λ), as in 253Yi. (iii) Show that if V has an order-continuous norm,
so has L1V . (Hint: 354Yd(ii).) (iv) Show that if µ is Lebesgue measure on [0, 1] and V = `∞ , then L1V is
not Dedekind σ-complete.
355A Spaces of linear operators 255

354 Notes and comments Apart from some of the exercises, the material of this section is pretty strictly
confined to ideas which will be useful later in this volume. The basic Banach lattices of measure theory
are the Lp spaces of Chapter 24; these all have Fatou norms with the Levi property (244Ye-244Yf), and for
p < ∞ their norms are order-continuous (244Yd). In Chapter 36 I will return to these spaces in a more
abstract context. Here I am mostly concerned to establish a vocabulary in which their various properties,
and the relationships between these properties, can be expressed.
In normed Riesz spaces we have a very rich mixture of structures, and must take particular care over the
concepts of ‘boundedness’, ‘convergence’ and ‘density’, which have more than one possible interpretation.
In particular, we must scrupulously distinguish between ‘order-bounded’ and ‘norm-bounded’ sets. I have
not yet formally introduced any of the various concepts of order-convergence (see §367), but I think that
even so it is best to get into the habit of reminding oneself, when a convergent sequence appears, that it is
convergent for the norm topology, rather than in any sense related directly to the order structure.
I should perhaps warn you that for the study of M -spaces 354L is not as helpful as it may look. The
trouble is that apart from a few special cases (as in 354Xs) the topological space used in the representation
is actually more complicated and mysterious than the M -space it is representing.
After the introduction of M -spaces, this section becomes a natural place for ‘uniformly complete’ spaces
(354Yi). For the moment I leave these in the exercises. But I mention them now because they offer a
straightforward route towards a theory of ‘complex Riesz spaces’ (354Yk). In large parts of functional
analysis it is natural, and in some parts it is necessary, to work with normed spaces over C rather than over
R, and for L2 spaces in particular it is useful to have a proper grasp of the complex case. And while the
insights offered by the theory of Riesz spaces are not especially important in such areas, I think we should
always seek connexions between different topics. So it is worth remembering that uniformly complete Riesz
spaces have complexifications.
I shall have a great deal more to say about L-spaces when I come to spaces of additive functionals (§362)
and to L1 spaces again (§365) and to linear operators on them (§371); and before that, there will be something
in the next section on their duals, and on L-spaces which are themselves dual spaces. For the moment I just
give some easy results, direct translations of the corresponding facts in §246, which have natural expressions
in the language of this section, holding deeper ideas over. In particular, the characterization of uniformly
integrable sets as relatively weakly compact sets (247C) is valid in general L-spaces (356Q).
For an extensive treatment of Banach lattices, going very much deeper than I have space for in this
volume, see Lindenstrauss & Tzafriri 79. For a careful exposition of a great deal of useful information,
see Schaefer 74.

355 Spaces of linear operators

We come now to a discussion of linear operators between Riesz spaces. Of course linear operators are
central to any kind of functional analysis, and a feature of the theory of Riesz spaces is the way the order
structure picks out certain classes of operators for special consideration. Here I concentrate on positive and
order-continuous operators, with a brief mention of sequential order-continuity. It turns out, in fact, that
we need to work with operators which are differences of positive operators or of order-continuous positive
operators. I define the basic spaces L∼ , L× and L∼ c (355A, 355G), with their most important properties
(355B, 355E, 355H-355I) and some remarks on the special case of Banach lattices (355C, 355K). At the
same time I give an important theorem on extension of operators (355F) and a corollary (355J).
The most important case is of course that in which the codomain is R, so that our operators become
real-valued functionals; I shall come to these in the next section.

355A Definition Let U and V be Riesz spaces. A linear operator T : U → V is order-bounded if

T [A] is order-bounded in V for every order-bounded A ⊆ U .
I will write L∼ (U ; V ) for the set of order-bounded linear operators from U to V .
256 Riesz spaces 355B

355B Lemma If U and V are Riesz spaces,

(a) a linear operator T : U → V is order-bounded iff {T u : 0 ≤ u ≤ w} is bounded above in V for every
w ∈ U +;
(b) in particular, any positive linear operator from U to V belongs to L∼ = L∼ (U ; V );
(c) L∼ is a linear space;
(d) if W is another Riesz space and T : U → V and S : V → W are order-bounded linear operators, then
ST : U → W is order-bounded.
proof (a) This is elementary. If T ∈ L∼ and w ∈ U + , [0, w] is order-bounded, so its image must be order-
bounded in V , and in particular bounded above. On the other hand, if T satisfies the condition, and A is
order-bounded, then A ⊆ [u1 , u2 ] for some u1 ≤ u2 , and
T [A] ⊆ T [u1 + [0, u2 − u1 ]] = T u1 + T [[0, u2 − u1 ]]
is bounded above; similarly, T [−A] is bounded above, so T [A] is bounded below; as A is arbitrary, T is
order-bounded.
(b) If T is positive then {T u : 0 ≤ u ≤ w} is bounded above by T w for every w ≥ 0, so T ∈ L∼ .
(c) If T1 , T2 ∈ L∼ , α ∈ R and A ⊆ U is order-bounded, then there are v1 , v2 ∈ V such that Ti [A] ⊆ [−vi , vi ]
for both i. Setting v = (1 + |α|)v1 + v2 , (αT1 + T2 )[A] ⊆ [−v, v]; as A is arbitrary, αT1 + T2 belongs to L∼ ;
as α, T1 , T2 are arbitrary, and since the zero operator surely belongs to L∼ , L∼ is a linear subspace of the
space of all linear operators from U to V .
(d) This is immediate from the definition; if A ⊆ U is order-bounded, then T [A] ⊆ V and (ST )[A] =
S[T [A]] ⊆ W are order-bounded.

355C Theorem If U and V are Banach lattices then every order-bounded linear operator (in particular,
every positive linear operator) from U to V is continuous.
proof ?? Suppose, if possible, that T : U → V is an order-bounded linear operator which is not continuous.
Then for each n ∈ N we can find a un ∈ U such that kun k ≤ 2−n but kT un k ≥ n. Now u = supn∈N |un | is
defined in U (354C), and there is a v ∈ V such that −v ≤ T w ≤ v whenever −u ≤ w ≤ u; but this means
that kvk ≥ kT un k ≥ n for every n, which is impossible. X
X

355D Lemma Let U be a Riesz space and V any linear space over R. Then a function T : U + → V
extends to a linear operator from U to V iff
T (u + u0 ) = T u + T u0 , T (αu) = αT u
for all u, u0 ∈ U + and every α > 0, and in this case the extension is unique.
proof For in this case we can, and must, set
T1 u = T u1 − T u2 whenever u1 , u2 ∈ U + and u = u1 − u2 ;
it is elementary to check that this defines T1 u uniquely for every u ∈ U , and that T1 is a linear operator
extending T .

355E Theorem Let U be a Riesz space and V a Dedekind complete Riesz space.
(a) The space L∼ of order-bounded linear operators from U to V is a Dedekind complete Riesz space; its
positive cone is the set of positive linear operators from U to V . In particular, every order-bounded linear
operator from U to V is expressible as the difference of positive linear operators.
(b) For T ∈ L∼ , T + and |T | are defined in the Riesz space L∼ by the formulae
T + (w) = sup{T u : 0 ≤ u ≤ w},
Pn Pn
|T |(w) = sup{T u : |u| ≤ w} = sup{ i=0 |T ui | : i=0 |ui | = w}
for every w ∈ U + .
(c) If S, T ∈ L∼ then
355E Spaces of linear operators 257

(S ∨ T )(w) = sup0≤u≤w Su + T (w − u), (S ∧ T )(w) = inf 0≤u≤w Su + T (w − u)

for every w ∈ U + .
(d) Suppose that A ⊆ L∼ is non-empty and upwards-directed. Then A is bounded above in L∼ iff
{T u : T ∈ A} is bounded above in V for every u ∈ U + , and in this case (sup A)(u) = supT ∈A T u for every
u ≥ 0.
(e) Suppose that A ⊆ (L∼ )+ is non-empty and downwards-directed. Then inf A = 0 in L∼ iff inf T ∈A T u =
0 in V for every u ∈ U + .
proof (a)(i) Suppose that T ∈ L∼ . For w ∈ U + set RT (w) = sup{T u : 0 ≤ u ≤ w}; this is defined because
V is Dedekind complete and {T u : 0 ≤ u ≤ w} is bounded above in V . Then RT (w1 + w2 ) = RT w1 + RT w2
for all w1 , w2 ∈ U + . P
P Setting Ai = [0, wi ] for each i, and A = [0, w], then of course A1 + A2 ⊆ A; but also
A ⊆ A1 + A2 , because if u ∈ A then u = (u ∧ w1 ) + (u − w1 )+ , and 0 ≤ (u − w1 )+ ≤ (w − w1 )+ = w2 , so
u ∈ A1 + A2 . Consequently

RT w = sup T [A] = sup T [A1 + A2 ] = sup(T [A1 ] + T [A2 ])

= sup T [A1 ] + sup T [A2 ] = RT w1 + RT w2
by 351Dc. Q Q Next, it is easy to see that RT (αw) = αRT w for w ∈ U + , α > 0, just because u 7→ αu, v 7→ αv
are isomorphisms of the partially ordered linear spaces U and V . It follows from 355D that we can extend
RT to a linear operator from U to V .
Because RT u ≥ T 0 = 0 for every u ∈ U + , RT is a positive linear operator. But also RT u ≥ T u for every
u ∈ U + , so RT − T is also positive, and T = RT − (RT − T ) is the difference of two positive linear operators.
(ii) This shows that every order-bounded operator is a difference of positive operators. But of course if
T1 and T2 are positive, then (T1 − T2 )u ≤ T1 w whenever 0 ≤ u ≤ w in U , so that T1 − T2 is order-bounded,
by the criterion in 355Ba. Thus L∼ is precisely the set of differences of positive operators.
(iii) Just as in 351F, L∼ is a partially ordered linear space if we say that S ≤ T iff Su ≤ T u for
every u ∈ U + . Now it is a Riesz space. P P Take any T ∈ L∼ . Then RT , as defined in (i), is an upper
bound for {0, T } in L . If S ∈ L is any other upper bound for {0, T }, then for any w ∈ U + we must
∼ ∼

have Sw ≥ Su ≥ T u whenever u ∈ [0, w], so that Sw ≥ RT w; as w is arbitrary, S ≥ RT ; as S is arbitrary,

RT = sup{0, T } in L∼ . Thus sup{0, T } is defined in L∼ for every T ∈ L∼ ; by 352B, L∼ is a Riesz space. Q
Q
(I defer the proof that it is Dedekind complete to (d-ii) below.)
(b) As remarked in (a-iii), RT = T + for each T ∈ L∼ ; but this is just the formula given for T + . Now, if
T ∈ L∼ and w ∈ U + ,

|T |(w) = 2T + w − T w = 2 sup T u − T w
u∈[0,w]

= sup T (2u − w) = sup T u,

u∈[0,w] u∈[−w,w]

which is the first formula offered for |T |. In particular, if |u| ≤ w then T u,P−T u = T (−u) are both less than
n
or equal to |T |(w), so that |T u| ≤ |T |(w). So if u0 , . . . , un are such that i=0 |ui | = w, then
Pn Pn
i=0 |T ui | ≤ i=0 |T |(|ui |) = |T |(w).
Pn Pn
Thus B = { i=0 |T ui | : i=0 |ui | = w} is bounded above by |T |(w). On the other hand, if v is an upper
bound for B and |u| ≤ w, then
T u ≤ |T u| + |T (w − |u|)| ≤ v;
as u is arbitrary, |T |(w) ≤ v; thus |T |(w) is the least upper bound for B. This completes the proof of part
(ii) of the theorem.
(c) We know that S ∨ T = T + (S − T )+ (352D), so that

(S ∨ T )(w) = T w + (S − T )+ (w) = T w + sup (S − T )(u)

0≤u≤w

= sup T w + (S − T )(u) = sup Su + T (w − u)

0≤u≤w 0≤u≤w
258 Riesz spaces 355E

for every w ∈ U + , by the formula in (b). Also from 352D we have S ∧ T = S + T − T ∨ S, so that

(S ∧ T )(w) = Sw + T w − sup T u + S(w − u)

0≤u≤w
= inf Sw + T w − T u − S(w − u)
0≤u≤w
(351Db)
= inf Su + T (w − u)
0≤u≤w

for w ∈ U + .
(d)(i) Now suppose that A ⊆ L∼ is non-empty and upwards-directed and that {T u : T ∈ A} is bounded
above in V for every u ∈ U + . In this case, because V is Dedekind complete, we may set Ru = supT ∈A T u
for every u ∈ U + . Now R(u1 + u2 ) = Ru1 + Ru2 for all u1 , u2 ∈ U + . P
P Set Bi = {T ui : T ∈ A} for each i,
B = {T (u1 + u2 ) : T ∈ A}. Then B ⊆ B1 + B2 , so
R(u1 + u2 ) = sup B ≤ sup(B1 + B2 ) = sup B1 + sup B2 = Ru1 + Ru2 .
On the other hand, if vi ∈ Bi for both i, there are Ti ∈ A such that vi = Ti ui for each i; because A is
upwards-directed, there is a T ∈ A such that T ≥ Ti for both i, and now
R(u1 + u2 ) ≥ T (u1 + u2 ) = T u1 + T u2 ≥ T1 u1 + t2 u2 = v1 + v2 .
As v1 , v2 are arbitrary,
R(u1 + u2 ) ≥ sup(B1 + B2 ) = sup B1 + sup B2 = Ru1 + Ru2 . Q
Q
It is also easy to see that R(αu) = αRu for every u ∈ U + , α > 0. So, using 355D again, R has an extension
to a linear operator from U to V .
Now if we fix any T0 ∈ A, we have T0 u ≤ Ru for every u ∈ U + , so R − T0 is a positive linear operator,
and R = (R − T0 ) + T0 belongs to L∼ . Again, T u ≤ Ru for every T ∈ A, u ∈ U + , so R is an upper bound
for A in L∼ ; and, finally, if S is any upper bound for A in L∼ , then Su is an upper bound for {T u : T ∈ A},
and must be greater than or equal to Ru, for every u ∈ U + ; so that R ≤ S and R = sup A in L∼ .
(ii) Now L∼ is Dedekind complete. P P If A ⊆ L∼ is non-empty and bounded above by S say, then
A = {T0 ∨ T1 ∨ . . . ∨ Tn : T0 , . . . , Tn ∈ A} is upwards-directed and bounded above by S, so {T u : T ∈ A0 }
0

is bounded above by Su for every u ∈ U + ; by (i) just above, A0 has a supremum in L∼ , which will also be
a supremum for A. Q Q
(e) Suppose that A ⊆ (L∼ )+ is non-empty and downwards-directed. Then −A = {−T : T ∈ A} is
non-empty and upwards-directed, so

inf A = 0 ⇐⇒ sup(−A) = 0
⇐⇒ sup (−T w) = 0 for every w ∈ U +
T ∈A

⇐⇒ inf T w = 0 for every w ∈ U + .

T ∈A

355F Theorem Let U and V be Riesz spaces and U0 ⊆ U a Riesz subspace which is either order-dense
or a solid linear subspace. Suppose that T0 : U0 → V is an order-continuous positive linear operator such
that Su = sup{T0 w : w ∈ U0 , 0 ≤ w ≤ u} is defined in V for every u ∈ U + . Then
(i) T0 has an extension to an order-continuous positive linear operator T : U → V .
(ii) If T0 is a Riesz homomorphism so is T .
(iii) If U0 is order-dense then T is unique.
(iv) If U0 is order-dense and T0 is an injective Riesz homomorphism, then so is T .
proof (a) I check first that
S(u + u0 ) = Su + Su0 , S(γu) = γSu
355F Spaces of linear operators 259

for all u, u0 ∈ U + and γ > 0. P

P For every u ∈ U set A(u) = {v : v ∈ U0 , 0 ≤ v ≤ u}. Note that for any
u ∈ U + , v ∈ U0+
v ∧ u = supw∈A(u) v ∧ w = sup A(v ∧ u);
this is because sup A(u) = u if U0 is order-dense in U , while v ∧ u ∈ A(u) if U0 is solid. (i) If v ∈ A(u + u0 )
then

sup(A(v ∧ u) + A(v − u)+ ) = sup A(v ∧ u) + sup A(v − u)+

= v ∧ u + (v − u)+ = v.

Now

T0 v = sup T0 [A(v ∧ u) + A(v − u)+ ]

= sup(T0 [A(v ∧ u)] + T0 [A(v − u)+ ]) ≤ Su + Su0

because (v − u)+ ≤ u0 . As v is arbitrary, S(u + u0 ) ≤ Su + Su0 . (ii) Next,

Su + Su0 = sup T0 [A(u)] + sup T0 [A(u0 )] = sup T0 [A(u) + A(u0 )]

≤ sup T0 [A(u + u0 )] = S(u + u0 )

because A(u) + A(u0 ) ⊆ A(u + u0 ), so S(u + u0 ) = Su + Su0 . (iii) Of course A(γu) = γA(u) so S(γu) = γSu.
Q
Q
By 355D, S has an extension to a linear operator from U to V ; call this operator T . Of course T u = Su ≥ 0
whenever u ≥ 0, so T is positive. If u ∈ U0+ then T u = Su = T0 u, so T extends T0 .
(b) If B ⊆ U + is non-empty and upwards-directed and has a supremum u0 ∈ U , then of course T u ≤ T u0
for every u ∈ B, so sup T [B] ≤ T u0 . On the other hand, for any v ∈ A(u0 ) we have
v = supu∈B v ∧ u = supu∈B supw∈A(u) v ∧ w;
S
also u∈B A(u) is upwards-directed, so
S
T0 v = sup{T0 (v ∧ w) : w ∈ u∈B A(u)} ≤ supu∈B T u.
As v is arbitrary, T u0 = Su0 ≤ supu∈B T u. As B is arbitrary, T is order-continuous (351Ga).
(c) Now suppose that T0 is a Riesz homomorphism. If u ∈ U then, in the language of (a) above,

T u+ ∧ T u− = sup T0 [A(u+ )] ∧ T0 [A(u− )]

= sup{w ∧ w0 : w ∈ T0 [A(u+ )], w0 ∈ T0 [A(u− )]
(352Ea)
= sup{T0 (v ∧ v 0 ) : v ∈ A(u+ ), v 0 ∈ A(u− )}
(because T0 is a Riesz homomorphism)
= 0.

So T is a Riesz homomorphism (352G(iv)).

(d) If U0 is order-dense, any order-continuous linear operator extending T0 agrees with S and T on U + ,
so is equal to T .
(e) Finally, if U0 is order-dense and T0 is an injective Riesz homomorphism, then for any non-zero u ∈ U
there is a non-zero v ∈ U0 such that |v| ≤ |u|; so that
|T u| = T |u| ≥ T0 |v| > 0
because T is a Riesz homomorphism, by (c). As u is arbitrary, T is injective.
260 Riesz spaces 355G

355G Definition Let U be a Riesz space and V a Dedekind complete Riesz space. Then L× (U ; V ) will be
the set of those T ∈ L∼ (U ; V ) expressible as the difference of order-continuous positive linear operators, and
L∼ ∼
c (U ; V ) will be the set of those T ∈ L (U ; V ) expressible as the difference of sequentially order-continuous
positive linear operators.
Because a composition of (sequentially) order-continuous functions is (sequentially) order-continuous, we
shall have
ST ∈ L× (U ; W ) whenever S ∈ L× (V ; W ), T ∈ L× (U ; V ),

ST ∈ L∼ ∼ ∼
c (U ; W ) whenever S ∈ Lc (V ; W ), T ∈ Lc (U ; V ),

for all Riesz spaces U and all Dedekind complete Riesz spaces V , W .

355H Theorem Let U be a Riesz space and V a Dedekind complete Riesz space. Then
(i) L× = L× (U ; V ) is a band in L∼ = L∼ (U ; V ), therefore a Dedekind complete Riesz space in its own
right
(ii) a member T of L∼ belongs to L× iff |T | is order-continuous.
proof There is a fair bit to check, but each individual step is easy enough.
(a) Suppose that S, T are order-continuous positive linear operators from U to V . Then S + T is order-
continuous. P P If A ⊆ U is non-empty, downwards-directed and has infimum 0, then for any u1 , u2 ∈ A
there is a u ∈ A such that u ≤ u1 , u ≤ u2 , and now (S + T )(u) ≤ Su1 + T u2 . Consequently any lower bound
for (S + T )[A] must also be a lower bound for S[A] + T [A]. But since
inf(S[A] + T [A]) = inf S[A] + inf T [A] = 0
(351Dc), inf(S + T )[A] must also be 0; as A is arbitrary, S + T is order-continuous, by 351Ga. Q
Q
(b) Consequently S + T ∈ L× for all S, T ∈ L× . Since −T and αT belong to L× for every T ∈ L× and
α ≥ 0, we see that L× is a linear subspace of L∼ .
(c) If T : U → V is an order-continuous linear operator, S : U → V is linear and 0 ≤ S ≤ T , then S is
order-continuous. P P If A ⊆ U is non-empty, downwards-directed and has infimum 0, then any lower bound
of S[A] must also be a lower bound of T [A], so inf S[A] = 0; as A is arbitrary, S is order-continuous. Q Q
It follows that L× is a solid linear subspace of L∼ . P
P If T ∈ L× and |S| ≤ |T | in L∼ , express T as T1 − T2
where T1 , T2 are order-continuous positive linear operators. Then
S + , S − ≤ |S| ≤ |T | ≤ T1 + T2 ,
so S + and S − are order-continuous and S = S + − S − ∈ L× . Q
Q
Accordingly L× is a Dedekind complete Riesz space in its own right (353J(b-i)).
(d) The argument of (c) also shows that if T ∈ L× then |T | is order-continuous; so that for T ∈ L∼ ,
T ∈ L× ⇐⇒ |T | ∈ L× ⇐⇒ |T | is order-continuous.

(e) If C ⊆ (L× )+ is non-empty, upwards-directed and has a supremum T ∈ L∼ , then T is order-

continuous, so belongs to L× . P
P Suppose that A ⊆ U + is non-empty, upwards-directed and has supremum
w. Then
T w = supS∈C Sw = supS∈C supu∈A Su = supu∈A T u,
putting 355Ed and 351G(a-iii) together. So (using 351Ga again) T is order-continuous. Q
Q Consequently
L× is a band in L∼ (352Ob).
This completes the proof.

355I Theorem Let U be a Riesz space and V a Dedekind complete Riesz space. Then L∼ c (U ; V ) is a
band in L∼ (U ; V ), and a member T of L∼ (U ; V ) belongs to L∼
c (U ; V ) iff |T | is sequentially order-continuous.

proof Copy the arguments of 355H.

355Xe Spaces of linear operators 261

355J Proposition Let U be a Riesz space and V a Dedekind complete Riesz space. Let U0 ⊆ U be
an order-dense Riesz subspace; then T 7→ T ¹U0 is an embedding of L× (U ; V ) as a solid linear subspace of
L× (U0 ; V ). In particular, any T0 ∈ L× (U0 ; V ) has at most one extension in L× (U ; V ).
proof (a) Because the embedding U0 ⊆ U is positive and order-continuous (352Nb), T ¹U0 is positive and
order-continuous whenever T is; so T ¹U0 ∈ L× (U0 ; V ) whenever T ∈ L× (U ; V ). Because the map T 7→ T ¹U0
is linear, the image W of L× (U ; V ) is a linear subspace of L× (U0 ; V ).
(b) If T ∈ L× (U ; V ) and T ¹U0 ≥ 0, then T ≥ 0. P P?? Suppose, if possible, that there is a u ∈ U + such
×
that T u 6≥ 0. Because |T | ∈ L (U ; V ) is order-continuous and A = {v : v ∈ U0 , v ≤ u} is an upwards-
directed set with supremum u, inf{|T |(u−v) : v ∈ A} = 0 and there is a v ∈ A such that T u+|T |(u−v) 6≥ 0.
But T v = T u + T (v − u) ≤ T u + |T |(u − v) so T v 6≥ 0 and T ¹U0 6≥ 0. X
XQQ
This shows that the map T 7→ T ¹U0 is an order-isomorphism between L× (U ; V ) and W , and in particular
is injective.
(c) Now suppose that S0 ∈ W and that |S| ≤ |S0 | in L× (U0 ; V ). Then S ∈ W . P
P Take T0 ∈ L× (U ; V )
such that T0 ¹U0 = S0 . Then S1 = |T0 |¹U0 is a positive member of W such that S0 ≤ S1 , −S0 ≤ S1 , so
S + ≤ S1 . Consequently, for any u ∈ U + ,
sup{S + v : v ∈ U0 , 0 ≤ v ≤ u} ≤ sup{S1 v : v ∈ U0 , 0 ≤ v ≤ u} ≤ |T0 |(u)
is defined in V (recall that we are assuming that V is Dedekind complete). But this means that S + has an
extension to an order-continuous positive linear operator from U to V (355F), and belongs to W . Similarly,
S − ∈ W , so S ∈ W . QQ
This shows that W is a solid linear subspace of L× (U0 ; V ), as claimed.

355K Proposition Let U be a Banach lattice with an order-continuous norm.

(a) If V is any Archimedean Riesz space and T : U → V is a positive linear operator, then T is order-
continuous.
(b) If V is a Dedekind complete Riesz space then L× (U ; V ) = L∼ (U ; V ).
proof (a) Suppose that A ⊆ U + is non-empty and downwards-directed and has infimum 0. Then for
each n ∈ N there is a un ∈ A such that kun k ≤ 4−n . By 354C, u = supn∈N 2n un is defined in U . Now
T un ≤ 2−n T u for every n, so any lower bound for T [A] must also be a lower bound for {2−n T u : n ∈ N}
and therefore (because V is Archimedean) less than or equal to 0. Thus inf T [A] = 0; as A is arbitrary, T
is order-continuous.
(b) This is now immediate from 355Ea and the definition of L× .

355X Basic exercises >(a) Let U and V be arbitrary Riesz spaces. (i) Show that the set L(U ; V ) of
all linear operators from U to V is a partially ordered linear space if we say that S ≤ T whenever Su ≤ T u
for every u ∈ U + . (ii) Show that if U and V are Banach lattices then the set of positive operators is closed
in the normed space B(U ; V ) of bounded linear operators from U to V .

> (b) If U is a Riesz space and k k, k k0 are two norms on U both rendering it a Banach lattice, show that
they are equivalent, that is, give rise to the same topology.

(c) Let U be a Riesz space with a Riesz norm, V an Archimedean Riesz space with an order unit, and
T : U → V a linear operator which is continuous for the given norm on U and the order-unit norm on V .
Show that T is order-bounded.

(d) Let U be a Riesz space, V an Archimedean Riesz space, and T : U + → V + a map such that
T (u1 + u2 ) = T u1 + T u2 for all u1 , u2 ∈ U + . Show that T has an extension to a linear operator from U to
V.

>(e) Show that if r, s ≥ 1 are integers then the Riesz space L∼ (Rr ; Rs ) can be identified with the
space of real s × r matrices, saying that a matrix is positive iff every coefficient is positive, so that if
T = hτij i1≤i≤s,1≤j≤r then |T |, taken in L∼ (Rr ; Rs ), is h|τij |i1≤i≤s,1≤j≤r . Show that a matrix represents a
Riesz homomorphism iff each row has at most one non-zero coefficient.
262 Riesz spaces 355Xf

> (f ) Let U be a Riesz space and V a Dedekind complete Riesz space. Show that if T0 , . . . , Tn ∈ L∼ (U ; V )
then
Pn Pn
(T0 ∨ . . . ∨ Tn )(w) = sup{ i=0 Ti ui : ui ≥ 0 ∀ i ≤ n, i=0 ui = w}
for every w ∈ U + .
∼
> (g) Let U be a Riesz space, V a Dedekind complete Riesz Pnspace, and A ⊆ L (U ; V ) a non-empty
∼
set. P
Show that A is bounded above in L (U ; V ) iff Cw = { i=0 Ti ui : T0 , . . . , Tn ∈ A, u0 , . . . , un ∈
n
U + , i=0 ui = w} is bounded above in V for every w ∈ U + , and in this case (sup A)(w) = sup Cw for every
+
w∈U .

355Y Further exercises (a) Let U and V be Banach lattices. For T ∈ L∼ = L∼ (U ; V ), set kT k∼ =
supw∈U + ,kwk≤1 inf{kvk : |T u| ≤ v whenever |u| ≤ w}. Show that k k∼ is a norm on L∼ under which L∼ is a
Banach space, and that the set of positive linear operators is closed in L∼ .

(b) Give an example of a continuous linear operator from `2 to itself which is not order-bounded.
+
(c) Let
PnU and V be Riesz spaces+ and Pn T : U → V a linear operator. (i) Show that for any w ∈ U ,
Cw = { i=0 |T ui | : u0 , . . . , un ∈ U , i=0 ui = w} is upwards-directed, and has the same upper bounds
as {TP u : |u| ≤ P w}. (Hint: induce on m and n to see that if u0 , . . . , Pun , u00 , . . . , u0m ∈ U + are such
n m 0 + m
that i=0 ui = j=0 uj , there is a family huij ii≤n,j≤m in U such that j=0 uij = ui for every i ≤ n,
Pn 0 +
i=0 uij = uj for every j ≤ m.) (ii) Show that if sup Cw is defined for every w ∈ U , then S = T ∨ (−T )
is defined in the partially ordered linear space L (U ; V ) and Sw = sup Cw for every w ∈ U + .
∼

(d) Let U , V and W be Riesz spaces, of which V and W are Dedekind complete. (i) Show that for
any S ∈ L× (V ; W ), the map T 7→ ST : L∼ (U ; V ) → L∼ (U ; W ) belongs to L× (L∼ (U ; V ); L∼ (U ; W )),
and is a Riesz homomorphism if S is. (Hint: 355Yc.) (ii) Show that for any T ∈ L∼ (U ; V ), the map
S 7→ ST : L∼ (V ; W ) → L∼ (U ; W ) belongs to L× (L∼ (V ; W ); L∼ (U ; W )).

(e) Let µ be the usual measure on {0, 1}N and c the Banach lattice of convergent sequences. Find a linear
operator T : L2 (µ) → c which is norm-continuous, therefore order-bounded, such that 0 and T have no
common upper bound in the partially ordered linear space of all linear operators from L2 (µ) to c .

(f ) Let U and V be Banach lattices. Let Lreg be the linear space of operators from U to V expressible as
the difference of positive operators. For T ∈ Lreg let kT kreg be
inf{kT1 + T2 k : T1 , T2 : U → V are positive, T = T1 − T2 }.
Show that k kreg is a norm under which Lreg is complete.

(g) Let U and V be Riesz spaces. For this exercise only, say that L× (U ; V ) is to be the set of linear
operators T : U → V such that whenever A ⊆ U is non-empty, downwards-directed and has infimum 0 then
{v : v ∈ V + , ∃ w ∈ A, |T u| ≤ v whenever |u| ≤ w} has infimum 0 in V . (i) Show that L× (U ; V ) is a linear
space. (ii) Show that if U is Archimedean then L× (U ; V ) ⊆ L∼ (U ; V ). (iii) Show that if U is Archimedean
and V is Dedekind complete then this definition agrees with that of 355G. (iv) Show that for any Riesz
spaces U , V and W , ST ∈ L× (U ; W ) for every S ∈ L× (V ; W ), T ∈ L× (U ; V ). (v) Show that if U and V
are Banach lattices, then L× (U ; V ) is closed in L∼ (U ; V ) for the norm k k∼ of 355Ya. (vi) Show that if V is
Archimedean and U is a Banach lattice with an order-continuous norm, then L× (U ; V ) = L∼ (U ; V ).

(h) Let U be a Riesz space and V a Dedekind complete Riesz space. Show that the band projection
P : L∼ (U ; V ) → L× (U ; V ) is given by the formula

(P T )(w) = inf{sup T u : A ⊆ U + is non-empty, upwards-directed

u∈A

and has supremum w}

for every w ∈ U + , T ∈ (L∼ )+ . (Cf. 362Bd.)
355 Notes Spaces of linear operators 263

(i) Show that if U is a Riesz space with the countable sup property (241Yd), then L∼ ×
c (U ; V ) = L (U ; V )
for every Dedekind complete Riesz space V .

(j) Let U and V be Riesz spaces, of which V is Dedekind complete, and U0 a solid linear subspace of
U . Show that the map T 7→ T ¹U0 is an order-continuous Riesz homomorphism from L× (U ; V ) onto a solid
linear subspace of L× (U0 ; V ).

(k) Let U be a uniformly complete Riesz space (354Yi) and V a Dedekind complete Riesz space. Let UC ,
VC be their complexifications (354Yk). Show that the complexification of L∼ (U ; V ) can be identified with
the complex linear space of linear operators T : UC → VC such that BT (w) = {|T u| : |u| ≤ w} is bounded
above in V for every w ∈ U + , and that now |T |(w) = sup BT (w) for every T ∈ L∼ (U ; V )C , w ∈ U + . (Hint:
if u, v ∈ U and |u + iv| = w, then u and v can be simultaneously
Pn approximated Pn for the order-unit norm k kw
on the solid linear subspace generated by w by finite sums j=0 (cos θj )wj , j=0 (sin θj )wj where wj ∈ U + ,
Pn ∼
j=0 wj = w. Consequently |T (u + iv)| ≤ |T |(w) for every T ∈ LC .)

355 Notes and comments I have had to make some choices in the basic definitions of this chapter
(355A, 355G). For Dedekind complete codomains V , there is no doubt what L∼ (U ; V ) should be, since
the order-bounded operators (in the sense of 355A) are just the differences of positive operators (335Ea).
(These are sometimes called ‘regular’ operators.) When V is not Dedekind complete, we have to choose
between the two notions, as not every order-bounded operator need be regular (355Ye). In my previous book
(Fremlin 74a) I chose the regular operators; I have still not encountered any really persuasive reason to
settle definitively on either class. In 355G the technical complications in dealing with any natural equivalent
of the larger space (see 355Yg) are such that I have settled for the narrower class, but explicitly restricting
the definition to the case in which V is Dedekind complete. In the applications in this book, the codomains
are nearly always Dedekind complete, so we can pass these questions by.
The elementary extension technique in 355D may recall the definition of the Lebesgue integral (122L-
122M). In the same way, 351G may remind you of the theorem that a linear operator between normed
spaces is continuous everywhere if it is continuous anywhere, or of the corresponding results about Boolean
homomorphisms and additive functionals on Boolean algebras (313L, 326Ga, 326N).
Of course 355Ea is the central fact about the space L∼ (U ; V ) for Dedekind complete V ; because we get a
new Riesz space from old ones, the prospect of indefinite recursion immediately presents itself. For Banach
lattices, L∼ (U ; V ) is a linear subspace of the space B(U ; V ) of bounded linear operators (355C); the question
of when the two are equal will be of great importance to us. I give only the vaguest hints on how to show
that they can be different (355Yb, 355Ye), but these should be enough to make it plain that equality is
the exception rather than the rule. It is also very useful that we have effective formulae to describe the
Riesz space operations on L∼ (U ; V ) (355E, 355Xf-355Xg, 355Yc). You may wish to compare these with the
corresponding formulae for additive functionals on Boolean algebras in 326Yj and 362B.
If we think of L∼ as somehow corresponding to the space of bounded additive functionals on a Boolean
algebra, the bands L∼ c and L
×
correspond to the spaces of countably additive and completely additive
functionals. In fact (as will appear in §362) this correspondence is very close indeed. For the moment, all
I have sought to establish is that L∼ c and L
×
are indeed bands. Of course any case in which L∼ (U ; V ) =
L∼c (U ; V ) or L ∼
c (U ; V ) = L ×
(U ; V ) is of interest (355Kb, 355Yi).
Between Banach lattices, positive linear operators are continuous (355C); it follows at once that the Riesz
space structure determines the topology (355Xb), so that it is not to be wondered at that there are further
connexions between the norm and the spaces L∼ and L× , as in 355K.
355F will be a basic tool in the theory of representations of Riesz spaces; if we can represent an order-
dense Riesz subspace of U as a subspace of a Dedekind complete space V , we have at least some chance of
expressing U also as a subspace of V . Of course it has other applications, starting with analysis of the dual
spaces.
264 Riesz spaces §356 intro.

356 Dual spaces

As always in functional analysis, large parts of the theory of Riesz spaces are based on the study of linear
functionals. Following the scheme of the last section, I define spaces U ∼ , Uc∼ and U × , the ‘order-bounded’,
‘sequentially order-continuous’ and ‘order-continuous’ duals of a Riesz space U (356A). These are Dedekind
complete Riesz spaces (356B). If U carries a Riesz norm they are closely connected with the normed space
dual U ∗ , which is itself a Banach lattice (356D). For each of them, we have a canonical Riesz homomorphism
from U to the corresponding bidual. The map from U to U ×× is particularly important (356I); when this
map is an isomorphism we call U ‘perfect’ (356J). The last third of the section deals with L- and M -spaces
and the duality between them (356N, 356P), with two important theorems on uniform integrability (356O,
356Q).

356A Definition Let U be a Riesz space.

(a) I write U ∼ for the space L∼ (U ; R) of order-bounded real-valued linear functionals on U , the order-
bounded dual of U .

(b) Uc∼ will be the space L∼ c (U ; R) of differences of sequentially order-continuous positive real-valued
linear functionals on U , the sequentially order-continuous dual of U .

(c) U × will be the space L× (U ; R) of differences of order-continuous positive real-valued linear functionals
on U , the order-continuous dual of U .
Remark It is easy to check that the three spaces U ∼ , Uc∼ and U × are in general different (356Xa-356Xc).
But the examples there leave open the question: can we find a Riesz space U , for which Uc∼ 6= U × , and
which is actually Dedekind complete, rather than just Dedekind σ-complete, as in 356Xc? This leads to
unexpectedly deep water; it is yet another form of the Banach-Ulam problem. Really this is a question for
Volume 5, but in 363S below I collect the relevant ideas which are within the scope of the present volume.

356B Theorem For any Riesz space U , its order-bounded dual U ∼ is a Dedekind complete Riesz space
in which Uc∼ and U × are bands, therefore Dedekind complete Riesz spaces in their own right. For f ∈ U ∼ ,
f + and |f | ∈ U ∼ are defined by the formulae
f + (w) = sup{f (u) : 0 ≤ u ≤ w}, |f |(w) = sup{f (u) : |u| ≤ w}
for every w ∈ U . A non-empty upwards-directed set A ⊆ U ∼ is bounded above iff supf ∈A f (u) is finite for
+

every u ∈ U , and in this case (sup A)(u) = supf ∈A f (u) for every u ∈ U + .
proof 355E, 355H, 355I.

356C Proposition Let U be any Riesz space and P a band projection on U . Then its adjoint P 0 :
U ∼ → U ∼ , defined by setting P 0 (f ) = f P for every f ∈ U ∼ , is a band projection on U ∼ .
proof (a) Because P : U → U is a positive linear operator, P 0 f ∈ U ∼ for every f ∈ U ∼ (355Bd), and P 0 is
a positive linear operator from U ∼ to itself. Set Q = I − P , the complementary band projection on U ; then
Q0 is another positive linear operator on U ∼ , and P 0 f + Q0 f = f for every f . Now P 0 f ∧ Q0 f = 0 for every
f ≥ 0. PP For any w ∈ U + ,

(P 0 f − Q0 f )+ (w) = sup (P 0 f − Q0 f )(u) = sup f (P u − Qu)

0≤u≤w 0≤u≤w
0
= f (P w) = (P f )(w),
so (P 0 f − Q0 f )+ = P 0 f , that is, P 0 f ∧ Q0 f = 0. Q
Q By 352Rd, P 0 is a band projection.

356D Proposition Let U be a Riesz space with a Riesz norm.

(a) The normed space dual U ∗ of U is a solid linear subspace of U ∼ , and in itself is a Banach lattice with
a Fatou norm and has the Levi property.
356E Dual spaces 265

(b) The norm of U is order-continuous iff U ∗ ⊆ U × .

(c) If U is a Banach lattice, then U ∗ = U ∼ , so that U ∼ , U × and Uc∼ are all Banach lattices.
(d) If U is a Banach lattice with order-continuous norm then U ∗ = U × = U ∼ .
proof (a)(i) If f ∈ U ∗ then
sup|u|≤w f (u) ≤ sup|u|≤w kf kkuk = kf kkwk < ∞
for every w ∈ U + , so f ∈ U ∼ (355Ba). Thus U ∗ ⊆ U ∼ .
(ii) If f , g ∈ U ∗ and |f | ≤ |g|, then for any w ∈ U
|f (w)| ≤ |f |(|w|) ≤ |g|(|w|) = sup|u|≤|w| g(u) ≤ sup|u|≤|w| kgkkuk ≤ kgkkwk.
As w is arbitrary, f ∈ U ∗ and kf k ≤ kgk; as f and g are arbitrary, U ∗ is a solid linear subspace of U ∼ and
the norm of U ∗ is a Riesz norm. Because U ∗ is a Banach space it is also a Banach lattice.
(iii) If A ⊆ (U ∗ )+ is non-empty, upwards-directed and M = supf ∈A kf k is finite, then supf ∈A f (u) ≤
M kuk is finite for every u ∈ U + , so g = sup A is defined in U ∼ (355Ed). Now g(u) = supf ∈A f (u) for every
u ∈ U + , as also noted in 355Ed, so
|g(u)| ≤ g(|u|) ≤ M k|u|k = M kuk
for every u ∈ U , and kgk ≤ M . But as A is arbitrary, this simultaneously proves that the norm of U ∼ is
Fatou and has the Levi property.
(b)(i) Suppose that the norm is order-continuous. If f ∈ U ∗ and A ⊆ U is a non-empty downwards-
directed set with infimum 0, then
inf u∈A |f |(u) ≤ inf u∈A kf kkuk = 0,
×
so |f | ∈ U and f ∈ U . Thus U ⊆ U × .
× ∗

(ii) Now suppose that the norm is not order-continuous. Then there is a non-empty downwards-directed
set A ⊆ U , with infimum 0, such that inf u∈A kuk = δ > 0. Set
B = {v : v ≥ u for some u ∈ A}.
Then B is convex. P P If v1 , v2 ∈ B and α ∈ [0, 1], there are u1 , u2 ∈ A such that vi ≥ ui for both i; now
there is a u ∈ A such that u ≤ u1 ∧ u2 , so that
u = αu + (1 − α)u ≤ αv1 + (1 − α)v2 ,
and αv1 + (1 − α)v2 ∈ B. Q Q Also inf v∈B kvk = δ > 0. By the Hahn-Banach theorem (3A5Cb), there is an
f ∈ U ∗ such that inf v∈B f (v) > 0. But now
inf u∈A |f |(u) ≥ inf u∈A f (u) > 0
and |f | is not order-continuous; so U ∗ 6⊆ U × .
(c) By 355C, U ∼ ⊆ U ∗ , so U ∼ = U ∗ . Now U × and Uc∼ , being bands, are closed linear subspaces (354Bd),
so are Banach lattices in their own right.
(d) Put (b) and (c) together.

356E Biduals If you have studied any functional analysis at all, it will come as no surprise that
duals-of-duals are important in the theory of Riesz spaces. I start with a simple lemma.
Lemma Let U be a Riesz space and f : U → R a positive linear functional. Then for any u ∈ U + there is
a positive linear functional g : U → R such that 0 ≤ g ≤ f , g(u) = f (u) and g(v) = 0 whenever u ∧ v = 0.
proof Set g(v) = supα≥0 f (v ∧ αu) for every v ∈ U + . Then it is easy to see that g(βv) = βg(v) for every
v ∈ U + , β ∈ [0, ∞[. If v, w ∈ U + then
(v ∧ αu) + (w ∧ αu) ≤ (v + w) ∧ 2αu ≤ (v ∧ 2αu) + (w ∧ 2αu)
for every α ≥ 0 (352Fa), so g(v + w) = g(v) + g(w). Accordingly g has an extension to a linear functional
from U to R (355D). Of course 0 ≤ g(v) ≤ f (v) for v ≥ 0, so 0 ≤ g ≤ f in U ∼ . We have g(u) = f (u), while
if u ∧ v = 0 then αu ∧ v = 0 for every α ≥ 0, so g(v) = 0.
266 Riesz spaces 356F

356F Theorem Let U be a Riesz space and V a solid linear subspace of U ∼ . For u ∈ U define û : V → R
by setting û(f ) = f (u) for every f ∈ V . Then u 7→ û is a Riesz homomorphism from U to V × .
proof (a) By the definition of addition and scalar multiplication in V , û is linear for every u; also αu
c = αû,
(u1 + u2 )b= û1 + û2 for all u, u1 , u2 ∈ U and α ∈ R. If u ≥ 0 then û(f ) = f (u) ≥ 0 for every f ∈ V + , so
û ≥ 0; accordingly every û is the difference of two positive functionals, and u 7→ û is a linear operator from
U to V ∼ .
(b) If B ⊆ V is a non-empty downwards-directed set with infimum 0, then inf f ∈B f (u) = 0 for every
u ∈ U + , by 355Ee. But this means that û is order-continuous for every u ∈ U + , so that û ∈ V × for every
u ∈ U.
(c) If u ∧ v = 0 in U , then for any f ∈ V + there is a g ∈ [0, f ] such that g(u) = f (u), g(v) = 0 (356D). So
(û ∧ v̂)(f ) ≤ û(f − g) + v̂(g) = f (u) − g(u) + g(v) = 0.
As f is arbitrary, û ∧ v̂ = 0. As u and v are arbitrary, u 7→ û is a Riesz homomorphism (352G).

356G Lemma Suppose that U is a Riesz space such that U ∼ separates the points of U . Then U is
Archimedean.
proof ?? Otherwise, there are u, v ∈ U such that v > 0 and nv ≤ u for every n ∈ N. Now there is an
f ∈ U ∼ such that f (v) 6= 0; but f (v) ≤ |f |(v) ≤ n1 |f |(u) for every n, so this is impossible. X
X

356H Lemma Let U be an Archimedean Riesz space and f > 0 in U × . Then there is a u ∈ U such
that (i) u > 0 (ii) f (v) > 0 whenever 0 < v ≤ u (iii) g(u) = 0 whenever g ∧ f = 0 in U × . Moreover, if
u0 ∈ U + is such that f (u0 ) > 0, we can arrange that u ≤ u0 .
proof (Because f > 0 there certainly is some u0 ∈ U such that f (u0 ) > 0.)
(a) Set A = {v : 0 ≤ v ≤ u0 , f (v) = 0}. Then (v1 + v2 ) ∧ u0 ∈ A for all v1 , v2 ∈ A, so A is upwards-
directed. Because f (u0 ) > 0 = sup f [A] and f is order-continuous, u0 cannot be the least upper bound of
A, and there is another upper bound u1 of A strictly less than u0 .
Set u = u0 − u1 > 0. If 0 ≤ v ≤ u and f (v) = 0, then
w ∈ A =⇒ w ≤ u1 =⇒ w + v ≤ u0 =⇒ w + v ∈ A;
consequently nv ∈ A and nv ≤ u0 for every n ∈ N, so v = 0. Thus u has properties (i) and (ii).
(b) Now suppose that g ∧ f = 0 in U × . Let ² > 0. Then for each n ∈ N there is a vn ∈ [0, u] such that
f (vn ) + g(u − vn ) ≤ 2−n ² (355Ec). If v ≤ vn for every n ∈ N then f (v) = 0 so v = 0; thus inf n∈N vn = 0.
Set wn = inf i≤n vi for each n ∈ N; then hwn in∈N is non-increasing and has infimum 0 so (because g is
order-continuous) inf n∈N g(wn ) = 0. But
Pn
u − wn = supi≤n u − vi ≤ i=0 u − vi ,
so
Pn
g(u − wn ) ≤ i=0 g(u − vi ) ≤ 2²
for every n, and
g(u) ≤ 2² + inf n∈N g(wn ) = 2².
As ² is arbitrary, g(u) = 0; as g is arbitrary, u has the third required property.

356I Theorem Let U be any Archimedean Riesz space. Then the canonical map from U to U ×× (356F)
is an order-continuous Riesz homomorphism from U onto an order-dense Riesz subspace of U ×× . If U is
Dedekind complete, its image in U ×× is solid.
proof (a) By 356F, u 7→ û : U → U ×× is a Riesz homomorphism.
To see that it is order-continuous, take any non-empty downwards-directed set A ⊆ U with infimum 0.
Then C = {û : u ∈ A} is downwards-directed, and for any f ∈ (U × )+
356K Dual spaces 267

inf φ∈C φ(f ) = inf u∈A f (u) = 0

because f is order-continuous. As f is arbitrary, inf C = 0 (355Ee); as A is arbitrary, u 7→ û is order-
continuous (351Ga).
(b) Now suppose that φ > 0 in U ×× . By 356H, there is an f > 0 in U × such that φ(f ) > 0 and φ(g) = 0
whenever g ∧ f = 0. Next, there is a u > 0 in U such that f (u) > 0. Since U ≥ 0, û ≥ 0; since û(f ) > 0,
û ∧ φ > 0.
Because U ×× (being Dedekind complete) is Archimedean, inf α>0 αû = 0, and there is an α > 0 such that
ψ = (û ∧ φ − αû)+ > 0.
Let g ∈ (U × )+ be such that ψ(g) > 0 and θ(g) = 0 whenever θ ∧ ψ = 0 in U ×× . Let v ∈ U + be such that
g(v) > 0 and h(v) = 0 whenever h ∧ g = 0 in U × .
Because v̂(g) = g(v) > 0, v̂ ∧ ψ > 0. As ψ ≤ û, v̂ ∧ û > 0 and v̂ ∧ αû > 0. Set w = v ∧ αu; then ŵ = v̂ ∧ αû,
by 356F, so ŵ > 0.
?? Suppose, if possible, that ŵ 6≤ φ. Then θ = (ŵ − φ)+ > 0, so there is an h ∈ (U × )+ such that θ(h) > 0
and θ(h0 ) > 0 whenever 0 < h0 ≤ h (356H, for the fourth and last time). Now examine

θ(h ∧ g) ≤ (αû − φ ∧ û)+ (g)

(because ŵ ≤ αû, φ ∧ û ≤ φ, h ∧ g ≤ g)
=0
because (αû − φ ∧ û)+ ∧ ψ = 0. So h ∧ g = 0 and h(v) = 0. But this means that
θ(h) ≤ ŵ(h) ≤ v̂(h) = 0,
which is impossible. X
X
Thus 0 < ŵ ≤ φ. As φ is arbitrary, the image Û of U is quasi-order-dense in U ×× , therefore order-dense
(353A).
(c) Now suppose that U is Dedekind complete and that 0 ≤ φ ≤ ψ ∈ Û . Express ψ as û where u ∈ U ,
and set A = {v : v ∈ U, v ≤ u+ , v̂ ≤ φ}. If v ∈ U and 0 ≤ v̂ ≤ φ, then w = v + ∧ u+ ∈ A and ŵ = v̂; thus
φ = sup{v̂ : v ∈ A} = v̂0 , where v0 = sup A. So φ ∈ Û . As φ and ψ are arbitrary, Û is solid in U ×× .

356J Definition A Riesz space U is perfect if the canonical map from U to U ×× is an isomorphism.

356K Proposition A Riesz space U is perfect iff (i) it is Dedekind complete (ii) U × separates the
points of U (iii) whenever A ⊆ U is non-empty and upwards-directed and {f (u) : u ∈ A} is bounded for
every f ∈ U × , then A is bounded above in U .
proof (a) Suppose that U is perfect. Because it is isomorphic to U ×× , which is surely Dedekind complete,
U also is Dedekind complete. Because the map u 7→ û : U → U ×× is injective, U × separates the points of
U . If A ⊆ U is non-empty and upwards-directed ad {f (u) : u ∈ A} is bounded above for every f ∈ U × , then
B = {û : u ∈ A} is non-empty and upwards-directed and supφ∈B φ(f ) < ∞ for every f ∈ U × , so sup B is
defined in U ×∼ (355Ed); but U ×× is a band in U ×∼ , so sup B ∈ U ×× and is of the form ŵ for some w ∈ U .
Because u 7→ û is a Riesz space isomorphism, w = sup A in U . Thus U satisfies the three conditions.
(b) Suppose that U satisfies the three conditions. We know that u 7→ û is a Riesz homomorphism onto
an order-dense Riesz subspace of U ×× (356I). It is injective because U × separates the points of U . If φ ≥ 0
in U ×× , set A = {u : u ∈ U + , û ≤ φ}. Then A is non-empty and upwards-directed and for any f ∈ U ×
supu∈A f (u) ≤ supu∈A |f |(u) ≤ supu∈A û(|f |) ≤ φ(|f |) < ∞,
so by condition (iii) A has an upper bound in U . Since U is Dedekind complete, w = sup A is defined in U .
Now
ŵ = supu∈A û = φ.
As φ is arbitrary, the image of U includes (U ×× )+ , therefore is the whole of U ×× , and u 7→ û is a bijective
Riesz homomorphism, that is, a Riesz space isomorphism.
268 Riesz spaces 356L

356L Proposition (a) Any band in a perfect Riesz space is a perfect Riesz space in its own right.
(b) For any Riesz space U , U ∼ is perfect; consequently Uc∼ and U × are perfect.
proof (a) I use the criterion of 356K. Let U be a perfect Riesz space and V a band in U . Then V is
Dedekind complete because U is (353Jb). If v ∈ V \ {0} there is an f ∈ U × such that f (v) 6= 0; but the
embedding V ⊆ U is order-continuous (352N), so g = f ¹ V belongs to V × , and g(v) 6= 0. Thus V × separates
the points of V . If A ⊆ V is non-empty and upwards-directed and supv∈A g(v) is finite for every g ∈ V × ,
then supv∈A f (v) < ∞ for every f ∈ U × (again because f ¹ V ∈ V × ), so A has an upper bound in U ; because
U is Dedekind complete, sup A is defined in U ; because V is a band, sup A ∈ V and is an upper bound for
A in V . Thus V satisfies the conditions of 356K and is perfect.
(b) U ∼ is Dedekind complete, by 355Ea. If f ∈ U ∼ \ {0}, there is a u ∈ U such that f (u) 6= 0; now
û(f ) 6= 0, where û ∈ U ∼× (356F). Thus U ∼× separates the points of U ∼ . If A ⊆ U ∼ is non-empty and
upwards-directed and supf ∈A φ(f ) is finite for every φ ∈ U ∼× , then, in particular,
supf ∈A f (u) = supf ∈A û(f ) < ∞
for every u ∈ U , so A is bounded above in U ∼ , by 355Ed. Thus U ∼ satisfies the conditions of 356K and is
perfect.
By (a), it follows at once that U × and Uc∼ are perfect.

356M Proposition If U is a Banach lattice in which the norm is order-continuous and has the Levi
property, then U is perfect.
proof By 356Db, U ∗ = U × ; since U ∗ surely separates the points of U , so does U × . By 354Ee, U is
Dedekind complete. If A ⊆ U is non-empty and upwards-directed and f [A] is bounded for every f ∈ U × ,
then A is norm-bounded, by the Uniform Boundedness Theorem (3A5Hb). Because the norm is supposed to
have the Levi property, A is bounded above in U . Thus U satisfies all the conditions of 356K and is perfect.

356N L- and M -spaces I come now to the duality between L-spaces and M -spaces which I hinted at
in §354.
Proposition Let U be an Archimedean Riesz space with an order-unit norm.
(a) U ∗ = U ∼ is an L-space.
(b) If e is the standard order unit of U , then kf k = |f |(e) for every f ∈ U ∗ .
(c) A linear functional f : U → R is positive iff it belongs to U ∗ and kf k = f (e).
(d) If e 6= 0 there is a positive linear functional f on U such that f (e) = 1.
proof (a)-(b) We know already that U ∗ ⊆ U ∼ is a Banach lattice (356Da). If f ∈ U ∼ then
sup{|f (u)| : kuk ≤ 1} = sup{|f (u)| : |u| ≤ e} = |f |(e),
so f ∈ U and kf k = |f |(e); thus U ∼ = U ∗ . If f , g ≥ 0 in U ∗ , then
∗

kf + gk = (f + g)(e) = f (e) + g(e) = kf k + kgk;

thus U ∗ is an L-space.
(c) As already remarked, if f is positive then f ∈ U ∗ and kf k = f (e). On the other hand, if f ∈ U ∗ and
kf k = f (e), take any u ≥ 0. Set v = (1 + kuk)−1 u. Then 0 ≤ v ≤ e and ke − vk ≤ 1 and
f (e − v) ≤ |f (e − v)| ≤ kf k = f (e).
But this means that f (v) ≥ 0 so f (u) ≥ 0. As u is arbitrary, f ≥ 0.
(d) By the Hahn-Banach theorem (3A5Ac), there is an f ∈ U ∗ such that f (e) = kf k = 1; by (c), f is
positive.

356O Theorem Let U be an Archimedean Riesz space with order-unit norm. Then a set A ⊆ U ∗ = U ∼
is uniformly integrable iff it is norm-bounded and limn→∞ supf ∈A |f (un )| = 0 for every order-bounded
disjoint sequence hun in∈N in U + .
356O Dual spaces 269

proof (a) Suppose that A is uniformly integrable. Then it is surely norm-bounded (354Ra). If hun in∈N is
a disjoint sequence in U + bounded above ∗
Pnby w, then for any ² > 0 we can find an h ≥ 0 in U such that
+
k(|f | − h) k ≤ ² for every f ∈ A. Now i=0 h(ui ) ≤ h(w) for every n, and limn→0 h(un ) = 0; since at the
same time
|f (un )| ≤ |f |(un ) ≤ h(un ) + (|f | − h)+ (un ) ≤ h(un ) + ²kun k ≤ h(un ) + ²kwk
for every f ∈ A, n ∈ N, lim supn→∞ supf ∈A |f |(un ) ≤ ²kwk. As ² is arbitrary,
limn→∞ supf ∈A |f |(un ) = 0,
and the conditions are satisfied.
(b)(i) Now suppose that A is norm-bounded but not uniformly integrable. Write B for the solid hull of
A, M for supf ∈A kf k = supf ∈B kf k; then there is a disjoint sequence hgn in∈N in B ∩ (U ∗ )+ which is not
norm-convergent to 0 (354R(b-iv)), that is,
1 1
δ= 2 lim supn→∞ gn (e) = 2 lim supn→∞ kgn k > 0,
where e is the standard order unit of U .
(ii) Set
C = {v : 0 ≤ v ≤ e, supg∈B g(v) ≥ δ},

D = {w : 0 ≤ w ≤ e, lim supn→∞ gn (w) > δ}.

Then for any u ∈ D we can find v ∈ C, w ∈ D such that v ∧ w = 0. P P Set δ 0 = lim supn→∞ gn (u),
0
η = (δ − δ)/(3 + M ) > 0; take k ∈ N so large that kη ≥ M .
Because gn (u) ≥ δ 0 − η for infinitely many n, we can find P
a set K ⊆ N, of size k, such that gi (u) ≥ δ 0 − η
for every i ∈ K. Now we know that, for each i ∈ K, gi ∧ k j∈K,j6=i gj = 0, so there is a vi ≤ u such that
P
gi (u − vi ) + k j∈K,j6=i gj (vi ) ≤ η (355Ec). Now
η
gi (vi ) ≥ gi (u) − η ≥ δ 0 − 2η, gi (vj ) ≤ for i, j ∈ K, i 6= j.
k
P
Set vi0 = (vi − j∈K,j6=i vj )+ for each i ∈ K; then
P
gi (vi0 ) ≥ gi (vi ) − j∈K,j6=i gi (vj ) ≥ δ 0 − 3η
for every i ∈ K, while vj0 ∧ vi0 = 0 for distinct i, j ∈ K.
For each n ∈ N,
P 1 0
i∈K gn (u ∧ vi ) ≤ gn (u) ≤ kgn k ≤ ηk,
η

so there is some i(n) ∈ K such that

1
0 01
gn (u ∧ vi(n) ) ≤ η, gn (u − vi(n) )+ ≥ gn (u) − η.
η η

Since {n : gn (u) ≥ δ + 2η} is infinite, there is some m ∈ K such that J = {n : gn (u) ≥ δ + 2η, i(n) = m} is
infinite. Try
0 1
v = (vm − ηu)+ , 0 +
w = (u − vm ) .
η

Then v, w ∈ [0, u] and v ∧ w = 0. Next,

0
gm (v) ≥ gm (vm ) − ηM ≥ δ 0 − 3η − ηM = δ,
so v ∈ C, while for any n ∈ J
01
gn (w) = gn (u − vi(n) )+ ≥ gn (u) − η ≥ δ + η;
η
since J is infinite,
lim supn→∞ gn (w) ≥ δ + η > δ
270 Riesz spaces 356O

and w ∈ D. Q
Q
(iii) Since e ∈ D, we can choose inductively sequences hwn in∈N in D, hvn in∈N in C such that w0 = e,
vn ∧ wn+1 = 0, vn ∨ wn+1 ≤ wn for every n ∈ N. But in this case hvn in∈N is a disjoint order-bounded
sequence in [0, u], while for each n ∈ N, we can find fn ∈ A such that |fn |(vn ) > 23 δ. Now there is a
un ∈ [0, vn ] such that |fn (un )| ≥ 31 δ. P
P Set γ = sup0≤v≤vn |fn (v)|. Then fn+ (vn ), fn− (vn ) are both less than
or equal to γ, so |fn |(vn ) ≤ 2γ and γ > 31 δ; so there is a un ∈ [0, vn ] such that |fn (un )| ≥ 31 δ. Q
Q
Accordingly we have a disjoint sequence hun in∈N in [0, e] such that supf ∈A |f (un )| ≥ 13 δ for every n ∈ N.
(iv) All this is on the assumption that A is norm-bounded and not uniformly integrable. So, turning it
round, we see that if A is norm-bounded and limn→∞ supf ∈A |f (un )| = 0 for every order-bounded disjoint
sequence hun in∈N , A must be uniformly integrable.
This completes the proof.

356P Proposition Let U be an L-space.

(a) U is perfect. R
∗ ∼ ×
R (b) U + = U − = U is an M -space; its standard order unit is the functional defined by setting
u = ku k − ku k for every u ∈ U . R
R (c) If A ⊆ U is Rnon-empty and upwards-directed and supu∈A u is finite, then sup A is defined in U and
sup A = supu∈A u.
proof (a) By 354N we know that the norm on U is order-continuous and has the Levi property, so 356M
tells us that U is perfect.
(b) 356Dd tells us that U ∗ = U ∼ = U × .
The L-space property tells us that the functional u 7→ kuk : U R+ → R is additive; of course it is also
homogeneous,
R so by 355D it has an R extension to a linear functional : U → R satisfying the given formula.
Because u = kuk ≥ 0 for u ≥ 0, ∈ (U ∼ )+ . For f ∈ U ∼ ,
Z Z
|f | ≤ ⇐⇒ |f |(u) ≤ u for every u ∈ U +

⇐⇒ |f (v)| ≤ kuk whenever |v| ≤ u ∈ U

⇐⇒ |f (v)| ≤ kvk for every v ∈ U
⇐⇒ kf k ≤ 1,
R
so the norm on U ∗ = U ∼ is the order-unit norm defined from , and U ∼ is an M -space, as claimed.
(c) Fix u0 ∈ A, and set B = {u+ : u ∈ A, u ≥ u0 }. Then B ⊆ U + is upwards-directed, and
Z Z Z
sup kvk = sup u+ = sup u + u−
v∈B u∈A,u≥u0 u∈A,u≥u0
Z Z
≤ sup u + u− 0 < ∞.
u∈A,u≥u0

Because k k has the Levi property, B is bounded above. But (because A is upwards-directed) every member
of A is dominated by some memberR of B, so A also
R is boundedR above. Because U is Dedekind complete,
sup A is defined in U . Finally, sup A = supu∈A u because , being a positive member of U × , is order-
continuous.

356Q Theorem Let U be any L-space. Then a subset of U is uniformly integrable iff it is relatively
weakly compact.
proof (a) Let A ⊆ U be a uniformly integrable set.
(i) Suppose that F is an ultrafilter on X containing A. Then A 6= ∅. Because A is norm-bounded,
supu∈A |f (u)| < ∞ and φ(f ) = limu→F f (u) is defined in R for every f ∈ U ∗ (2A3Se).
If f , g ∈ U ∗ then
356X Dual spaces 271

φ(f + g) = limu→F f (u) + g(u) = limu→F f (u) + limu→F g(u) = φ(f ) + φ(g)
(2A3Sf). Similarly,
φ(αf ) = limu→F αf (u) = αφ(f )
∗ ∗
for every f ∈ U , α ∈ R. Thus φ : U → R is linear. Also
|φ(f )| ≤ supu∈A |f (u)| ≤ kf k supu∈A kuk,
∗∗ ∗∼
so φ ∈ U =U .
(ii) Now the point of this argument is that φ ∈ U ∗× . P
P Suppose that B ⊆ U ∗ is non-empty and
downwards-directed and has infimum 0. Fix f0 ∈ B. Let ² > 0. Then there is a w ∈ U + such that
k(|u| − w)+ k ≤ ² for every u ∈ A, which means that
|f (u)| ≤ |f |(|u|) ≤ |f |(w) + |f |(|u| − w)+ ≤ |f |(w) + ²kf k
for every f ∈ U ∗ and every u ∈ A. Accordingly |φ(f )| ≤ |f |(w)+²kf k for every f ∈ U ∗ . Now inf f ∈B f (w) = 0
(using 355Ee, as usual), so there is an f1 ∈ B such that f1 ≤ f0 and f1 (w) ≤ ². In this case
|φ|(f1 ) = sup|f |≤f1 |φ(f )| ≤ sup|f |≤f1 |f |(w) + ²kf k ≤ f1 (w) + ²kf1 k ≤ ²(1 + kf0 k).
As ² is arbitrary, inf f ∈B |φ|(f ) = 0; as B is arbitrary, |φ| is order-continuous and φ ∈ U ∗× . Q
Q
(iii) At this point, we recall that U ∗ = U × and that the canonical map from U to U ×× is surjective
(356P). So there is a u0 ∈ U such that û0 = φ. But now we see that
f (u0 ) = φ(f ) = limu→F f (u)
for every f ∈ U ∗ ; which is just what is meant by saying that F → u0 for the weak topology on U (2A3Sd).
Accordingly every ultrafilter on U containing A has a limit in U . But because the weak topology on U
is regular (3A3Be), it follows that the closure of A for the weak topology is compact (3A3De), so that A is
relatively weakly compact.
(b) For the converse I use the criterion of 354R(b-iv). Suppose that A ⊆ U is relatively weakly compact.
Then A is norm-bounded, by the Uniform Boundedness Theorem. Now let hun in∈N be any disjoint sequence
in the solid hull of A. For each n, let Un be the band of U generated by un . Let Pn be the band projection
from U onto Un (353H). Let vn ∈ A be such that |un | ≤ |vn |; then
|un | = Pn |un | ≤ Pn |vn | = |Pn vn |,
so kun k ≤ kPn vn k for each n. Let gn ∈ U ∗ be such that kgn k = 1 and gn (Pn vn ) = kPn vn k.
Define T : U → RN by setting T u = hgn (Pn u)in∈N for each u ∈ U . Then T is a continuous linear operator
from U to `1 . PP For m 6= n, Um ∩ Un = {0}, because |um | ∧ |un | = 0. So, for any u ∈ U , hPn uin∈N is a
disjoint sequence in U , and
Pn Pn
i=0 kPi uk = k i=0 |Pi u|k = k supi≤n |Pi u|k ≤ kuk

for every n; accordingly

P∞ P∞
kT uk1 = i=0 |gi Pi u| ≤ i=0 kPi uk ≤ kuk.
Since T is certainly a linear operator (because every coordinate functional gi Pi is linear), we have the result.
QQ
Consequently T [A] is relatively weakly compact in `1 , because T is continuous for the weak topologies
(2A5If). But `1 can be identified with L1 (µ), where µ is counting measure on N. So T [A] is uniformly
integrable in `1 , by 247C, and in particular limn→∞ supw∈T [A] |w(n)| = 0. But this means that
limn→∞ kun k ≤ limn→∞ |gn (Pn vn )| = limn→∞ |(T vn )(n)| = 0.
As hun in∈N is arbitrary, A satisfies the conditions of 354R(b-iv) and is uniformly integrable.

356X Basic exercises (a) Show that if U = `∞ then U × = Uc∼ can be identified with `1 , and is
P∞
∼ ∼
properly included in U . (Hint: show that if f ∈ Uc then f (u) = n=0 u(n)f (en ), where en (n) = 1,
en (i) = 0 for i 6= n.)
272 Riesz spaces 356Xb

(b) Show that if U = C([0, 1]) then U × = Uc∼ = {0}. (Hint: show that if f ∈ (Uc∼ )+ and hqn in∈N
enumerates Q ∩ [0, 1], then for each n ∈ N there is a un ∈ U + such that un (qn ) = 1 and f (un ) ≤ 2−n .)

(c) Let X be an uncountable set and µ the countable-cocountable measure on X, Σ its domain (211R).
Let U be the space of bounded Σ-measurable real-valued functions on X. Show that U is a Dedekind
σ-complete Banach lattice Rif given the supremum norm k k∞ . Show that U × can be identified with `1 (X)
(cf. 356Xa), and that u 7→ u dµ belongs to Uc∼ \ U × .

(d) Let U be a Dedekind σ-complete Riesz space and f ∈ Uc∼ . Let hun in∈N be an order-bounded sequence
in U which is order-convergent to u ∈ U in the sense that u = inf n∈N supm≥n um = supn∈N inf m≥n um . Show
that limn→∞ f (un ) exists and is equal to f (u).

(e) Let U be any Riesz space. Show that the band projection P : U ∼ → U × is defined by the formula

(P f )(u) = inf{sup f (v) : A ⊆ U is non-empty, upwards-directed

v∈A

and has supremumu}

for every f ∈ (U ∼ )+ , u ∈ U + . (Hint: show that the formula for P f always defines an order-continuous
linear functional. Compare 355Yh, 356Yb and 362Bd.)

(f ) Let U be any Riesz space. Show that the band projection P : U ∼ → Uc∼ is defined by the formula
(P f )(u) = inf{supn∈N f (vn ) : hvn in∈N is a non-decreasing sequence with supremum u}
for every f ∈ (U ∼ )+ , u ∈ U + .

(g) Let U be a Riesz space with a Riesz norm. Show that U ∗ is perfect.

(h) Let U be a Riesz space with a Riesz norm. Show that the canonical map from U to U ∗∗ is a Riesz
homomorphism.

(i) Let V be a perfect Riesz space and U any Riesz space. Show that L∼ (U ; V ) is perfect. (Hint: show
that if u ∈ U , g ∈ V × then T 7→ g(T u) belongs to L∼ (U ; V )× .)

(j) Let U be an M -space. Show that it is perfect iff it is Dedekind complete and U × separates the points
of U .

(k) Let U be a Banach lattice which, as a Riesz space, is perfect. Show that its norm has the Levi
property.

(l) Write out a proof from first principles that if hun in∈N is a sequence in `1 such that |un (n)| ≥ δ > 0
for every n ∈ N, then {un : n ∈ N} is not relatively weakly compact.

(m) Let U be an L-space and A ⊆ U a non-empty set. Show that the following are equiveridical: (i) A
is uniformly integrable (ii) inf f ∈B supu∈A |f (u)| for every non-empty downwards-directed set B ⊆ U × with
infimum 0 (iii) inf n∈N supu∈A |fn (u)| = 0 for every non-increasing sequence hfn in∈N in U × with infimum 0
(iv) A is norm-bounded and limn→∞ supu∈A |fn (u)| = 0 for every disjoint order-bounded sequence hfn in∈N
in U × .

356Y Further exercises (a) Let U be a Riesz space with the countable sup property. Show that
U × = Uc∼ .

(b) Let U be a Riesz space, and A a family of non-empty downwards-directed subsets of U + all with
∼
infimum 0. (i) Show that UA = {f : f ∈ U ∼ , inf u∈A |f |(u) = 0 for every A ∈ A} is a band in U ∼ . (ii) Set
∗ ∼ ∼ ∼ +
A = {A0 + . . . + An : A0 , . . . , An ∈ A}. Sbow that UA = UA ∗ . (iii) Take any f ∈ (U ) , and let g, h be
∼ ∼ ⊥
the components of f in UA , (UA ) respectively. Show that
g(u) = inf A∈A∗ supv∈A f (u − v)+ , h(u) = supA∈A∗ inf v∈A f (u ∧ v)
for every u ∈ U + . (Cf. 362Xi.)
356 Notes Dual spaces 273

(c) Let U be a Riesz space. For any band V ⊆ U write V ◦ for {f : f ∈ U × , f (v) = 0 for every
v ∈ V }. Show that V 7→ (V ⊥ )◦ is a surjective order-continuous Boolean homomorphism from the algebra of
complemented bands of U onto the band algebra of U × , and that it is injective iff U × separates the points
of U .

(d) Let U be a Riesz space such that U ∼ separates the points of U . For any band V ⊆ U ∼ write V ◦ for
{x : x ∈ U, f (x) = 0 for every f ∈ V }. Show that V 7→ (V ⊥ )◦ is a surjective Boolean homomorphism from
the algebra of bands of U ∼ onto the band algebra of U , and that it is injective iff U ∼ = U × .

(e) Let U be a Dedekind complete Riesz space such that U × separates the points of U and U is the solid
linear subspace of itself generated by a countable set. Show that U is perfect.

(f ) Let U be an L-space and hun in∈N a sequence in U such that hf (un )in∈N is Cauchy for every f ∈ U ∗ .
Show that hun in∈N is convergent for the weak topology of U . (Hint: use 356Xm(iv) to show that {un : n ∈ N}
is relatively weakly compact.)

(g) Let U be a perfect Banach lattice with order-continuous norm and hun in∈N a sequence in U such
that hf (un )in∈N is Cauchy for every f ∈ U ∗ . Show that hun in∈N is convergent for the weak topology of U .
(Hint: set φ(f ) = limn→∞ fn (u). For any g ∈ (U ∗ )+ let Vg be the solid linear subspace of U ∗ generated
by g, Wg = {u : g(|u|) = 0}⊥ , kukg = g(|u|) for u ∈ Wg . Show that the completion of Wg under k kg is an
L-space with dual isomorphic to Vg , and hence (using 356Yf) that φ¹ Vg belongs to Vg× ; as g is arbitrary,
φ ∈ V × and may be identified with an element of U .)

(h) Let U be a uniformly complete Archimedean Riesz space with complexification V (354Yk). (i) Show
that the complexification of U ∼ can be identified with the space of linear functionals f : V → C such that
sup|v|≤u |f (v)| is finite for every u ∈ U + . (ii) Show that if U is a Banach lattice, then the complexification
of U ∼ = U ∗ can be identified (as normed space) with V ∗ . (See 355Yk.)

356 Notes and comments The section starts easily enough, with special cases of results in §355 (356B).
When U has a Riesz norm, the identification of U ∗ as a subspace of U ∼ , and the characterization of order-
continuous norms (356D) are pleasingly comprehensive and straightforward. Coming to biduals, we need
to think a little (356F), but there is still no real difficulty at first. In 356H-356I, however, something more
substantial is happening. I have written these arguments out in what seems to be the shortest route to the
main theorem, at the cost perhaps of neglecting any intuitive foundation. What I think we are really doing
is matching bands in U , U × and U ×× , as in 356Yc.
From now on, almost the first thing we shall ask of any new Riesz space will be whether it is perfect,
and if not, which of the three conditions of 356K it fails to satisfy. For reasons which will I hope appear
in the next chapter, perfect Riesz spaces are particularly important in measure theory; in particular, all Lp
spaces for p ∈ [1, ∞[ are perfect (366D), as are the L∞ spaces of localizable measure spaces (365K). Further
examples will be discussed in §369 and §374. Of course we have to remember that there are also important
Riesz spaces which are not perfect, of which C([0, 1]) and c 0 are two of the simplest examples.
The duality between L- and M -spaces (356N, 356P) is natural and satisfying. We are now in a position
to make a determined attempt to tidy up the notion of ‘uniform integrability’. I give two major theorems.
The first is yet another ‘disjoint-sequence’ characterization of uniformly integrable sets, to go with 246G
and 354R. The essential difference here is that we are looking at disjoint sequences in a predual; in a sense,
this means that the result is a sharper one, because the M -space U need not be Dedekind complete (for
instance, it could be C([0, 1]) – this indeed is the archetype for applications of the theorem) and therefore
need not have as many disjoint sequences as its dual. (For instance, in the dual of C([0, 1]) we have all
the point masses δt , where δt (u) = u(t); these form a disjoint family in C([0, 1])∼ not corresponding to any
disjoint family in C([0, 1]).) The essence of the proof is a device to extract a disjoint sequence in U to match
approximately a subsequence of a given disjoint sequence in U ∼ . In the example just suggested, this would
correspond, given a sequence htn in∈N of distinct points in [0, 1], to finding a subsequence htn(i) ii∈N which is
discrete, so that we can find disjoint ui ∈ C([0, 1]) with ui (tn(i) ) = 1 for each i.
The second theorem, 356Q, is a new version of a result already given in §247: in any L-space, uniform
integrability is the same as relative weak compactness. I hope you are not exasperated by having been
274 Riesz spaces 356 Notes

asked, in Volume 2, to master a complex argument (one of the more difficult sections of that volume) which
was going to be superseded. Actually it is worse than that. A theorem of Kakutani (369E) tells us that
every L-space is isomorphic to an L1 space. So 356Q is itself a consequence of 247C. I do at least owe you
an explanation for writing out two proofs. The first point is that the result is sufficiently important for
it to be well worth while spending time in its neighbourhood, and the contrasts and similarities between
the two arguments are instructive. The second is that the proof I have just given was not really accessible
at the level of Volume 2. It does not rely on every single page of this chapter, but the key idea (that U
is isomorphic to U ×× , so it will be enough if we can show that A is relatively compact in U ×× ) depends
essentially on 356I, which lies pretty deep in the abstract theory of Riesz spaces. The third is an aesthetic
one: a theorem about L-spaces ought to be proved in the category of normed Riesz spaces, without calling
on a large body of theory outside. Of course this is a book on measure theory, so I did the measure theory
first, but if you look at everything that went into it, the proof in §247 is I believe longer, in the formal sense,
than the one here, even setting aside the labour of proving Kakutani’s theorem.
Let us examine the ideas in the two proofs. First, concerning the proof that uniformly integrable sets
are relatively compact, the method here is very smooth and natural; the definition I chose of ‘uniform
integrability’ is exactly adapted to showing that uniformly integrable sets are relatively compact in the
order-continuous bidual; all the effort goes into the proof that L-spaces are perfect. The previous argument
depended on identifying the dual of L1 as L∞ – and was disagreeably complicated by the fact that the
identification is not always valid, so that I needed to reduce the problem to the σ-finite case (part (b-ii) of
the proof of 247C). After that, the Radon-Nikodým theorem did the trick. Actually Kakutani’s theorem
shows that the side-step to σ-finite spaces is irrelevant. It directly represents an abstract L-space as L1 (µ)
for a localizable measure µ, in which case (L1 )∗ ∼= L∞ exactly.
In the other direction, both arguments depend on a disjoint-sequence criterion for uniform integrability
(246G(iii) or 354R(b-iv)). These criteria belong to the ‘easy’ side of the topic; straightforward Riesz space
arguments do the job, whether written out in that language or not. (Of course the new one in this section,
356O, lies a little deeper.) I go a bit faster this time because I feel that you ought by now to be happy
with the Hahn-Banach theorem and the Uniform Boundedness Theorem, which I was avoiding in Volume
2. And then of course I quote the result for `1 . This looks like cheating. But `1 really is easier, as you
will find if you just write out part (a) of the proof of 247C for this case. It is not exactly that you can
dispense with any particular element of the R argument; rather it is that the formulae become much more
direct when you can write u(i) in place of Fi u, and ‘cluster points for the weak topology’ become pointwise
limits of subsequences, so that the key step (the ‘sliding hump’, in which uk(j) (n(k(j))) is the only significant
coordinate of uk(j) ), is easier to find.
We now have a wide enough variety of conditions equivalent to uniform integrability for it to be easy to
find others; I give a couple in 356Xm, corresponding in a way to those in 246G. You may have noticed, in
the proof of 247C, that in fact the full strength of the hypothesis ‘relatively weakly compact’ is never used;
all that is demanded is that a couple of sequences should have cluster points for the weak topology. So we
see that a set A is uniformly integrable iff every sequence in A has a weak cluster point. But this extra
refinement is nothing to do with L-spaces; it is generally true, in any normed space U , that a set A ⊆ U is
relatively weakly compact iff every sequence in A has a cluster point in U for the weak topology (‘Eberlein’s
theorem’; see 462D in Volume 4, Köthe 69, 24.2.1, or Dunford & Schwartz 57, V.6.1).
There is a very rich theory concerning weak compactness in perfect Riesz spaces, based on the ideas here;
some of it is explored in Fremlin 74a. As a sample, I give one of the basic properties of perfect Banach
lattices with order-continuous norms: they are ‘weakly sequentially complete’ (356Yg).
Chap. 36 intro. Introduction 275

Chapter 36
Function Spaces
Chapter 24 of Volume 2 was devoted to the elementary theory of the ‘function spaces’ L0 , L1 , L2 and
∞
L associated with a given measure space. In this chapter I return to these spaces to show how they can
be related to the more abstract themes of the present volume. In particular, I develop constructions to
demonstrate, as clearly as I can, the way in which all the function spaces associated with a measure space in
fact depend only on its measure algebra; and how many of their features can (in my view) best be understood
in terms of constructions involving measure algebras.
The chapter is very long, not because there are many essentially new ideas, but because the intuitions
I seek to develop depend, for their logical foundations, on technically complex arguments. This is perhaps
best exemplified by §364. If two measure spaces (X, Σ, µ) and (Y, T, ν) have isomorphic measure algebras
(A, µ̄), (B, ν̄) then the spaces L0 (µ), L0 (ν) are isomorphic as topological f -algebras; and more: for any
isomorphism between (A, µ̄) and (B, ν̄) there is a unique corresponding isomorphism between the L0 spaces.
The intuition involved is in a way very simple. If f , g are measurable real-valued functions on X and Y
respectively, then f • ∈ L0 (µ) will correspond to g • ∈ L0 (ν) if and only if [[f • > α]] = {x : f (x) > α}• ∈ A
corresponds to [[g • > α]] = {y : g(y) > α}• ∈ B for every α. But the check that this formula is consistent,
and defines an isomorphism of the required kind, involves a good deal of detailed work. It turns out, in
fact, that the measures µ and ν do not enter this part of the argument at all, except through their ideals
of negligible sets (used in the construction of A and B). This is already evident, if you look for it, in
the theory of L0 (µ); in §241, as written out, you will find that the measure of an individual set is not
once mentioned, except in the exercises. Consequently there is an invitation to develop the theory with
algebras A which are not necessarily measure algebras. Here is another reason for the length of the chapter;
substantial parts of the work are being done in greater generality than the corresponding sections of Chapter
24, necessitating a degree of repetition. Of course this is not ‘measure theory’ in the strict sense; but for
thirty years now measure theory has been coloured by the existence of these generalizations, and I think it is
useful to understand which parts of the theory apply only to measure algebras, and which can be extended
to other σ-complete Boolean algebras, like the algebraic theory of L0 , or even to all Boolean algebras, like
the theory of L∞ .
Here, then, are two of the objectives of this chapter: first, to express the ideas of Chapter 24 in ways
making explicit their independence of particular measure spaces, by setting up constructions based exclu-
sively on the measure algebras involved; second, to set out some natural generalizations to other algebras.
But to justify the effort needed I ought to point to some mathematically significant idea which demands
these constructions for its expression, and here I mention the categorical nature of the constructions. Be-
tween Boolean algebras we have a variety of natural and important classes of ‘morphism’; for instance,
the Boolean homomorphisms and the order-continuous Boolean homomorphisms; while between measure
algebras we have in addition the measure-preserving Boolean homomorphisms. Now it turns out that if
we construct the Lp spaces in the natural ways then morphisms between the underlying algebras give rise
to morphisms between their Lp spaces. For instance, any Boolean homomorphism from A to B produces
a multiplicative norm-contractive Riesz homomorphism from L∞ (A) to L∞ (B); if A and B are Dedekind
σ-complete, then any sequentially order-continuous Boolean homomorphism from A to B produces a se-
quentially order-continuous multiplicative Riesz homomorphism from L0 (A) to L0 (B); and if (A, µ̄) and
(B, ν̄) are measure algebras, then any measure-preserving Boolean homomorphism from A to B produces
norm-preserving Riesz homomorphisms from Lp (A, µ̄) to Lp (B, ν̄) for every p ∈ [1, ∞]. All of these are
‘functors’, that is, a composition of homomorphisms between algebras gives rise to a composition of the
corresponding operators between their function spaces, and are ‘covariant’, that is, a homomorphism from
A to B leads to an operator from Lp (A) to Lp (B). But the same constructions lead us to a functor which
is ‘contravariant’: starting from an order-continuous Boolean homomorphism from a semi-finite measure
algebra (A, µ̄) to a measure algebra (B, ν̄), we have an operator from L1 (B, ν̄) to L1 (A, µ̄). This last is in
fact a kind of conditional expectation operator. In my view it is not possible to make sense of the theory of
measure-preserving transformations without at least an intuitive grasp of these ideas.
Another theme is the characterization of each construction in terms of universal mapping theorems: for
instance, each Lp space, for 1 ≤ p ≤ ∞, can be characterized as Banach lattice in terms of factorizations of
functions of an appropriate class from the underlying algebra to Banach lattices.
276 Function spaces Chap. 36 intro.

Now let me try to sketch a route-map for the journey ahead. I begin with two sections on the space
S(A); this construction applies to any Boolean algebra (indeed, any Boolean ring), and corresponds to the
space of ‘simple functions’ on a measure space. Just because it is especially close to the algebra (or ring) A,
there is a particularly large number of universal mapping theorems corresponding to different aspects of its
structure (§361). In §362 I seek to relate ideas on additive functionals on Boolean algebras from Chapter
23 and §§326-327 to the theory of Riesz space duals in §356. I then turn to the systematic discussion of the
function spaces of Chapter 24: L∞ (§363), L0 (§364), L1 (§365) and other Lp (§366), followed by an account
of convergence in measure (§367). While all these sections are dominated by the objectives sketched in the
paragraphs above, I do include a few major theorems not covered by the ideas of Volume 2, such as the
Kelley-Nachbin characterization of the Banach spaces L∞ (A) for Dedekind complete A (363R). In the last
two sections of the chapter I turn to the use of L0 spaces in the representation of Archimedean Riesz spaces
(§368) and of Banach lattices separated by their order-continuous duals (§369).

361 S
This is the fundamental Riesz space associated with a Boolean ring A. When A is a ring of sets, S(A) can
be regarded as the linear space of ‘simple functions’ generated by the characteristic functions of members of
A (361L). Its most important property is the universal mapping theorem 361F, which establishes a one-to-
one correspondence between (finitely) additive functions on A (361B-361C) and linear operators on S(A).
Simple universal mapping theorems of this type can be interesting, but do not by themselves lead to new
insights; what makes this one important is the fact that S(A) has a canonical Riesz space structure, norm
and multiplication (361E). From this we can deduce universal mapping theorems for many other classes of
function (361G, 361H, 361I, 361Xb). (Particularly important are countably additive and completely additive
real-valued functionals, which will be dealt with in the next section.) While the exact construction of S(A)
(and the associated map from A to S(A)) can be varied (361D, 361L, 361M, 361Ya), its structure is uniquely
defined, so homomorphisms between Boolean rings correspond to maps between their S( )-spaces (361J),
and (when A is an algebra) A can be recovered from the Riesz space S(A) as the algebra of its projection
bands (361K).

361A Boolean rings In this section I speak of Boolean rings rather than algebras; there are ideas
in §365 below which are more naturally expressed in terms of the ring of elements of finite measure in a
measure algebra than in terms of the whole algebra. I should perhaps therefore recall some of the ideas of
§311, which is the last time when Boolean rings without identity were mentioned, and set out some simple
facts.

(a) Any Boolean ring A can be represented as the ring of compact open subsets of a zero-dimensional
locally compact Hausdorff space X (311I); X is just the set of surjective ring homomorphisms from A onto
Z2 (311E).
(b) If A and B are Boolean rings and π : A → B is a function, then the following are equiveridical:
(i) π is a ring homomorphism; (ii) π(a \ b) = πa \ πb for all a, b ∈ A; (iii) π0 = 0 and π(a ∪ b) = πa ∪ πb,
π(a ∩ b) = πa ∩ πb for all a, b ∈ A. P
P See 312H. To prove (ii)⇒(iii), observe that if a, b ∈ A then
π(a ∩ b) = πa \ π(a \ b) = πa ∩ πb. Q
Q

(c) If A and B are Boolean rings and π : A → B is a ring homomorphism, then π is order-continuous
iff inf π[A] = 0 whenever A ⊆ A is non-empty and downwards-directed and inf A = 0 in A; while π is
sequentially order-continuous iff inf n∈N πan = 0 whenever han in∈N is a non-increasing sequence in A with
infimum 0. (See 313L.)

(d) The following will be a particularly important type of Boolean ring for us. If (A, µ̄) is a measure
algebra, then the ideal Af = {a : a ∈ A, µ̄a < ∞} is a Boolean ring in its own right. Now suppose that
(B, ν̄) is another measure algebra and Bf ⊆ B the corresponding ring of elements of finite measure. We
361D S 277

can say that a ring homomorphism π : Af → Bf is measure-preserving if ν̄πa = µ̄a for every a ∈ Af .
Now in this case π is order-continuous. PP If A ⊆ Af is non-empty, downwards-directed and has infimum 0,
then inf a∈A µ̄a = 0, by 321F; but this means that inf a∈A ν̄πa = 0, and inf π[A] = 0 in Bf . Q
Q

361B Definition Let A be a Boolean ring and U a linear space. A function ν : A → U is finitely
additive, or just additive, if ν(a ∪ b) = νa + νb whenever a, b ∈ A and a ∩ b = 0.

361C Elementary facts We have the following immediate consequences of this definition, correspond-
ing to 326B and 313L. Let A be a Boolean ring, U a linear space and ν : A → U an additive function.
(a) ν0 = 0 (because ν0 = ν0 + ν0).
Pm
(b) If a0 , . . . , am are disjoint in A, then ν(supj≤m aj ) = j=0 νaj .
(c) If B is another Boolean ring and π : B → A is a ring homomorphism, then νπ : B → U is additive.
In particular, if B is a subring of A, then ν¹ B : B → U is additive.
(d) If V is another linear space and T : U → V is a linear operator, then T ν : A → V is additive.
(e) If U is a partially ordered linear space, then ν is order-preserving iff it is non-negative, that is, νa ≥ 0
for every a ∈ A. P P (α) If ν is order-preserving, then of course 0 = ν0 ≤ νa for every a ∈ A. (β) If ν is
non-negative, and a ⊆ b in A, then
νa ≤ νa + ν(b \ a) = νb. Q
Q

(f ) If U is a partially ordered linear space and ν is non-negative, then (i) ν is order-continuous iff
inf ν[A] = 0 whenever A ⊆ A is a non-empty downwards-directed set with infimum 0 (ii) ν is sequentially
order-continuous iff inf n∈N νan = 0 whenever han in∈N is a non-increasing sequence in A with infimum 0. P
P
(i) If ν is order-continuous, then of course inf ν[A] = ν0 = 0 whenever A ⊆ A is a non-empty downwards-
directed set with infimum 0. If ν satisfies the condition, and A ⊆ A is a non-empty upwards-directed set
with supremum c, then {c \ a : a ∈ A} is downwards-directed with infimum 0 (313Aa), so that

sup νa = sup νc − ν(c \ a) = νc − inf ν(c \ a)

a∈A a∈A a∈A

(by 351Db)
= νc.
Similarly, if A ⊆ A is a non-empty downwards-directed set with infimum c, then
inf a∈A νa = inf a∈A νc + ν(a \ c) = νc + inf a∈A ν(a \ c) = νc.
Putting these together, ν is order-continuous. (ii) If ν is sequentially order-continuous, then of course
inf n∈N νan = ν0 = 0 whenever han in∈N is a non-increasing sequence in A with infimum 0. If ν satisfies the
condition, and han in∈N is a non-decreasing sequence in A with supremum c, then hc \ an in∈N is non-increasing
and has infimum 0, so that
supn∈N νan = supn∈N νc − ν(c \ an ) = νc − inf n∈N ν(c \ an ) = νc.
Similarly, if han in∈N is a non-increasing sequence in A with infimum c, then han \ cin∈N is non-increasing
and has infimum 0, so that
inf n∈N νan = inf n∈N νc + ν(c \ an ) = νc + inf n∈N ν(c \ an ) = νc.
Thus ν is sequentially order-continuous. Q
Q

361D Construction Let A be a Boolean ring, and Z its Stone space. For a ∈ A write χa for the
characteristic function of the open-and-compact subset b a of Z corresponding to a. Let S(A) be the linear
subspace of RZ generated by {χa : a ∈ A}. Because χa is a bounded function for every a, S(A) is a subspace
of the space `∞ (Z) of all bounded real-valued functions on Z (354Ha), and k k∞ is a norm on S(A). Because
χa × χb = χ(a ∩ b) for all a, b ∈ A (writing × for pointwise multiplication of functions, as in 281B), S(A) is
closed under ×.
278 Function spaces 361E

361E I give a portmanteau proposition running through the elementary, mostly algebraic, properties
of S(A).
Proposition Let A be a Boolean ring, with Stone space Z. Write S for S(A).
(a) If a0 , . . . , an ∈ A, there are disjoint b0 , . . . , bm such that each ai is expressible as the supremum of
some of the bj . Pm
(b) If u ∈ S, it is expressible in the form j=0 βj χbj where b0 , . . . , bm are disjoint members of A and
βj ∈ R for each j. If all the bj are non-zero then kuk∞ = supj≤m |βj |.
Pm
(c) If u ∈ S is non-negative, it is expressible in the form j=0 βj χbj where b0 , . . . , bm are disjoint members
Pm
of A and βj ≥ 0 for each j, and simultaneously in the form j=0 γj χcj where c0 ⊇ c1 ⊇ . . . ⊇ cm and γj ≥ 0
for every j. P
m
(d) If u = j=0 βj χbj where b0 , . . . , bm are disjoint members of A and βj ∈ R for each j, then |u| =
Pm
j=0 |βj |χbj ∈ S.
(e) S is a Riesz subspace of RZ ; in its own right, it is an Archimedean Riesz space. If A is a Boolean
algebra, then S has an order unit χ1 and kuk∞ = min{α : α ≥ 0, |u| ≤ αχ1} for every u ∈ S.
(f) The map χ : A → S is injective, additive, non-negative, a lattice homomorphism and order-continuous.
(g) Suppose that u ≥ 0 in S and δ ≥ 0 in R. Then
[[u > δ]] = sup{a : a ∈ A, (δ + η)χa ≤ u for some η > 0}
is defined in A, and
δχ[[u > δ]] ≤ u ≤ δχ[[u > 0]] ∨ kuk∞ [[u > δ]].
In particular, u ≤ kuk∞ χ[[u > 0]] and there is an η > 0 such that ηχ[[u > 0]] ≤ u. If u, v ≥ 0 in S then
u ∧ v = 0 iff [[u > 0]] ∩ [[v > 0]] = 0.
(h) Under ×, S is an f -algebra (352W) and a commutative normed algebra (2A4J).
(i) For any u ∈ S, u ≥ 0 iff u = v × v for some v ∈ S.
proof Write b
a for the open-and-compact subset of Z corresponding to a ∈ A.
(a) Induce on n. If n = 0 take m = 0, b0 = a0 . For the inductive step to n ≥ 1, take disjoint
b0 , . . . , bm such that ai is the supremum of some of the bj for each i < n; now replace b0 , . . . , bm with
b0 ∩ an , . . . , bm ∩ an , b0 \ an , . . . , bm \ an , an \ supj≤m bj to obtain a suitable string for a0 , . . . , an .
Pn
(b) If u = 0 set m = 0, b0 = 0, β0 = 0. Otherwise, express u as i=0 αi χai where ai ∈ A and α0 , . . . , αn
are real numbers. Let b0 , . . . , bm be disjoint and such that every ai is expressible as the supremum of some
Pk
of the bj . Set γij = 1 if bj ⊆ ai , 0 otherwise, so that, because the bj are disjoint, χai = j=0 γij χbj for
each i. Then
Pn Pn Pm Pm
u = i=0 αi χai = i=0 j=0 αi γij χbj = j=0 βj χbj ,
Pn
setting βj = i=0 αi γij for each j ≤ k.
The expression for kuk∞ is now obvious.
in (b), we must have βj = u(z) ≥ 0 whenever z ∈ bbj , so that βj ≥ 0 whenever bj 6= 0;
(c)(i) If u ≥ 0P
m
consequently u = j=0 |βj |χbj is in the required form.
(ii) If we suppose that every βj is non-negative, and rearrange the terms of the sum so that β0 ≤ . . . ≤
βm , then we may set γ0 = β0 , γj = βj − βj−1 for 1 ≤ j ≤ m, cj = supi≥j bi to get
Pm Pm Pm Pm Pi Pm
j=0 γj χcj = j=0 i=j γj χbi = i=0 j=0 γj χbi = i=0 βi χbi = u.

(d) is trivial, because bb0 , . . . , bbn are disjoint.

(e) By (d), |u| ∈ S for every u ∈ S, so S is a Riesz subspace of RZ , and in itself is an Archimedean Riesz
space. If A is a Boolean algebra, then χ1, the constant function with value 1, belongs to S, and is an order
unit of S; while
kuk∞ = min{α : α ≥ 0, |u(z)| ≤ α ∀ z ∈ Z} = min{α : α ≥ 0, |u| ≤ αχ1}
for every u ∈ S.
361F S 279

a 6= bb whenever a 6= b. χ is additive because b

(f ) χ is injective because b a ∩ bb = ∅ whenever a ∩ b = 0. Of
course it is non-negative. It is a lattice homomorphism because a 7→ b a : A → PZ and E 7→ χE : PZ → RZ
are. To see that ν is order-continuous, take a non-empty downwards-directed A ⊆ A with infimum 0. ??
Suppose, if possible, that {χa : a ∈ A} does not have P infimum 0 in S. Then there is a u > 0 in S such that
m
u ≤ χa for every a ∈ A. Now u can be expressed as j=0 βj bj where b0 , . . . , bm are disjoint. There must
be some z0 ∈ Z such that u(z0 ) > 0; take j such that z0 ∈ bbj , so that bj 6= 0 and βj = u(z0 ) > 0. But now,
for any z ∈ bbj , a ∈ A,
(χa)(z) ≥ u(z) = βj > 0
a. As z is arbitrary, bbj ⊆ b
and z ∈ b a and bj ⊆ a; as a is arbitrary, bj is a non-zero lower bound for A in A.
X
X So inf χ[A] = 0 in S. As A is arbitrary, χ is order-continuous, by the criterion of 361C(f-i).
Pm
(g) Express u as j=0 βj χbj where b0 , . . . , bm are disjoint and every βj ≥ 0. Then given δ ≥ 0, η > 0,
a ∈ A we have (δ + η)χa ≤ u iff a ⊆ sup{bj : j ≤ m, βj ≥ δ + η}. So [[u > δ]] = sup{bj : j ≤ m, βj > δ}.
Writing c = [[u > δ]], d = [[u > 0]] = sup{bj : βj > 0}, we have

u(z) ≤ kuk∞ if z ∈ b c,
≤ δ if z ∈ db \ b
c,
= 0 if z ∈ b
/ d.
So
δχc ≤ u ≤ kuk∞ χc ∨ δχd,
as claimed. Taking δ = 0 we get u ≤ kuk∞ χd. Set
η = min({1} ∪ {βj : j ≤ m, βj > 0});
then η > 0 and ηχd ≤ u.
If u, v ∈ S + take η, η 0 > 0 such that
ηχ[[u > 0]] ≤ u, η 0 χ[[v > 0]] ≤ v.
Then
min(η, η 0 )χ([[u > 0]] ∩ [[v > 0]]) ≤ u ∧ v ≤ max(kuk∞ , kvk∞ )χ([[u > 0]] ∩ [[v > 0]]).
So
u ∧ v = 0 =⇒ [[u > 0]] ∩ [[v > 0]] = 0 =⇒ u ∧ v = 0.

(h) S is a commutative f -algebra and normed algebra just because it is a Riesz subspace of the f -algebra
and commutative normed algebra `∞ (Z) and is closed under multiplication.
Pm
(i) If u = j=0 βj χbj where b0 , . . . , bm are disjoint and βj ≥ 0 for every j, then u = v × v where
Pm p
v = j=0 βj χbj .

361F I now turn to the universal mapping theorems which really define the construction.
Theorem Let A be a Boolean ring, and U any linear space. Then there is a one-to-one correspondence
between additive functions ν : A → U and linear operators T : S(A) → U , given by the formula ν = T χ.
proof (a) The core of the proof isP the following observation. Let ν : A
P→ U be additive. If a0 , . . . , an ∈ A
n n
and α0 , . . . , αn ∈ R are such that i=0 αi χai = 0 in S = S(A), then i=0 αi νai = 0 in U . P P As in 361E,
we can find disjoint b0 , . . P
. , bm such that eachPai is the supremum of some of the
Pn bj ; set γ ij = 1 if bj ⊆ ai , 0
m m
otherwise, so that χai = j=0 γij χbj , νai = j=0 γij νbj for each i. Set βj = i=0 αi γij , so that
Pn Pm
0 = i=0 αi χai = j=0 βj χbj .

Now βj νbj = 0 in U for each j, because either bj = 0 and νbj = 0, or there is some z ∈ bbj so that βj must
be 0. Accordingly
280 Function spaces 361F

Pm Pm Pn Pn
0= j=0 βj νbj = j=0 i=0 αi γij νbi = i=0 αi νai . Q
Q
Pn Pm
(b) It follows that if u ∈ S is expressible simultaneously as i=0 αi χai = j=0 βj χbj , then
Pn Pm
i=0 αi χai + j=0 (−βj )χbj = 0 in S,

so that
Pn Pm
i=0 αi νai + j=0 (−βj )νbj = 0 in U ,
and
Pn Pm
i=0 αi νai = j=0 βj νbj .
We can therefore define T : S → U by setting
Pn Pn
T ( i=0 αi χai ) = i=0 αi νai
whenever a0 , . . . , an ∈ A and α0 , . . . , αn ∈ R.
(c) It is now elementary to check that T is linear, and that T χa = νa for every a ∈ A. Of course this
last condition uniquely defines T , because {χa : a ∈ A} spans the linear space S.

361G Theorem Let A be a Boolean ring, and U a partially ordered linear space. Let ν : A → U be an
additive function, and T : S(A) → U the corresponding linear operator.
(a) ν is non-negative iff T is positive.
(b) In this case,
(i) if T is order-continuous or sequentially order-continuous, so is ν;
(ii) if U is Archimedean and ν is order-continuous or sequentially order-continuous, so is T .
(c) If U is a Riesz space, then the following are equiveridical:
(i) T is a Riesz homomorphism;
(ii) νa ∧ νb = 0 in U whenever a ∩ b = 0 in A;
(iii) ν is a lattice homomorphism.
proof Write S for S(A).
(a) If T is positive, then surely νa = T χa ≥ 0 for P
every a ∈ A, so ν = T χ is non-negative. If ν is
m
non-negative, and u ≥ 0 in S, then u is expressible as j=0 βj χbj where b0 , . . . , bm ∈ A and βj ≥ 0 for
every j (361Ec), so that
Pm
T u = j=0 βj νbj ≥ 0.
Thus T is positive.
(b)(i) If T is order-continuous (resp. sequentially order-continuous) then ν = T χ is the composition of
two order-continuous (resp. sequentially order-continuous) functions (361Ef), so must be order-continuous
(resp. sequentially order-continuous).
(ii) Assume now that U is Archimedean.
α) Suppose that ν is order-continuous and that A ⊆ S is non-empty, downwards-directed and has
(α
infimum 0. Fix u0 ∈ A, set α = kuk∞ and a0 = [[u > 0]] (in the language of 361Eg). If α = 0 then of course
inf u∈A T u = T u0 = 0. Otherwise, take any w ∈ U such that w 6≤ 0. Then there is some δ > 0 such that
w 6≤ δνa0 , because U is Archimedean. Set A0 = {u : u ∈ A, u ≤ u0 }; because A is downwards-directed,
A0 has the same lower bounds as A, and inf A0 = 0, while A0 is still downwards-directed. For u ∈ A0 set
cu = [[u > δ]], so that
δχcu ≤ u ≤ αχcu + δχ[[u > 0]] ≤ αχcu + δχa0
(361Eg). If u, v ∈ A and u ≤ v, then cu ⊆ cv , so C = {cu : u ∈ A0 } is downwards-directed; but if c is any
0

lower bound for C in A, δχc is a lower bound for A0 in S, so is zero, and c = 0 in A. Thus inf C = 0 in A,
and inf u∈A0 νcu = 0 in U . But this means, in particular, that α1 (w − δνa0 ) is not a lower bound for ν[C],
and there is some u ∈ A0 such that α1 (w − δνa0 ) 6≤ νcu , that is, w − δνa0 6≤ ανcu , that is, w 6≤ δνa0 + ανcu .
As u ≤ αχcu + δχa0 ,
361H S 281

T u ≤ T (αχcu + δχa0 ) = ανcu + δνa0 ,

and w 6≤ T u. Since w is arbitrary, this means that 0 = inf T [A]; as A is arbitrary, T is order-continuous.
β ) The argument for sequential order-continuity is essentially the same. Suppose that ν is se-
(β
quentially order-continuous and that hun in∈N is a non-increasing sequence in S with infimum 0. Again set
α = ku0 k, a0 = [[u0 > 0]]; again we may suppose that α > 0; again take any w ∈ U such that w 6≤ 0. As
before, there is some δ > 0 such that w 6≤ δνa0 . For n ∈ N set cn = [[un > δ]], so that
δχcn ≤ un ≤ αχcn + δχa0 .
The sequence hcn in∈N is non-increasing because hun in∈N is, and if c ⊆ cn for every n, then δχc ≤ un for
every n, so is zero, and c = 0 in A. Thus inf n∈N cn = 0 in A, and inf n∈N νcn = 0 in U , because ν is
sequentially order-continuous. Replacing A0 , C in the argument above by {un : n ∈ N}, {cn : n ∈ N} we
find an n such that w 6≤ T un . Since w is arbitrary, this means that 0 = inf n∈N T un ; as hun in∈N is arbitrary,
T is sequentially order-continuous.
(c)(i)⇒(iii) If T : S(A) → U is a Riesz homomorphism, and ν = T χ, then surely ν is a lattice homo-
morphism because T and χ are.
(iii)⇒(ii) is trivial.

Pm (ii)⇒(i) If νa ∧ νb = 0 whenever a ∩ b = 0, then for any u ∈ S(A) we have an expression of u as

j=0 βj χbj , where b0 , . . . , bm ∈ A are disjoint. Now
Pm Pm Pm
|T u| = | j=0 βj νbj | = j=0 |βj |νbj = T ( j=0 |βj |χbj ) = T (|u|)
by 352Fb and 361Ed. As u is arbitrary, T is a Riesz homomorphism (352G).

361H Theorem Let A be a Boolean ring and U a Dedekind complete Riesz space. Suppose that
ν : A → U is an additive function and T : S = S(A) → U the corresponding linear operator. Then
T ∈ L∼ = L∼ (S; U ) iff {νb : b ⊆ a} is order-bounded in U for every a ∈ A, and in this case |T | ∈ L∼
corresponds to |ν| : A → U , defined by setting
n
X
|ν|(a) = sup{ |νai | : a0 , . . . , an ⊆ a are disjoint}
j=0

= sup{νb − ν(a \ b) : b ⊆ a}
for every a ∈ A.
proof (a) Suppose that T ∈ L∼ and a ∈ A. Then for any b ⊆ a, we have χb ≤ χa so
|νb| = |T χb| ≤ |T |(χa).
Accordingly {νb : b ⊆ a} is order-bounded in U .
(b) Now suppose that {νb : b ⊆ a} is order-bounded in U for every a ∈ A. Then for any a ∈ A we can
define wa = sup{|νb| : b ⊆ a}; in this case, νb − ν(a \ b) ≤ 2wa whenever b ⊆ a, so θa = supb ⊆ a νb − ν(a \ b)
is also defined in U . Considering b = a, b = 0 we see that θa ≥ |νa|. Next, θ : A → U is additive. P P Take
a1 , a2 ∈ A such that a1 ∩ a2 = 0; set a0 = a1 ∪ a2 . For each j ≤ 2 set
Aj = {ν(aj ∩ b) − ν(aj \ b) : b ∈ A} ⊆ U .
Then A0 ⊆ A1 + A2 , because
ν(a0 ∩ b) − ν(a0 \ b) = ν(a1 ∩ b) − ν(a1 \ b) + ν(a2 ∩ b) − ν(a2 \ b)
for every b ∈ A. But also A1 + A2 ⊆ A0 , because if b1 , b2 ∈ A then
ν(a1 ∩ b1 ) − ν(a1 \ b1 ) + ν(a2 ∩ b2 ) − ν(a2 \ b2 ) = ν(a0 ∩ b) − ν(a0 \ b)
where b = (a1 ∩ b1 ) ∪ (a2 ∩ b2 ). So A0 = A1 + A2 , and
θa0 = sup A0 = sup A1 + sup A2 = θa1 + θa2
(351Dc). Q
Q
282 Function spaces 361H

We therefore
Pn have a corresponding positive operator T1 : S → U such that θ = T1 χ. But we also see that
θa = sup{ i=0 |νai | : a0 , . . . , an ⊆ a are disjoint} for every a ∈ A. P
P If a0 , . . . , an are disjoint and included
in a, then
Pn Pn
i=0 |νai | ≤ i=0 θai = θ(supi≤n ai ) ≤ θa.

On the other hand,

Pn
θa ≤ supb ⊆ a |νb| + |ν(a \ b)| ≤ sup{ i=0 |νai | : a0 , . . . , an ⊆ a are disjoint}. Q
Q
It follows that T ∈ L∼
P. nP
P Take any u ≥ 0 in S. Set a = [[u > 0]] (361Eg) and α = kuk∞ . If 0 < |v| ≤ u,
then v is expressible as i=0 αi χai where a0 , . . . , an are disjoint and no αi nor ai is zero. Since |v| ≤ αχa,
we must have |αi | ≤ α, ai ⊆ a for each i. So
Pn Pn Pn
|T v| = | i=0 αi χai | ≤ i=0 |αi ||νai | ≤ α i=0 |νai | = αθa.
Thus {|T v| : |v| ≤ u} is bounded above by αθa. As u is arbitrary, T ∈ L∼ . Q
Q
(c) Thus T ∈ L∼ iff ν is order-bounded on the sets {b : b ⊆ a}, and in this case the two formulae offered
for |ν| are consistent and make |ν| = θ. Finally, θ = |T |χ. P P Take a ∈ A. If a0 , . . . , an ⊆ a are disjoint,
then
Pn Pn Pn
i=0 |νai | = i=0 |T χai | ≤ i=0 |T |(χai ) ≤ |T |(χa);

so θa ≤ |T |(χa). On the other hand, the argument at the end of (b) above shows that |T |(χa) ≤ θa for
every a. Thus |T |(χa) = θa for every a ∈ A, as required. Q
Q

361I Theorem Let A be a Boolean ring, U a normed space and ν : A → U an additive function. Give
S = S(A) its norm k k∞ , and let T : S → U be the linear operator corresponding to ν. Then T is a bounded
linear operator iff {νa : a ∈ A} is bounded, and in this case kT k = supa,b∈A kνa − νbk.
proof (a) If T is bounded, then
kνa − νbk = kT (χa − χb)k ≤ kT kkχa − χbk∞ ≤ kT k
for every a ∈ A, so ν is bounded and supa,b∈A kνa − νbk ≤ kT k.
(b)(i) For the converse,
Pmwe need a refinement of an Pidea in 361Ec. If u ∈ S and u ≥ 0 and kuk∞ ≤ 1,
m
then u is expressible as i=0 γi χci wherePγi ≥ 0 and i=0 γi = 1. P P If u = 0, take n = 0, c0 = 0, γ0 = 1.
n
Otherwise, start from an expression u = j=0 γj χcj where c0 ⊇ . . . ⊇ cn and every γj is non-negative, as in
361Ec. We may suppose that cn 6= 0, in which case
Pn
j=0 γj = u(z) ≤ 1
Pn
for every z ∈ b
cn ⊆ Z, the Stone space of A. Set m = n + 1, cm = 0 and γm = 1 − j=0 γj to get the required
form. QQ
0
(ii) The next
P , γn0 ≥ 0
Pm numbers: if γ0 , . . . , γm , γ0 ,0 . . . P
Pn fact0 we need is an elementary property of real
m n
and i=0 γi = j=0 γj , then there are δij ≥ 0 such that γi = j=0 δij for every i ≤ m and γj = i=0 δij
for every j ≤ n. P
P This is just the case U = R of 352Fd. Q
Q
(iii) Now suppose that ν is bounded; set α0 = supa∈A kνak < ∞. Then
α = supa,b∈A kνa − νbk ≤ 2α0
is also finite. If u ∈ S and kuk∞ ≤ 1, then we can express u as u+ − u− where u+ , u− are non-negative and
also of norm at most 1. By (i), we can express these as
Pm Pn
u+ = i=0 γi χci , u− = j=0 γj0 χc0j
Pm Pn
where all the γi , γj0 are non-negative and i=0 γi = j=0 γj0 = 1. Take hδij ii≤m,j≤n from (ii). Set cij = ci ,
c0ij = c0j for all i, j, so that
Pm Pn Pm Pn
u+ = i=0 j=0 δij χcij , u− = i=0 j=0 δij χc0ij ,
Pm Pn
u= i=0 j=0 δij (χcij − χc0ij ),
361J S 283

Pm Pn
Tu = i=0 j=0 δij (νcij − νc0ij ),
Pm Pn Pm Pn
kT uk ≤ i=0 j=0 δij kνcij − νc0ij k ≤ i=0 j=0 δij α = α.
As u is arbitrary, T is a bounded linear operator and kT k ≤ α, as required.

361J The last few paragraphs describe the properties of S(A) in terms of universal mapping theorems.
The next theorem looks at the construction as a functor which converts Boolean algebras into Riesz spaces
and ring homomorphisms into Riesz homomorphisms.
Theorem Let A and B be Boolean rings and π : A → B a ring homomorphism.
(a) We have a Riesz homomorphism Tπ : S(A) → S(B) given by the formula
Tπ (χa) = χ(πa) for every a ∈ A.
For any u ∈ S(A), kTπ uk∞ = min{ku0 k∞ : u0 ∈ S(A), Tπ u0 = Tπ u}; in particular, kTπ uk∞ ≤ kuk∞ .
Moreover, Tπ (u × u0 ) = Tπ u × Tπ u0 for all u, u0 ∈ S(A).
(b) Tπ is surjective iff π is surjective, and in this case kvk∞ = min{kuk∞ : u ∈ S(A), Tπ u = v} for every
v ∈ S(B).
(c) The kernel of Tπ is just the set of those u ∈ S(A) such that π[[|u| > 0]] = 0, defining [[. . . > . . . ]] as in
361Eg.
(d) Tπ is injective iff π is injective, and in this case kTπ uk∞ = kuk∞ for every u ∈ S(A).
(e) Tπ is order-continuous iff π is order-continuous.
(f) Tπ is sequentially order-continuous iff π is sequentially order-continuous.
(g) If C is another Boolean ring and φ : B → C is another ring homomorphism, then Tφπ = Tφ Tπ :
S(A) → S(C).
proof (a) The map χπ : A → S(B) is additive (361Cc), so corresponds to a linear operator T = Tπ : S(A) →
S(B), by 361F. P
χ and π are both lattice homomorphisms, so χπ also is, and T is a Riesz homomorphism
n
(361Gc). If u = i=0 αi χai , where a0 , . . . , an are disjoint, then look at I = {i : i ≤ n, πai 6= 0}. We have
Pn P
T u = i=0 αi χ(πai ) = i∈I αi χ(πai )
and πa0 , . . . , πan are disjoint, so that
kT uk∞ = supi∈I |αi | = ku0 k∞ ≤ supai 6=0 |αi | ≤ kuk∞ ,
P
where u0 = i∈I αi χai , so that T u0 = T u. If a, a0 ∈ A, then
T (χa × χa0 ) = T χ(a ∩ a0 ) = χπ(a ∩ a0 ) = χπa × χπa0 = T χa × T χa0 ,
so T is multiplicative.
(b) If π is surjective, then T [S(A)] must be the linear span of
{T (χa) : a ∈ A} = {χ(πa) : a ∈ A} = {χb : b ∈ B},
so is the whole ofP
S(B). If T is surjective, and b ∈ B, then there must be a u ∈ A such that T u = χb. We
n
can express u as i=0 αi χai where a0 , . . . , an are disjoint; now
Pn
χb = T u = i=0 αi χ(πai ),
and πa0 , . . . , πan are disjoint in B, so we must have
b = supi∈I πai = π(supi∈I ai ) ∈ π[A],
where I = {i : αi = 1}. As b is arbitrary, π is surjective. Of course the formula for kvk∞ is a consequence
of the formula for kT uk∞ in (a).
(c)(i) If π[[|u| > 0]] = 0 then |u| ≤ αχa, where α = kuk∞ , a = [[|u| > 0]], so
|T u| = T |u| ≤ αT (χa) = αχ(πa) = 0,
Pn
and T u = 0. (ii) If u ∈ S(A) and T u = 0, express u as i=0 αi χai where a0 , . . . , an are disjoint and every
αi is non-zero (361Eb). In this case
Pn
0 = |T u| = T |u| = i=0 |αi |χ(πai ),
284 Function spaces 361J

so πai = 0 for every i, and

π[[|u| > 0]] = π(supi≤n ai ) = supi≤n πai = 0.

(d) If T is injective and a ∈ A \ {0}, then χ(πa) = T (χa) 6= 0, so πa 6= 0; as a is arbitrary, π is injective.

If π is injective then π[[|u| > 0]] 6= 0 for every non-zero u ∈ S(A), so T is injective, by (c). Now the formula
in (a) shows that T is norm-preserving.
(e)(i) If T is order-continuous and A ⊆ A is a non-empty downwards-directed set with infimum 0 in A,
let b be any lower bound for π[A] in B. Then
χb ≤ χ(πa) = T (χa)
for any a ∈ A. But T χ is order-continuous, by 361Ef, so inf a∈A T (χa) = 0, and b must be 0. As b is arbitrary,
inf a∈A πa = 0; as A is arbitrary, π is order-continuous. (ii) If π is order-continuous, so is χπ : A → S(B),
using 361Ef again; but now by 361G(b-ii) T must be order-continuous.
(f )(i) If T is sequentially order-continuous, and han in∈N is a non-increasing sequence in A with infimum
0, let b be any lower bound for {πan : n ∈ N} in B. Then
χb ≤ χ(πan ) = T (χan )
for any a ∈ A. But T χ is sequentially order-continuous so inf n∈N T (χan ) = 0, and b must be 0. As b is
arbitrary, inf n∈N πan = 0; as A is arbitrary, π is sequentially order-continuous. (ii) If π is sequentially
order-continuous, so is χπ : A → S(B); but now T must be sequentially order-continuous.
(g) We need only check that
Tφπ (χa) = χ(φ(πa)) = Tφ (χ(πa)) = Tφ T (χa)
for every a ∈ A.

361K Proposition Let A be a Boolean algebra. For a ∈ A write Va for the solid linear subspace of
S(A) generated by χa. Then a 7→ Va is a Boolean isomorphism between A and the algebra of projection
bands in S(A).
proof Write S for S(A).
(a) The point is that, for any a ∈ A,
(i) |u| ∧ |v| = 0 whenever u ∈ Va , v ∈ V1\a ,
(ii) Va + V1\a = S.
P
P (i) is just because χa ∧ χ(1 \ a) = 0. As for (ii), if w ∈ S then
w = (w × χa) + (w × χ(1 \ a)) ∈ Va + V1\a . Q
Q

(b) Accordingly Va + Va⊥ ⊇ Va + V1\a = U and Va is a projection band (352R). Next, any projection
band U ⊆ S is of the form Va . PP We know that χ1 = u + v where u ∈ U , v ∈ U ⊥ . Since |u| ∧ |v| = 0,
u and v must be the characteristic functions of complementary subsets of Z, the Stone space of A. But
{z : u(z) 6= 0} = {z : u(z) ≥ 1} must be of the form b a, where a = [[u > 0]], in which case u = χa and
v = χ(1 \ a). Accordingly U ⊇ Va and U ⊥ ⊇ V1\a . But this means that U must be Va precisely. QQ
(c) Thus a 7→ Va is a surjective function from A onto the algebra of projection bands in S. Now
a ⊆ b ⇐⇒ χa ∈ Vb ⇐⇒ Va ⊆ Vb ,
so a 7→ Va is order-preserving and bijective. By 312L it is a Boolean isomorphism.

361L Proposition Let X be a set, and Σ a ring of subsets of X, that is, a subring of the Boolean ring
PX. Then S(Σ) can be identified, as ordered linear space, with the linear subspace of `∞ (X) generated
by the characteristic functions of members of Σ, which is a Riesz subspace of `∞ (X). The norm of S(Σ)
corresponds to the uniform norm on `∞ (X), and its multiplication to pointwise multiplication of functions.
proof Let Z be the Stone space of Σ, and for E ∈ Σ write χE for the characteristic function of E as a
subset of X, χ̂E for the characteristic function of the open-and-compact subset of Z corresponding to E.
361Xb S 285

Of course χ : Σ → `∞ (X) is additive, so by 361F there is a linear operator T : S → `∞ (X), writing S for
S(Σ), such that T (χ̂E) = χE for every E ∈ Σ. Pm
If u ∈ S, T u ≥ 0 iff u ≥ 0. P P Express u as j=0 βj χ̂Ej where E0 , . . . , Em are disjoint. Then
Pm
T u = j=0 βj χEj , so
u ≥ 0 ⇐⇒ βj ≥ 0 whenever Ej 6= ∅ ⇐⇒ T u ≥ 0. Q
Q
But this means (α) that
T u = 0 ⇐⇒ T u ≥ 0 & T (−u) ≥ 0 ⇐⇒ u ≥ 0 & − u ≥ 0 ⇐⇒ u = 0,
so that T is injective and is a linear space isomorphism between S and its image S, which must be the linear
space spanned by {χE : E ∈ Σ} (β) that T is an order-isomorphism between S and S.
Because χE ∧ χF = 0 whenever E, F ∈ Σ and E ∩ F = ∅, T is a Riesz homomorphism and S is a Riesz
subspace of `∞ (X) (361Gc). Now
kuk∞ = inf{α : |u| ≤ αχ̂X} = inf{α : |T u| ≤ αχX} = kT uk∞
for every u ∈ S. Finally,
T (χ̂E × χ̂F ) = T (χ̂(E ∩ F )) = χ(E ∩ F ) = T (χ̂E) × T (χ̂F )
for all E, F ∈ Σ, so S is closed under pointwise multiplication and the multiplications of S, S are identified
under T .

361M Proposition Let X be a set, Σ a ring of subsets of X, and I an ideal of Σ; write A for the
quotient ring Σ/I. Let S be the linear span of {χE : E ∈ Σ} in RX , and write
V = {f : f ∈ S, {x : f (x) 6= 0} ∈ I}.
Then V is a solid linear subspace of S. Now S(A) becomes identified with the quotient Riesz space S/V , if
for every E ∈ Σ we identify χ(E • ) ∈ S(A) with (χE)• ∈ S/V . If we give S its uniform norm inherited from
`∞ (X), V is a closed linear subspace of S, and the quotient norm on S/V corresponds to the norm of S(A):
kf • k = min{α : {x : |f (x)| > α} ∈ I}.
If we write × for pointwise multiplication on S, then V is an ideal of the ring (S, +, ×), and the multiplication
induced on S/V corresponds to the multiplication of S(A).
proof Use 361J and 361L. We can identify S with S(Σ). Now the canonical ring homomorphism E 7→ E •
corresponds to a surjective Riesz homomorphism T from S(Σ) to S(A) which takes χE to χ(E • ). For f ∈ S,
[[|f | > 0]] is just {x : f (x) 6= 0}, so the kernel of T is just the set of those f ∈ S such that {x : f (x) 6= 0} ∈ I,
which is V . So
S(A) = T [S] ∼ = S/V .
As noted in 361Ja, T (f × g) = T f × T g for all f , g ∈ S, so the multiplications of S/V and S(A) match.
As for the norms, the norm of S(A) corresponds to the norm of S/V by the formulae in 361Ja or 361Jb.
(To see that V is closed in S, we need note only that if f ∈ V then
kT f k∞ = inf g∈V kf + gk∞ = inf g∈V kf − gk∞ = 0,
Pn
so that T f = 0 and f ∈ V .) To check the formula for kf • k, take any f ∈ S. Express it as i=0 αi χEi where
E0 , . . . , En ∈ Σ are disjoint. Set I = {i : Ei ∈
/ I}; then
kT f k∞ = maxi∈I |αi | = min{α : {x : |f (x)| > α} ∈ I}.

361X Basic exercises (a) Let A be a Boolean ring and U a linear space. Show that a function
ν : A → U is additive iff ν0 = 0 and ν(a ∪ b) + ν(a ∩ b) = νa + νb for all a, b ∈ A.

>(b) Let U be an algebra over R, that is, a real linear space endowed with a multiplication × such that
(U, +, ×) is a ring and α(w × z) = (αw) × z = w × (αz) for all w, z ∈ U and all α ∈ R. Let A be a Boolean
ring, ν : A → U an additive function and T : S(A) → U the corresponding linear operator. Show that T is
multiplicative iff ν(a ∩ b) = νa × νb for all a, b ∈ A.
286 Function spaces 361Xc

> (c) Let A be a Boolean ring, and U a Dedekind complete Riesz space. Suppose that ν : A → U is an
additive function such that the corresponding linear operator T : S(A) → U belongs to L∼ = L∼ (S(A); U ).
Show that T + ∈ L∼ corresponds to ν + : A → U , where ν + a = supb ⊆ a νb for every a ∈ A.

(d) Let A and B be Boolean algebras. Show that there is a natural one-to-one correspondence between
Boolean homomorphisms π : A → B and Riesz homomorphisms T : S(A) → S(B) such that T (χ1A ) = χ1B ,
given by setting T (χa) = χ(πa) for every a ∈ A.

(e) Let A, B be Boolean rings and T : S(A) → S(B) a linear operator such that T (u × v) = T u × T v for
all u, v ∈ S(A). Show that there is a ring homomorphism π : A → B such that T (χa) = χ(πa) for every
a ∈ A.

(f ) Let A and B be Boolean rings. Show that any isomorphism of the algebras S(A) and S(B) (using
the word ‘algebra’ in the sense of 361Xb) must be a Riesz space isomorphism, and therefore corresponds to
an isomorphism between A and B.

(g) Let A, B be Boolean algebras and T : S(A) → S(B) a Riesz homomorphism. Show that there are a
ring homomorphism π : A → B and a non-negative v ∈ S(B) such that T (χa) = v × χ(πa) for every a ∈ A.

(h) Let A be a Boolean ring. Show that for any u ∈ S(A) the solid linear subspace of S(A) generated by
u is a projection band in S(A). Show that the set of such bands is an ideal in the algebra of all projection
bands, and is isomorphic to A.

> (i) Let X be a set, Σ a σ-algebra of subsets of X. Show that the linear span S in RX of {χE : E ∈ Σ}
is just the set of Σ-measurable functions f : X → R which take only finitely many values.

(j) For any Boolean ring A, we may define its ‘complex S-space’ SC (A) as the linear span in CX of the
characteristic functions of open-and-compact subsets of the Stone space Z of A. State and prove results
corresponding to 361Ea-361Ed, 361Eh, 361F, 361L and 361M.

361Y P Further exercises (a) Let A be a Boolean ring. Let V be the linear space of all formal sums of
n
the form i=0 αi ai where α0 , . . . , αn ∈ R and a0 , . . . , an ∈ A. Let W ⊆ V be the linear subspace spanned
by members of V of the form (a ∪ b) − a − b where a, b ∈ A are disjoint. Define χ0 : A → V /W by taking χ0 a
to be the image in V /W of a ∈ V . Show, without using the axiom of choice, that the pair (V /W, χ0 ) has the
universal mapping property of (S(A), χ) as described in 361F and that V /W has a Riesz space structure, a
norm and a multiplicative structure as described in 361D-361E. Prove results corresponding to 361E-361M.

(b) Let A be a Boolean ring and U a Dedekind complete Riesz space. Let A ⊆ L∼ = L∼ (S(A); U ) be a
non-empty set. Suppose that T̃ = sup A is defined in L∼ , and that ν̃ = T̃ χ. Show that for any a ∈ A,
Pn
ν̃a = sup{ i=0 Ti (χai ) : T0 , . . . , Tn ∈ A, a0 , . . . , an ⊆ a are disjoint, supi≤n ai = a}.

(c) Let A be a Boolean algebra. Show that the algebra of all bands of S(A) can be identified with the
Dedekind completion of A (314U).

(d) Let A be a Boolean ring, and U a complex normed space. Let ν : A → U be an additive function
and T : SC (A) → U the corresponding linear operator (cf. 361Xj). Show that (giving SC (A) its usual norm
k k∞ )
Pn
kT k = sup{k j=0 ζj νaj k : a0 , . . . , an ∈ A are disjoint, |ζj | = 1 for every j}
if either is finite.

(e) Let U be a Riesz space. Show that it is isomorphic to S(A), for some Boolean algebra A, iff it has an
order unit and every solid linear subspace of U is a projection band.

(f ) Let hAi ii∈I be a non-empty family of Boolean algebras, with free product A; write εi : Ai → A for
the canonical maps, and
§362 intro. S∼ 287

C = {inf j∈J εj (aj ) : J ⊆ I is finite, aj ∈ Aj for every j ∈ J}.

Suppose that U is a linear space and θ : C → U is such that
θc = θ(c ∩ εi (a)) + θ(c ∩ εi (1 \ a))
whenever c ∈ C, i ∈ I and a ∈ Ai . Show that there is a unique additive function ν : A → U extending θ.
(Hint: 326Q.)

361 Notes and comments The space S(A) corresponds of course to the idea of ‘simple function’ which
belongs to the very beginnings of the theory of integration (122A). All that 361D is trying to do is to set up
a logically sound description of this obvious concept which can be derived from the Boolean ring A itself. To
my eye, there is a defect in the construction there. It relies on the axiom of choice, since it uses the Stone
space; but none of the elementary properties of S(A) have anything to do with the axiom of choice. In 361Ya
I offer an alternative construction which is in a formal sense more ‘elementary’. If you work through the
suggestion there you will find, however, that the technical details become significantly more complicated, and
would be intolerable were it not for the intuition provided by the Stone space construction. Of course this
intuition is chiefly valuable in the finitistic arguments used in 361E, 361F and 361I; and for these arguments
we really need the Stone representation only for finite Boolean rings, which does not depend on the axiom
of choice.
It is quite true that in most of this volume (and in most of this chapter) I use the axiom of choice without
scruple and without comment. I mention it here only because I find myself using arguments dependent on
choice to prove theorems of a type to which the axiom cannot be relevant.
The linear space structure of S(A), together with the map χ, are uniquely determined by the first universal
mapping theorem here, 361F. This result says nothing about the order structure, which needs the further
refinement in 361Ga. What is striking is that the partial order defined by 361Ga is actually a lattice ordering,
so that we can have a universal mapping theorem for functions to Riesz spaces, as in 361Gc and 361Ja.
Moreover, the same ordering provides a happy abundance of results concerning order-continuous functions
(361Gb, 361Je-361Jf). When the codomain is a Dedekind complete Riesz space, so that we have a Riesz
space L∼ (S; U ), and a corresponding modulus function T 7→ |T | for linear operators, there are reasonably
natural formulae for |T |χ in terms of T χ (361H); see also 361Xc and 361Yb. The multiplicative structure
of S(A) is defined by 361Xb, and the norm by 361I.
The Boolean ring A cannot be recovered from the linear space structure of S(A) alone (since this tells us
only the cardinality of A), but if we add either the ordering or the multiplication of S(A) then A is easy to
identify (361K, 361Xf).
The most important Boolean algebras of measure theory arise either as algebras of sets or as their
quotients, so it is a welcome fact that in such cases the spaces S(A) have straightforward representations in
terms of the construction of A (361L-361M).
In Chapter 24 I offered a paragraph in each section to sketch a version of the theory based on the field of
complex numbers rather than the field of real numbers. This was because so many of the most important
applications of these ideas involve complex numbers, even though (in my view) the ideas themselves are
most clearly and characteristically expressed in terms of real numbers. In the present chapter we are one
step farther away from these applications, and I therefore relegate complex numbers to the exercises, as in
361Xj and 361Yd.

362 S ∼
The next stage in our journey is the systematic investigation of linear functionals on spaces S = S(A).
We already know that these correspond to additive real-valued functionals on the algebra A (361F). My
purpose here is to show how the structure of the Riesz space dual S ∼ and its bands is related to the classes
of additive functionals introduced in §§326-327. The first step is just to check the identification of the linear
and order structures of S ∼ and the space M of bounded finitely additive functionals (362A); all the ideas
needed for this have already been set out, and the basic properties of S ∼ are covered by the general results in
§356. Next, we need to be able to describe the operations on M corresponding to the Riesz space operations
288 Function spaces §362 intro.

| |, ∨, ∧ on S ∼ , and the band projections from S ∼ onto Sc∼ and S × ; these are dealt with in 362B, with
a supplementary remark in 362D. In the case of measure algebras, we have some further important bands
which present themselves in M , rather than in S ∼ , and which are treated in 362C. Since all these spaces
are L-spaces, it is worth taking a moment to identify their uniformly integrable subsets; I do this in 362F.
While some of the ideas here have interesting extensions to the case in which A is a Boolean ring without
identity, these can I think be left to one side; the work of this section will be done on the assumption that
every A is a Boolean algebra.

362A Theorem Let A be a Boolean algebra. Write S for S(A).

(a) The partially ordered linear space of all finitely additive real-valued functionals on A may be identified
with the partially ordered linear space of all real-valued linear functionals on S.
(b) The linear space of bounded finitely additive real-valued functionals on A may be identified with the
L-space S ∼ of order-bounded linear functionals on S. If f ∈ S ∼ corresponds to ν : A → R, then f + ∈ S ∼
corresponds to ν + , where
ν + a = supb ⊆ a νb
for every a ∈ A, and
kf k = supa∈A νa − ν(1 \ a).
(c) The linear space of bounded countably additive real-valued functionals on A may be identified with
the L-space Sc∼ .
(d) The linear space of completely additive real-valued functionals on A may be identified with the L-space
S×.
proof By 361F, we have a canonical one-to-one correspondence between linear functionals f : S → R and
additive functionals νf : A → R, given by setting νf = f χ.
(a) Now it is clear that νf +g = νf + νg , ναf = ανf for all f , g and α, so this one-to-one correspondence
is a linear space isomorphism. To see that it is also an order-isomorphism, we need note only that νf is
non-negative iff f is, by 361Ga.
(b) Recall from 356N that, because S is a Riesz space with order unit (361Ee), S ∼ has a corresponding
norm under which it is an L-space.
(i) If f ∈ S ∼ , then
supb∈A |νf b| = supb∈A |f (χb)| ≤ sup{|f (u)| : u ∈ S, |u| ≤ χ1}
is finite, and νf is bounded.
(ii) Now suppose that νf is bounded and that v ∈PS + . Then there is an α ≥ 0 such that v ≤ αχ1
n
(361Ee). If u ∈ S and |u| ≤ v, then we can express u as i=0 αi χai where a0 , . . . , an are disjoint (361Eb);
now |αi | ≤ α whenever ai 6= 0, so
Pn Pn
|f (u)| = | i=0 αi νf ai | ≤ α i=0 |νf ai | = α(νf c1 − νf c2 ) ≤ 2α supb∈A |νf b|,
setting c1 = sup{ai : i ≤ n, νf ai ≥ 0}, c2 = sup{ai : i ≤ n, νf ai < 0}. This shows that {f (u) : |u| ≤ v} is
bounded. As v is arbitrary, f ∈ S ∼ (356Aa).
(iii) To check the correspondence between f + and νf+ , refine the arguments of (i) and (ii) as follows.
Take any f ∈ S ∼ . If a ∈ A,
νf+ a = supb ⊆ a νf b = supb ⊆ a f (χb) ≤ sup{f (u) : u ∈ S, 0 ≤ u ≤ χa} = f + (χa).
Pn
On the other hand, if u ∈ S and 0 ≤ u ≤ χa, then we can express u as i=0 αi χai where a0 , . . . , an are
disjoint; now 0 ≤ αi ≤ 1 whenever ai 6= 0, so
Pn
f (u) = i=0 αi νf ai ≤ νf c ≤ νf+ a,
where c = sup{ai : i ≤ n, νf ai ≥ 0}. As u is arbitrary, f + (χa) ≤ νf+ a. This shows that νf+ = f + χ is finitely
additive, and that νf+ = νf + , as claimed.
362B S∼ 289

(iv) Now, for any f ∈ S ∼ ,

kf k = |f |(χ1)
(356N)
= (2f + − f )(χ1)
(352D)
= 2νf+ 1 − νf 1
(by (iii) just above)
= sup 2νf a − νf 1 = sup νf a − νf (1 \ a).
a∈A a∈A

(c) If f ≥ 0 in S ∼ , then f is sequentially order-continuous iff νf is sequentially order-continuous (361Gb),

that is, iff νf is countably additive (326Gc). Generally, an order-bounded linear functional belongs to Sc∼
iff it is expressible as the difference of two sequentially order-continuous positive linear functionals (356Ab),
while a bounded finitely additive functional is countably additive iff it is expressible as the difference of two
non-negative countably additive functionals (326H); so in the present context f ∈ Sc∼ iff νf is bounded and
countably additive.
(d) If f ≥ 0 in S ∼ , then f is order-continuous iff νf is order-continuous (361Gb), that is, iff νf is com-
pletely additive (326Kc). Generally, an order-bounded linear functional belongs to S × iff it is expressible
as the difference of two order-continuous positive linear functionals (356Ac), while a finitely additive func-
tional is completely additive iff it is expressible as the difference of two non-negative completely additive
functionals (326M); so in the present context f ∈ S × iff νf is completely additive.

362B Spaces of finitely additive functionals The identifications in the last theorem mean that we
can relate the Riesz space structure of S(A)∼ to constructions involving finitely additive functionals. I have
already set out the most useful facts as exercises (326Yj, 326Ym, 326Yn, 326Yp, 326Yq); it is now time to
repeat them more formally.
Theorem Let A be a Boolean algebra. Write S = S(A), and let M be the Riesz space of bounded finitely
additive real-valued functionals on A, Mσ ⊆ M the space of bounded countably additive functionals, and
Mτ ⊆ Mσ the space of completely additive functionals.
(a) For any µ, ν ∈ M , µ ∨ ν, µ ∧ ν and |ν| are defined by the formulae
(µ ∨ ν)(a) = supb ⊆ a µb + ν(a \ b),

(µ ∧ ν)(a) = inf b ⊆ a µb + ν(a \ b),

|ν|(a) = supb ⊆ a νb − ν(a \ b) = supb,c ⊆ a νb − νc

for every a ∈ A. Setting
kνk = |ν|(1) = supa∈A νa − ν(1 \ a),
M becomes an L-space.
(b) Mσ and Mτ are projection bands in M , therefore L-spaces in their own right. In particular, |ν| ∈ Mσ
for every ν ∈ Mσ , and |ν| ∈ Mτ for every ν ∈ Mτ .
(c) The band projection Pσ : M → Mσ is defined by the formula
(Pσ ν)(c) = inf{supn∈N νan : han in∈N is a non-decreasing sequence with supremum c}
whenever c ∈ A and ν ≥ 0 in M .
(d) The band projection Pτ : M → Mτ is defined by the formula
(Pτ ν)(c) = inf{supa∈A νa : A is a non-empty upwards-directed set with supremum c}
whenever c ∈ A and ν ≥ 0 in M .
290 Function spaces 362B

(e) If A ⊆ M is upwards-directed, then A is bounded above in M iff {ν1 : ν ∈ A} is bounded above in R,

and in this case (if A 6= ∅) sup A is defined by the formula
(sup A)(a) = supν∈A νa for every a ∈ A.
(f) Suppose that µ, ν ∈ M .
(i) The following are equiveridical:
(α) ν belongs to the band in M generated by µ;
(β) for every ² > 0 there is a δ > 0 such that |νa| ≤ ² whenever |µ|a ≤ δ;
(γ) limn→∞ νan = 0 whenever han in∈N is a non-increasing sequence in A such that limn→∞ |µ|(an ) =
0.
(ii) Now suppose that µ, ν ≥ 0, and let ν1 , ν2 be the components of ν in the band generated by µ and
its complement. Then
ν1 c = supδ>0 inf µa≤δ ν(c \ a), ν2 c = inf δ>0 supa ⊆ c,µa≤δ νa
for every c ∈ A.
proof (a) Of course µ ∨ ν = ν + (µ − ν)+ , µ ∧ ν = ν − (ν − µ)+ , |ν| = ν ∨ (−ν) (352D), so the formula of
362Ab gives

(µ ∨ ν)(a) = νa + sup µb − νb = sup µb + ν(a \ b),

b⊆a b⊆a

(µ ∧ ν)(a) = νa − sup νb − µb = inf µb + ν(a \ b),

b⊆a b⊆a

|ν|(a) = sup νb − ν(a \ b) ≤ sup νb − νc = sup ν(b \ c) − ν(c \ b)

b⊆a b,c ⊆ a b,c ⊆ a

≤ sup |ν|(b \ c) + |ν|(c \ b) = sup |ν|(b 4 c) ≤ |ν|(a).

b,c ⊆ a b,c ⊆ a

The formula offered for kνk corresponds exactly to the formula in 362Ab for the norm of the associated
member of S(A)∼ ; because S(A)∼ is an L-space under its norm, so is M .
(b) By 362Ac-362Ad, Mσ and Mτ may be identified with S(A)∼ ×
c and S(A) , which are projection bands
in S(A)∼ (356B); so that Mσ and Mτ are projection bands in M , and are L-spaces in their own right (354O).
(c) Take any ν ≥ 0 in M . Set
νσ c = inf{supn∈N νan : han in∈N is a non-decreasing sequence with supremum c}
for every c ∈ A. Then of course 0 ≤ νσ c ≤ νc for every c. The point is that νσ is countably additive. P
P Let
hci ii∈N be a disjoint sequence in A, with supremum c. Then for any ² > 0 we have non-decreasing sequences
han in∈N , hain in∈N , for i ∈ N, such that
supn∈N an = c, supn∈N ain = ci for i ∈ N,

supn∈N νan ≤ νσ c + ²,

supn∈N νain ≤ νσ ci + 2−i ² for every i ∈ N.

Set bn = supi≤n ain for each n; then hbn in∈N is non-decreasing, and
supn∈N bn = supi,n∈N ain = supi∈N ci = c,
so
n
X
νσ c ≤ sup νbn = sup νain
n∈N n∈N i=0
∞
X ∞
X ∞
X
= sup νain ≤ νσ ci + 2−i ² = νσ ci + 2².
i=0 n∈N i=0 i=0

On the other hand, han ∩ ci in∈N is a non-decreasing sequence with supremum c ∩ ci = ci for each i, so
νσ ci ≤ supn∈N ν(an ∩ ci ), and
362B S∼ 291

∞
X ∞
X ∞
X
νσ ci ≤ sup ν(an ∩ ci ) = sup ν(an ∩ ci )
i=0 i=0 n∈N n∈N i=0

(because han in∈N is non-decreasing)

≤ sup νan
n∈N
(because hci ii∈N is disjoint)
≤ νσ c + ².
P∞
As ² is arbitrary, νσ c = i=0 νσ ci ; as hci ii∈N is arbitrary, νσ is countably additive. Q
Q
Thus νσ ∈ Mσ . On the other hand, if ν 0 ∈ Mσ and 0 ≤ ν 0 ≤ ν, then whenever c ∈ A and han in∈N is a
non-decreasing sequence with supremum c,
ν 0 c = supn∈N ν 0 an ≤ supn∈N νan .
So we must have ν 0 c ≤ νσ c. This means that
νσ = sup{ν 0 : ν 0 ∈ Mσ , ν 0 ≤ ν} = Pσ ν,
as claimed.
(d) The same ideas, with essentially elementary modifications, deal with the completely additive part.
Take any ν ≥ 0 in M . Set
ντ c = inf{supa∈A νa : A is a non-empty upwards-directed set with supremum c}
for every c ∈ A. Then of course 0 ≤ ντ c ≤ νc for every c. The point is that ντ is completely additive.
PP Note first that if c ∈ A, ² > 0 there is a non-empty upwards-directed A, with supremum c, such that
supa∈A νa ≤ ντ c + ²νc; for if νc = 0 we can take A = {c}. Now let hci ii∈I be a partition of unity in A. Then
for any ² > 0 we have non-empty upwards-directed sets A, Ai , for i ∈ I, such that
sup A = 1, sup Ai = ci for i ∈ I, supa∈A νa ≤ ντ 1 + ²ν1,

supa∈Ai νa ≤ ντ ci + ²νci for every i ∈ I.

Set
B = {supi∈J ai : J ⊆ I is finite, ai ∈ Ai for every i ∈ J};
then B is non-empty and upwards-directed, and
S
sup B = sup( i∈I Ai ) = 1,
so
X
ντ 1 ≤ sup νb = sup{ νai : J ⊆ I is finite, ai ∈ Ai ∀ i ∈ J}
b∈B i∈J
X X
≤ ντ ci + ²νci ≤ ²ν1 + ντ ci .
i∈I i∈I

On the other hand, A0i = {a ∩ ci : a ∈ A} is a non-empty upwards-directed set with supremum ci for each i,
so ντ ci ≤ supa∈A0i νa, and

X X X
ντ ci ≤ sup ν(a ∩ ci ) = sup ν(a ∩ ci )
a∈A a∈A
i∈I i∈I i∈I
≤ sup νa ≤ ντ 1 + ²ν1.
a∈A
P
As ² is arbitrary, ντ c = i∈I ντ ci ; as hci ii∈I is arbitrary, ντ is completely additive, by 326N. Q
Q
Thus ντ ∈ Mτ . On the other hand, if ν 0 ∈ Mτ and 0 ≤ ν 0 ≤ ν, then whenever c ∈ A and A is a non-empty
upwards-directed set with supremum c,
292 Function spaces 362B

ν 0 c = supa∈A ν 0 a ≤ supa∈A νa
(using 326Kc). So we must have ν 0 c ≤ ντ c. This means that
ντ = sup{ν 0 : ν 0 ∈ Mτ , ν 0 ≤ ν} = Pτ ν,
as claimed.
(e) If A is empty, of course it is bounded above in M , and {ν1 : ν ∈ A} = ∅ is bounded above in R; so
let us suppose that A is not empty. In this case, if λ0 ∈ M is an upper bound for A, then λ0 1 is an upper
bound for {ν1 : ν ∈ A}. On the other hand, if supν∈A ν1 = γ is finite, γ ∗ = sup{νa : ν ∈ A, a ∈ A} is
P Fix ν0 ∈ A. Set γ1 = supa∈A |ν0 a| < ∞. Then for any ν ∈ A, a ∈ A there is a ν 0 ∈ A such that
finite. P
ν0 ∨ ν ≤ ν 0 , so that
νa ≤ ν 0 a = ν 0 1 − ν 0 (1 \ a) ≤ γ − ν0 (1 \ a) ≤ γ + γ1 .
So
γ ∗ ≤ γ + γ1 < ∞. Q
Q
Set λa = supν∈A νa for every a ∈ A. Then λ : A → R is additive. P
P If a, b ∈ A are disjoint, then

λ(a ∪ b) = sup ν(a ∪ b) = sup νa + νb = sup νa + sup νb

ν∈A ν∈A ν∈A ν∈A
(because A is upwards-directed)
= λa + λb. Q
Q

Also λa ≤ γ ∗ for every a, so

|λa| = max(λa, −λa) = max(λa, λ(1 \ a) − λ1) ≤ γ ∗ + |λ1|
for every a ∈ A, and λ is bounded.
This shows that λ ∈ M , so that A is bounded above in M . Of course λ must be actually the least upper
bound of A in M .
α)⇒(β
(f )(i)(α β ) Suppose that ν belongs to the band in M generated by µ, that is, |ν| = supn∈N |ν| ∧ n|µ|
(352Vb). Let ² > 0. Then there is an n ∈ N such that |ν|(1) ≤ 12 ² + (|ν| ∧ n|µ|)(1) ((e) above). Set
1
δ = 2n+1 ² > 0. If |µ|(a) ≤ δ, then

|νa| ≤ |ν|(a) = (|ν| ∧ n|µ|)(a) + (|ν| − |ν| ∧ n|µ|)(a)

1
≤ n|µ|(a) + (|ν| − |ν| ∧ n|µ|)(1) ≤ nδ + ² ≤ ².
2

So (β) is satisfied.
β )⇒(α
(β α) Suppose that ν does not belong to the band in M generated by |µ|. Then there is a ν1 > 0
such that ν1 ≤ |ν| and ν1 ∧ |µ| = 0 (353C). For any δ > 0, there is an a ∈ A such that ν1 (1 \ a) + |µ|(a) ≤
min(δ, 12 ν1 1) ((a) above); now |µ|(a) ≤ δ but
|ν|(a) ≥ ν1 a = ν1 1 − ν1 (1 \ a) ≥ ν1 1 − 12 ν1 1 = 12 ν1 1.
Thus µ, ν do not satisfy (β) (with ² = 21 ν1 1).
β )⇒(γγ ) is trivial.
(β
(γγ )⇒(α
α) Observe first that if hck ik∈N is a non-increasing sequence in A such that limk→∞ µck = 0,
then limk→∞ ν + ck = 0. PP Let ² > 0. Because ν + ∧ ν − = 0, there is a b ∈ A such that ν + b + ν − (1 \ b) ≤ ²,
by part (a). Now hck \ bik∈N is non-increasing and limk→∞ µ(ck \ b) = 0, so limk→∞ ν(ck \ b) = 0 and

lim sup ν + ck = lim sup ν + (ck ∩ b) + ν(ck \ b) + ν − (ck \ b)

k→∞ k→∞
≤ ν + b + ν − (1 \ b) ≤ ².
As ² is arbitrary, limk→∞ ν + ck = 0. Q
Q
362C S∼ 293

?? Now suppose, if possible, that ν + does not belong to the band generated by µ. Then there is a ν1 > 0
such that ν1 ≤ ν + and ν1 ∧ |µ| = 0. Set ² = 14 ν1 1 > 0. For each n ∈ N, we can choose an ∈ A such that
|µ|an + ν1 (1 \ an ) ≤ 2−n ², by part (a) again. For n ≥ k, set bkn = supk≤i≤n ai ; then
Pn
|µ|bkn ≤ i=k |µ|ai ≤ 2−k+1 ²,
and hbkn in≥k is non-decreasing. Set γk = supn≥k ν1 bkn and choose m(k) ≥ k such that ν1 bk,m(k) ≥ γk −2−k ².
Setting bk = bk,m(k) , we see that bk ∪ bk+1 = bkn where n = max(m(k), m(k + 1)), so that
ν1 (bk ∪ bk+1 ) ≤ γk ≤ ν1 bk + 2−k ²
and ν1 (bk+1 \ bk ) ≤ 2−k ². Set ck = inf i≤k bi for each k; then
ν1 (bk+1 \ ck+1 ) = ν1 (bk+1 \ ck ) ≤ ν1 (bk+1 \ bk ) + ν1 (bk \ ck ) ≤ 2−k ² + ν1 (bk \ ck )
for each k; inducing on k, we see that
Pk−1
ν1 (bk \ ck ) ≤ i=0 2−i ² ≤ 2²
for every k. This means that
ν + ck ≥ ν1 ck ≥ ν1 bk − 2² ≥ ν1 ak − 2² = ν1 1 − ν1 (1 \ ak ) − 2² ≥ 4² − ² − 2² = ²
for every k ∈ N. On the other hand, hck ik∈N is a non-decreasing sequence and
|µ|ck ≤ |µ|bk ≤ 2−k+1 ²
for every k, which contradicts the paragraph just above. X
X
This means that ν + must belong to the band generated by µ. Similarly ν − = (−ν)+ belongs to the band
generated by µ and ν = ν + + ν − also does.
(ii) Take c ∈ A. Set
β1 = supδ>0 inf µa≤δ ν(c \ a), β2 = inf δ>0 supa ⊆ c,µa≤δ νa.
Then
β1 = supδ>0 inf a ⊆ c,µa≤δ ν(c \ a) = νc − β2 .
Take any ² > 0. Because ν1 belongs to the band generated by µ, part (i) tells us that there is a δ > 0 such
that ν1 a ≤ ² whenever µa ≤ δ. In this case, if µa ≤ δ,
ν(c \ a) = νc − ν(c ∩ a) ≥ νc − ² ≥ ν1 c − ²;
thus
β1 ≥ inf µa≤δ ν(c \ a) ≥ ν1 c − ².
As ² is arbitrary, β1 ≥ ν1 c. On the other hand, given ², δ > 0, there is an a ⊆ c such that µa + ν2 (c \ a) ≤
min(δ, ²), because µ ∧ ν2 = 0 (using (a) again). In this case, of course, µa ≤ δ, while
νa ≥ ν2 a = ν2 c − ν2 (c \ a) ≥ ν2 c − ².
Thus supa ⊆ c,µa≤δ νa ≥ ν2 c − ². As δ is arbitrary, β2 ≥ ν2 c − ². As ² is arbitrary, β2 ≥ ν2 c; but as
β1 + β2 = νc = ν1 c + ν2 c,
βi = νi c for both i, as claimed.

362C The formula in 362B(f-i) has, I hope, already reminded you of the concept of ‘absolutely contin-
uous’ additive functional from the Radon-Nikodým theorem (Chapter 23, §327). The expressions in 362Bf
are limited by the assumption that µ, like ν, is finite-valued. If we relax this we get an alternative version
of some of the same ideas.
Theorem Let (A, µ̄) be a measure algebra. Write S = S(A), and let M be the Riesz space of bounded
finitely additive real-valued functionals on A. Write
Mac = {ν : ν ∈ M is absolutely continuous with respect to µ̄}
(see 327A),
294 Function spaces 362C

Mtc = {ν : ν ∈ M is continuous with respect to the measure-algebra topology on A},

Mt = {ν : ν ∈ M , |ν|1 = supµ̄a<∞ |ν|a}.

Then Mac , Mtc and Mt are bands in M .

proof (a)(i) It is easy to check that Mac is a linear subspace of M .

(ii) If ν ∈ Mac , ν 0 ∈ M and |ν 0 | ≤ |ν| then ν 0 ∈ Mac . P

P Given ² > 0 there is a δ > 0 such that
|νa| ≤ 12 ² whenever µ̄a ≤ δ. Now
|ν 0 a| ≤ |ν 0 |(a) ≤ |ν|(a) ≤ 2 supc ⊆ a |νc| ≤ ²
(using the formula for |ν| in 362Ba) whenever µ̄a ≤ δ. As ² is arbitrary, ν 0 is absolutely continuous. Q
Q

(iii) If A ⊆ Mac is non-empty and upwards-directed and ν = sup A in M , then ν ∈ Mac . P P Let ² > 0.
Then there is a ν 0 ∈ A such that ν1 ≤ ν 0 1 + 21 ² (362Be). Now there is a δ > 0 such that |νa| ≤ 12 ² whenever
µ̄a ≤ δ. If now µ̄a ≤ δ,
|νa| ≤ |ν 0 a| + (ν − ν 0 )(a) ≤ 21 ² + (ν − ν 0 )(1) ≤ ².
As ² is arbitrary, ν is absolutely continuous with respect to µ̄. Q
Q
Putting these together, we see that Mac is a band.

(b)(i) We know that Mtc consists just of those ν ∈ M which are continuous at 0 (327Bc). Of course this
is a linear subspace of M .

(ii) If ν ∈ Mtc , ν 0 ∈ M and |ν 0 | ≤ |ν| then |ν| ∈ Mtc . P

P Write Af = {d : d ∈ A, µ̄d < ∞}. Given ² > 0
f 1
there are d ∈ A , δ > 0 such that |νa| ≤ 2 ² whenever µ̄(a ∩ d) ≤ δ. Now
|ν 0 a| ≤ |ν 0 |(a) ≤ |ν|(a) ≤ 2 supc ⊆ a |νc| ≤ ²
whenever µ̄(a ∩ d) ≤ δ. As ² is arbitrary, ν 0 is continuous at 0 and belongs to Mtc . Q
Q

(iii) If A ⊆ Mtc is non-empty and upwards-directed and ν = sup A in M , then ν ∈ Mtc . P P Let ² > 0.
Then there is a ν 0 ∈ A such that ν1 ≤ ν 0 1 + 21 ² (362Be). There are d ∈ Af , δ > 0 such that |νa| ≤ 21 ²
whenever µ̄(a ∩ d) ≤ δ. If now µ̄(a ∩ d) ≤ δ,
|νa| ≤ |ν 0 a| + (ν − ν 0 )(a) ≤ 21 ² + (ν − ν 0 )(1) ≤ ².
As ² is arbitrary, ν is continuous at 0, therefore belongs to Mtc . Q
Q
Putting these together, we see that Mtc is a band.

(c)(i) Mt is a linear subspace of M . P P Suppose that ν1 , ν2 ∈ Mt and α ∈ R. Given ² > 0, there are a1 ,
²
a2 ∈ Af such that |ν1 |(1 \ a1 ) ≤ 1+|α| , |ν2 |(1 \ a2 ) ≤ ². Set a = a1 ∪ a2 ; then µ̄a < ∞ and
|ν1 + ν2 |(1 \ a) ≤ 2², |αν1 |(1 \ a) ≤ ².
As ² is arbitrary, ν1 + ν2 and αν1 belong to Mt ; as ν1 , ν2 and α are arbitrary, Mt is a linear subspace of M .
Q
Q

(ii) If ν ∈ Mt , ν 0 ∈ M and |ν 0 | ≤ |ν| then

inf µ̄a<∞ |ν 0 |(1 \ a) ≤ inf µ̄a<∞ |ν|(1 \ a) = 0,
so ν 0 ∈ Mt . Thus Mt is a solid linear subspace of M .

(iii) If A ⊆ Mt+ is non-empty and upwards-directed and ν = sup A is defined in M , then ν ∈ Mt . P

P
|ν|1 = ν1 = supν 0 ∈A ν 0 1 = supν 0 ∈A,µ̄a<∞ ν 0 a = supµ̄a<∞ νa.
As A is arbitrary, ν ∈ Mt . Q
Q Thus Mt is a band in M .
362Xb S∼ 295

362D For semi-finite measure algebras, among others, the formula of 362Bd takes a special form.
Proposition Let A be a weakly (σ, ∞)-distributive Boolean algebra. Let M be the space of bounded finitely
additive functionals on A, Mτ ⊆ M the space of completely additive functionals, and Pτ : M → Mτ the
band projection, as in 362B. Then for any ν ∈ M + and c ∈ A there is a non-empty upwards-directed set
A ⊆ A with supremum c such that (Pτ ν)(c) = supa∈A νa; that is, the ‘inf’ in 362Bd can be read as ‘min’.
proof By 362Bd, we can find for each n a non-empty upwards-directed An , with supremum c, such that
supa∈An νa ≤ (Pτ ν)(c) + 2−n . Set Bn = {c \ a : a ∈ An } for each n, so that Bn is downwards-directed and
has infimum 0, and
B = {b : for every n ∈ N there is a b0 ∈ Bn such that b ⊇ b0 }
is also a downwards-directed set with infimum 0 (316H). Consequently A = {c \ b : b ∈ B} is upwards-
directed and has supremum c. Moreover, for any n ∈ N and a ∈ A, there is an a0 ∈ An such that a ⊆ a0 ; so,
using 362Bd again and referring to the choice of An ,
(Pτ ν)(c) ≤ supa∈A νa ≤ supa0 ∈An νa0 ≤ (Pτ ν)(c) + 2−n .
As n is arbitrary, A has the required property.

362E Uniformly integrable sets The spaces S ∼ , Sc∼ and S × of 362A, or, if you prefer, the spaces
M , Mσ , Mτ , Mac , Mtc , Mt of 362B-362C, are all L-spaces, and any serious study of them must involve a
discussion of their uniformly integrable ( = relatively weakly compact) subsets. The basic work has been
done in 356O; I spell out its application in this context.
Theorem Let A be a Boolean algebra and M the L-space of bounded finitely additive functionals on A.
Then a norm-bounded set C ⊆ M is uniformly integrable iff limn→∞ supν∈C |νan | = 0 for every disjoint
sequence han in∈N in A.
proof Write C̃ for the set {f : f ∈ S(A)∼ , f χ ∈ C}. Because the map f 7→ f χ is a normed Riesz space
isomorphism between S ∼ and M , C̃ is uniformly integrable in M iff C is uniformly integrable in S ∼ .
(a) Suppose that C is uniformly integrable and that han in∈N is a disjoint sequence in A. Then hχan in∈N
is a disjoint order-bounded sequence in S ∼ , while C̃ is uniformly integrable, so limn→∞ supf ∈C̃ |f (χan )| = 0,
by 356O; but this means that limn→∞ supν∈C |νan | = 0. Thus the condition is satisfied.
(b) Now suppose that C is not uniformly integrable. By 356O, in the other direction, there is a disjoint
sequence hun in∈N in S such that 0 ≤ un ≤ χ1 for each n and lim supn→∞ supf ∈C̃ |f (un )| > 0. For each n,
take cn = [[un > 0]] (361Eg); then 0 ≤ un ≤ χcn and hcn in∈N is disjoint. Now

lim sup sup |ν|(cn ) = lim sup sup |f |(χcn )

n→∞ ν∈C n→∞ f ∈C̃

≥ lim sup sup |f (un )| > 0.

n→∞ f ∈C̃

So if we choose νn ∈ C such that |νn |(cn ) ≥ 21 supν∈C |ν|(cn ), we shall have lim supn→∞ |νn |(cn ) > 0. Next,
for each n, we can find an ⊆ cn such that |νn an | ≥ 21 |νn |(cn ), so that
lim supn∈N supν∈C |νan | ≥ lim supn→∞ |νn an | > 0.
Since han in∈N , like hcn in∈N , is disjoint, the condition is not satisfied. This completes the proof.

362X Basic exercises (a) Let A be a Dedekind σ-complete Boolean algebra and ν1 , ν2 two countably
additive functionals on A. Show that |ν1 |∧|ν2 | = 0 in the Riesz space of bounded finitely additive functionals
on A iff there is a c ∈ A such that ν1 a = ν1 (a ∩ c) and ν2 a = ν2 (a \ c) for every a ∈ A.

(b) Let (A, µ̄) be a measure algebra. Write M , Mac as in 362C. Show that for any non-negative ν ∈ M ,
the component νac of ν in Mac is given by the formula
νac c = supδ>0 inf µ̄a≤δ ν(c \ a).
296 Function spaces 362Xc

(c) Let (A, µ̄) be a measure algebra. Write M , Mt as in 362C. (i) Show that Mt is just the set of those
ν ∈ M such that νa = limb→F ν(a ∩ b) for every a ∈ A, where F is the filter on A generated by the sets
{b : b ∈ Af , b ⊇ b0 } as b0 runs through the elements of A of finite measure. (ii) Show that the complementary
band Mt⊥ of Mt in M is just the set of ν ∈ M such that νa = 0 whenever µ̄a < ∞. (iii) Show that for any
ν ∈ M , its component νt in Mt is given by the formula νt a = limb→F ν(a ∩ b) for every a ∈ A.
(d) Let (A, µ̄) be a measure algebra. Write M , Mσ , Mτ , Mac , Mtc and Mt as in 362B-362C. Show that
(i) Mσ ⊆ Mac (ii) Mac ∩ Mt = Mtc ⊆ Mτ (iii) if (A, µ̄) is σ-finite, then Mσ = Mt ∩ Mac .
(e) Let A be a Boolean algebra. Let us say that a non-zero finitely additive functional ν : A → R is an
atom if whenever a, b ∈ A and a ∩ b = 0 then at least one of νa, νb is zero. Show that for a non-zero finitely
additive functional ν the following are equiveridical: (i) ν is an atom; (ii) ν is bounded and |ν| is an atom;
(iii) ν is bounded and the corresponding linear functional f|ν| = |fν | ∈ S(A)∼ is a Riesz homomorphism;
(iv) there are a multiplicative linear functional f : S(A) → R and an α ∈ R such that νa = αf (χa) for every
a ∈ A. Show that a completely additive functional ν : A → R is an atom iff there are a ∈ A, α ∈ R \ {0}
such that a is an atom in A and νb = α when a ⊆ b, 0 when a ∩ b = 0.
(f ) Let A be a Boolean algebra. Let us say that a bounded finitely additive functional ν : A → R is
atomless if for every ² > 0 there is a finite partition C of unity in A such that |ν|c ≤ ² for every c ∈ C
(cf. 326Ya). (i) Show that the atomless functionals form a band Mc in the Riesz space M of all bounded
finitely additive functionals
P on A. (ii) Show that the complementary band Mc⊥ consists of just those ν ∈ M
expressible as a sum i∈I νi of countably many atoms νi ∈ M . (iii) Show that if A is purely atomic then
an atomless completely additive functional on A must be 0.
(g) Let X be a set and Σ an algebra of subsets of X. Let M be the Riesz space of bounded finitely
additive functionals on Σ, Mτ P the space of completely additive functionals and Mp the space of functionals
expressible in the form νE = x∈E αx for some absolutely summable family hαx ix∈X of real numbers. (i)
Show that Mp is a band in M . (ii) Show that if all singleton subsets of X belong to Σ then Mp = Mτ .
(iii) Show that if Σ is a σ-algebra then every member of Mp is countably additive. (iv) Show that if X is
a compact zero-dimensional Hausdorff space and Σ is the algebra of open-and-closed subsets of X then the
complementary band Mp⊥ of Mp in M is the band Mc of atomless functionals described in 362Xf.
(h) Let (X, Σ, µ) be a measure space. Let M be the Riesz space of bounded finitely additive functionals
on Σ and Mσ the space of bounded countably additive functionals. Let Mtc , Mac be the spaces of truly
continuous and bounded absolutely continuous additive functionals as defined in 232A. Show that Mtc and
Mac are bands in M and that Mtc ⊆ Mσ ∩ Mac . Show that if µ is σ-finite then Mtc = Mσ ∩ Mac .
(i) Let A be a Boolean algebra and M the Riesz space of bounded finitely additive functionals on A.
(i) For any non-empty downwards-directed set A ⊆ A set NA = {ν : ν ∈ M, inf a∈A |ν|a = 0}. Show
that NA is a band in M . (ii) For any non-empty set A of non-empty downwards-directed sets in A set
MA = {ν : ν ∈ M, inf a∈A |ν|a = 0 ∀ A ∈ A}. Show that MA is a band in M . (iii) Explain how to represent
as such MA the bands Mσ , Mτ , Mt , Mac , Mtc described above, and also any band generated by a single
element of M . (iv) Suppose, in (ii), that A has the property that for any A, A0 ∈ A there is a B ∈ A such
that for every b ∈ B there are a ∈ A, a0 ∈ A0 such that a ∪ a0 ⊆ b. Show that for any non-negative ν ∈ M ,
the component ν1 of ν in MA is given by the formula ν1 c = inf A∈A supa∈A ν(c \ a), so that the component
⊥
ν2 of ν in MA is given by the formula ν2 c = supA∈A inf a∈A ν(c ∩ a). (Cf. 356Yb.)

362Y Further exercises (a) Let A be a Boolean algebra. Let C be the band algebra of the Riesz space
M of bounded finitely additive functionals on A (353B). Show that the bands Mσ , Mτ , Mc (362B, 362Xe,
362Xf) generate a subalgebra C0 of C with at most six atoms. Give an example in which C0 has six atoms.
How many atoms can it have if (i) A is atomless (ii) A is purely atomic (iii) A is Dedekind σ-complete?
(b) Let (A, µ̄) be a measure algebra. Let C be the band algebra of the Riesz space M of bounded finitely
additive functionals on A. Show that the bands Mσ , Mτ , Mc , Mac , Mtc , Mt (362B, 362C, 362Xe, 362Xf)
generate a subalgebra C0 of C with at most twelve atoms. Give an example in which C0 has twelve atoms.
How many atoms can it have if (i) A is atomless (ii) A is purely atomic (iii) (A, µ̄) is semi-finite (iv) (A, µ̄)
is localizable (v) (A, µ̄) is σ-finite (vi) (A, µ̄) is totally finite?
362 Notes S∼ 297

(c) Give an example of a set X, a σ-algebra Σ of subsets of X, and a functional in Mp (as defined in
362Xg) which is not completely additive.

(d) Let U be a Riesz space and f , g ∈ U ∼ . Show that the following are equiveridical: (α) g is in the
band of U ∼ generated by f ; (β) for every u ∈ U + , ² > 0 there is a δ > 0 such that |g(v)| ≤ ² whenever
0 ≤ v ≤ u and |f |(v) ≤ δ; (γ) limn→∞ g(un ) = 0 whenever hun in∈N is a non-increasing sequence in U + and
limn→∞ f (un ) = 0. (Hint: 362B(f-i).)

(e) Let A be a weakly σ-distributive Boolean algebra (316Yg). Show that the ‘inf’ in the formula for Pσ ν
in 362Bc can be replaced by ‘min’.

(f ) Let A be any Boolean algebra and M the space of bounded finitely additive functionals on A. Let
C ⊆ M be such that supν∈C |νa| < ∞ for every a ∈ A. (i) Suppose that supn∈N supν∈C |νan | is finite for every
disjoint sequence han in∈N in A. Show that C is norm-bounded. (ii) Suppose that limn→∞ supν∈C |νan | = 0
for every disjoint sequence han in∈N in A. Show that C is uniformly integrable.

(g) Let A be a Boolean algebra and Mτ the space of completely additive functionals on A. Let C ⊆ Mτ
be such that supν∈C |νa| < ∞ for every atom a ∈ A. (i) Suppose that supn∈N supν∈C |νan | is finite for every
disjoint sequence han in∈N in A. Show that C is norm-bounded. (ii) Suppose that limn→∞ supν∈C |νan | = 0
for every disjoint sequence han in∈N in A. Show that C is uniformly integrable.

(h) Let A be a Dedekind σ-complete Boolean algebra and hνn in∈N a sequence of countably additive real-
valued functionals on A. Suppose that νa = limn→∞ νn a is defined in R for every a ∈ A. Show that ν is
countably additive and that {νn : n ∈ N} is uniformly integrable. (Hint: 246Yg.) Show that if every νn is
completely additive, so is ν.

(i) Let A be a Boolean algebra, M the Riesz space of bounded finitely additive functionals on A, and
Mc ⊆ M the space of atomless functionals (362Xf). Show that for a non-negative ν ∈ M the component νc
of ν in Mc is given by the formula
Pn
νc a = inf δ>0 sup{ i=0 νai : a0 , . . . , an ⊆ a are disjoint, νai ≤ δ for every i}
for each a ∈ A.

(j) Let A be a Boolean algebra and M the L-space of bounded additive real-valued functionals on A. Show
that the complexification of M , as defined in 354Yk, can be identified with the Banach space of bounded
additive functionals ν : A → C, writing
Pn
kνk = sup{ i=0 |νai | : a0 , . . . , an are disjoint elements of A}
for such ν.

362 Notes and comments The Boolean algebras most immediately important in measure theory are of
course σ-algebras of measurable sets and their quotient measure algebras. It is therefore natural to begin any
investigation by concentrating on Dedekind σ-complete algebras. Nevertheless, in this section and the last
(and in §326), I have gone to some trouble not to specialize to σ-complete algebras except when necessary.
Partly this is just force of habit, but partly it is because I wish to lay a foundation for a further step forward:
the investigation of the ways in which additive functionals on general Boolean algebras reflect the concepts
of measure theory, and indeed can generate them. Some of the results in this direction can be surprising. I
do not think it obvious that the condition (γ) in 362B(f-i), for instance, is sufficient in the absence of any
hypothesis of Dedekind σ-completeness or countable additivity.
Given a Boolean algebra A with the associated Riesz space M ∼ = S(A)∼ of bounded additive functionals
on A, we now have a substantial list of bands in M : Mσ , Mτ , Mc (362Xf), and for a measure algebra the
further bands Mac , Mtc and Mt ; for an algebra of sets we also have Mp (362Xg). These bands can be used
to generate finite subalgebras of the band algebra of M (362Ya-362Yb), and for any such finite subalgebra
we have a corresponding decomposition of M as a direct sum of the bands which are the atoms of the
subalgebra (352Tb). This decomposition of M can be regarded as a recipe for decomposing its members
into finite sums of functionals with special properties. What I called the ‘Lebesgue decomposition’ in 232I
298 Function spaces 362 Notes

is just such a recipe. In that context I had a measure space (X, Σ, µ) and was looking at the countably
additive functionals from Σ to R, that is, at Mσ in the language of this section, and the bands involved
in the decomposition were Mp , Mac and Mtc . But I hope that it will be plain that these ideas can be
refined indefinitely, as we refine the classification of additive functionals. At each stage, of course, the exact
enumeration of the subalgebra of bands generated by the classification (as in 362Ya-362Yb) is a necessary
check that we have understood the relationships between the classes we have described.
These decompositions are of such importance that it is worth examining the corresponding band pro-
jections. I give formulae for the action of band projections on (non-negative) functionals in 362Bc, 362Bd,
362B(f-ii), 362Xb, 362Xc(iii), 362Xi(iv) and 362Yi. Of course these are readily adapted to give formulae for
the projections onto the complementary bands, as in 362Bf and 362Xi.
If we have an algebra of sets, the completely additive functionals are (usually) of relatively minor impor-
tance; in the standard examples, they correspond to functionals defined as weighted sums of point masses
(362Xg(ii)). The point is that measure algebras A appear as quotients of σ-algebras Σ of sets by σ-ideals I;
consequently the countably additive functionals on A correspond exactly to the countably additive function-
als on Σ which are zero on I; but the canonical homomorphism from Σ to A is hardly ever order-continuous,
so completely additive functionals on A rarely correspond to completely additive functionals on Σ. On the
other hand, when we are looking at countably additive functionals on Σ, we have to consider the possibility
that they are singular in the sense that they are carried on some member of I; in the measure algebra
context this possibility disappears, and we can often be sure that every countably additive functional is
absolutely continuous, as in 327Bb.
For any Boolean algebra A, we can regard it as the algebra of open-and-closed subsets of its Stone space
Z; the points of Z correspond to Boolean homomorphisms from A to {0, 1}, which are the fundamental
‘atoms’ in the space of additive functionals on A (362Xe, 362Xg(iv)). It is the case that all non-negative
additive functionals on a Boolean algebra A can be represented by appropriate measures on its Stone space
(see 416P in Volume 4), but I prefer to hold this result back until it can take its place among other theorems
on representing functionals by measures and integrals.
It is one of the leitmotivs of this chapter, that Boolean algebras and Riesz spaces are Siamese twins; again
and again, matching results are proved by the application of identical ideas. A typical example is the pair
362B(f-i) and 362Yd. Many of us have been tempted to try to describe something which would provide a
common generalization of Boolean algebras and Riesz spaces (and lattice-ordered groups). I have not yet
seen any such structure which was worth the trouble. Most of the time, in this chapter, I shall be using
ideas from the general theory of Riesz spaces to suggest and illuminate questions in measure theory; but if
you pursue this subject you will surely find that intuitions often come to you first in the context of Boolean
algebras, and the applications to Riesz spaces are secondary.
In 362E I give a condition for uniform integrability in terms of disjoint sequences, following the pattern
established in 246G and repeated in 354R and 356O. The condition of 362E assumes that the set is norm-
bounded; but if you have 246G to hand, you will see that it can be done with weaker assumptions involving
atoms, as in 362Yf-362Yg.
I mention once again the Banach-Ulam problem: if A is Dedekind complete, can S(A)∼ c be different from
S(A)× ? This is obviously equivalent to the form given in the notes to §326 above. See 363S below.

363 L∞
In this section I set out to describe an abstract construction for L∞ spaces on arbitrary Boolean algebras,
corresponding to the L∞ (µ) spaces of §243. I begin with the definition of L∞ (A) (363A) and elementary
facts concerning its own structure and the embedding S(A) ⊆ L∞ (A) (363B-363D). I give the basic universal
mapping theorems which define the Banach lattice structure of L∞ (363E) and a description of the action
of Boolean homomorphisms on L∞ spaces (363F-363G) before discussing the representation of L∞ (Σ) and
L∞ (Σ/I) for σ-algebras Σ and ideals I of sets (363H). This leads at once to the identification of L∞ (µ), as
defined in Volume 2, with L∞ (A), where A is the measure algebra of µ (363I). Like S(A), L∞ (A) determines
the algebra A (363J). I briefly discuss the dual spaces of L∞ ; they correspond exactly to the duals of S
described in §362 (363K). Linear functionals on L∞ can for some purposes be treated as ‘integrals’ (363L).
363E L∞ 299

In the second half of the section I present some of the theory of Dedekind complete and σ-complete
algebras. First, L∞ (A) is Dedekind (σ-)complete iff A is (363M). The spaces L∞ (A), for Dedekind σ-
complete A, are precisely the Dedekind σ-complete Riesz spaces with order unit (363N-363P). The spaces
L∞ (A), for Dedekind complete A, are precisely the normed spaces which may be put in place of R in
the Hahn-Banach theorem (363R). Finally, I mention some equivalent forms of the Banach-Ulam problem
(363S).

363A Definition Let A be a Boolean algebra, with Stone space Z. I will write L∞ (A) for the space
C(Z) = Cb (Z) of continuous real-valued functions from Z to R, endowed with the linear structure, order
structure, norm and multiplication of C(Z) = Cb (Z). (Recall that because Z is compact (311I), {u(z) : z ∈
Z} is bounded for every u ∈ L∞ (A) = C(Z) (2A3N(b-iii)), that is, C(Z) = Cb (Z). Of course if A = {0}, so
that Z = ∅, then C(Z) has just one member, the empty function.)

363B Theorem Let A be any Boolean algebra; write L∞ for L∞ (A).

(a) L∞ is an M -space; its standard order unit is the constant function taking the value 1 at each point;
in particular, it is a Banach lattice with a Fatou norm and the Levi property.
(b) L∞ is a commutative Banach algebra and an f -algebra.
(c) If u ∈ L∞ then u ≥ 0 iff there is a v ∈ L∞ such that u = v × v.
proof (a) See 354Hb and 354J.
(b)-(c) are obvious from the definitions of Banach algebra (2A4J) and f -algebra (352W) and the ordering
of L∞ = C(Z).

363C Proposition Let A be any Boolean algebra. Then S(A) is a norm-dense, order-dense Riesz
subspace of L∞ (A), closed under multiplication.
proof Let Z be the Stone space of A. Using the definition of S = S(A) set out in 361D, it is obvious that
S is a linear subspace of L∞ = L∞ (A) closed under multiplication. Because S, like L∞ , is a Riesz subspace
of RX (361Ee), S is a Riesz subspace of L∞ . By the Stone-Weierstrass theorem (in either of the forms given
in 281A and 281E), S is norm-dense in L∞ . Consequently it is order-dense (354I).

363D Proposition Let A be a Boolean algebra. If we regard χa ∈ S(A) (361D) as a member of

L∞ (A) for each a ∈ A, then χ : A → L∞ (A) is additive, order-preserving, order-continuous and a lattice
homomorphism.
proof Because the embedding S = S(A) ⊆ L∞ (A) = L∞ is a Riesz homomorphism, χ : A → L∞ is additive
and a lattice homomorphism (361F-361G). Because S is order-dense in L∞ (363C), the embedding S ⊆ L∞
is order-continuous (352Nb), so χ : A → L∞ is order-continuous (361Gb).

363E Theorem Let A be a Boolean algebra, and U a Banach space. Let ν : A → U be a bounded
additive function.
(a) There is a unique bounded linear operator T : L∞ (A) → U such that T χ = ν; in this case kT k =
supa,b∈A kνa − νbk.
(b) If U is a Banach lattice then T is positive iff ν is non-negative; and in this case T is order-continuous
iff ν is order-continuous, and sequentially order-continuous iff ν is sequentially order-continuous.
(c) If U is a Banach lattice then T is a Riesz homomorphism iff ν is a lattice homomorphism iff νa∧νb = 0
whenever a ∩ b = 0.
proof Write S = S(A), L∞ = L∞ (A).
(a) By 361I there is a unique bounded linear operator T0 : S → U such that T0 χ = ν, and kT0 k =
sup{kνa − νbk : a, b ∈ A}. But because U is a Banach space and S is dense in L∞ , T0 has a unique
extension to a bounded linear operator T : L∞ → U with the same norm (2A4I).
(b)(i) If T is positive then T0 is positive so ν is non-negative, by 361Ga.
300 Function spaces 363E

(ii) If ν is non-negative then T0 is positive, by 361Ga in the other direction. But if u ∈ L∞+ and ² > 0,
then by 354I there is a v ∈ S + such that ku − vk∞ ≤ ²; now kT u − T vk ≤ ²kT k. But T v = T0 v belongs to
the positive cone U + of U . As ² is arbitrary, T u belongs to the closure of U + , which is U + (354Bc). As u
is arbitrary, T is positive.
(iii) Now suppose that ν is order-continuous as well as non-negative, and that A ⊆ L∞ is a non-empty
downwards-directed set with infimum 0. Set
B = {v : v ∈ S, there is some u ∈ A such that v ≥ u}.
Then B is downwards-directed (indeed, v1 ∧ v2 ∈ B for every v1 , v2 ∈ B), and u = inf{v : v ∈ B, u ≤ v}
for every u ∈ A (354I again), so B has the same lower bounds as A and inf B = 0 in L∞ and in S. But we
know from 361Gb that T0 is order-continuous, while any lower bound for {T u : u ∈ A} in U must also be a
lower bound for {T v : v ∈ B} = {T0 v : v ∈ B}, so inf u∈A T u = inf v∈B T0 v = 0 in U . As A is arbitrary, T is
order-continuous (351Ga).
(iv) Suppose next that ν is only sequentially order-continuous, and that hun in∈N is a non-increasing
sequence in L∞ with infimum 0. For each n, k choose wnk ∈ S such that un ≤ wnk and kwnk − un k∞ ≤ 2−k
(354I once more), and set wn0 = inf j,k≤n wjk for each n. Then hwn0 in∈N is a non-increasing sequence in S,
and any lower bound of {wn0 : n ∈ N} is also a lower bound of {un : n ∈ N}, so 0 = inf n∈N wn0 in S and L∞ .
Since T0 : S → U is sequentially order-continuous (361Gb),
inf n∈N T un ≤ inf n∈N T wn0 = inf n∈N T0 wn0 = 0
in U . As hun in∈N is arbitrary, T is sequentially order-continuous.
(v) On the other hand, if T is order-continuous or sequentially order-continuous, so is ν = T χ, because
χ is order-continuous (363D).
(c) We know that T0 : S → U is a Riesz homomorphism iff ν is a lattice homomorphism iff νa ∧ νb = 0
whenever a ∩ b = 0, by 361Gc. But T0 is a Riesz homomorphism iff T is. P
P If T is a Riesz homomorphism
so is T0 , because the embedding S ⊆ L∞ is a Riesz homomorphism. On the other hand, if T0 is a Riesz
homomorphism, then the functions u 7→ u+ 7→ T (u+ ), u 7→ T u 7→ (T u)+ are continuous (by 354Bb) and
agree on S, so agree on L∞ , and T is a Riesz homomorphism, by 352G. QQ

363F Theorem Let A and B be Boolean algebras, and π : A → B a Boolean homomorphism.

(a) There is an associated multiplicative Riesz homomorphism Tπ : L∞ (A) → L∞ (B), of norm at most
1, defined by saying that Tπ (χa) = χ(πa) for every a ∈ A.
(b) For any u ∈ L∞ (A), there is a u0 ∈ L∞ (A) such that Tπ u = Tπ u0 and ku0 k∞ = kTπ uk∞ ≤ kuk∞ .
(c)(i) The kernel of Tπ is the closed linear subspace of L∞ (A) generated by {χa : a ∈ A, πa = 0}.
(ii) The set of values of Tπ is the closed linear subspace of L∞ (B) generated by {χ(πa) : a ∈ A}.
(d) Tπ is surjective iff π is surjective, and in this case kvk∞ = min{kuk∞ : Tπ u = v} for every v ∈ L∞ (B).
(e) Tπ is injective iff π is injective, and in this case kTπ uk∞ = kuk∞ for every u ∈ L∞ (A).
(f) Tπ is order-continuous, or sequentially order-continuous, iff π is.
(g) If C is another Boolean algebra and θ : B → C is another Boolean homomorphism, then Tθπ = Tθ Tπ :
L∞ (A) → L∞ (C).
proof Let Z and W be the Stone spaces of A and B. By 312P there is a continuous function φ : W → Z
ca = φ−1 [b
such that π a] for every a ∈ A, where b
a is the open-and-closed subset of Z corresponding to a ∈ A.
Write T for Tπ .
(a) For u ∈ L∞ (A) = C(Z), set T u = uφ : W → R. Then T u ∈ C(W ) = L∞ (B). It is obvious, or at
any rate very easy to check, that T : L∞ (A) → L∞ (B) is linear, multiplicative, a Riesz homomorphism and
of norm 1 unless B = {0}, W = ∅. If a ∈ A, then
a)φ = χ(φ−1 [b
T (χa) = (χa)φ = (χb a]) = χ(πa),
identifying χa ∈ L∞ (A) with the characteristic function χba : Z → {0, 1} of the set b
a. Of course Tπ = T is
the only continuous linear operator with these properties, by 363Ea.
(b) Set α = kT uk∞ , u0 (z) = max(−α, min(u(z), α)) for z ∈ Z; that is, u0 = (−αe) ∨ (u ∧ αe) in L∞ (A),
where e is the standard order unit of L∞ (A). Then T e is the standard order unit of L∞ (B), so
363F L∞ 301

T u0 = (−αT e) ∨ (T u ∧ αT e) = T u,
while
ku0 k∞ ≤ α = kT uk∞ = kT u0 k∞ ≤ ku0 k∞ ≤ kuk∞ .

(c)(i) Let U be the closed linear subspace of L∞ (A) generated by {χa : πa = 0}, and U0 the kernel of T .
Because T is continuous and linear, U0 is a closed linear subspace, and T (χa) = χ0 = 0 whenever πa = 0;
so U ⊆ U0 . Now take any u ∈ U0 and ² > 0. Then T (u+ ) = (T u)+ = 0, so u+ ∈ U0 . By 354I there is a
u0 ∈ S(A) 0 + + 0 0 +
Pn such that 0 ≤ u ≤ u and ku − u k∞ ≤ ². Now 0 ≤ T u ≤ T u = 0, so T u = 0. Express
0
0
u as i=0 αi χai where αi ≥ 0 for each i. For each i, αi χ(πai ) = T (αi χai ) = 0, so πai = 0 or αi = 0;
in either case αi χai ∈ U . Consequently u0 ∈ U . As ² is arbitrary and U is closed, u+ ∈ U . Similarly,
u− = (−u)+ ∈ U and u = u+ − u− ∈ U . As u is arbitrary, U0 ⊆ U and U0 = U .
(ii) Let V be the closed linear subspace of L∞ (B) generated by {χ(πa) : a ∈ A}, and V0 = T [L∞ (A)].
Then T [S(A)] ⊆ V , so
V0 = T [S(A)] ⊆ T [S(A)] ⊆ V = V .
On the other hand, V0 is a closed linear subspace in L∞ (B). PP It is a linear subspace because T is a linear
operator. To see that it is closed, take any v ∈ V 0 . Then there is a sequence hvn in∈N in V0 such that
kv − vn k∞ ≤ 2−n for every n ∈ N. Choose un ∈ L∞ (A) such that T u0 = v0 , while T un = vn − vn−1 and
kun k∞ = kvn − vn−1 k∞ for n ≥ 1 (using (b) above). Then
P∞ P∞
n=1 kun k∞ ≤ n=1 kv − vn k∞ + kv − vn−1 k∞
Pn
is finite, so u = limn→∞ i=0 ui is defined in the Banach space L∞ (A), and
Pn
T u = limn→∞ i=0 T ui = limn→∞ vn = v.
As v is arbitrary, V0 is closed. Q
Q Since χ(πa) = T (χa) ∈ V0 for every a ∈ A, V ⊆ V0 and V = V0 , as
required.
(d) If π is surjective, then T is surjective, by (c-ii). If T is surjective and b ∈ B, then there is a u ∈ L∞ (A)
such that T u = χb. Now there is a u0 ∈ S(A) such that ku − u0 k∞ ≤ 31 , so that kT u0 − χbk∞ ≤ 31 . Taking
a ∈ A such that {z : u0 (z) ≥ 21 } = ba, we must have πa = b, since
bb = {w : (T u0 )(w) ≥ 1 } = φ−1 [b
a] = π
ca.
2
As b is arbitrary, π is surjective.
Now (b) tells us that in this case kvk∞ = min{kuk∞ : T u = v} for every v ∈ L∞ (B).
(e) By (c-i), T is injective iff π is injective. In this case, for any u ∈ L∞ (A),

kT uk∞ = kT |u|k∞
(because T is a Riesz homomorphism)
≥ sup{kT u0 k∞ : u0 ∈ S(A), u0 ≤ |u|}
= sup{ku0 k∞ : u0 ∈ S(A), u0 ≤ |u|}
(by 361Jd)
= kuk∞
(by 354I)
≥ kT uk∞ ,

and kT uk∞ = kuk∞ .

(f ) If T is (sequentially) order-continuous then π = T χ is (sequentially) order-continuous, by 363D.
If π is (sequentially) order-continuous then χπ : A → L∞ (B) is (sequentially) order-continuous, so T is
(sequentially) order-continuous, by 363Eb.
(g) This is elementary, in view of the uniqueness of Tθπ .
302 Function spaces 363G

363G Corollary Let A be a Boolean algebra.

(a) If C is a subalgebra of A, then L∞ (C) can be identified, as Banach lattice and as Banach algebra,
with the closed linear subspace of L∞ (A) generated by {χc : c ∈ C}.
(b) If I is an ideal of A, then L∞ (A/I) can be identified, as Banach lattice and as Banach algebra, with
the quotient space L∞ (A)/V , where V is the closed linear subspace of L∞ (A) generated by {χa : a ∈ I}.
proof Apply 363Fc to the identity map from C to A and the canonical map from A onto A/I.

363H Representations of L∞ (A) Much of the importance of the concept of L∞ (A) arises from the
way it is naturally represented in the contexts in which the most familiar Boolean algebras appear.
Proposition Let X be a set and Σ a σ-algebra of subsets of X.
(a) L∞ (Σ) can be identified, as Banach algebra and Banach lattice, with the space L∞ of bounded Σ-
measurable real-valued functions on X, with the norm kf k∞ = supx∈X |f (x)| for f ∈ L∞ ; this identification
matches χE ∈ L∞ (Σ) with the characteristic function of E as a subset of X, for every E ∈ Σ. In particular,
for any set X, L∞ (PX) can be identified with `∞ (X).
(b) If A is a Dedekind σ-complete Boolean algebra and π : Σ → A is a surjective sequentially order-
continuous Boolean homomorphism with kernel I, then L∞ (A) can be identified, as Banach algebra and
Banach lattice, with L∞ /W, where W = {f : f ∈ L∞ , {x : f (x) 6= 0} ∈ I} is a closed ideal and solid linear
subspace of L∞ . For f ∈ L∞ ,
kf • k∞ = min{α : α ≥ 0, {x : |f (x)| > α} ∈ I}.
(c) In particular, if I is any σ-ideal of Σ and E 7→ E • is the canonical homomorphism from Σ onto
A = Σ/I, then we have an identification of L∞ (A) with a quotient of L∞ , and for any E ∈ Σ we can
identify χ(E • ) ∈ L∞ (A) with the equivalence class (χE)• ∈ L∞ /W of the characteristic function χE.
proof (a) For the elementary properties of the space of Σ-measurable functions, see §121. In particular, it
is easy to check that L∞ is a Riesz space, with a Riesz norm, and a normed algebra. To check that it is a
Banach space, observe that if hfn in∈N is a Cauchy sequence in L∞ , then |fm (x) − fn (x)| ≤ kfm − fn k∞ → 0
as m, n → ∞, so f (x) = limn→∞ fn (x) is defined for every x ∈ X; now f is Σ-measurable, by 121Fa. Of
course kf k∞ ≤ supn∈N kfn k∞ < ∞, so f ∈ L∞ , while
kf − fn k∞ ≤ supm≥n kfm − fn k∞ → 0
as n → ∞, so f = limn→∞ fn in L∞ . As hfn in∈N is arbitrary, L∞ is complete.
By 361L we can identify S(Σ), as Riesz space and normed algebra, with the linear span S of {χE : E ∈ Σ},
which is a subspace of L∞ . Now the point is that it is dense. P
P If f ∈ L∞ and ² > P0, then for each n ∈ Z
set En = {x : n² ≤ f (x) < (n + 1)²} ∈ Σ; then En = ∅ if |n| > 1 + 1² kf k∞ , so g = n∈Z n²χEn belongs to
S, and of course kf − gk∞ ≤ ². QQ
Consequently the canonical normed space isomorphism between S(Σ) and S extends (uniquely) to a
normed space isomorphism between L∞ (Σ) and L∞ (use 2A4I). Because the operations ∨ and × are con-
tinuous in both L∞ (Σ) and L∞ , and their actions on S(Σ) and S are identified by our isomorphism, the
isomorphism between L∞ (Σ) and L∞ identifies their lattice and algebra structures.
(b)(i) By 363F, we have a multiplicative Riesz homomorphism T = Tπ from L∞ (Σ) to L∞ (A) which is
surjective (363Fd) and has kernel the closed linear subspace W of L∞ (Σ) generated by {χE : E ∈ I}. Now
under the isomorphism described in (a), W corresponds to W. P P (α) W is a linear subspace of L∞ because
{x : (f + g)(x) 6= 0} ⊆ {x : f (x) 6= 0} ∪ {x : g(x) 6= 0} ∈ I,

{x : (αf )(x) 6= 0} ⊆ {x : f (x) 6= 0} ∈ I

whenever f , g ∈ W and α ∈ R. (β) If hfn in∈N is a sequence in W converging to f ∈ L∞ , then
S
{x : f (x) 6= 0} ⊆ n∈N {x : fn (x) 6= 0} ∈ I,
so f ∈ W. Thus W is a closed linear subspace of L∞ . (γ) If E ∈ I, then χE, taken in S(Σ) or L∞ (Σ),
corresponds to the function χE : X → {0, 1}, which belongs to W; so that W must correspond to the closed
linear span in L∞ of such characteristic functions, which is a subspace of W. (δ) On the other hand, if
f ∈ W and ² > 0, set
363K L∞ 303

En = {x : n² ≤ f (x) ≤ (n + 1)²}, En0 = {x : −(n + 1)² ≤ f (x) ≤ −n²}

P∞
for n ≥ 1; all these belong to I, so g = n=1 n(χEn − χEn0 ) ∈ W corresponds to a member of W , while
kf − gk∞ ≤ ². As W is closed, f also must correspond to some member of W . As f is arbitrary, W and W
match exactly. QQ
(ii) Because T is a multiplicative Riesz homomorphism, L∞ (A) ∼= L∞ (Σ)/W is matched canonically,
∞
in its linear, order and multiplicative structures, with L /W. We know also that
kvk∞ = inf{kuk∞ : u ∈ L∞ (Σ), T u = v}
for every v ∈ L∞ (A) (363Fd), that is, that the norm of L∞ (A) corresponds to the quotient norm on
L∞ (Σ)/W .
As for the given formula for the norm, take any f ∈ L∞ . There is a g ∈ L∞ such that T f = T g and
kT f k∞ = kgk∞ . (Here I am treating T as an operator from L∞ onto L∞ (A).) In this case
{x : |f (x)| > kT f k∞ } ⊆ {x : f (x) 6= g(x)} ∈ I.
On the other hand, if {x : |f (x)| > α} ∈ I, and we set h = −α1 ∨ (f ∧ 1), then T h = T f , so kT f k∞ ≤
khk∞ ≤ α.
(c) Put (a) and (b) together.

363I Corollary Let (X, Σ, µ) be a measure space, with measure algebra A. Then L∞ (µ) can be
identified, as Banach lattice and Banach algebra, with L∞ (A); the identification matches (χE)• ∈ L∞ (µ)
with χ(E • ) ∈ L∞ (A), for every E ∈ Σ.
Remark The space I called L∞ (µ) in Chapter 24 is not strictly speaking the space L∞ ∼ = L∞ (Σ) of 363H;
∞ 0
I took L (µ) ⊆ L (µ) to be the set of essentially bounded, virtually measurable functions defined almost
everywhere on X, and in general this is larger. But, as remarked in the notes to §243, L∞ (µ) can equally
well be regarded as a quotient of what I there called L∞
strict , which is the L
∞
above, because every function
∞ ∞
in L (µ) is equal almost everywhere to some member of Lstrict .

363J Recovering the algebra A: Proposition Let A be a Boolean algebra. For a ∈ A write Va for
the solid linear subspace of L∞ (A) generated by χa. Then a 7→ Va is a Boolean isomorphism between A
and the algebra of projection bands in L∞ (A).
proof The proof is nearly identical to that of 361K. If a ∈ A, u ∈ Va and v ∈ V1\a , then |u| ∧ |v| = 0
because χa ∧ χ(1 \ a) = 0; and if w ∈ L∞ (A) then
w = (w × χa) + (w × χ(1 \ a)) ∈ Va + V1\a
because |w×χa| ≤ kwk∞ χa and |w×χ(1 \ a)| ≤ kwk∞ χ(1 \ a). So Va and V1\a are complementary projection
bands in L∞ = L∞ (A). Next, if U ⊆ L∞ is a projection band, then χ1 is expressible as u + v where u ∈ U ,
v ∈ U ⊥ ; thinking of L∞ as the space of continuous real-valued functions on the Stone space Z of A, u and v
must be the characteristic functions of complementary subsets E, F of Z, which must be open-and-closed,
so that E = b a, F = 1d \ a. In this case Va ⊆ U and V1\a ⊆ U ⊥ , so U must be Va precisely. Thus a 7→ Va is
surjective. Finally, just as in 361K, a ⊆ b ⇐⇒ Va ⊆ Vb , so we have a Boolean isomorphism.

363K Dual spaces of L∞ The questions treated in §362 yield nothing new in the present context. I
spell out the details.
Proposition Let A be a Boolean algebra. Let M , Mσ and Mτ be the L-spaces of bounded finitely additive
functionals, bounded countably additive functionals and completely additive functionals on A. Then the
embedding S(A) ⊆ L∞ (A) induces Riesz space isomorphisms between S(A)∼ ∼ = M and L∞ (A)∼ = L∞ (A)∗ ,
∼ ∼ ∞ ∼ × ∼ ∞ ×
S(A)c = Mσ and L (A)c , and S(A) = Mτ and L (A) .
proof Write S = S(A), L∞ = L∞ (A).
(a) For the identifications S ∼ ∼
= M , Sc∼ ∼
= Mσ and S × ∼
= Mτ see 362A.
304 Function spaces 363K

(b) L∞∗ = L∞∼ either because L∞ is a Banach lattice (356Dc) or because L∞ has an order-unit norm,
so that a linear functional on L∞ is order-bounded iff it is bounded on the unit ball.
(c) If f is a positive linear functional on L∞ , then f ¹S is a positive linear functional. Because S is order-
dense in L∞ (363C), the embedding is order-continuous (352Nb); so if f is (sequentially) order-continuous,
so is f ¹S. Accordingly the restriction operator f 7→ f ¹S gives maps from L∞∼ to S ∼ , (L∞ )∼ ∼
c to Sc and
∞× × ∞∼ + ∞
L to S . If f ∈ L and f ¹S ≥ 0, then f (u ) ≥ 0 for every u ∈ S and therefore for every u ∈ L , and
f ≥ 0; so all these restriction maps are injective positive linear operators.
(d) I need to show that they are surjective.
(i) If g ∈ S ∼ , then g is bounded on the unit ball {u : u ∈ S, kuk∞ ≤ 1}, so has an extension to a
continuous linear f : L∞ → R (2A4I); thus S ∼ = {f ¹S : f ∈ L∞∼ }. This means that f 7→ f ¹S is actually
a Riesz space isomorphism between L∞∼ and S ∼ . In particular, |f |¹S = |f ¹S| for any f ∈ L∞∼ .
(ii) If f : L∞ → R is a positive linear operator and f ¹S ∈ Sc∼ , let hun in∈N be a non-increasing sequence
in L with infimum 0. For each n, k ∈ N there is a vnk ∈ S such that un ≤ vnk ≤ un + 2−k e, where e is the
∞

standard order unit of L∞ (354I, as usual); set wn = inf i,k≤n vik ; then hwn in∈N is a non-increasing sequence
in S with infimum 0, so
0 ≤ inf n∈N f (un ) ≤ inf n∈N f (wn ) = 0.
As hun in∈N is arbitrary, f ∈ (L∞ )∼
c . Consequently, for general f ∈ L∞∼ ,
f ∈ (L∞ )∼ ∞ ∼ ∼ ∼
c ⇐⇒ |f | ∈ (L )c ⇐⇒ |f ¹S| ∈ Sc ⇐⇒ f ¹S ∈ Sc ,

and the map f 7→ f ¹S : (L∞ )∼ ∼

c → Sc is a Riesz space isomorphism.

(iii) Similarly, if f ∈ L∞∼ is non-negative and f ¹S ∈ S × , then whenever A ⊆ L∞ is non-empty,

downwards-directed and has infimum 0, B = {w : w ∈ S, ∃ u ∈ A, w ≥ u} has infimum 0, so inf u∈A f (u) ≤
inf w∈B f (w) ≤ 0 and f ∈ L∞× . As in (ii), it follows that f 7→ f ¹S is a surjection from L∞× onto S × .

*363L Integration with respect to a finitely additive functional (a) If A is a Boolean algebra
and ν : A → R is a bounded additive functional, then by 363K we have a corresponding functional fν ∈
L∞ (A)∗ defined by saying that fν (χa) R = νa for every a ∈ A. There are contexts in which it is convenient,
and even helpful, to use the formula u dν in place of fν (u) for u ∈ L∞ = L∞ (A). When doing so, we must
of course remember that we may have lost some of the standard properties of ‘integration’. But enough of
our intuitions (including, for instance, the idea of stochastic independence) remain valid to make the formula
a guide to interesting ideas.

(b) LetR M be the L-space of bounded finitely additive functionals on A (362B). Then we have a function
(u, ν) 7→ u dν : L∞ × M → R. Now this map is bilinear. P P For µ, ν ∈ M , u, v ∈ L∞ and α ∈ R,
R R R R R
u + v dν = u dν + v dν, αu dν = α u dν
just because fν is linear. On the other side, we have
(fµ + fν )(χa) = fµ (χa) + fν (χa) = µa + νa = (µ + ν)(a) = fµ+ν (χa)
∞
Rfor every a ∈ A,R so thatRfµ + fν and fµ+νR must agree on
R S(A) and therefore on L . But this means that
u d(µ + ν) = u dµ + u dν. Similarly, u d(αµ) = α u dµ. Q Q
R
(c) If ν is non-negative, we have u dν ≥ 0 whenever u ≥ 0, as in part (c) of the proof of 363K.
Consequently, for any ν ∈ M and u ∈ L∞ ,
Z Z Z Z Z
| u dν| = | u+ dν + − u− dν + − u+ dν − + u− dν − |
Z Z Z Z
≤ u dν + u dν + u dν + u− dν −
+ + − + + −

Z Z
= |u|d|ν| ≤ kuk∞ χ1 d|ν| = kuk∞ |ν|(1) = kuk∞ kνk.
363Lf L∞ 305
R
So (u, ν) 7→ u dν has norm (as defined in 253Ab) at most 1. If A 6= 0, the norm is exactly 1. (For this we
need to know that there is a ν ∈ M + such that ν1 = 1. Take any z in the Stone space of A and set νa = 1
if z ∈ b
a, 0 otherwise.)

(d) We do not have any result corresponding to B.Levi’s theorem in this language, because (even if ν is
non-negative andR countably additive) there is no reason to suppose that supn∈N un is defined in L∞ just
because supn∈N un dν is finite. But if ν is countably additive and A is Dedekind σ-complete, we have
something corresponding to Lebesgue’s Dominated Convergence Theorem (363Yh).

(e) One formula which we can imitate in the present context is that of 252O, where the ordinary integral
is represented in the form
R R∞
f dµ = 0
µ{x : f (x) ≥ t}dt.

In the context of general Boolean algebras, we cannot directly represent the set [[f ≥ t]] = {x : f (x) ≥ t}
(though in the next section I will show that in Dedekind σ-complete Boolean algebras there is an effective
expression of this idea, and I will use it in the principal definition of §365). But what we can say is the
following. If A is any Boolean algebra, and ν : A → [0, ∞[ is a non-negative additive functional, and
u ∈ L∞ (A)+ , then
R R∞
u dν = 0
sup{νa : tχa ≤ u}dt,

where the right-hand integral is taken with respect to Lebesgue measure. RP P (i) For t ≥ 0 set h(t) =
∞
sup{νa : tχa ≤ u}. Then h is non-increasing and zero for t > kuk∞ , so 0 h(t)dt is defined in R. If
we set hn (t) = h(2−n (k + 1)) whenever k, n ∈ N and 2−n k ≤ t < 2−n (k + 1), then hhn (t)in∈N is a non-
decreasing sequence whichR ∞converges to h(t) Rwhenever h is continuous at t, which is almost everywhere
∞
(222A, or otherwise); so 0 h(t)dt = limn→∞ 0 hn (t)dt. Next, given n ∈ N and ² > 0, we can choose for
each k ≤ k ∗ = b2n kuk∞ c an ak such that 2−n (k + 1)χak ≤ u and νak ≥ h(2−n (k + 1)) − ². In this case
Pk∗ −n
k=0 2 χak ≤ u, so

Z ∞ k
X
∗
k
X
∗

−n −n −n
hn (t)dt = 2 h(2 (k + 1)) ≤ kuk∞ ² + 2 νak
0 k=0 k=0
Z X
k∗ Z
= kuk∞ ² + 2−n χak dν ≤ kuk∞ ² + u dν.
k=0

R∞ R
As n and ² are arbitrary, 0 h(t)dt ≤ u dν. (ii) In the other direction, there is for any ² > 0 a v ∈ S(A)
Pm
such that v ≤ u ≤ v + ²χ1. If we express v as j=0 γj χcj where c0 ⊇ . . . ⊇ cm and γj ≥ 0 for every j
Pk
(361Ec), then we shall have h(t) ≥ νck whenever t ≤ j=0 γj , so
R∞ Pm R R
0
h(t)dt ≥ k=0
γk νck = v dν ≥ u dν − ²ν1.
R∞ R
As ² is arbitrary, 0
h(t)dt ≥ u dν and the two ‘integrals’ are equal. Q
Q

R
(f ) The formula dν is especially natural when A is an algebra of sets, so that L∞ can be directly
interpreted as a space of functions (363Yf); better still, when A is actually a σ-algebra of subsets of a set
X, L∞ can be identified
R with the space of bounded A-measurable functions on X, as in 363Ha. So in such
contexts I may write g dν when g : X → R is bounded and A-measurable, and ν : A → R is an additive
functional.
R But I will try to take care to signal any such deviation from the normal principle that the
symbol refers to the sequentially order-continuous integral defined in §122 with the minor modifications
introduced in §§133 and 135. My purpose in this paragraph has been only to indicate something of what
can be done with finite additivity alone.
306 Function spaces 363M

363M Now I come to a fundamental fact underlying a number of theorems in both this volume and
the last.
Theorem Let A be a Boolean algebra.
(a) A is Dedekind σ-complete iff L∞ (A) is Dedekind σ-complete.
(b) A is Dedekind complete iff L∞ (A) is Dedekind complete.
proof (a)(i) Suppose that A is Dedekind σ-complete. By 314M, we may identify A with a quotient Σ/M,
where M is the ideal of meager subsets of the Stone space Z of A, and Σ = {E4A : E ∈ E, A ∈ M},
writing E = {b a : a ∈ A} for the algebra of open-and-closed subsets of Z. By 363H, L∞ = L∞ (A) can be
identified with L∞ /V, where L∞ is the space of bounded Σ-measurable functions from Z to R, and V is the
space of functions zero except on a member of I.
Now suppose that hun in∈N is a sequence in L∞ with an upper bound u ∈ L∞ . Express un , u as fn• , f •
where fn , f ∈ L∞ . Set g(z) = supn∈N min(fn (z), f (z)) for every z ∈ Z; then g ∈ L∞ (121F), so we have a
corresponding member v = g • of L∞ . For each n ∈ N, u ≥ un so (fn − f )+ ∈ V,
{z : fn (z) > g(z)} ⊆ {z : fn (z) > f (z)} ∈ M
∞
and v ≥ un . If w ∈ L and w ≥ un for every n, then express w as h• where h ∈ L∞ ; we have (fn − h)+ ∈ V
for every n, so
S
{z : g(z) > h(z)} ⊆ n∈N {z : fn (z) > h(z)} ∈ M
because M is a σ-ideal, and (g − h)+ ∈ V, w ≥ v. Thus v = supn∈N un in L∞ . As hun in∈N is arbitrary, L∞
is Dedekind σ-complete (using 353G).
(ii) Now suppose that L∞ is Dedekind σ-complete, and that A is a countable non-empty set in A.
In this case {χa : a ∈ A} has a least upper bound u in L∞ . Take a v ∈ S(A) such that 0 ≤ v ≤ u and
ku − vk∞ ≤ 13 ; set b = [[v > 13 ]], as defined in 361Eg. If a ∈ A, then k(χa − v)+ k∞ ≤ ku − vk∞ ≤ 31 , so
2
3 χa ≤ v and a ⊆ b. If c ∈ A is any upper bound for A, then v ≤ u ≤ χc so b ⊆ c. Thus b = sup A in A. As
A is arbitrary, A is Dedekind σ-complete.
(b)(i) For the second half of this theorem I use an argument which depends on joining the representation
described in (a-i) above with the original definition of L∞ in 363A. The point is that C(Z) ⊆ L∞ , and for
any f ∈ C(Z) = L∞ (A) its equivalence class f • in L∞ /V corresponds to f itself. P P Perhaps it will help
to give a name T to the canonical isomorphism from L∞ /V to L∞ . Then V = {f : T f • = f } is a closed
linear subspace of C(Z), because f 7→ f • and T are continuous linear operators. But if a ∈ A, then (ba)• , the
∞
equivalence class of ba ∈ Σ in Σ/M, corresponds to a (see the proof of 314M), so (χb a) ∈ L /V corresponds
•

to χa; that is, T (χba)• = χba, if we identify χa ∈ L∞ with χb

a : Z → {0, 1}. So V contains χb
a for every a ∈ A;
because V is a linear subspace, S(A) ⊆ V ; because V is closed, L∞ ⊆ V . Q Q
For a general f ∈ L∞ , g = T f • must be the unique member of C(Z) such that g • = f • , that is, such
that {z : g(z) 6= f (z)} is meager.
(ii) Suppose now that A is actually Dedekind complete. In this case Z is extremally disconnected
(314S). Consequently every open set belongs to Σ. P P If G is open, then G is open-and-closed; but A = G \ G
is a closed set with empty interior, so is meager, and G = G4A ∈ Σ. Q Q
Let A ⊆ L∞ = C(Z) be any non-empty set with an upper bound in C(Z). For each z ∈ Z set
g(z) = supu∈A u(z). Then
S
Gα = {z : g(z) > α} = u∈A {z : u(z) > α}
is open for every α ∈ R (that is, g is lower semi-continuous). Thus Gα ∈ Σ for every α, so g ∈ L∞ , and
v = T g • is defined in C(Z). For any u ∈ A, g ≥ u in L∞ , so
v = T g • ≥ T u• = u
in L∞ ; thus v is an upper bound for A in L∞ . On the other hand, if w is any upper bound for A in
L∞ = C(Z), then surely w(z) ≥ u(z) for every z ∈ Z, u ∈ A, so w ≥ g and
w = T w• ≥ T g • = v.
This means that v is the least upper bound of A. As A is arbitrary, L∞ is Dedekind complete.
363Q L∞ 307

(iii) Finally, if L∞ is Dedekind complete, then the argument of (b-ii), applied to arbitrary non-empty
subsets A of A, shows that A is also Dedekind complete.

363N Much of the importance of L∞ spaces in the theory of Riesz spaces arises from the next result.
Proposition Let U be a Dedekind σ-complete Riesz space with an order unit. Then U is isomorphic, as
Riesz space, to L∞ (A), where A is the algebra of projection bands in U .
proof (a) By 353M, U is isomorphic to a norm-dense Riesz subspace of C(X) for some compact Hausdorff
space X; for the rest of this argument, therefore, we may suppose that U actually is such a subspace.
(b) Now U = C(X). P P If g ∈ C(X) then by 354I there are sequences hfn in∈N , hfn0 in∈N in U such that
fn ≤ g ≤ gn and kgn − fn k∞ ≤ 2−n for every n. Now {fn : n ∈ N} has a least upper bound f in U ; since
we must have fn ≤ f ≤ gn for every n, f = g and g ∈ U . Q
Q
(c) Next, X is zero-dimensional. PP Suppose that G ⊆ X is open and x ∈ G. Then there is an open set
G1 such that x ∈ G1 ⊆ G1 ⊆ G (3A3Bc). There is an f ∈ C(X) such that 0 ≤ f ≤ χG1 and f (x) > 0 (also
by 3A3Bc); write H for {y : f (y) > 0}. Set g = supn∈N (nf ∧ χX), the supremum being taken in U = C(X).
For each y ∈ H, we must have g(y) ≥ min(1, nf (y)) for every n, so that g(y) = 1. On the other hand, if
y ∈ X \ H, there is an h ∈ C(X) such that h(y) > 0 and 0 ≤ h ≤ χ(X \ H); now h ∧ f = 0 so h ∧ g = 0 and
g(y) = 0. Thus χH ≤ g ≤ χH. The set {y : g(y) ∈ {0, 1}} is closed and includes H ∪ (X \ H) so must be
the whole of X; thus G2 = {y : g(y) > 12 } = {y : g(y) ≥ 12 } is open-and-closed, and we have
x ∈ H ⊆ G2 ⊆ H ⊆ G1 ⊆ G.
As x, G are arbitrary, the set of open-and-closed subsets of X is a base for the topology of X, and X is
zero-dimensional. Q
Q
(d) We can therefore identify X with the Stone space of its algebra E of open-and-closed sets (311J).
But in this case 363A immediately identifies U = C(X) with L∞ (E). By 363J, E is isomorphic to A, so
U∼= L∞ (A).
Remark Note that in part (c) of the argument above, we have to take great care over the interpretation
of ‘sup’. In the space of all real-valued functions on X, the supremum of {nf ∧ χX : n ∈ N} is just χH.
But g is supposed to be the least continuous function greater than or equal to nf ∧ χX for every n, and is
therefore likely to be strictly greater than χH, even though sandwiched between χH and χH.

363O Corollary Let U be a Dedekind σ-complete M -space. Then U is isomorphic, as Banach lattice,
to L∞ (A), where A is the algebra of projection bands of U .
proof This is merely the special case of 363N in which U is known from the start to be complete under an
order-unit norm.

363P Corollary Let U be any Dedekind σ-complete Riesz space and e ∈ U + . Then the solid linear
subspace Ue of U generated by e is isomorphic, as Riesz space, to L∞ (A) for some Dedekind σ-complete
Boolean algebra A; and if U is Dedekind complete, so is A.
proof Because U is Dedekind σ-complete, so is Ue (353J(a-i)). Apply 363N to Ue to see that Ue ∼= L∞ (A)
for some A. Because Ue is Dedekind σ-complete, so is A, by 363Ma; while if U is Dedekind complete, so are
Ue and A, by 353J(b-i) and 363Mb.

363Q The next theorem will be a striking characterization of the Dedekind complete L∞ spaces as
normed spaces. As a warming-up exercise I give a much simpler result concerning their nature as Banach
lattices.
Proposition Let A be a Dedekind complete Boolean algebra. Then for any Banach lattice U , a linear
operator T : U → L∞ = L∞ (A) is continuous iff it is order-bounded, and in this case kT k = k|T |k, where
the modulus |T | is taken in L∼ (U ; L∞ ).
308 Function spaces 363Q

proof It is generally true that order-bounded operators between Banach lattices are continuous (355C). If
T : U → L∞ is continuous, then for any w ∈ U +
|u| ≤ w =⇒ kuk ≤ kwk =⇒ kT uk∞ ≤ kT kkwk =⇒ |T u| ≤ kT kkwkχ1.
So T is order-bounded. As L∞ is Dedekind complete (363Mb), |T | is defined in L∼ (U ; L∞ ) (355Ea). For
any w ∈ U ,
|T ||w| = sup{|T u| : |u| ≤ |w|} ≤ kT kkwkχ1,
so k|T |(w)k ≤ kT kkwk; accordingly k|T |k ≤ kT k. On the other hand, of course,
|T w| ≤ |T ||w| ≤ k|T |kkwkχ1
for every w ∈ U , so kT k ≤ k|T |k and the two norms are equal.
Remark Of course what is happening here is that the spaces L∞ (A), for Dedekind complete A, are just
the Dedekind complete M -spaces; this is an elementary consequence of 363N and 363M.

363R Now for something much deeper.

Theorem Let U be a normed space over R. Then the following are equiveridical:
(i) there is a Dedekind complete Boolean algebra A such that U is isomorphic, as normed space, to
L∞ (A);
(ii) whenever V is a normed space, V0 a linear subspace of V , and T0 : V0 → U is a bounded linear
operator, there is an extension of T0 to a bounded linear operator T : V → U with kT k = kT0 k.
proof For the purposes of the argument below, let us say that a normed space U satisfying the condition
(ii) has the ‘Hahn-Banach property’.
Part A: (i)⇒(ii) I have to show that L∞ (A) has the Hahn-Banach property for every Dedekind complete
Boolean algebra A. Let V be a normed space, V0 a linear subspace of V , and T0 : V0 → L∞ = L∞ (A) a
bounded linear operator. Set γ = kT0 k.
Let P be the set of all functions T such that dom T is a linear subspace of V including V0 and T :
dom T → U is a bounded linear operator extending T0 and with norm at most γ. Order P by saying that
T1 ≤ T2 if T2 extends
S T1 . Then any non-empty totally ordered subset Q of P has an upper bound in P. P P
Set dom T = {dom T1 : T1 ∈ Q}, T v = T1 v whenever T1 ∈ Q and v ∈ dom T1 ; it is elementary to check
that T ∈ P, so that T is an upper bound for Q in P. Q Q
By Zorn’s Lemma, P has a maximal element T̃ . Now dom T̃ = V . P P?? Suppose, if possible, otherwise.
Write Ṽ = dom T̃ and take any ṽ ∈ V \ Ṽ ; let V1 be the linear span of Ṽ ∪{ṽ}, that is, {v+αṽ : v ∈ Ṽ , α ∈ R}.
If v1 , v2 ∈ Ṽ then, writing e for the standard order unit of L∞ ,

T̃ v1 + T̃ v2 = T̃ (v1 + v2 ) ≤ kT̃ (v1 + v2 )k∞ e

≤ γkv1 + v2 ke ≤ γkv1 − ṽke + γkv2 + ṽke,
so
T̃ v1 − γkv1 − ṽke ≤ γkv2 + ṽke − T̃ v2 .
Because L∞ is Dedekind complete (363Mb),
ũ = supv1 ∈Ṽ T̃ v1 − γkv1 − ṽke
is defined in L∞ and ũ ≤ γkv2 + ṽke − T v2 for every v2 ∈ Ṽ . Putting these together, we have
T̃ v − ũ ≤ γkv − ṽke, T̃ v + ũ ≤ γkv + ṽke
for all v ∈ Ṽ . Consequently, if v ∈ Ṽ , then for α > 0
T̃ v + αũ = α(T̃ ( α1 v) + ũ) ≤ αγk α1 v + ṽke = γkv + αṽke,
while for α < 0
T̃ v + αũ = |α|(T̃ (− α1 v) − ũ) ≤ |α|γk − α1 v − ṽke = γkv + αṽke,
and of course
363R L∞ 309

T̃ v ≤ kT̃ vk∞ e ≤ γkvke.

So we have
T̃ v + αũ ≤ γkv + αṽke
for every v ∈ Ṽ , α ∈ R.
Define T1 : V1 → L∞ by setting T1 (v + αṽ) = T̃ v + αũ for every v ∈ Ṽ , α ∈ R. (This is well-defined
because ṽ ∈/ Ṽ , so any member of V1 is uniquely expressible as v + αṽ where v ∈ Ṽ and α ∈ R.) Then T1
is a linear operator, extending T0 , from a linear subspace of V to L∞ . But from the calculations above we
know that T1 v ≤ γkvke for every v ∈ V1 ; since we also have
T1 v = −T1 (−v) ≥ −γk − vke = −γkvke,
kT1 vk∞ ≤ γkvk for every v ∈ V1 , and T1 ∈ P. But now T1 is a member of P properly extending T̃ , which
is supposed to be impossible. X
XQQ
Accordingly T̃ : V → L∞ is an extension of T0 to the whole of V , with the same norm as T0 . As V and
T0 are arbitrary, L∞ has the Hahn-Banach property.
Part B: (ii)⇒(i) Now let U be a normed space with the Hahn-Banach property. If U = {0} then of
course it is isomorphic to L∞ (A), where A = {0}, so henceforth I will take it for granted that U 6= {0}.
(a) Let Z be the unit ball of the dual U ∗ of U , with the weak* topology. Then Z is a compact Hausdorff
space (3A5F). For u ∈ U set Zu = {f : f ∈ Z, |f (u)| = kuk}; then Zu is a closed subset of Z (because
f 7→ f (u) is continuous), and is non-empty, by the Hahn-Banach theorem (3A5Ab, or Part A above!) Now
let P be the set of those closed
T sets X ⊆ Z such that X ∩ Zu 6= ∅ for every u ∈ U . If Q ⊆ P is non-empty
and totally ordered, then Q ∈ P, because for any u ∈ U
{X ∩ Zu : X ∈ Q}
is a downwards-directed family of non-empty compact sets, so must have non-empty intersection. By Zorn’s
Lemma, upside down, P has a minimal element X; with its relative topology, X is a compact Hausdorff
space.
(b) We have a linear operator R : U → C(X) given by setting (Ru)(x) = x(u) for every u ∈ U , x ∈ X;
because X ⊆ Z, kRuk∞ ≤ kuk, and because X ∈ P, kRuk∞ = kuk, for every u ∈ U . Moreover, if G ⊆ X is
a non-empty open set (in the relative topology of X) then X \ G cannot belong to P, because X is minimal,
so there is a (non-zero) u ∈ U such that |x(u)| < kuk for every x ∈ X \ G. Replacing u by kuk−1 u if need
be, we may suppose that kuk = 1.
What this means is that W = R[U ] is a linear subspace of C(X) which is isomorphic, as normed space,
to U , and has the property that whenever G ⊆ X is a non-empty relatively open set there is an f ∈ W such
that kf k∞ = 1 and |f (x)| < 1 for every x ∈ X \ G. Observe that, because X \ G is compact, there is now
some α < 1 such that |f (u)| ≤ α for every f ∈ X \ G.
Because W is isomorphic to U , it has the Hahn-Banach property.
(c) Now consider V = `∞ (X), V0 = W , T0 : V0 → W the identity map. Because W has the Hahn-Banach
property, there is a linear operator T : `∞ (X) → W , extending T0 , and of norm kT0 k = 1.
(d) If h ∈ `∞ (X) and x0 ∈ X \ {x : h(x) 6= 0}, then (T h)(x0 ) = 0. P P?? Otherwise, set G = {y : y ∈
X \ {x : h(x) 6= 0}, (T h)(y) 6= 0}. This is a non-empty open set in X, so there are f ∈ W , α < 1 such that
kf k∞ = 1, |f (x)| ≤ α for every x ∈ X \ G.
Because kf k∞ = 1, there must be some x1 ∈ X such that |f (x1 )| = 1, and of course x1 ∈ G, so
that (T h)(x1 ) 6= 0. But let δ > 0 be such that δkhk∞ ≤ 1 − α. Then, because h(x) = 0 for x ∈ G,
|f (x)| + |δh(x)| ≤ 1 for every x ∈ X, and kf + δhk∞ , kf − δhk∞ are both less than or equal to 1. As T f = f
and kT k = 1, this means that
kf − δT hk∞ ≤ 1, kf + δT hk∞ ≤ 1;
consequently
|f (x1 )| + δ|(T h)(x1 )| = max(|(f + δT h)(x1 )|, |(f − δT h)(x1 )|) ≤ 1.
But |f (x1 )| = 1 and δ(T h)(x1 ) 6= 0, so this is impossible. X
XQQ
310 Function spaces 363R

(e) It follows that T h = h for every h ∈ C(X). P

P?? Suppose, if possible, otherwise. Then there is a δ > 0
such that G = {x : |(T h)(x) − h(x)| > δ} is not empty. Let f ∈ W be such that kf k = 1 but |f (x)| < 1
for every x ∈ X \ G. Then there is an x0 ∈ X such that |f (x0 )| = 1; of course x0 must belong to G. Set
h(x0 )
f1 = f, so that f1 ∈ W and f1 (x0 ) = h(x0 ). Set
f (x0 )
h1 (x) = max(h(x) − δ, min(h(x) + δ, f1 (x)))
for x ∈ X. Then h1 ∈ C(X). Setting
H = {x : |h(x) − h(x0 )| + |f1 (x) − f1 (x0 )| < δ},
H is an open set containing x0 and
|f1 (x) − h(x)| ≤ |f1 (x0 ) − h(x0 )| + δ = δ, h1 (x) = f1 (x)
for every x ∈ H. Consequently x0 ∈
/ {x : (f1 − h1 )(x) 6= 0}, and T (f1 − h1 )(x0 ) = 0, by (d). But this means
that
(T h1 )(x0 ) = (T f1 )(x0 ) = f1 (x0 ) = h(x0 ),
so that
|h(x0 ) − (T h)(x0 )| = |T (h1 − h)(x0 )| ≤ kT (h1 − h)k∞ ≤ kh1 − hk∞ ≤ δ,
which is impossible, because x0 ∈ G. X
XQQ
(f ) This tells us at once that W = C(X). But (d) also tells us that X is extremally disconnected. P
P Let
G ⊆ X be any open set. Then χX = χG + χ(X \ G), so
χX = T (χX) = h1 + h2 ,
where h1 = T (χG), h2 = T (χ(X \ G)). Now from (d) we see that h1 must be zero on X \ G while h2 must
be zero on G. Thus we have h1 (x) = 1 for x ∈ G; as h1 is continuous, h1 (x) = 1 for x ∈ G, and h1 = χG.
Of course it follows that G is open. As G is arbitrary, X is extremally disconnected. Q
Q
(g) Being also compact and Hausdorff, therefore regular (3A3Bc), X is zero-dimensional (3A3Bd). We
may therefore identify X with the Stone space of its regular open algebra A (314S), and W = C(X) with
L∞ (A). Thus R : U → C(X) is a Banach space isomorphism between U and C(X) ∼ = L∞ (A); so U is of the
type declared.

363S The Banach-Ulam problem At a couple of points already (232Hc, the notes to §326) I have
remarked on a problem which was early recognised as a fundamental question in abstract measure theory.
I now set out some formulations of the problem which arise naturally from the work done so far. I will do
this by writing down a list of statements which are equiveridical in the sense that if one of them is true, so
are all the others; the ‘Banach-Ulam problem’ asks whether they are indeed true.
I should remark that this is not generally counted as an ‘open’ problem. It is in fact believed by most of
us that these statements are independent of the usual axioms of Zermelo-Fraenkel set theory, including the
axiom of choice and even the continuum hypothesis. As such, this problem belongs to Volume 5 rather than
anywhere earlier, but its manifestations will become steadily more obtrusive as we continue through this
volume and the next, and I think it will be helpful to begin collecting them now. The ideas needed to show
that the statements here imply each other are already accessible; in particular, they involve no set theory
beyond Zorn’s Lemma. These implications constitute the following theorem, derived from Luxemburg 67a.
Theorem The following statements are equiveridical.
(i) There are a set X and a probability measure ν, with domain PX, such that ν{x} = 0 for every x ∈ X.
(ii) There are a localizable measure space (X, Σ, µ) and an absolutely continuous countably additive
functional ν : Σ → R which is not truly continuous, so has no Radon-Nikodým derivative (definitions:
232Ab, 232Hf).
(iii) There are a Dedekind complete Boolean algebra A and a countably additive functional ν : A → R
which is not completely additive.
(iv) There is a Dedekind complete Riesz space U such that Uc∼ 6= U × .
363Xd L∞ 311

proof (a)(i)⇒(ii) Let X be a set with a probability measure ν, defined on PX, such that ν{x} = 0 for
every x ∈ X. Let µ be counting measure on X. Then (X, PX, µ) is strictly localizable, and ν : PX → R
is countably additive; also νE = 0 whenever µE is finite, so ν is absolutely continuous with respect to µ.
But if µE < ∞ then E is finite and ν(X \ E) = 1, so ν is not truly continuous, and has no Radon-Nikodým
derivative (232D).
(b)(ii)⇒(iii) Let (X, Σ, µ) be a localizable measure space and ν : Σ → R an absolutely continuous
countably additive functional which is not truly continuous. Let (A, µ̄) be the measure algebra of µ; then
we have an absolutely continuous countably additive functional ν̄ : A → R defined by setting ν̄E • = νE
for every E ∈ Σ (327C). Since ν is not truly continuous, ν̄ is not completely additive (327Ce). Also A is
Dedekind complete, because µ is localizable, so A and ν̄ witness (iii).
(c)(iii)⇒(i) Let A be a Dedekind complete Boolean algebra and ν : A → R a countably additive
functional which is not completely additive. Because ν is bounded (326I), therefore expressible as the
difference of non-negative countably additive functionals (326H), there must be a non-negative countably
additive functional ν 0 on A which is not completely additive. P
By 326N, there is a partition of unity hai ii∈I in A such that i∈I ν 0 ai < ν 0 1. Set K = {i : i ∈ I, ν 0 ai > 0};
then K must be countable, so
P
ν 0 (supi∈I\K ai ) = ν 0 1 − ν 0 (supi∈K ai ) = ν 0 1 − i∈K ν 0 ai > 0.
For J ⊆ I set µJ = ν 0 (supi∈J\K ai ); the supremum is always defined because A is Dedekind complete.
Because ν 0 is countably additive and non-negative, so is µ; because ν 0 ai = 0 for i ∈ J \ K, µ{i} = 0 for
every i ∈ I. Multiplying µ by a suitable scalar, if need be, (I, PI, µ) witnesses that (i) is true.
(d)(iii)⇒(iv) If A is a Dedekind complete Boolean algebra with a countably additive functional which
is not completely additive, then U = L∞ (A) is a Dedekind complete Riesz space (363Mb) and Uc∼ 6= U × ,
by 363K (recalling, as in (c) above, that the functional must be bounded).
(e)(iv)⇒(iii) Let U be a Dedekind complete Riesz space such that U × 6= Uc∼ . Take f ∈ Uc∼ \ U × ;
replacing f by |f | if need be, we may suppose that f ≥ 0 is sequentially order-continuous but not order-
continuous (355H, 355I). Let A be a non-empty downwards-directed set in U , with infimum 0, such that
inf u∈A f (u) > 0 (351Ga). Take e ∈ A, and consider the solid linear subspace Ue of U generated by e; write
g for the restriction of f to Ue . Because the embedding of Ue in U is order-continuous, g ∈ (Ue )∼
c ; because
A ∩ Ue is downwards-directed and has infimum 0, and
inf u∈A∩Ue g(u) = inf u∈A f (u) > 0,
g∈/ Ue× . But Ue is a Riesz space with order unit e, and is Dedekind complete because U is; so it can be
identified with L∞ (A) for some Boolean algebra A (363N), and A is Dedekind complete, by 363M.
Accordingly we have a Dedekind complete Boolean algebra A such that L∞ (A)∼ ∞ ×
c 6= L (A) . By 363K,
there is a (bounded) countably additive functional on A which is not completely additive, and (iii) is true.

363X Basic exercises (a) Let A be a Boolean algebra and U a Banach algebra. Let ν : A → U be a
bounded additive function and T : L∞ (A) → U the corresponding bounded linear operator. Show that T is
multiplicative iff ν(a ∩ b) = νa × νb for all a, b ∈ A.

> (b) Let A, B be Boolean algebras and T : L∞ (A) → L∞ (A) a linear operator. Show that the following
are equiveridical: (i) there is a Boolean homomorphism π : A → A such that T = Tπ (ii) T (u × v) = T u × T v
for all u, v ∈ L∞ (A) (iii) T is a Riesz homomorphism and T eA = eB , where eA is the standard order unit of
L∞ (A).

(c) Let A, B be Boolean algebras and T : L∞ (A) → L∞ (B) a Riesz homomorphism. Show that there are
a Boolean homomorphism π : A → B and a v ≥ 0 in L∞ (B) such that T u = v × Tπ u for every u ∈ L∞ (A),
where Tπ is the operator associated with π (363F).

(d) Let A be a Boolean algebra and C a subalgebra of A. Show that L∞ (C), regarded as a subspace of
L (A) (363Ga), is order-dense in L∞ (A) iff C is order-dense in A.
∞
312 Function spaces 363Xe

> (e) Let (X, Σ, µ) be a measure space with measure algebra A, and L∞ the space of bounded Σ-
measurable real-valued functions on X. A linear lifting of µ is a positive linear operator T : L∞ (A) → L∞
such that T (χ1A ) = χX and (T u)• = u for every u ∈ L∞ (A), writing f 7→ f • for the canonical map from
L∞ to L∞ (A) (363H-363I). (i) Show that if θ : A → Σ is a lifting in the sense of 341A then Tθ , as defined in
363F, is a linear lifting. (ii) Show that if T : L∞ (A) → L∞ is a linear lifting, then there is a corresponding
lower density θ : A → Σ defined by setting θa = {x : T (χa)(x) = 1} for each a ∈ A. (iii) Show that θ, as
defined in (ii), is a lifting iff T is a Riesz homomorphism.

(f ) Let U be any commutative ring with multiplicative identity 1. Show that the set A of idempotents
in U (that is, elements a ∈ U such that a2 = a) is a Boolean algebra with identity 1, writing a ∩ b = ab,
1 \ a = 1 − a for a, b ∈ A.

(g) Let A be a Boolean algebra. Show that A is isomorphic to the Boolean algebras of idempotents of
S(A) and L∞ (A).

(h) Let A be a Dedekind σ-complete Boolean algebra. (i) Show that for any u ∈ L∞ (A), α ∈ R there
are elements [[u ≥ α]], [[u > α]] ∈ A, where [[u ≥ α]] is the largest a ∈ A such that u × χa ≥ αχa, and
[[u > α]] = supβ>α [[u ≥ β]]. (ii) Show that in the context of 363H, if u corresponds to f • for f ∈ L∞ , then
[[u ≥ α]] = {x : f (x) ≥ α}• , [[u > α]] = {x : f (x) > α}• . (iii) Show that if A ⊆ L∞ is non-empty and v ∈ L∞ ,
then v = sup A iff [[v > α]] = supu∈A [[u > α]] for every α ∈ R; in particular, v = u iff [[v > α]] = [[u > α]] for
every α. (iv) Show that a function φ : R → A is of the form φ(α) = [[u > α]] iff (α) φ(α) = supβ>α φ(β) for
every α ∈ R (β) there is an M such that φ(M ) = 0, φ(−M ) = 1. (v) Put (iii) and (iv) together to give a
proof that L∞ is Dedekind σ-complete if A is.

(i) Let A be a Dedekind σ-complete Boolean algebra and U ⊆ L∞ (A) a (sequentially) order-closed Riesz
subspace containing χ1. Show that U can be identified with L∞ (B) for some (sequentially) order-closed
subalgebra B ⊆ A. (Hint: set B = {b : χb ∈ U } and use 363N.)

(j) For a Boolean algebra A, with Stone space Z, write L∞

C (A) for the Banach algebra C(Z; C) of continu-
ous complex-valued functions on Z. Prove results corresponding to 363C, 363Ea, 363F-363I for the complex
case.

363Y Further exercises (a) Let A be a Boolean algebra. Given the linear structure, ordering, multi-
plication and norm of S(A) as described in §361, show that a norm completion of S(A) will serve for L∞ (A)
in the sense that all the results of 363B-363Q can be proved with no use of the axiom of choice except an
occasional appeal to countably many choices in sequential forms of the theorems.

(b) Let A be a Boolean algebra. Show that A is ccc iff L∞ (A) has the countable sup property (241Yd,
353Ye).

(c) Let X be an extremally disconnected topological space, and G its regular open algebra. Show that
there is a natural isomorphism between L∞ (G) and Cb (X).

(d) Let X be a compact Hausdorff space. Let us say that a linear subspace U of C(X) is `∞ -comple-
mented in C(X) if there is a linear subspace V such that C(X) = U ⊕ V and ku + vk∞ = max(kuk∞ , kvk∞ )
for all u ∈ U , v ∈ V . Show that there is a one-to-one correspondence between such subspaces U and open-
and-closed subsets E of X, given by setting U = {f : f ∈ C(X), f (x) = 0 ∀ x ∈ X \ E}. Hence show that
if A is any Boolean algebra, there is a canonical isomorphism between A and the partially ordered set of
`∞ -complemented subspaces of L∞ (A).

(e) Let A be a Boolean algebra. (i) If u ∈ L∞ = L∞ (A), show that |u| = e, the standard order unit of
L , iff max(ku + vk∞ , ku − vk∞ ) > 1 whenever v ∈ L∞ \ {0}. (ii) Show that if u, v ∈ L∞ then |u| ∧ |v| = 0
∞

iff kαu + v + wk∞ ≤ max(kαu + wk∞ , kv + wk∞ ) whenever α = ±1 and w ∈ L∞ . (iii) Show that if
T : L∞ → L∞ is a normed space automorphism then there are a Boolean automorphism π : A → A and a
w ∈ L∞ such that |w| = e and T u = w × Tπ u for every u ∈ L∞ .
363 Notes L∞ 313

(f ) Let X be a set, Σ an algebra of subsets of X, and I an ideal in Σ. (i) Show that L∞ (Σ) can be
identified, as Banach lattice and Banach algebra, with the space L∞ of bounded functions f : X → R such
that whenever α < β in R there is an E ∈ Σ such that {x : f (x) ≤ α} ⊆ E ⊆ {x : f (x) ≤ β}. (ii) Show that
L∞ = {gφ : g ∈ C(Z)}, where Z is the Stone space of Σ and φ : X → Z is a function (to be described). (iii)
Show that L∞ (Σ/I) can be identified, as Banach lattice and Banach algebra, with L∞ /V, where V is the
set of those functions f ∈ L∞ such that for every ² > 0 there is a member of I including {x : |f (x)| ≥ ²}.

(g) Let (X, Σ, µ) be a complete probability space with measure algebra A. Let hBn in∈N be a non-
decreasing
S sequence of closed subalgebras of A such that A is the closed subalgebra of itself generated by
1 1
n∈N Bn , and set Σn = {F : F ∈ Bn } for each n. Let Pn : L (µ) → L (µ¹Σn ) be the conditional
•

expectation operator for each n, so that Pn ¹L (µ) is a positive linear operator from L∞ (µ) ∼
∞
= L∞ (A) to
∞ ∼ ∞
L (µ¹Σn ) = L (Bn ). Suppose that we are given for each n a lifting θn : Bn → Σn and that θn+1 b = θn b
whenever n ∈ N, b ∈ Bn . Let Tn : L∞ (Bn ) → L∞ be the corresponding linear liftings (363Xe), and F any
non-principal ultrafilter on N. (i) Show that for any u ∈ L∞ (A), hTn Pn uin∈N converges almost everywhere.
(ii) For u ∈ L∞ (A) set (T u)(x) = limn→F (Tn Pn u)(x) for x ∈ X, u ∈ L∞ (A). Show that T is a linear lifting
of µ. (iii) Use 363Xe(ii) and 341J to show that there is a lifting θ of µ extending every θn . (iv) Use this as
the countable-cofinality inductive step in a proof of the Lifting Theorem (using partial liftings rather than
partial lower densities, as suggested in 341Li).

(h) Let A be a Dedekind σ-complete Boolean algebra and ν : A → R a countably additive func-
∞
tional. Suppose that hun in∈N is an order-bounded
R sequence in LR (A) such that inf n∈N supm≥n um and
supn∈N inf m≥n um are equal to u say. Show that u dν = limn→∞ un dν.

(i) Let Σ be the family of those sets E ⊆ [0, 1] such that µ(int E) = µE, where µ is Lebesgue measure.
(i) Show that Σ is an algebra of subsets of [0, 1] and that every member of Σ is Lebesgue measurable. (ii)
Show that if we identify L∞ (Σ) with a set of real-valued functions on [0, 1], as in 363Yf,
R then we get just
the space of Riemann integrable functions. (iii) Show that if we write ν for µ¹Σ, then dν, as defined in
363L, is just the Riemann integral.

(j) Show that a normed space over C has the Hahn-Banach property of 363R for complex spaces iff it is
isomorphic to L∞C (A), as described in 363Xj, for some Dedekind complete Boolean algebra A.

363 Notes and comments As with S(A), I have chosen a definition of L∞ (A) in terms of the Stone space
of A; but as with S(A), this is optional (363Ya). By and large the basic properties of L∞ are derived very
naturally from those of S. The spaces L∞ (A), for general Boolean algebras A, are not in fact particularly
important; they have too few properties not shared by all the spaces C(X) for compact Hausdorff X. The
point at which it becomes helpful to interpret C(X) as L∞ (A) is when C(X) is Dedekind σ-complete. The
spaces X for which this is true are difficult to picture, and alternative representations of L∞ along the lines
of 363H-363I can be easier on the imagination.
For Dedekind σ-complete A, there is an alternative description of members of L∞ (A) in terms of objects
‘[[u > α]]’ (363Xh); I will return to this idea in the next section. For the moment I remark only that it gives
an alternative approach to 363M not necessarily depending on the representation of L∞ as a quotient L∞ /V
nor on an analysis of a Stone space. I used a version of such an argument in the proof of 363M which I gave
in Fremlin 74a, 43D.
I spend so much time on 363M not only because Dedekind completeness is one of the basic properties of
any lattice, but because it offers an abstract expression of one of the central results of Chapter 24. In 243H
I showed that L∞ (µ) is always Dedekind σ-complete, and that it is Dedekind complete if µ is localizable.
We can now relate this to the results of 321H and 322Be: the measure algebra of any measure is Dedekind
σ-complete, and the measure algebra of a localizable measure is Dedekind complete.
The ideas of the proof of 363M can of course be rearranged in various ways. One uses 353Yb: for
completely regular spaces X, C(X) is Dedekind complete iff X is extremally disconnected; while for compact
Hausdorff spaces, X is extremally disconnected iff it is the Stone space of a Dedekind complete algebra.
With the right modification of the concept ‘extremally disconnected’ (314Yf), the same approach works for
Dedekind σ-completeness.
314 Function spaces 363 Notes

363R is the ‘Nachbin-Kelley theorem’; it is commonly phrased ‘a normed space U has the Hahn-Banach
extension property iff it is isomorphic, as normed space, to C(X) for some compact extremally disconnected
Hausdorff space X’, but the expression in terms of L∞ spaces seems natural in the present context. The
implication in one direction (Part A of the proof) calls for nothing but a check through one of the standard
proofs of the Hahn-Banach theorem to make sure that the argument applies in the generalized form. Part
B of the proof has ideas in it; I have tried to set it out in a way suggesting that if you can remember the
construction of the set X the rest is just a matter of a little ingenuity.
One way of trying to understand the multiple structures of L∞ spaces is by looking at the corresponding
automorphisms. We observe, for instance, that an operator T from L∞ (A) to itself is a Banach algebra
automorphism iff it is a Banach lattice automorphism preserving the standard order unit iff it corresponds
to an automorphism of the algebra A (363Xb). Of course there are Banach space automorphisms of L∞
which do not respect the order or multiplicative structure; but they have to be closely related to algebra
isomorphisms (363Ye).
I devote a couple of exercises (363Xe, 363Yg) to indications of how the ideas here are relevant to the
Lifting Theorem. If you found the formulae of the proof of 341G obscure it may help to work through the
parallel argument.
A lecture by W.A.J.Luxemburg on the equivalence between (i) and (iv) in 363S was one of the turning
points in my mathematical apprenticeship. I introduce it here, even though the real importance of the
Banach-Ulam problem lies in the metamathematical ideas it has nourished, because these formulations pro-
vide a focus for questions which arise naturally in this volume and which otherwise might prove distracting.
The next group of significant ideas in this context will appear in §438.

364 L0
My next objective is to develop an abstract construction corresponding to the L0 (µ) spaces of §241. These
generalized L0 spaces will form the basis of the work of the rest of this chapter and also the next; partly
because their own properties are remarkable, but even more because they form a framework for the study
of Archimedean Riesz spaces in general (see §368). There seem to be significant new difficulties, and I take
the space to describe an approach which can be made essentially independent of the route through Stone
spaces used in the last three sections. I embark directly on a definition in the new language (364A), and
relate it to the constructions of §241 (364C-364E, 364J) and §§361-363 (364K). The ideas of Chapter 27
can also be expressed in this language; I make a start on developing the machinery for this in 364G, with
the formula ‘[[u ∈ E]]’, ‘the region in which u belongs to E’, and some exercises (364Xd-364Xf). Following
through the questions addressed in §363, I discuss Dedekind completeness in L0 (364M-364O), properties of
its multiplication (364P), the expression of the original algebra in terms of L0 (364Q), the action of Boolean
homomorphisms on L0 (364R) and product spaces (364S). In 364T-364W I describe representations of the
L0 space of a regular open algebra.

364A Definition Let A be a Dedekind σ-complete Boolean algebra. I will write L0 (A) for the set of
all functions α 7→ [[u > α]] : R → A such that
(α) [[u > α]] = supβ>α [[u > β]] in A for every α ∈ R,
(β) inf α∈R [[u > α]] = 0,
(γ) supα∈R [[u > α]] = 1.

364B Remarks (a) My reasons for using the notation ‘[[u > α]]’ rather than ‘u(α)’ will I hope become
clear in the next few paragraphs. For the moment, if you think of A as a σ-algebra of sets and of L0 (A)
as the family of A-measurable real-valued functions, then [[u > α]] corresponds to the set {x : u(x) > α}
(364Ja).

(b) Some readers will recognise the formula ‘[[. . . ]]’ as belonging to the language of forcing, so that [[u > α]]
could be read as ‘the Boolean value of the proposition “u > α”’. But a vocalisation closer to my intention
might be ‘the region where u > α’.
364C L0 315

(c) Note that condition (α) of 364A automatically ensures that [[u > α]] ⊆ [[u > α0 ]] whenever α0 ≤ α in
R.

(d) In fact it will sometimes be convenient to note that the conditions of 364A can be replaced by
(α0 ) [[u > α]] = supq∈Q,q>α [[u > q]] in A for every α ∈ R,
(β 0 ) inf n∈N [[u > n]] = 0,
(γ 0 ) supn∈N [[u > −n]] = 1;
the point being that we need look only at suprema and infima of countable subsets of A.

(e) In order to make sense of this construction we need to match it with an alternative route to the same
object, based on σ-algebras and σ-ideals of sets, as follows.

364C Proposition Let X be a set, Σ a σ-algebra of subsets of X, and I a σ-ideal of Σ.

(a) Write L0 for the space of all Σ-measurable functions from X to R. Then L0 , with its linear structure,
ordering and multiplication inherited from RX , is a Dedekind σ-complete f -algebra with multiplicative
identity.
(b) Set
W = {f : f ∈ L0 , {x : f (x) 6= 0} ∈ I}.
Then
(i) W is a sequentially order-closed solid linear subspace and ideal of L0 ;
(ii) the quotient space L0 /W, with its inherited linear, order and multiplicative structures, is a Dedekind
σ-complete Riesz space and an f -algebra with a multiplicative identity;
(iii) for f , g ∈ L0 , f • ≤ g • in L0 /W iff {x : f (x) > g(x)} ∈ I, and f • = g • in L0 /W iff {x : f (x) 6=
g(x)} ∈ I.

proof (Compare 241A-241H.)

(a) The point is just that L0 is a sequentially order-closed Riesz subspace and subalgebra of RX . The
facts we need to know – that constant functions belong to L0 , that f + g, αf , f × g, supn∈N fn belong to L0
whenever f , g, fn do and {fn : n ∈ N} is bounded above – are all covered by 121E-121F. Its multiplicative
identity is of course the constant function χX.

(b)(i) The necessary verifications are all elementary.

(ii) Because W is a solid linear subspace of the Riesz space L0 , the quotient inherits a Riesz space
structure (352Jb); because W is an ideal of the ring (L0 , +, ×), L0 /W inherits a multiplication; it is a
commutative algebra because L0 is; and has a multiplicative identity e = χX • because χX is the identity
of L0 .
To check that L0 /W is an f -algebra it is enough to observe that, for any non-negative f , g , h ∈ L0 ,
f • × g • = (f × g)• ≥ 0,
and if f • ∧ g • = 0 then {x : f (x) > 0} ∩ {x : g(x) > 0} ∈ I, so that {x : f (x)h(x) > 0} ∩ {x : g(x) > 0} ∈ I
and
(f • × h• ) ∧ g • = (h• × f • ) ∧ g • = 0.
Finally, L0 /W is Dedekind σ-complete, by 353J(a-iii).

(iii) For f , g ∈ L0 ,
f • ≤ g • ⇐⇒ (f − g)+ ∈ W ⇐⇒ {x : f (x) > g(x)} = {x : (f − g)+ (x) 6= 0} ∈ I
(using the fact that the canonical map from L0 to L0 /W is a Riesz homomorphism, so that ((f − g)+ )• =
(f • − g • )+ ). Similarly
f • = g • ⇐⇒ f − g ∈ W ⇐⇒ {x : f (x) 6= g(x)} = {x : (f − g)(x) 6= 0} ∈ I.
316 Function spaces 364D

364D Theorem Let X be a set and Σ a σ-algebra of subsets of X. Let A be a Dedekind σ-complete
Boolean algebra and π : Σ → A a surjective Boolean homomorphism, with kernel a σ-ideal I; define L0 and
W as in 364C, so that U = L0 /W is a Dedekind σ-complete f -algebra with multiplicative identity.
(a) We have a canonical bijection T : U → L0 = L0 (A) defined by the formula
[[T f • > α]] = π{x : f (x) > α}
for every f ∈ L0 , α ∈ R.
(b)(i) For any u, v ∈ U ,
[[T (u + v) > α]] = supq∈Q [[T u > q]] ∩ [[T v > α − q]]
for every α ∈ R.
(ii) For any u ∈ U , γ > 0,
α
[[T (γu) > α]] = [[T u > γ ]]

for every α ∈ R.
(iii) For any u, v ∈ U ,
u ≤ v ⇐⇒ [[T u > α]] ⊆ [[T v > α]] for every α ∈ R.
(iv) For any u, v ∈ U + ,
α
[[T (u × v) > α]] = supq∈Q,q>0 [[T u > q]] ∩ [[T v > q ]]

for every α ≥ 0.
(v) Writing e = (χX)• for the multiplicative identity of U , we have
[[T e > α]] = 1 if α < 1, 0 if α ≥ 1.

proof (a)(i) Given f ∈ L0 , set ζf (α) = π{x : f (x) > α} for α ∈ R. Then it is easy to see that ζf satisfies
the conditions (α)0 -(γ)0 of 364Bd, because π is sequentially order-continuous (313Qb). Moreover, if f • = g •
in U , then
ζf (α) 4 ζg (α) = π({x : f (x) > α}4{x : g(x) > α}) = 0
for every α ∈ R, because
{x : f (x) > α}4{x : g(x) > α} ⊆ {x : f (x) 6= g(x)} ∈ I,
and ζf = ζg . So we have a well-defined member T u of L0 defined by the given formula, for any u ∈ U .
(ii) Next, given w ∈ L0 , there is a u ∈ L0 /W such that T u = w. P
P For each q ∈ Q, choose Fq ∈ Σ
such that πFq = [[w > q]] in A. Note that if q 0 ≥ q then
π(Fq0 \ Fq ) = [[u > q 0 ]] \ [[u > q]] = 0,
so Fq0 \ Fq ∈ I. Set
S T S
H= q∈Q Fq \ n∈N q∈Q,q≥n Fq ∈ Σ,
and for x ∈ X set

f (x) = sup{q : q ∈ Q, x ∈ Fq } if x ∈ H,
= 0 otherwise.

(H is chosen just to make the formula here give a finite value for every x.) We have

πH = sup [[w > q]] \ inf sup [[w > q]]

q∈Q n∈N q∈Q,q≥n

= 1A \ inf [[w > n]] = 1A \ 0A = 1A ,

n∈N

so X \ H ∈ I. Now, for any α ∈ R,

364D L0 317

[
{x : f (x) > α} = Fq ∪ (X \ H) if α < 0
q∈Q,q>α
[
= Fq \ (X \ H) if α ≥ 0,
q∈Q,q>α

and in either case belongs to Σ; so that f ∈ L0 and f • is defined in L0 . Next, for any α ∈ R,
[
[[T f • > α]] = π{x : f (x) > α} = π( Fq )
q∈Q,q>α

= sup [[w > q]] = [[w > α]],

q∈Q,q>α

and T f • = w. Q
Q
(iii) Thus T is surjective. To see that it is injective, observe that if f , g ∈ L0 , then

T f • = T g • =⇒ [[T f • > α]] = [[T g • > α]] for every α ∈ R

=⇒ π{x : f (x) > α} = π{x : g(x) > α} for every α ∈ R
=⇒ {x : f (x) > α}4{x : g(x) > α} ∈ I for every α ∈ R
[
=⇒ {x : f (x) 6= g(x)} = ({x : f (x) > q}4{x : g(x) > q}) ∈ I
q∈Q

=⇒ f = g .
• •

So we have the claimed bijection.

(b)(i) Let f , g ∈ L0 be such that u = f • , v = g • , so that u + v = (f + g)• . For any α ∈ R,

[[T (u + v) > α]] = π{x : f (x) + g(x) > α}

[
= π( {x : f (x) > q} ∩ {x : g(x) > α − q})
q∈Q
= sup π{x : f (x) > q} ∩ π{x : g(x) > α − q}
q∈Q

(because π is a sequentially order-continuous Boolean homomorphism)

= sup [[T u > q]] ∩ [[T v > α − q]].
q∈Q

(ii) Let f ∈ L0 be such that f • = u, so that (γf )• = γu. For any α ∈ R,

α α
[[T (γu) > α]] = π{x : γf (x) > α} = π{x : f (x) > } = [[T u > γ ]].
γ

(iii) Let f , g ∈ L0 be such that f • = u and g • = v. Then

u ≤ v ⇐⇒ {x : f (x) > g(x)} ∈ I

(see 364C(b-iii))
[
⇐⇒ {x : f (x) > q ≥ g(x)} ∈ I
q∈Q
⇐⇒ {x : f (x) > α} \ {x : g(x) > α} ∈ I for every α ∈ R
⇐⇒ π{x : f (x) > α} \ π{x : g(x) > α} = 0 for every α
⇐⇒ [[T u > α]] ⊆ [[T v > α]] for every α.
318 Function spaces 364D

(iv) Now suppose that u, v ≥ 0, so that they can be expressed as f • , g • where f , g ≥ 0 in L0 (351J),
and u × v = (f × g)• . If α ≥ 0, then
[ α
[[T (u × v) > α]] = π( {x : f (x) > q} ∩ {x : g(x) > })
q
q∈Q,q>0
α
= sup π{x : f (x) > q} ∩ π{x : g(x) > }
q∈Q,q>0 q
α
= sup [[T u > q]] ∩ [[T v > q ]].
q∈Q,q>0

(v) This is trivial, because

[[T (χX)• > α]] = π{x : (χX)(x) > α}

= πX = 1 if α < 1,
= π∅ = 0 if α ≥ 1.

364E Theorem Let A be a Dedekind σ-complete Boolean algebra. Then L0 = L0 (A) has the structure
of a Dedekind σ-complete f -algebra with multiplicative identity e, defined by saying
[[u + v > α]] = supq∈Q [[u > q]] ∩ [[v > α − q]],
whenever u, v ∈ L0 and α ∈ R,
α
[[γu > α]] = [[u > γ ]]

whenever u ∈ L0 , γ ∈ ]0, ∞[ and α ∈ R,

u ≤ v ⇐⇒ [[u > α]] ⊆ [[v > α]] for every α ∈ R,
α
[[u × v > α]] = supq∈Q,q>0 [[u > q]] ∩ [[v > q ]]

whenever u, v ≥ 0 in L0 and α ≥ 0,
[[e > α]] = 1 if α < 1, 0 if α ≥ 1.

proof (a) By the Loomis-Sikorski theorem (314M), we can find a set Z (the Stone space of A), a σ-algebra
Σ of subsets of Z (the algebra generated by the open-and-closed sets and the ideal M of meager sets)
and a surjective sequentially order-continuous Boolean homomorphism π : Σ → A (corresponding to the
identification between A and the quotient Σ/M). Consequently, defining L0 and W as in 364C, we have
a bijection between the Dedekind σ-complete f -algebra L0 /W and L0 (364Da). Of course this endows L0
itself with the structure of a Dedekind σ-complete f -algebra; and 364Db tells us that the description of the
algebraic operations above is consistent with this structure.
(b) In fact the f -algebra structure is completely defined by the description offered. For while scalar
multiplication is not described for γ ≤ 0, the assertion that L0 is a Riesz space implies that 0u = 0 and that
γu = (−γ)(−u) for γ < 0; so if we have formulae to describe u + v and γu for γ > 0, this suffices to define
the linear structure of L0 . Note that we have an element 0 in L0 defined by setting
[[0 > α]] = 0 if α ≥ 0, 1 if α < 0,
and the formula for u + v shows us that
[[0 + u > α]] = supq∈Q [[0 > q]] ∩ [[u > α − q]] = supq∈Q,q<0 [[u > α − q]] = [[u > α]]
for every α, so that 0 is the zero of L0 . As for multiplication, if L0 is to be an f -algebra we must have
[[u × v > α]] ⊇ [[0 > α]] = 1
whenever u, v ∈ (L0 )+ and α < 0, because u × v ≥ 0. So the formula offered is sufficient to determine u × v
for non-negative u and v; and for others we know that
364I L0 319

u × v = (u+ × v + ) − (u+ × v − ) − (u− × v + ) + (u− × v − ),

so the whole of the multiplication of L0 is defined.

364F The rest of this section will be devoted to understanding the structure just established. I start
with a pair of elementary facts.
Lemma Let A be a Dedekind σ-complete Boolean algebra.
(a) If u, v ∈ L0 = L0 (A) and α, β ∈ R,
[[u + v > α + β]] ⊆ [[u > α]] ∪ [[v > β]].
0
(b) If u, v ≥ 0 in L and α, β ≥ 0 in R,
[[u × v > αβ]] ⊆ [[u > α]] ∪ [[v > β]].

proof (a) For any q ∈ Q, either q ≥ α and [[u > q]] ⊆ [[u > α]], or q ≤ α and [[v > α + β − q]] ⊆ [[v > β]]; thus
in all cases
[[u > q]] ∩ [[v > α + β − q]] ⊆ [[u > α]] ∪ [[v > β]];
taking the supremum over q, we have the result.
(b) The same idea works, replacing α + β − q by αβ/q for q > 0.

364G Yet another description of L0 is sometimes appropriate, and leads naturally to an important
construction (364I).
Proposition Let A be a Dedekind σ-complete Boolean algebra. Then there is a bijection between L0 =
L0 (A) and the set Φ of sequentially order-continuous Boolean homomorphisms from the algebra B of Borel
subsets of R to A, defined by saying that u ∈ L0 corresponds to φ ∈ Φ iff [[u > α]] = φ(]α, ∞[) for every
α ∈ R.
proof (a) If φ ∈ Φ, then the map α 7→ φ(]α, ∞[) satisfies the conditions of 364Bd, so corresponds to an
element uφ of L0 .
(b) If φ, ψ ∈ Φ and uφ = uψ , then φ = ψ. P P Set A = {E : E ∈ B, φ(E) = ψ(E)}. Then A is a
σ-subalgebra of B, because φ and ψ are both sequentially order-continuous Boolean homomorphisms, and
contains ]α, ∞[ for every α ∈ R. Now A contains ]−∞, α] for every α, and therefore includes B (121J). But
this means that φ = ψ. Q Q
(c) Thus φ 7→ uφ is injective. But it is also surjective. P P As in 364E, take a set Z, a σ-algebra Σ
of subsets of Z and a surjective sequentially order-continuous Boolean homomorphism π : Σ → A; let
T : L0 /W → L0 be the bijection described in 364D. If u ∈ L0 , there is an f ∈ L0 such that T f • = u.
Now consider φE = πf −1 [E] for E ∈ B. f −1 [E] always belongs to Σ (121Ef), so φE is always well-defined;
E 7→ f −1 [E] and π are sequentially order-continuous, so φ also is; and
φ(]α, ∞[) = π{z : f (z) > α} = [[u > α]]
for every α, so u = uφ . Q
Q
Thus we have the declared bijection.

364H Definition In the context of 364G, I will write [[u ∈ E]], ‘the region where u takes values in E’,
for φ(E), where φ : B → A is the homomorphism corresponding to u ∈ L0 . Thus [[u > α]] = [[u ∈ ]α, ∞[ ]].
In the same spirit I write [[u ≥ α]] for [[u ∈ [α, ∞[ ]] = inf β<α [[u > β]], [[u 6= 0]] = [[|u| > 0]] = [[u > 0]] ∪ [[u < 0]]
and so on, so that (for instance) [[u = α]] = [[u ∈ {α}]] = [[u ≥ α]] \ [[u > α]] for u ∈ L0 , α ∈ R.

364I Proposition Let A be a Dedekind σ-complete Boolean algebra, E ⊆ R a Borel set, and h : E → R
a Borel measurable function. Then whenever u ∈ L0 = L0 (A) is such that [[u ∈ E]] = 1, there is an element
h̄(u) of L0 defined by saying that [[h̄(u) ∈ F ]] = [[u ∈ h−1 [F ]]] for every Borel set F ⊆ R.
proof All we have to observe is that F → 7 [[u ∈ h−1 [F ]]] is a sequentially order-continuous Boolean homo-
morphism. (The condition ‘[[u ∈ E]] = 1’ ensures that [[u ∈ h−1 [R]]] = 1.)
320 Function spaces 364J

364J Examples Perhaps I should spell out the most important contexts in which we apply these ideas,
even though they have in effect already been mentioned.
(a) Let X be a set and Σ a σ-algebra of subsets of X. Then we may identify L0 (Σ) with the space L0
of Σ-measurable real-valued functions on X. (This is the case A = Σ of 364D.) For f ∈ L0 , [[f ∈ E]] (364H)
is just f −1 [E], for any Borel set E ⊆ R; and if h is a Borel measurable function, h̄(f ) (364I) is just the
composition hf , for any f ∈ L0 .

(b) Now suppose that I is a σ-ideal of Σ and that A = Σ/I. Then, as in 364D, we identify L0 (A) with
a quotient L0 /W. For f ∈ L0 , [[f • ∈ E]] = f −1 [E]• , and h̄(f • ) = (hf )• , for any Borel set E and any Borel
measurable function h : R → R.

(c) In particular, if (X, Σ, µ) is a measure space with measure algebra A, then L0 (A) becomes identified
with L0 (µ) as defined in §241.
The same remarks as in 363I apply here; the space L0 (µ) of §241 is larger than the space L0 of the present
section. But for every f ∈ L0 (µ) there is a g ∈ L0 such that g = f a.e. (241Bk), so that L0 (µ) can be
identified with L0 /N, where N is the set of functions in L0 which are zero almost everywhere (241Yh).

364K Embedding S and L∞ in L0 : Proposition Let A be a Dedekind σ-complete Boolean algebra.

(a) We have a canonical embedding of L∞ = L∞ (A) as an order-dense solid linear subspace of L0 = L0 (A);
it is the solid linear subspace generated by the multiplicative identity e of L0 . Consequently S = S(A) is
also embedded as an order-dense Riesz subspace and subalgebra of L0 .
(b) This embedding respects the linear, lattice and multiplicative structures of L∞ and S.
(c) For a ∈ A, χa, when regarded as a member of L0 , can be described by the formula

[[χa > α]] = 1 if α < 0,

= a if 0 ≤ α < 1,
= 0 if 1 ≤ α.

The function χ : A → L0 is additive, injective, order-continuous and a lattice homomorphism.

(d) For every u ∈ (L0 )+ there is a non-decreasing sequence hun in∈N in S such that u0 ≥ 0 and supn∈N un =
u.
proof Let Z, Σ, L0 , W and π be as in the proof of 364E. I defined L∞ to be the space C(Z) of continuous real-
valued functions on Z (363A); but because A is Dedekind σ-complete, there is an alternative representation
as L∞ /W ∩ L∞ , where L∞ is the space of bounded Σ-measurable functions from Z to R (363Hb). Put like
this, we clearly have an embedding of L∞ ∼ = L∞ /W ∩ L∞ in L0 ∼ = L0 /W; and this embedding represents
L as a Riesz subspace and subalgebra of L , because L is a Riesz subspace and subalgebra of L0 . L∞
∞ 0 ∞

becomes the solid linear subspace of L0 generated by (χZ)• = e, because L∞ is the solid linear subspace of L0
generated by χZ. To see that L∞ is order-dense in L0 , we have only to note that f = supn∈N f ∧ nχZ in L0
for every f ∈ L0 , and therefore (because the map f 7→ f • is sequentially order-continuous) u = supn∈N u∧ne
in L0 for every u ∈ L0 .
To identify χa, we have the formula χ(πE) = (χE)• , as in 363Hc; but this means that, if a = πE,

[[χa > α]] = π{z : χE(z) > α} = πZ = 1 if α < 0,

= πE = a if 0 ≤ α < 1,
= π∅ = 0 if α ≥ 1,
using the formula in 364Da. Evidently χ is injective.
Because S is an order-dense Riesz subspace and subalgebra of L∞ (363C), the same embedding represents
it as an order-dense Riesz subspace and subalgebra of L0 . (For ‘order-dense’, use 352Nc.)
Because χ : A → L∞ is additive, order-continuous and a lattice homomorphism (363D), and the embed-
ding map L∞ ⊆ L0 also is, χ : A → L0 has the same properties.
Finally, if u ≥ 0 in L0 , we can represent it as f • where f ≥ 0 in L0 . For n ∈ N set
364M L0 321

fn (z) = 2−n k if 2−n k ≤ f (z) < 2−n (k + 1) where 0 ≤ k < 4n ,

= 0 if f (z) ≥ 2n ;
then hfn• in∈N is a non-decreasing sequence in S + with supremum u.

364L Corollary Let (A, µ̄) be a measure algebra. Then S(Af ) can be embedded as a Riesz subspace
of L0 (A), which is order-dense iff (A, µ̄) is semi-finite.
proof (Recall that Af is the ring {a : µ̄a < ∞}.) The embedding Af ⊆ A is an injective ring homomorphism,
so induces an embedding of S(Af ) as a Riesz subspace of S(A), by 361J. Now S(Af ) is order-dense Pn in S(A)
iff (A, µ̄) is semi-finite. P
P (i) If (A, µ̄) is semi-finite and v > 0 in S(A), then v is expressible as j=0 βj χbj
where βj ≥ 0 for each j and some βj χbj is non-zero; now there is a non-zero a ∈ Af such that a ⊆ bj , so
that 0 < βj χa ∈ S(Af ) and βj χa ≤ v. As v is arbitrary, S(Af ) is quasi-order-dense, therefor order-dense
(353A). (ii) If S(Af ) is order-dense in S(A) and b ∈ A \ {0}, there is a u > 0 in S(Af ) such that u ≤ χb;
now there are α > 0, a ∈ Af \ {0} such that αχa ≤ u, in which case a ⊆ b. Q Q
Now because S(Af ) ⊆ S(A) and S(A) is order-dense in L0 (A), we must have

S(Af ) is order-dense in L0 (A) ⇐⇒ S(Af ) is order-dense in S(A)

⇐⇒ (A, µ̄) is semi-finite.

364M Suprema and infima in L0 We know that any L0 (A) is a Dedekind σ-complete partially or-
dered set. There is a useful description of suprema for this ordering, as follows.
Proposition Let A be a Dedekind σ-complete Boolean algebra and A a subset of L0 = L0 (A).
(a) A is bounded above in L0 iff there is a sequence hcn in∈N in A, with infimum 0, such that [[u > n]] ⊆ cn
for every u ∈ A.
(b) If A is non-empty, then A has a supremum in L0 iff cα = supu∈A [[u > α]] is defined in A for every
α ∈ R and inf n∈N cn = 0; and in this case cα = [[sup A > α]] for every α.
(c) If A is non-empty and bounded above, then A has a supremum in L0 iff supu∈A [[u > α]] is defined in
A for every α ∈ R.
proof (a)(i) If A has an upper bound u0 , set cn = [[u0 > n]] for each n; then hcn in∈N satisfies the conditions.
(ii) If hcn in∈N satisfies the conditions, set

φ(α) = 1 if α < 0,
= inf ci if n ∈ N, α ∈ [n, n + 1[ .
i≤n

Then it is easy to check that φ satisfies the conditions of 364A, since inf n∈N cn = 0. So there is a u0 ∈ L0
such that φ(α) = [[u0 > α]] for each α. Now, given u ∈ A and α ∈ R,

[[u > α]] ⊆ 1 = [[u0 > α]] if α < 0,

⊆ inf [[u > i]] ⊆ inf ci = [[u0 > α]] if n ∈ N, α ∈ [n, n + 1[ .
i≤n i≤n

Thus u0 is an upper bound for A in L0 .

(b)(i) Suppose that cα = supu∈A [[u > α]] is defined in A for every α, and that inf n∈N cn = 0. Then, for
any α,
supq∈Q,q>α cq = supu∈A,q∈Q,q>α [[u > q]] = supu∈A [[u > q]] = cα .
Also, we are supposing that A contains some u0 , so that
supn∈N c−n ⊇ supn∈N [[u0 > −n]] = 1.
Accordingly there is a u∗ ∈ L0 such that [[u∗ > α]] = cα for every α ∈ R. But now, for v ∈ L0 ,
322 Function spaces 364M

v is an upper bound for A ⇐⇒ [[u > α]] ⊆ [[v > α]] for every u ∈ A, α ∈ R
⇐⇒ [[u∗ > α]] ⊆ [[v > α]] for every α
⇐⇒ u∗ ≤ v,
so that u∗ = sup A in L0 .
(ii) Now suppose that u∗ = sup A is defined in L0 . Of course [[u∗ > α]] must be an upper bound for
{[[u > α]] : u ∈ A} for every α. ?? Suppose we have an α for which it is not the least upper bound, that is,
there is a c ⊂ [[u∗ > α]] which is an upper bound for {[[u > α]] : u ∈ A}. Define φ : R → A by setting

φ(β) = c ∩ [[u∗ > β]] if β ≥ α,

= [[u∗ > β]] if β < α.
It is easy to see that φ satisfies the conditions of 364A (we need the distributive law 313Ba to check that
φ(β) = supγ>β φ(γ) if β ≥ α), so corresponds to a member v of L0 . But we now find that v is an upper
bound for A (because if u ∈ A, β ≥ α then
[[u > β]] ⊆ [[u > α]] ∩ [[u∗ > β]] ⊆ c ∩ [[u∗ > β]] = [[v > β]],)
that v ≤ u∗ and that v 6= u∗ (because [[v > α]] = c 6= [[u∗ > α]]); but this is impossible, because u∗ is
supposed to be the supremum of A. X X Thus if u∗ = sup A is defined in L0 , then supu∈A [[u > α]] is defined
in A for every α ∈ R. Also, of course,
inf n∈N supu∈A [[u > n]] = inf n∈N [[u∗ > n]] = 0.

(c) This is now easy. If A has a supremum, then surely it satisfies the condition, by (b). If A satisfies
the condition, then we have a family hcα iα∈R as required in (b); but also, by (a) or otherwise, there is a
sequence hc0n in∈N such that cn ⊆ c0n for every n and inf n∈N c0n = 0, so inf n∈N cn is also 0, and both conditions
in (b) are satisfied, so A has a supremum.

364N We do not have such a simple formula for general infima (though see 364Xl), but the following
facts are useful.
Proposition Let A be a Dedekind σ-complete Boolean algebra.
(a) If u, v ∈ L0 = L0 (A), then [[u ∧ v > α]] = [[u > α]] ∩ [[v > α]] for every α ∈ R.
(b) If A is a non-empty subset of (L0 )+ , then inf A = 0 in L0 iff inf u∈A [[u > α]] = 0 in A for every α > 0.
proof (a) Take Z, L0 and π as in the proof of 364E. Express u as f • , v as g • where f , g ∈ L0 , so that
u ∧ v = (f ∧ g)• , because the canonical map from L0 to L0 is a Riesz homomorphism (351J). Then

[[u ∧ v > α]] = π{z : min(f (z), g(z)) > α} = π({z : f (z) > α} ∩ {z : g(z) > α})
= π{z : f (z) > α} ∩ π{z : g(z) > α} = [[u > α]] ∩ [[v > α]]
for every α.
(b)(i) If inf u∈A [[u > α]] = 0 for every α > 0, and v is any lower bound for A, then [[v > α]] must be 0 for
every α > 0, so that [[v > 0]] = 0; now since [[0 > α]] = 0 for α ≥ 0, 1 for α < 0, v ≤ 0. As v is arbitrary,
inf A = 0.
(ii) If α > 0 is such that inf u∈A [[u > α]] is undefined, or not equal to 0, let c ∈ A be such that
β
0 6= c ⊆ [[u > α]] for every u ∈ A, and consider v = αχc. Then [[v > β]] = [[χc > α ]] is 1 if β < 0, c if
0 ≤ β < α and 0 if β ≥ α. If u ∈ A then [[u > β]] is 1 if β < 0 (since u ≥ 0), at least [[u > α]] ⊇ c if 0 ≤ β < α,
and always includes 0; so that v ≤ u. As u is arbitrary, inf A is either undefined in L0 or not 0.

364O Now we have a reward for our labour, in that the following basic theorem is easy.
Theorem For a Dedekind σ-complete Boolean algebra A, L0 = L0 (A) is Dedekind complete iff A is.
proof The description of suprema in 364Mc makes it obvious that if A is Dedekind complete, so that
supu∈A [[u > α]] is always defined, then L0 must be Dedekind complete. On the other hand, if L0 is Dedekind
complete, then so is L∞ (A) (by 364K and 353J(b-i)), so that A is also Dedekind complete, by 363Mb.
364R L0 323

364P The multiplication of L0 I have already observed that L0 is always an f -algebra with identity;
in particular (because L0 is surely Archimedean) the map u 7→ u × v is order-continuous for every v ≥ 0
(353Oa), and multiplication is commutative (353Ob, or otherwise). The multiplicative identity is χ1 (364E,
364Kc). By 353Pb, or otherwise, u × v = 0 iff |u| ∧ |v| = 0. There is one special feature of multiplication in
L0 which I can mention here.
Proposition Let A be a Dedekind σ-complete Boolean algebra. Then an element u of L0 has a multiplicative
inverse in L0 iff |u| is a weak order unit in L0 iff [[|u| > 0]] = 1.
proof If u is invertible, then |u| is a weak order unit, by 353Pc or otherwise. In this case, setting c =
1 \ [[|u| > 0]], we see that
[[|u| ∧ χc > 0]] = [[|u| > 0]] ∩ c = 0
(364Na), so that |u| ∧ χc ≤ 0 and χc = 0, that is, c = 0; so [[|u| > 0]] must be 1. To complete the circuit,
suppose that [[|u| > 0]] = 1. Let Z, Σ, L0 , π, M be as in the proof of 364E, and S : L0 → L0 the canonical
map, so that [[Sh > α]] = π{z : h(z) > α} for every h ∈ L0 , α ∈ R. Express u as Sf where f ∈ L0 . Then
π{z : |f (z)| > 0} = [[Sf > 0]] = 1, so {z : f (z) = 0} ∈ M. Set
1
g(z) = if f (z) 6= 0, g(z) = 0 if f (z) = 0.
f (z)

Then {z : f (z)g(z) 6= 1} ∈ M so
u × Sg = S(f × g) = S(χZ) = χ1
and u is invertible.
Remark The repeated phrase ‘by 353x or otherwise’ reflects the fact that the abstract methods there can
all be replaced in this case by simple direct arguments based on the construction in 364C-364E.

364Q Recovering the algebra: Proposition Let A be a Dedekind σ-complete Boolean algebra. For
a ∈ A write Va for the band of L0 = L0 (A) generated by χa. Then a 7→ Va is a Boolean isomorphism
between A and the algebra of projection bands of L0 (A).
proof I copy from the argument for 363J, itself based on 361K. If a ∈ A, w ∈ L0 then w × χa ∈ Va . P P If
v ∈ Va⊥ then |χa| ∧ |v| = 0, so χa × v = 0, so (w × χa) × v = 0, so |w × χa| ∧ |v| = 0; thus w × χa ∈ Va⊥⊥ ,
which is equal to Va because L0 is Archimedean (353B). Q Q Now, if a ∈ A, u ∈ Va and v ∈ V1\a , then
0
|u| ∧ |v| = 0 because χa ∧ χ(1 \ a) = 0; and if w ∈ L (A) then
w = (w × χa) + (w × χ(1 \ a)) ∈ V1 + V1\a .
So Va and V1\a are complementary projection bands in L0 . Next, if U ⊆ L0 is a projection band, then χ1
is expressible as u + v = u ∨ v where u ∈ U , v ∈ U ⊥ . Setting a = [[u > 12 ]], a0 = [[v > 21 ]] we must have
a ∪ a0 = 1, a ∩ a0 = 0 (using 364M and 364Na), so that a0 = 1 \ a; also 21 χa ≤ u, so that χa ∈ U , and
similarly χ(1 \ a) ∈ U ⊥ . In this case Va ⊆ U and V1\a ⊆ U ⊥ , so U must be Va precisely. Thus a 7→ Va is
surjective. Finally, just as in 361K, a ⊆ b ⇐⇒ Va ⊆ Vb , so we have a Boolean isomorphism.

364R I come at last to the result corresponding to 361J and 363F.

Theorem Let A and B be Boolean algebras, and π : A → B a sequentially order-continuous Boolean
homomorphism.
(a) We have a multiplicative sequentially order-continuous Riesz homomorphism Tπ : L0 (A) → L0 (B)
defined by the formula
[[Tπ u > α]] = π[[u > α]]
for every α ∈ R, u ∈ L0 (A).
(b) Defining χa ∈ L0 (A) as in 364K, Tπ (χa) = χ(πa) in L0 (B) for every a ∈ A. If we regard L∞ (A) and
L (B) as embedded in L0 (A) and L0 (B) respectively, then Tπ , as defined here, agrees on L∞ (A) with Tπ
∞

as defined in 363F.
(c) Tπ is order-continuous iff π is order-continuous, injective iff π is injective, surjective iff π is surjective.
324 Function spaces 364R

(d) [[Tπ u ∈ E]] = π[[u ∈ E]] for every u ∈ L0 (A) and every Borel set E ⊆ R; consequently h̄Tπ = Tπ h̄ for
every Borel measurable h : R → R, writing h̄ indifferently for the associated maps from L0 (A) to itself and
from L0 (B) to itself (364I).
(e) If C is another Dedekind σ-complete Boolean algebra and θ : B → C another sequentially order-
continuous Boolean homomorphism then Tθπ = Tθ Tπ : L0 (A) → L0 (C).
proof I write T for Tπ .
(a)(i) To see that T u is well-defined in L0 (B) for every u ∈ L0 (A), all we need to do is to check that
the map α 7→ π[[u > α]] : R → B satisfies the conditions of 364Bd, and this is easy, because π preserves all
countable suprema and infima.
(ii) To see that T is linear and order-preserving and multiplicative, we can use the formulae of 364E.
For instance, if u, v ∈ L0 (A), then

[[T u + T v > α]] = sup [[T u > q]] ∩ [[T v > α − q]] = sup π[[u > q]] ∩ π[[v > α − q]]
q∈Q q∈Q

= π(sup [[u > q]] ∩ [[v > α − q]]) = π[[u + v > α]] = [[T (u + v) > α]]
q∈Q

for every α ∈ R, so that T u + T v = T (u + v). In the same way,

T (γu) = γT u whenever γ > 0,

T u ≤ T v whenever u ≤ v,

T u × T v = T (u × v) whenever u, v ≥ 0,
so that, using the distributive laws, T is linear and multiplicative.
To see that T is a sequentially order-continuous Riesz homomorphism, suppose that A ⊆ L0 (A) is a
countable non-empty set with a supremum u∗ ∈ L0 (A); then T [A] is a non-empty subset of L0 (B) with an
upper bound T u∗ , and

sup [[T u > α]] = sup π[[u > α]] = π(sup [[u > α]]) = π[[u∗ > α]]
u∈A u∈A u∈A
(using 364M)
= [[T u∗ > α]]

for every α ∈ R. So using 364M again, T u∗ = supu∈A T u. Now this is true, in particular, for doubleton
sets A, so that T is a Riesz homomorphism; and also for non-decreasing sequences, so that T is sequentially
order-continuous.
(b) The identification of T (χa) with χ(πa) is another almost trivial verification. It follows that T agrees
with the map of 363F on S(A), if we think of S(A) as a subspace of L0 (A). Next, if u ∈ L∞ (A) ⊆ L0 (A),
and γ = kuk∞ , then |u| ≤ γχ1A , so that |T u| ≤ γχ1B , and T u ∈ L∞ (B), with kT uk∞ ≤ γ. Thus T ¹L∞ (A)
has norm at most 1. As it agrees with the map of 363F on S(A), which is k k∞ -dense in L∞ (A) (363C), and
both are continuous, they must agree on the whole of L∞ (A).
α) Suppose that π is order-continuous, and that A ⊆ L0 (A) is a non-empty set with a supremum
(c)(i)(α
∗ 0
u ∈ L (A). Then for any α ∈ R,

[[T u∗ > α]] = π[[u∗ > α]] = π(sup [[u > α]])
u∈A
(by 364M)
= sup π[[u > α]]
u∈A
(because π is order-continuous)
364S L0 325

= sup [[T u > α]].

u∈A
∗
As α is arbitrary, T u = sup T [A], by 364M again. As A is arbitrary, T is order-continuous (351Ga).
β ) Now suppose that T is order-continuous and that A ⊆ A is a non-empty set with supremum c
(β
in A. Then χc = supa∈A χa (364Kc) so
χ(πc) = T (χc) = supa∈A T (χa) = supa∈A χ(πa).
But now
πc = [[χ(πc) > 0]] = supa∈A [[χ(πa) > 0]] = supa∈A πa.
As A is arbitrary, π is order-continuous.
(ii)(αα) If π is injective and u, v are distinct elements of L0 (A), then there must be some α such that
[[u > α]] 6= [[v > α]], in which case [[T u > α]] 6= [[T v > α]] and T u 6= T v.
β ) Now suppose that T is injective. It is easy to see that χ : A → L0 (A) is injective, so that
(β
T χ : A → L0 (B) is injective; but this is the same as χπ (by (b)), so π must also be injective.
α) Suppose that π is surjective. Let Σ be a σ-algebra of sets such that there is a sequentially
(iii)(α
order-continuous Boolean surjection φ : Σ → A. Then πφ : Σ → B is surjective. So given w ∈ L0 (B), there
is an f ∈ L0 (Σ) such that [[w > α]] = πφ{x : f (x) > α} for every α ∈ R (364D). But, also by 364D, there
is a u ∈ L0 (A) such that [[u > α]] = φ{x : f (x) > α} for every α. And now of course T u = w. As w is
arbitrary, T is surjective.
β ) If T is surjective, and b ∈ B, there must be some u ∈ L0 (A) such that T u = χb. Now set
(β
a = [[u > 0]] and see that πa = [[χb > 0]] = b. As b is arbitrary, π is surjective.
(d) The map E 7→ π[[u ∈ E]] is a sequentially order-continuous Boolean homomorphism, equal to [[T u ∈ E]]
when E is of the form ]α, ∞[; so by 364G the two are equal for all Borel sets E.
If h : R → R is a Borel measurable function, u ∈ L0 (A) and E ⊆ R is a Borel set, then

[[h̄(T u) ∈ E]] = [[T u ∈ h−1 [E]]] = π[[u ∈ h−1 [E]]]

= π[[h̄(u) ∈ E]] = [[T (h̄(u)) ∈ E]].
As E and u are arbitrary, T h̄ = h̄T .
(e) This is immediate from the definitions.

364S Products: Proposition Let hAi ii∈I be a family of Dedekind σ-complete Boolean algebras,
with simple product A. If πi : A → Ai is the coordinate map for each Q i, and Ti : L0 (A) → L0 (Ai ) the
0 0
corresponding homomorphism, then u 7→ T u = hTi uii∈I : L (A) → i∈I L (Ai ) is a multiplicative Riesz
Q
space isomorphism, so L0 (A) may be identified with the f -algebra product i∈I L0 (Ai ) (352Wc).
proof Because each πi is a surjective order-continuous Boolean homomorphism, 364R assures us that there
are corresponding surjective multiplicative Riesz Q homomorphisms Ti . So all we need to check is that the
multiplicative Riesz homomorphism T : L0 (A) → i∈I L0 (Ai ) is a bijection.
If u, v ∈ L0 (A) are distinct, there must be some α ∈ R such that [[T u > α]] 6= [[T v > α]]. In this case
there must be an i ∈ I such that πi [[T u > α]] 6= πi [[T v > α]], that is, [[Ti u > α]] 6= [[Ti v > α]]. So Ti u 6= Ti v
and T u 6= T v. As u, v are arbitrary,QT is injective.
If w = hwi ii∈I is any member of i∈I L0 (Ai ), then for α ∈ R set
φ(α) = h[[wi > α]]ii∈I ∈ A.
It is easy to check that φ satisfies the conditions of 364A, because, for instance,
supβ>α πi φ(β) = supβ>α [[wi > β]] = [[wi > α]] = πi φ(α)
for every i, so that supβ>α φ(β) = φ(α), for every α ∈ R; and the other two conditions are also satisfied
because they are satisfied coordinate-by-coordinate. So there is a u ∈ L0 (A) such that φ(α) = [[u > α]] for
every α, that is, πi [[u > α]] = [[wi > α]] for all α, i, that is, Ti u = wi for every i, that is, T u = w. As w is
arbitrary, T is surjective and we are done.
326 Function spaces *364T

*364T Regular open algebras I noted in 314P that for every topological space X there is a corre-
sponding Dedekind complete Boolean algebra G of regular open sets. We have an identification of L0 (G) as
a space of equivalence classes of functions, different in kind from the representations above, as follows. This
is hard work (especially if we do it in full generality), but instructive. I start with a temporary definition.
Definition Let (X, T) be a topological space, f : X → R a function. For x ∈ X write
ω(f, x) = inf G∈T,x∈G supy,z∈G |f (y) − f (z)|
(allowing ∞).

*364U Theorem Let X be any topological space, and G its regular open algebra. Let U be the set
of functions f : X → R such that {x : ω(f, x) < ²} is dense in X for every ² > 0. Then U is a Riesz
subspace of RX , closed under multiplication, and we have a surjective multiplicative Riesz homomorphism
T : U → L0 (G) defined by writing
[[T f > α]] = supβ>α int {x : f (x) > β},
the supremum being taken in G, for every α ∈ R, f ∈ U . The kernel of T is the set W of functions f : X → R
such that int{x : |f (x)| ≤ ²} is dense for every ² > 0, so L0 (G) can be identified, as f -algebra, with the
quotient space U/W .
α) The first thing to observe is that for any f ∈ RX , ² > 0 the set
proof (a)(i)(α
[
{x : ω(f, x) < ²} = {G : G ⊆ X is open and non-empty
and sup |f (y) − f (z)| < ²}
y,z∈G

is open.
β ) Next, it is easy to see that
(β
ω(f + g, x) ≤ ω(f, x) + ω(g, x),

ω(γf, x) = |γ|ω(f, x),

ω(|f |, x) ≤ ω(f, x),

X
for all f , g ∈ R and γ ∈ R.
(γγ ) Thirdly, it is useful to know that if f ∈ U and G ⊆ X is a non-empty open set, then there is a
non-empty open set G0 ⊆ G on which f is bounded. P P Take any x0 ∈ G such that ω(f, x0 ) < 1; then there
is a non-empty open set G0 containing x0 such that |f (y) − f (z)| < 1 for all y, z ∈ G0 , and we may suppose
that G0 ⊆ G. But now |f (x)| ≤ 1 + |f (x0 )| for every x ∈ G0 . Q
Q
(ii) So if f , g ∈ U and γ ∈ R then
1 1
{x : ω(f + g, x) < ²} ⊇ {x : ω(f, x) < ²} ∩ {x : ω(g, x) < ²}
2 2
is the intersection of two dense open sets and is therefore dense, while
²
{x : ω(γf, x) < ²} ⊇ {x : ω(f, x) < },
1+|γ|

{x : ω(|f |, x) < ²} ⊇ {x : ω(f, x) < ²}

are also dense. As ² is arbitrary, f + g, γf and |f | all belong to U ; as f , g and γ are arbitrary, U is a Riesz
subspace of RX .
(iii) If f , g ∈ U then f × g ∈ U . P
P Take ² > 0 and let G0 be a non-empty open subset of X. By the
last remark in (i) above, there is a non-empty open set G1 ⊆ G0 such that |f | ∨ |g| is bounded on G1 ; say
max(|f (x)|, |g(x)|) ≤ γ for every x ∈ G1 .
*364U L0 327

²
Set δ = min(1, ) > 0. Then there is an x ∈ G1 such that ω(f, x) < δ and ω(g, x) < δ. Let H, H 0
2(1+γ)
be open sets containing x such that |f (y) − f (z)| < δ for all y, z ∈ H and |g(y) − g(z)| < δ for all y, z ∈ H 0 .
Consider G = G1 ∩ H ∩ H 0 . This is an open set containing x, and if y, z ∈ G then

|f (y)g(y) − f (z)g(z)| ≤ |f (y) − f (z)||g(y) − g(z)|

+ |f (y) − f (z)||g(z)| + |f (z)||g(y) − g(z)|
2
≤ δ + δγ + γδ.
Accordingly
ω(f × g, x) ≤ δ(1 + 2γ) < ²,
while x ∈ G0 . As G0 is arbitrary, {x : ω(f × g, x) < ²} is dense; as ² is arbitrary, f × g ∈ U . Q
Q
Thus U is a subalgebra of RX .
(b) Now, for f ∈ U , consider the map φf : R → G defined by setting
φf (α) = supβ>α int {x : f (x) > β}
for every α ∈ R. Then φf satisfies the conditions of 364A. P
P (See 314P for the calculation of suprema and
infima in G.) (i) If α ∈ R then

φf (α) = sup int {x : f (x) > β} = sup int {x : f (x) > γ}

β>α γ>β>α

= sup sup int {x : f (x) > γ} = sup φf (α).

β>α γ>β β>α

(ii) If G0 ⊆ X is a non-empty open set, then there is a non-empty open set G1 ⊆ G0 such that f is
bounded on G1 ; say |f (x)| < γ for every x ∈ G1 . If β > γ then G1 does not meet {x : f (x) > β}, so
G1 ∩ int {x : f (x) > γ} = ∅; as β is arbitrary, G1 ∩ φf (γ) = ∅ and G0 6⊆ inf α∈R φf (α). On the other hand,
G1 ⊆ {x : f (x) > −γ}, so
G1 ⊆ int {x : f (x) > −γ} ⊆ φf (−γ)
and G0 ∩ supα∈R φf (α) 6= ∅. As G0 is arbitrary, inf α∈R φf (α) = ∅ and supα∈R φf (α) = X. Q
Q
(c) Thus we have a map T : U → L0 = L0 (G) defined by setting [[T f > α]] = φf (α) for every α ∈ R,
f ∈ U.
It is worth noting that
{x : f (x) > α + ω(f, x)} ⊆ [[T f > α]] ⊆ {x : f (x) + ω(f, x) ≥ α}
P (i) If f (x) > α + ω(f, x), set δ = 12 (f (x) − α − ω(f, x)) > 0. Then there is an
for every f ∈ U , α ∈ R. P
open set G containing x such that |f (y) − f (z)| < ω(f, x) + δ for every y, z ∈ G, so that f (y) > α + δ for
every y ∈ G, and
x ∈ int{y : f (y) > α + δ} ⊆ [[T f > α]].
(ii) If f (x) + ω(f, x) < α, set δ = 12 (α − f (x) − ω(f, x)) > 0; then there is an open neighbourhood G of x
such that |f (y) − f (z)| < ω(f, x) + δ for every y, z ∈ G, so that f (y) < α for every y ∈ G. Accordingly G
does not meet {y : f (y) > β} nor {y : f (y) > β} for any β > α, G ∩ [[T f > α]] = ∅ and x ∈ / [[T f > α]]. Q
Q
P Let f , g ∈ U and α < β ∈ R. Set δ = 15 (β − α) > 0, H = {x : ω(f, x) < δ, ω(g, x) <
(d) T is additive. P
δ}; then H is the intersection of two dense open sets, so is itself dense and open.
(i) If x ∈ H ∩ [[T (f + g) > β]], then (f + g)(x) + ω(f + g, x) ≥ β; but ω(f + g, x) ≤ 2δ (see (a-i-β)
above), so f (x) + g(x) ≥ β − 2δ > α + 2δ and there is a q ∈ Q such that
f (x) > q + δ ≥ q + ω(f, x), g(x) > α − q + δ ≥ α − q + ω(g, x).
Accordingly
x ∈ [[T f > q]] ∩ [[T g > α − q]] ⊆ [[T f + T g > α]].
328 Function spaces *364U

Thus H ∩ [[T (f + g) > β]] ⊆ [[T f + T g > α]]. Because H is dense, [[T (f + g) > β]] ⊆ [[T f + T g > α]].
(ii) If x ∈ H, then

[
x∈ ([[T f > q]] ∩ [[T g > β − q]])
q∈Q
=⇒ ∃ q ∈ Q, f (x) + ω(f, x) ≥ q, g(x) + ω(g, x) ≥ β − q
=⇒ f (x) + g(x) + 2δ ≥ β
=⇒ (f + g)(x) ≥ α + 3δ > α + ω(f + g, x)
=⇒ x ∈ [[T (f + g) > α]].

Thus
S
H ∩ q∈Q ([[T f > q]] ∩ [[T g > β − q]]) ⊆ [[T (f + g) > α]].
S
Because H is dense and q∈Q ([[T f > q]] ∩ [[T g > β − q]]) is open,
[
[[T f + T g > β]] = int [[T f > q]] ∩ [[T g > β − q]]
q∈Q

⊆ int [[T (f + g) > α]] = [[T (f + g) > α]].

(iii) Now let β ↓ α; we have

[[T (f + g) > α]] = sup [[T (f + g) > β]] ⊆ [[T f + T g > α]]
β>α

= sup [[T f + T g > β]] ⊆ [[T (f + g) > α]],

β>α

so [[T (f + g) > α]] = [[T f + T g > α]]. As α is arbitrary, T (f + g) = T f + T g; as f and g are arbitrary, T is
additive. QQ
(e) It is now easy to see that T is linear. P
P If γ > 0, f ∈ U , α ∈ R then

β
[[T (γf ) > α]] = sup int {x : γf (x) > β} = sup int {x : f (x) > }
β>α β>α γ

α
= sup int {x : f (x) > β} = [[T f > ]] = [[γT f > α]].
β>α/γ γ

As α is arbitrary, T (γf ) = γT f ; because we already know that T is additive, this is enough to show that T
is linear. Q
Q
(f ) In fact T is a Riesz homomorphism. P
P If f ∈ U , α ≥ 0 then

[[T (f + ) > α]] = sup int {x : f + (x) > β} = sup int {x : f (x) > β}
β>α β>α

= [[T f > α]] = [[(T f )+ > α]].

If α < 0 then

[[T (f + ) > α]] = sup int {x : f + (x) > β}

β>α

= X = [[(T f )+ > α]]. Q

Q

(g) Of course the constant function χX belongs to U , and is its multiplicative identity; and T (χX) is
the multiplicative identity of L0 , because
*364U L0 329

[[T (χX) > α]] = sup int {x : (χX)(x) > β}

β>α

= X if α < 1, ∅ if α ≥ 1.
By 353Pd, or otherwise, T is multiplicative.
(h) The kernel of T is W . P
P (i) For f ∈ U ,

T f = 0 =⇒ [[T |f | > 0]] = [[|T f | > 0]] = ∅

=⇒ {x : |f (x)| > ω(|f |, x)} = ∅
=⇒ int{x : |f (x)| ≤ ²} ⊇ {x : ω(|f |, x) < ²}
is dense, for every ² > 0
=⇒ f ∈ W.
(ii) If f ∈ W , then, first,
1
{x : ω(f, x) < ²} ⊇ int{x : |f (x)| ≤ ²}
3

is dense for every ² > 0, so f ∈ U ; and next, for any β > 0, {x : |f (x)| > β} does not meet the dense open
set int{x : |f (x)| ≤ β}, so
[[|T f | > 0]] = [[T |f | > 0]] = supβ>0 int {x : |f (x)| > β} = ∅
and T f = 0. Q
Q
P Take any u ∈ L0 . Define f˜ : X → [−∞, ∞] by setting f˜(x) = sup{α : x ∈
(i) Finally, T is surjective. P
[[u > α]]} for each x, counting inf ∅ as −∞. Then
S
{x : f˜(x) > α} = β>α [[u > β]]
is open, for every α ∈ R. The set
T
{x : f˜(x) = ∞} = α∈R [[u > α]]
is nowhere dense, because inf α∈R [[u > α]] = ∅ in G; while
S
{x : f˜(x) = −∞} = X \ α∈R [[u > α]]
is also nowhere dense, because supα∈R [[u > α]] = X in G. Accordingly E = int{x : f˜(x) ∈ R} is dense. Set
f (x) = f˜(x) for x ∈ E, 0 for x ∈ X \ E.
Let ² > 0. If G ⊆ X is a non-empty open set, there is an α ∈ R such that G 6⊆ [[u > α]], so G1 =
G \ [[u > α]] 6= ∅, and f˜(x) ≤ α for every x ∈ G1 . Set
α0 = supx∈G1 f˜(x) ≤ α < ∞.
Because E meets G1 , α0 > −∞. Then G2 = G1 ∩ [[u > α0 − 21 ²]] is a non-empty open subset of G and
α0 − 21 ² ≤ f˜(x) ≤ α0 for every x ∈ G2 . Accordingly |f (y) − f (z)| ≤ 12 ² for all y, z ∈ G2 , and ω(f, x) < ² for
all x ∈ G2 . As G is arbitrary, {x : ω(f, x) < ²} is dense; as ² is arbitrary, f ∈ U .
Take α < β in R, and set δ = 21 (β − α). Then H = E ∩ {x : ω(f, x) < δ} is a dense open set, and

H ∩ [[T f > β]] ⊆ H ∩ {x : f (x) + ω(f, x) ≥ β} ⊆ E ∩ {x : f (x) > α}

⊆ {x : f˜(x) > α} ⊆ [[u > α]].
As H is dense, [[T f > β]] ⊆ [[u > α]]. In the other direction

H ∩ [[u > β]] ⊆ H ∩ {x : f˜(x) ≥ β} = H ∩ {x : f (x) ≥ β}

⊆ {x : f (x) > α + ω(f, x)} ⊆ [[T f > α]],
so [[u > β]] ⊆ [[T f > α]]. Just as in (d) above, this is enough to show that T f = u. As u is arbitrary, T is
surjective. QQ
This completes the proof.
330 Function spaces *364V

*364V Compact spaces Suppose now that X is a compact Hausdorff topological space. In this case
the space U of 364U is just the space of functions f : X → R such that {x : f is continuous at x} is dense
in X. PP It is easy to see that
T
{x : f is continuous at x} = {x : ω(f, x) = 0} = n∈N Hn
where Hn = {x : ω(f, x) < 2−n T } for each n. Each Hn is an open set (see part (a-i-α) of the proof of 364U),
so by Baire’s theorem (3A3G) n∈N Hn is dense iff every Hn is dense, that is, iff f ∈ U . Q Q
Now W becomes {f : f ∈ U, {x : f (x) = 0} is dense}. P P (i) If f ∈ W , then T |f | = 0, so (by the formula
in (c) of the proof of 364U) |f (x)| ≤ ω(|f |, x) for every x. But {x : ω(f, x) = 0} is dense, because f ∈ U , so
{x : f (x) = 0} is also dense. (ii) If f ∈ U and {x : f (x) = 0} is dense, then
ω(f, x) ≥ inf x∈G is open supy∈G |f (y) − f (x)| ≥ |f (x)|
for every x ∈ X. So for any ² > 0, int{x : |f (x)| ≤ ²} ⊇ {x : ω(f, x) < ²} is dense, and f ∈ W . Q
Q
In the case of extremally disconnected spaces, we can go farther.

*364W Theorem Let X be a compact Hausdorff extremally disconnected space, and G its regular
open algebra. Write C ∞ = C ∞ (X) for the space of continuous functions g : X → [−∞, ∞] such that
{x : g(x) = ±∞} is nowhere dense. Then we have a bijection S : C ∞ → L0 = L0 (G) defined by saying that
[[Sg > α]] = {x : g(x) > α}
for every α ∈ R. Addition and multiplication in L0 correspond to the operations +̇, ×˙ on C ∞ defined by
˙ are the unique elements of C agreeing with g + h, g × h on {x : g(x), h(x) are both
saying that g +̇h, g ×h ∞

finite}. Scalar multiplication in L0 corresponds to the operation

(γg)(x) = γg(x) for x ∈ X, g ∈ C ∞ , γ ∈ R
on C ∞ (counting 0 · ∞ as 0), while the ordering of L0 corresponds to the relation
g ≤ h ⇐⇒ g(x) ≤ h(x) for every x ∈ X.

proof (a) For g ∈ C ∞ , set Hg = {x : g(x) ∈ R}, so that Hg is a dense open set, and define Rg : X → R by
setting (Rg)(x) = g(x) if x ∈ Hg , 0 if x ∈ X \ Hg . Then Rg is continuous at every point of Hg , so belongs
to the space U of 364U-364V. Set Sg = T (Rg), where T : U → L0 is the map of 364U. Then
[[Sg > α]] = {x : g(x) > α}
for every α ∈ R. P
P (i) ω(g, x) = 0 for every x ∈ Hg , so, if β > α,
Hg ∩ [[Sg > β]] ⊆ {x : x ∈ Hg , (Rg)(x) ≥ β} ⊆ {x : g(x) ≥ β}
by the formula in part (c) of the proof of 364U. As [[Sg > β]] is open and Hg is dense,
[[Sg > β]] ⊆ Hg ∩ [[Sg > β]] ⊆ {x : g(x) ≥ β} ⊆ {x : g(x) > α}.
Now
S
[[Sg > α]] = supβ>α [[Sg > β]] = int β>α [[Sg > β]] ⊆ {x : g(x) > α}.
(ii) In the other direction, Hg ∩ {x : g(x) > α} ⊆ [[Sg > α]], by the other half of the formula in the proof of
364U. Again because {x : g(x) > α} is open and Hg is dense,
{x : g(x) > α} ⊆ [[Sg > α]] = [[Sg > α]]
because X is extremally disconnected (see 314S). Q
Q
(b) Thus we have a function S defined by the formula offered. Now if g, h ∈ C ∞ and g ≤ h, we surely
have {x : g(x) > α} ⊆ {x : h(x) > α} for every α, so [[Sg > α]] ⊆ [[Sh > α]] for every α and Sg ≤ Sh.
On the other hand, if g 6≤ h then Sg 6≤ Sh. P P Take x0 such that g(x0 ) > h(x0 ), and α ∈ R such that
g(x0 ) > α > h(x0 ); set H = {x : g(x) > α > h(x)}; this is a non-empty open set and H ⊆ [[Sg > α]]. On
the other hand, H ∩ {x : h(x) > α} = ∅ so H ∩ [[Sh > α]] = ∅. Thus [[Sg > α]] 6⊆ [[Sh > α]] and Sg 6≤ Sh. Q
Q
In particular, S is injective.
P If u ∈ L0 , set
(c) S is surjective. P
364Xe L0 331

g(x) = sup{α : x ∈ [[u > α]]} ∈ [−∞, ∞]

S
for every x ∈ X, taking sup ∅ = −∞. Then, for any α ∈ R, {x : g(x) > α} = β>α [[u > α]] is open. On the
other hand,
S
{x : g(x) < α} = β<α {x : x ∈
/ [[u > β]]}
is also open, because all the sets [[u > β]] are open-and-closed. So g : X → [−∞, ∞] is continuous. Also
S
{x : g(x) > −∞} = α∈R [[u > α]],
S
{x : g(x) < ∞} = α∈R X \ [[u > α]]
are dense, so g ∈ C ∞ . Now, for any α ∈ R,
[
[[Sg > α]] = {x : g(x) > α} = [[u > β]]
β>α
[
= int [[u > β]] = sup [[u > β]] = [[u > α]].
β>α
β>α

So Sg = u. As u is arbitrary, S is surjective. Q
Q
(d) Accordingly S is a bijection. I have already checked (in part (b)) that it is an isomorphism of the
order structures. For the algebraic operations, observe that if g, h ∈ C ∞ then there are f1 , f2 ∈ C ∞ such
that Sg + Sh = Sf1 and Sg × Sh = Sf2 , that is,
T (Rg + Rh) = T Rg + T Rh = T Rf1 , T (Rg × Rh) = T Rg × T Rh = T Rf2 .
But this means that
T (Rg + Rh − Rf1 ) = T ((Rg × Rh) − Rf2 ) = 0,
so that Rg + Rh − Rf1 , (Rg × Rh) − Rf2 belong to W and are zero on dense sets (364V). Since we know also
that the set G = {x : g(x), h(x) are both finite} is a dense open set, while g, h, f1 and f2 are all continuous,
we must have f1 (x) = g(x) + h(x), f2 (x) = g(x)h(x) for every x ∈ G. And of course this uniquely specifies
f1 and f2 as members of C ∞ .
Thus we do have operations +̇, × ˙ as described, rendering S additive and multiplicative. As for scalar
multiplication, it is easy to check that R(γg) = γRg (at least, unless γ = 0, which is trivial), so that
S(γg) = γSg for every g ∈ C ∞ .

364X Basic exercises (a) Let A be a Dedekind σ-complete Boolean algebra. For u, v ∈ L0 = L0 (A)
set [[u < v]] = [[v > u]] = [[v − u > 0]], [[u ≤ v]] = [[v ≥ u]] = 1 \ [[v < u]], [[u = v]] = [[u ≤ v]] ∩ [[v ≤ u]]. (i) Show
that ([[u < v]], [[u = v]], [[u > v]]) is always a partition of unity in A. (ii) Show that for any u, u0 , v, v 0 ∈ L0 ,
[[u ≤ u0 ]] ∩ [[v ≤ v 0 ]] ⊆ [[u + v ≤ u0 + v 0 ]] and [[u = u0 ]] ∩ [[v = v 0 ]] ⊆ [[u × v = u0 × v 0 ]].

(b) Let A be a Dedekind σ-complete Boolean algebra. (i) Show that if u, v ∈ L0 = L0 (A) and α,
β ∈ R then [[u + v ≥ α + β]] ⊆ [[u ≥ α]] ∪ [[v ≥ β]]. (ii) Show that if u, v ∈ (L0 )+ and α, β ≥ 0 then
[[u × v ≥ αβ]] ⊆ [[u ≥ α]] ∪ [[v ≥ β]].

(c) Let A be a Dedekind σ-complete Boolean algebra and u ∈ L0 (A). Show that {[[u ∈ E]] : E ⊆ R is
Borel} is the σ-subalgebra of A generated by {[[u > α]] : α ∈ R}.

>(d) Let (A, µ̄) be a probability algebra. Show that for any u ∈ L0 (A) there is a unique Radon probability
measure ν on R (the distribution of u) such that νE = µ̄[[u ∈ E]] for every Borel set E ⊆ R. (Hint: 271B.)

(e) Let (A, µ̄) be a probability algebra, and hui ii∈I any family in L0 (A); for each i ∈ I let Bi be the
closed subalgebra of AQgenerated by {[[ui > α]] : α ∈ R}. Show that the following are equiveridical: (i)
µ̄(inf i∈J [[ui > αi ]]) = i∈J µ̄[[ui > αi ]] whenever J ⊆ I is finite and αi ∈ R for each i ∈ J (ii) hBi ii∈I is
independent in the sense of 325L. (In this case we may call hui ii∈I (stochastically) independent.)
332 Function spaces 364Xf

(f ) Let (A, µ̄) be a probability algebra and u, v two stochastically independent members of L0 (A). Show
that the distribution of their sum is the convolution of their distributions. (Hint: 272S.)

> (g) Let A be a Dedekind σ-complete Boolean algebra and g, h : R → R Borel measurable functions. (i)
¯ where ḡ, h̄ : L0 → L0 are defined as in 364I. (ii) Show that g + h(u) = ḡ(u) + h̄(u),
Show that ḡ h̄ = gh,
g × h(u) = ḡ(u) × h̄(u) for every u ∈ L0 = L0 (A). (iii) Show that if hhn in∈N is a sequence of Borel
measurable functions on R and supn∈N hn = h, then supn∈N h̄n (u) = h̄(u) for every u ∈ L0 . (iv) Show that
if h is non-decreasing and continuous on the left, then h̄(sup A) = sup h̄[A] whenever A ⊆ L0 is a non-empty
set with a supremum in L0 .

(h) Let A be a Dedekind σ-complete Boolean algebra. (i) Show that S(A) can be identified (α) with the
set of those u ∈ L0 = L0 (A) such that {[[u > α]] : α ∈ R} is finite (β) with the set of those u ∈ L0 such that
[[u ∈ I]] = 1 for some finite I ⊆ R. (ii) Show that L∞ (A) can be identified with the set of those u ∈ L0 such
that [[u ∈ [−α, α]]] = 1 for some α ≥ 0, and that kuk∞ is the smallest such α.

(i) Show that if A is a Dedekind σ-complete Boolean algebra, and u ∈ L0 (A), then for any α ∈ R
[[u > α]] = inf β>α sup{a : a ∈ A, u × χa ≥ βχa}
(compare 363Xh).

(j) Let A be a Dedekind σ-complete Boolean algebra and u ≥ 0 in L0 = L0 (A). Show that u =
supq∈Q qχ[[u > q]] in L0 .

(k) (i) Let A be a Dedekind σ-complete Boolean algebra and A ⊆ L0 (A) a non-empty countable set with
supremum w. Show that [[w ∈ E]] ⊆ supu∈A [[u ∈ E]] for every Borel set E ⊆ R. (ii) Let (A, µ̄) be a localizable
measure algebra and A ⊆ L0 (A) a non-empty set with supremum w. Show that [[w ∈ E]] ⊆ supu∈A [[u ∈ E]]
for every Borel set E ⊆ R.

(l) Let A be a Dedekind σ-complete Boolean algebra and A ⊆ L0 = L0 (A) a non-empty set which is
bounded below in L0 . Suppose that φ0 (α) = inf u∈A [[u > α]] is defined in A for every α ∈ R. Show that
v = inf A is defined in L0 , and that [[v > α]] = supβ>α φ0 (β) for every α ∈ R.

(m) Let (X, Σ, µ) be a measure space and f : X → [0, ∞[ a function; set A = {g • : g ∈ L0 (µ), g ≤ f
a.e.}. (i) Show that if (X, Σ, µ) either is localizable or has the measurable envelope property (213Xl), then
sup A is defined in L0 (µ). (ii) Show that if (X, Σ, µ) is complete and locally determined and w = sup A is
defined in L0 (µ), then w ∈ A.

(n) Let A be a Dedekind σ-complete Boolean algebra. Show that if u, v ∈ L0 = L0 (A) then the following
are equiveridical: (α) [[|v| > 0]] ⊆ [[|u| > 0]] (β) v belongs to the band of L0 generated by u (γ) there is a
w ∈ L0 such that u × w = v.

(o) Let A be a Dedekind σ-complete Boolean algebra and a ∈ A; let Aa be the principal ideal of A
generated by a. Show that L0 (Aa ) can be identified, as f -algebra, with the band of L0 (A) generated by χa.

(p) Let A and B be Dedekind σ-complete Boolean algebras, and π : A → B a sequentially order-
continuous Boolean homomorphism. Let T : L0 (A) → L0 (B) be the corresponding Riesz homomorphism
(364R). Show that (i) the kernel of T is the sequentially order-closed solid linear subspace of L0 (A) generated
by {χa : a ∈ A, πa = 0} (ii) the set of values of T is the sequentially order-closed Riesz subspace of L0 (B)
generated by {χ(πa) : a ∈ A}.

(q) Let A and B be Dedekind σ-complete Boolean algebras, and π : A → B a sequentially order-
continuous Boolean homomorphism, with T : L0 (A) → L0 (B) the associated operator. Suppose that h is a
Borel measurable real-valued function defined on a Borel subset of R. Show that h̄(T u) = T h̄(u) whenever
u ∈ L0 (A) and h̄(u) is defined in the sense of 364I.

>(r) Let X and Y be sets, Σ, T σ-algebras of subsets of X, Y respectively, and I, J σ-ideals of Σ, T.

Set A = Σ/I, B = T/J . Suppose that φ : X → Y is a function such that φ−1 [F ] ∈ Σ for every F ∈ T,
364Yk L0 333

φ−1 [F ] ∈ I for every F ∈ J . Show that there is a sequentially order-continuous Boolean homomorphism
π : B → A defined by saying that πF • = φ−1 [F ]• for every F ∈ T. Let T : L0 (B) → L0 (A) be the Riesz
homomorphism corresponding to π. Show that if we identify L0 (B) with L0T /WJ and L0 (A) with L0Σ /WI
in the manner of 364D, then T (g • ) = (gφ)• for every g ∈ L0T .
(s) Use the ideas of part (d) of the proof of 364U to show that the operator T there is multiplicative,
without appealing to 353P.

364Y Further exercises (a) Show directly, without using the Stone representation, that if A is any
Dedekind σ-complete Boolean algebra then the formulae of 364E define a group operation + on L0 (A), and
generally an f -algebra structure.
(b) Let A be a Dedekind σ-complete Boolean algebra. Show that A is ccc iff L0 (A) has the countable sup
property.
(c) Let A be a Dedekind σ-complete Boolean algebra and u1 , . . . , un members of L0 (A). Write Bn for
the algebra of Borel sets in Rn . (i) Show that there is a unique sequentially order-continuous Boolean
homomorphism
Q E 7→ [[(u1 , . . . , un ) ∈ E]] : Bn → A such that [[(u1 , . . . , un ) ∈ E]] = inf i≤n [[ui > αi ]] when
E = i≤n ]αi , ∞[. (ii) Show that for every sequentially order-continuous Boolean homomorphism φ : Bn →
A there are u1 , . . . , un ∈ L0 (A) such that φE = [[(u1 , . . . , un ) ∈ E]] for every E ∈ Bn .
(d) Let A be a Dedekind σ-complete Boolean algebra, n ≥ 1 and h : Rn → R a Borel measurable
function. Show that we have a corresponding function h̄ : L0 (A)n → L0 (A) defined by saying that
[[h̄(u1 , . . . , un ) ∈ E]] = [[(u1 , . . . , un ) ∈ h−1 [E]]] for every Borel set E ⊆ R.
(e) Suppose that h1 (x, y) = x + y, h2 (x, y) = xy, h3 (x, y) = max(x, y) for all x, y ∈ R. Show that, in the
language of 364Yd, h̄1 (u, v) = u + v, h̄2 (u, v) = u × v, h̄3 (u, v) = u ∨ v for all u, v ∈ L0 .
(f ) Let A and B be Dedekind σ-complete Boolean algebras, and T : L0 (A) → L0 (B) a Riesz homomor-
phism such that T e = e0 , where e, e0 are the multiplicative identities of L0 (A), L0 (B) respectively. Show
that there is a unique sequentially order-continuous Boolean homomorphism π : A → B such that T = Tπ
in the sense of 364R. (Hint: use 353Pd. Compare 375A below.)
(g) Suppose, in 364U, that X = Q. (i) Show that there is an f ∈ W such that f (q) > 0 for every q ∈ Q.
(ii) Show that there is a u ∈ L0 such that no f ∈ U representing u can be continuous at any point of Q.
(h) Let X and Y be topological spaces and φ : X → Y a continuous function such that φ−1 [M ] is nowhere
dense in X for every nowhere dense subset M of Y . (Cf. 313R.) (i) Show that we have an order-continuous
Boolean homomorphism π from the regular open algebra GY of Y to the regular open algebra GX of X
defined by the formula πG = int φ−1 [G] for every G ∈ GY . (ii) Show that if UX , UY are the function spaces
of 364U then gφ ∈ UX for every g ∈ UY . (iii) Show that if TX : UX → L0 (GX ), TY : UY → L0 (GY )
are the canonical surjections, and T : L0 (GY ) → L0 (GX ) is the homomorphism corresponding to π, then
T (TY g) = TX (gφ) for every g ∈ UY . (iv) Rewrite these ideas for the special case in which X is a dense
subset of Y and φ is the identity map, showing that in this case π and T are isomorphisms.

(i) Let X be a Baire space, G its algebra of regular open sets, M its ideal of meager sets, and Bb the Baire
property σ-algebra {G4A : G ⊆ X is open, A ∈ M}, so that G can be identified with B/M b (314Yd). (i)
Repeat the arguments of 364V in this context. (ii) Show that the space U of 364U-364V is a subspace of
b and that W = U ∩ W where W = {f : f ∈ RX , {x : f (x) 6= 0} ∈ M}, so that the representations of
L0 (B),
L (G) as U/W , L0 /W are consistent.
0

(j) Work through the arguments of 364U and 364Yi for the case of compact Hausdorff X, seeking simpli-
fications based on 364V.
(k) Let X be an extremally disconnected compact Hausdorff space with regular open algebra G. Let U0
be the space of real-valued functions f : X → R such that int{x : f is continuous at x} is dense. Show that
U0 is a Riesz subspace of the space U of 364U, and that every member of L0 (G) is represented by a member
of U0 .
334 Function spaces 364Yl

(l) Let X be a Baire space. Let Q be the set of all continuous real-valued functions defined on subsets
of X, and Q∗ the set of all members of Q which are maximal in the sense that there is no member of Q
properly extending them. (i) Show that the domain of any member of Q∗ is a dense Gδ set. (ii) Show that
we can define addition and multiplication and scalar multiplication on Q∗ by saying that f +̇g, f ×g,˙ γ.f
are to be the unique members of Q∗ extending the partially-defined functions f + g, f × g, γf , and that
these definitions render Q∗ an f -algebra if we say that f ≤ g iff f (x) ≤ g(x) for every x ∈ dom f ∩ dom g.
(iii) Show that every member of Q∗ has an extension to a member of U , as defined in 364U, and that these
extensions define an isomorphism between Q∗ and L0 (G), where G is the regular open algebra of X. (iv)
Show that if X is compact, Hausdorff and extremally disconnected, then every member of Q∗ has a unique
extension to a member of C ∞ (X), as defined in 364W.

(m) Let X be an extremally disconnected Hausdorff space, and Z any compact Hausdorff space. Show
that if D ⊆ X is dense and f : D → Z is continuous, there is a continuous g : X → Z extending f .

(n) Let A be a Dedekind σ-complete Boolean algebra. Write L0C = {u + iv : u, v ∈ L0 } for the complexifi-
cation of L0 = L0 (A) as defined in 354Yk. (i) Writing B(C) for the Borel σ-algebra of C, show that there is
a one-to-one correspondence between sequentially order-continuous Boolean homomorphisms φ : B(C) → A
and members w = u + iv of L0C defined by saying that [[u > α]] ∩ [[v > β]] = φ{z : Re z > α, Im z > β}.
(ii) Show that if Σ is a σ-algebra of subsets of a set X and π : Σ → A is a surjective sequentially order-
continuous Boolean homomorphism with kernel I, then we can identify L0C with L0C /W, where L0C is the set
of Σ-measurable functions from X to C, and W is the set of those f ∈ L0C such that {x : f (x) 6= 0} ∈ I.

364 Notes and comments This has been a long section, and so far all we have is a supposedly thorough
grasp of the construction of L0 spaces; discussion of their properties still lies ahead. The difficulties seem
to stem from a variety of causes. First, L0 spaces have a rich structure, being linear ordered spaces with
multiplications; consequently all the main theorems have to check rather a lot of different aspects. Second,
unlike L∞ spaces, they are not accessible by means of the theory of normed spaces, so I must expect to do
more of the work here rather than in an appendix. But this is in fact a crucial difference, because it affects
the proof of the central theorem 364E. The point is that a given algebra A will be expressible in the form
Σ/I for a variety of algebras Σ of sets. Consequently any definition of L0 (A) as a quotient L0 (Σ)/W must
include a check that the structure produced is independent of the particular pair Σ, I chosen.
The same question arises with S(A) and L∞ (A). But in the case of S, I was able to use a general theory
of additive functions on A (see the proof of 361L), while in the case of L∞ I could quote the result for S
and a little theory of normed spaces (see the proof of 363H). The theorems of §368 will show, among other
things, that a similar approach (describing L0 as a special kind of extension of S or L∞ ) can be made to
work in the present situation. I have chosen, however, an alternative route using a novel technique. The
price is the time required to develop skill in the technique, and to relate it to the earlier approach (364D,
364E, 364K). The reward is a construction which is based directly on the algebra A, independent of any
representation (364A), and methods of dealing with it which are complementary to those of the previous
three sections. In particular, they can be used in the absence of the full axiom of choice (364Ya).
I have deliberately chosen the notation [[u > α]] from the theory of Forcing. I do not propose to try to
explain myself here, but I remark that much of the labour of this section is a necessary basis for understanding
real analysis in Boolean-valued models of set theory. The idea is that just as a function f : X → R can
be described in terms of the sets {x : f (x) > α}, so can an element u of L0 (A) be described in terms of
the elements [[u > α]] of A where in some sense u is greater than α. This description is well adapted to
discussion of the order struction of L0 (A) (see 364M-364O), but rather ill-adapted to discussion of its linear
and multiplicative structures, which leads to a large part of the length of the work above. Once we have
succeeded in describing the algebraic operations on L0 in terms of the values of [[u > α]], however, as in
364E, the fundamental result on the action of Boolean homomorphisms (364R) is elegant and reasonably
straightforward.
The concept ‘[[u > α]]’ can be dramatically generalized to the concept ‘[[(u1 , . . . , un ) ∈ E]]’, where E is
a Borel subset of Rn and u1 , . . . , un ∈ L0 (A) (364H, 364Yc). This is supposed to recall the notation
Pr(X ∈ E), already used in Chapter 27. If, as sometimes seems reasonable, we wish to regard a random
variable as a member of L0 (µ) rather than of L0 (µ), then ‘[[u ∈ E]]’ is the appropriate translation of ‘X −1 [E]’.
365B L1 335

The reasons why we can reach all Borel sets E here, but then have to stop, seem to lie fairly deep. We see
that we have here another potential definition of L0 (A), as the set of sequentially order-continuous Boolean
homomorphisms from the Borel σ-algebra of R to A. This is suitably independent of realizations of A, but
makes the f -algebra structure of L0 difficult to elucidate, unless we move to a further level of abstraction
in the definitions, as in 364Ye.
I take the space to describe the L0 spaces of general regular open algebras in detail (364U) partly to offer
a demonstration of an appropriate technique, and partly to show that we are not limited to σ-algebras of sets
and their quotients. This really is a new representation; for instance, it does not meld in any straightforward
way with the constructions of 364G-364I. Of course the most important examples are compact Hausdorff
spaces, for which alternative methods are available (364V-364W, 364Yk, 364Yi, 364Yl); from the point of
view of applications, indeed, it is worth sorting out compact Hausdorff spaces in general (364Yj). The
version in 364W is derived from Vulikh 67. But I have starred everything from 364T on, because I shall
not rely on this work later for anything essential.

365 L1
Continuing my programme of developing the ideas of Chapter 24 at a deeper level of abstraction, I arrive
at last at L1 . As usual, the first step is to establish a definition which can be matched both with the
constructions of the previous sections and with the definition of L1 (µ) in §242 (365A-365C, 365F). Next,
I give what I regard as the most characteristic internal properties of L1 spaces, including versions of the
Radon-Nikodým theorem (365E), before turning to abstract versions of theorems in §235 (365H, 365T)
and the duality between L1 and L∞ (365I-365K). As in §§361 and 363, the construction is associated with
universal mapping theorems (365L-365N) which define the Banach lattice structure of L1 . As in §§361, 363
and 364, homomorphisms between measure algebras correspond to operators between their L1 spaces; but
now the duality theory gives us two types of operators (365O-365Q), of which one class can be thought of
as abstract conditional expectations (365R). For localizable measure algebras, the underlying algebra can
be recovered from its L1 space (365S), but the measure cannot.

365A Definition Let (A, µ̄) be a measure algebra. For u ∈ L0 (A), write
R∞
kuk1 = 0
µ̄[[|u| > α]] dα,
the integral being with respect to Lebesgue measure on R, and allowing ∞ as a value of the integral. (Because
the integrand is monotonic, it is certainly measurable.) Set L1µ̄ = L1 (A, µ̄) = {u : u ∈ L0 (A), kuk1 < ∞}.
It is convenient to note at once that if u ∈ L1 (A, µ̄), then µ[[|u| > α]] must be finite for almost every
α > 0, and therefore for every α > 0, since it is a non-increasing function of α; so that [[u > α]] also belongs
to the Boolean ring Af = {a : µ̄a < ∞} for every α > 0.

365B Theorem Let (X, Σ, µ) be a measure space with measure algebra (A, µ̄). Then the canonical
isomorphism between L0 (µ) and L0 (A), defined in 364D and 364J, matches L1 (µ) ⊆ L0 (µ), defined in §242,
with L1µ̄ ⊆ L0 (A), and the standard norm of L1 (µ) with k k1 : L1µ̄ → [0, ∞[, as defined in 365A.
proof Take any f ∈ L0 = L0 (Σ) (364C); write f • for its equivalence class in L0 (µ), and u for the
corresponding element of L0 (A), so that [[|u| > α]] = {x : |f (x)| > α}• in A, for every α ∈ R, and
R∞
kuk1 = 0
µ{x : |f (x)| > α} dα.
Pn
(a) If f is a non-negative simple function, it is expressible as i=0 αi χEi where E0 , . . . , En are disjoint
measurable sets of finite measure and αi ≥ 0 for each i; re-enumerating if necessary, we may suppose that
α0 ≥ α1 ≥ . . . ≥ αn . In this case, setting αn+1 = 0,
336 Function spaces 365B

Z n X
X j
kuk1 = µ{x : f (x) > α} dα = ( µEi )(αj − αj+1 )
j=0 i=0
n X
X n Xn Z
= µEi (αj − αj+1 ) = αi µEi = f dµ.
i=0 j=i i=0

(b) If f is integrable, then there is a non-decreasing sequence hfn in∈N of non-negative simple functions
such that |f (x)| = supn∈N fn (x) a.e.; now
µ{x : |f (x)| > α} = supn∈N µ{x : fn (x) > α}
for every α ∈ R, so
Z Z Z ∞
|f | = sup fn = sup µ{x : fn (x) > α}dα
n∈N n∈N 0
Z ∞
= µ{x : |f (x)| > α}dα = kuk1 .
0
1
Thus in this case u ∈ L (A, µ̄) and kuk1 = kf • k1 .
It follows that every member of L1 (µ) corresponds to a member of L1 (A, µ̄), and that the norm of L1 (µ)
corresponds to k k1 on L1 (A, µ̄).
(c) On the other hand, if u ∈ L1 (A, µ̄), then µ{x : |f (x)| > α} = µ̄[[|u| > α]] is finite for every α > 0
(365A). Also, if g is any simple function with 0 ≤ g ≤ |f |,
R R∞ R∞
g dµ = 0
µ{x : g(x) > α}dα ≤ 0
µ{x : f (x) > α}dα = kuk1 < ∞.
So f is integrable (122J). This shows that every member of L1 (A, µ̄) corresponds to a member of L1 (µ).

365C Accordingly we can apply everything we know about L1 (µ) spaces to L1µ̄ spaces. For instance:
Theorem For any measure algebra (A, µ̄), L1µ̄ = L1 (A, µ̄) is a solid linear subspace of L0 (A), and k k1 is
a norm on L1µ̄ under which L1µ̄ is an L-space. Consequently L1µ̄ is a perfect Riesz space with an order-
continuous norm which has the Levi property, and if hun in∈N is a non-decreasing norm-bounded sequence
in L1µ̄ then it converges for k k1 to supn∈N un .
proof (A, µ̄) is isomorphic to the measure algebra of some measure space (X, Σ, µ) (321J). L1 (µ) is a solid
linear subspace of L0 (µ) (242Cb), so L1µ̄ is a solid linear subspace of L0 (A). L1 (µ) is an L-space (354M), so
L1µ̄ also is. The rest of the properties claimed are general features of L-spaces (354N, 354E, 356P).

365D Integration Let (A, µ̄) be any measure algebra.

(a) If u ∈ L1 = L1 (A, µ̄), then u+ , u− belong to L1 , and we may set

R R∞ R∞
u = ku+ k1 − ku− k1 = 0
µ̄[[u > α]] dα − 0
µ̄[[−u > α]] dα.
R
Now : L1 → R is an order-continuous positive linear functional (356P), and under the translation of 365B
matches the integral on L1 (µ) as defined in 242Ab.
R R
(b) Of course kuk1 = |u| ≥ | u| for every u ∈ L1 .
R R
(c) If u ∈ L1 , a ∈ A we may set a u = u × χa. (Compare 242Ac.) If γ > 0 and 0 6= a ⊆ [[u > γ]] then
there is a δ > γ such that a0 = a ∩ [[u > δ]] 6= 0, so that
R R∞ Rγ Rδ
a
u= 0
µ̄(a ∩ [[u > α]])dα ≥ 0
µ̄a dα + γ
µ̄a0 > γ µ̄a.
In particular, setting a = [[u > γ]], µ̄[[u > γ]] must be finite.
365E L1 337
R
(d) If u ∈ L1 then f
R u ≥ 0 iff a u ≥ 0 for every a ∈ A , writing Af = {a : µ̄a < ∞}, as usual. P
P If u ≥ 0
−
then u × χa ≥ 0, a u ≥ 0 for every a ∈ A. If u 6≥ 0, then [[u > 0]] 6= 0 and there is an α > 0 such that
a = [[u− > α]] 6= 0. But now µ̄a is finite ((c) above) and
R R R
u × χa = − u− × χa = − µ̄(a ∩ [[u− ≥ β]])dβ ≤ −αµ̄a < 0,
R 1
R R
so
R a
u < 0.
R Q
Q If u, v ∈ L and a
u = a
v for every Ra ∈ Af then u = v (cf. 242Ce). If u ≥ 0 in L1 then
u = sup{ a u : a ∈ Af }. P P Of course u × χa ≤ u so a u ≤ u for every a ∈ A. On R the other hand,
R setting
an = [[u > 2−n ]], hu × χan in∈N is a non-decreasing sequence with supremum u, so u = limn→∞ an u, while
µ̄an is finite for every n. Q Q
R R
(e) If u ∈ L1 , u ≥ 0 and u = 0 then u = 0 (122Rc). If u ∈ L1 , u ≥ 0 and a u = 0 then u × χa = 0,
that is, a ∩ [[u > 0]] = 0.
R
(f )R If C ⊆ L1 is non-empty
R and upwards-directed and supv∈C v is finite, then sup C is defined in L1
and sup C = supv∈C v (356P).

(g) RIt will occasionally be convenient to adapt the conventions

R of §133 to the new context; so that I may
write u = ∞ if u ∈ L0 (A), u− ∈ L1 , u+ ∈ / L1 , while u = −∞ if u+ ∈ L1 and u− ∈ / L1 .

(h) On this convention, we can restate

R (f) as follows:
R if C ⊆ (L0 )+ is non-empty
R and upwards-directed
0
and
R has a supremum u in L , then u = sup v∈C v in [0, ∞]. P
P For if sup v∈C v is infinite, then surely
u = ∞; while otherwise we can apply (f). Q Q

365E The Radon-Nikodým theorem again (a) Let (A, µ̄) be a semi-finite measure algebra and
ν : A → R an additive functional. Then the followingRare equiveridical:
(i) there is a u ∈ L1 = L1 (A, µ̄) such that νa = a u for every a ∈ A;
(ii) ν is additive and continuous for the measure-algebra topology on A;
(iii) ν is completely additive.
(b) Let (A, µ̄) be any measure algebra, and ν : Af → R a function. Then the following are equiveridical:
(i) ν is additive and bounded and inf a∈A |νa| = 0 whenever A ⊆ Af is downwards-directed and has
infimum 0; R
(ii) there is a u ∈ L1 such that νa = a u for every a ∈ Af .
proof (a) The equivalence of (ii) and (iii) is 327Bd. The equivalence of (i) and (iii) is just a translation of
327D into the new context.
(b)(i)⇒(ii)(α α) Set M = supa∈Af |νa| < ∞.
Let D ⊆ Af be a maximal disjoint set. For each d ∈ D, write Ad for the principal ideal of A generated by
d, and µ̄d for the restriction of µ̄ to Ad , so that (Ad , µ̄d ) is a totally finite measure algebra.
R Set νd = ν¹ Ad ;
then νd : Ad → R is completely additive. By (a), there is a ud ∈ L1 (Ad , µ̄d ) such that a ud = νd a = νa for
every a ⊆ d.
Now u+ 0 + 0 +
d ∈ L (Ad ) corresponds to a member ũd of L (A) defined by saying

[[ũ+ +
d > α]] = [[ud > α]] = [[ud > α]] if α ≥ 0,
= 1 if α ≤ 0.
Set d+ = [[ud > 0]]. If a ∈ A, then
R R∞ R∞ R
ũ+ =
a d 0
µ̄(a ∩ [[ũ+
d > α]])dα = 0
µ̄(a ∩ [[u+
d > α]])dα = a∩d
u+
d;

taking a = 1, we see that kũ+ = νd+ is finite, so that ũ+

d k1
1
d ∈ Lµ̄ .
P
β ) For any finite I ⊆ D, set vI = d∈I ũ+
(β d . Then
R
vI = ν(supd∈I d+ ) ≤ M ;
consequently the upwards-directed set A = {vI : I ⊆ D is finite} is bounded above in L1µ̄ , and we can set
R P R R P R
v = sup A in L1µ̄ . If a ∈ A, then a vI = d∈I a∩d u+
d for each finite I ⊆ D, so a v = d∈D a∩d ud .
+
338 Function spaces 365E

Applying the same arguments to −ν, there is a w ∈ L1µ̄ such that

R P R
a
w= d∈D a∩d
u−
d

for every a ∈ A. Try u = v − w; then

R P R R P R P
a
u= d∈D
u+ −
a∩d d
u− =
a∩d d d∈D
u =
a∩d d d∈D
ν(a ∩ d)
for every a ∈ A.
(γγ ) Now take any a ∈ Af . For J ⊆ D set aJ = supd∈J a ∩ d. Let ² > 0. Then there is a finite I ⊆ D
such that
R P P
| a
u − νaJ | = | d∈D
ν(a ∩ d) − d∈J
ν(a ∩ d)| ≤ ²
whenever I ⊆ J ⊆ D and J is finite. But now consider
A = {a \ aJ : I ⊆ J ⊆ D, J is finite}.
Then inf A = 0, so there is a finite J such that I ⊆ J ⊆ D and
|νa − νaJ | = |ν(a \ aJ )| ≤ ².
Consequently
R R
|νa − a
u| ≤ |νa − νaJ | + | a
u − νaJ | ≤ 2².
R
As ² is arbitrary, νa = a
u. As a is arbitrary, (ii) is proved.
R
(ii)⇒(i) From where Rwe now are, this is nearly trivial. Thinking of νa as u × χa, ν is surely additive
and bounded. Also |νa| ≤ |u| × χa. If A ⊆ Af is non-empty, downwards-directed and has infimum 0, the
same is true of {|u| × χa : a ∈ A}, because a 7→ |u| × χa is order-continuous, so
R
inf a∈A |νa| ≤ inf a∈A |u| × χa = inf a∈A k|u| × χak1 = 0.

365F It will be useful later to have spelt out the following elementary facts.
Lemma Let (A, µ̄) be a measure algebra. Write S f for the intersection S(A) ∩ L1 (A, µ̄). Then S f is a norm-
dense and order-dense Riesz subspace of L1 = L1 (A, µ̄), and can be identified with S(Af ). The function
χ : Af → S f ⊆ L1 is an injective order-continuous additive lattice homomorphism. If u ≥ 0 in L1 , there is
a non-decreasing sequence hun in∈N in (S f )+ such that u = supn∈N un = limn→∞ un .
f 0
proof (a) As in 364L,
Pn we can think of S(A ) as a Riesz subspace of S = S(A), embedded in L (A). Pn If u ∈ S,
it is expressible as i=0 αi χai where a0 , . . . , an ∈ A are disjoint and no αi is zero. Now |u| = i=0 |αi |χai ,
so u ∈ L1 iff µ̄ai < ∞ for every i, that is, iff u ∈ S(Af ); thus S f = S(Af ).
Now suppose that u ≥ 0 in L1 . By 364Kd, there is a non-decreasing sequence hun in∈N in S(A)+ such
that u0 ≥ 0 and u = supn∈N un in L0 . Because L1 is a solid linear subspace of L0 , every un belongs to L1
and therefore to S f . By 365C, hun in∈N is norm-convergent to u. This shows also that S f is order-dense in
L1 .
The map χ : Af → S f is an injective order-continuous additive lattice homomorphism; because S f is
regularly embedded in L1 , χ has the same properties when regarded as a map into L1 .
For general u ∈ L1 , there are sequences in S f converging to u+ and to u− , so that their difference is a
sequence in S f converging to u, and u belongs to the closure of S f ; thus S f is norm-dense in L1 .
Remark Of course S f here corresponds to the space of (equivalence classes of) simple functions.

365G Semi-finite algebras: Lemma Let (A, µ̄) be a measure algebra.

(a) (A, µ̄) is semi-finite iff L1 = L1 (A, µ̄) is order-dense Rin L0 = L0 (A).
R
(b) In this case, writing S f = S(A) ∩ L1 (as in 365F), u = sup{ v : v ∈ S f , 0 ≤ v ≤ u} in [0, ∞] for
every u ∈ (L0 )+ .
proof (a) If (A, µ̄) is semi-finite then S f is order-dense in L0 (364L), so L1 must also be. If L1 is order-dense
in L0 , then so is S f , by 365F and 352Nc, so (A, µ̄) is semi-finite, by the other half of 364L.
365J L1 339

(b) Set C = {v : v ∈ SR f , 0 ≤ v ≤ u}.

R Then C is an upwards-directed set with supremum u, because S
f
0
is order-dense in L . So u = supv∈C v by 365Dh.

365H Measurable transformations We have a generalization of the ideas of §235 in this abstract
context.
Theorem Let (A, µ̄) and (B, ν̄) be measure algebras, and π : A → B a sequentially order-continuous
Boolean homomorphism. Let T : L0 (A) → L0 (B) be the sequentially order-continuous Riesz homomorphism
associated with π (364R). R
(a) Suppose that w ≥ R0 in L0 (B) is such that πa w dν̄ = µ̄aRwhenever a ∈ A and µ̄a < ∞. Then for any
u ∈ L1 (A, µ̄) and a ∈ A, πa T u × w dν̄ is defined
R and equal to u dµ̄. R R
(b) Suppose that w0 ≥ 0 in L0 (A) is such that a w0 dµ̄ = ν̄(πa) for every a ∈ A. Then T u dν̄ = u×w0 dµ̄
whenever u ∈ L0 (A) and either integral is defined in [−∞, ∞].
Remark
R I am using the convention of 365Dg concerning ‘∞’ as the value of an integral, and the notation
‘ u dµ̄’ is supposed to indicate that I am considering the integral in L1 (A, µ̄).
Pn
proof (a) If u ∈ S f =P L1 (A, µ̄) ∩ S(A) then u is expressible as i=0 αi χai where a0 , . . . , an have finite
n
measure, so that T u = i=0 αi χ(πai ) and
R Pn R Pn R
T u × w dν̄ = i=0
αi πai
w= i=0
αi µ̄ai = u dµ̄.

If u ≥ 0 in L1 (A, µ̄) there is a non-decreasing sequence hun in∈N in S f with supremum u, so that T u =
supn∈N T un and w × T u = supn∈N w × T un in L0 (B), and
R R R R
T u × w = supn∈N T un × w = supn∈N un = u.
(365C tells us that in this context T u × w ∈ L (B, ν̄).) Finally, for general u ∈ L1 (A, µ̄),
1
R R R R R R
Tu × w = T u+ × w − T u− × w = u+ − u− = u.

(b) The argument follows the same lines: start with u = χa for a ∈ A, then with u ∈ S(A), then with
u ∈ L0 (A)+ and conclude with general u ∈ L0 (A). The point is that T is a Riesz homomorphism, so that
at the last step
Z Z Z Z Z
T u = (T u) − (T u) = T (u ) − T (u− )
+ − +

Z Z Z Z Z
= u+ × w0 − u− × w0 = (u × w0 )+ − (u × w0 )− = u × w0

whenever either side is defined in [−∞, ∞].

365I The duality between L1 and L∞ Let (A, µ̄) be a measure algebra. If we identify L∞ = L∞ (A)
with the solid linear subspace of L0 = L0 (A) generated by e = χ1A (364K), then we have a bilinear map
(u, v) 7→ u × v : L1 × L∞ → L1 , because |u × v| ≤ kvk∞ |u| and L1 = L1 (A, µ̄) is a solid linear subspace of
L0 . Note that ku × vk1 ≤ kuk1 kvk∞ , so that the bilinear
R map (u, v) 7→ u × v has norm at most 1 (253A).
Consequently we have a bilinear functional (u, v) 7→ u × v : L1 × L∞ → R, which also has norm at most 1,
corresponding to linear operators S : L1 → (L∞ )∗ and T : L∞ → (L1 )∗ , both of norm at most 1. Because
L1 and L∞ are both Banach lattices, we have (L1 )∗ = (L1 )∼ , (L∞ )∗ = (L∞ )∼ (356Dc). Because the norm
of L1 is order-continuous, (L1 )∗ = (L1 )× (356Dd).

365J Theorem Let (A, µ̄) be a measure algebra, and set L1 = L1 (A, µ̄), L∞ = L∞ (A). Let S : L1 →
(L∞ )∗ = (L∞ )∼ , T : L∞ → (L1 )∗ = (L1 )∼ = (L1 )× be the canonical maps defined by the duality between
L1 and L∞ , as in 365I. Then
(a) S and T are order-continuous Riesz homomorphisms, S[L1 ] ⊆ (L∞ )× , and S is norm-preserving;
(b) (A, µ̄) is semi-finite iff T is injective, and in this case T is norm-preserving, while S is a normed Riesz
space isomorphism between L1 and (L∞ )× ;
340 Function spaces 365J

(c) (A, µ̄) is localizable iff T is bijective, and in this case T is a normed Riesz space isomorphism between
L∞ and (L1 )∗ = (L1 )× .
proof Take a measure space (X, Σ, µ) such that (A, µ̄) is isomorphic to its measure algebra. Then we can
identify L1 with L1 (µ), as in 365B, and L∞ with L∞ (µ), as in 363I. Moreover, these identifications are based
on the canonical embeddingsRof L1 and L∞ in L0 (µ), so that the duality described in 365I corresponds to
the familiar duality (u, v) 7→ u × v already used in 243F.
(a)(i) If u ≥ 0 in L1 and v ≥ 0 in L∞ then u × v ≥ 0 and
R
(T v)(u) = u × v ≥ 0.
1 ×
As u is arbitrary, T v ≥ 0 in (L ) ; as v is arbitrary, T is a positive linear operator.
If v ∈ L∞ , set a = [[v > 0]] ∈ A. (Remember that we are identifying L0 (µ), as defined in §241, with
L (A), as defined in §364.) Then v + = v × χa, so for any u ≥ 0 in L1
0
R
(T v + )(u) = u × v × χa = (T v)(u × χa) ≤ (T v)+ (u).
As u is arbitrary, T v + ≤ (T v)+ . On the other hand, because T is a positive linear operator, T v + ≥ T v and
T v + ≥ 0, so T v + ≥ (T v)+ . Thus T v + = (T v)+ . As v is arbitrary, T is a Riesz homomorphism (352G).
(ii) Exactly the same arguments show that S is a Riesz homomorphism.
(iii) Given u ∈ L1 , set a = [[u > 0]]; then
R R R
kSuk ≥ (Su)(χa − χ(1 \ a)) = a
u− 1\a
u= |u| = kuk1 ≥ kSuk.
So S is norm-preserving.
(iv) By 355Ka, S is order-continuous.
(v) If A ⊆ L∞ is a non-empty downwards-directed set with infimum 0, and u ∈ (L1 )+ , then inf v∈A u ×
v = 0 for every u ∈ (L1 )+ , because v 7→ u × v : L0 → L0 is order-continuous. So
R
inf v∈A (T v)(u) = inf v∈A u × v = inf v∈A ku × vk1 = 0
and the only possible non-negative lower bound for T [A] in (L1 )× is 0. As A is arbitrary, T is order-
continuous.
(vi) The ideas of (v) show also that S[L1 ] ⊆ (L∞ )× . P
P If u ∈ (L1 )+ and A ⊆ L∞ is non-empty,
downwards-directed and has infimum 0, then
R
inf v∈A (Su)(v) = inf v∈A u × v = 0.
As A is arbitrary, Su is order-continuous. For general u ∈ L1 , Su = Su+ − Su− belongs to (L∞ )× . Q
Q
(b)(i) If (A, µ̄) is not semi-finite, let a ∈ A be such that µ̄a = ∞ and µ̄b = ∞ whenever 0 6= b ⊆ a. If
u ∈ L1 , then [[|u| > n1 ]] has finite measure for every n ≥ 1, so must be disjoint from a; accordingly
1
a ∩ [[|u| > 0]] = supn≥1 a ∩ [[|u| > n ]] = 0.
R 1
This means that u × χa = 0 for every u ∈ L . Accordingly T (χa) = 0 and T is not injective.
(ii) If (A, µ̄) is semi-finite, take any v ∈ L∞ . Then if 0 ≤ δ < kvk∞ , a = [[|v| > δ]] 6= 0. Let b ⊆ a be
such that 0 < µ̄b < ∞. Then χb ∈ L1 , and
kT vk = k|T v|k = kT |v|k ≥ (T |v|)(χb)/kχbk1 ≥ δ
because |v| × χb ≥ δχb, so
(T |v|)(χb) ≥ δ µ̄b = δkχbk1 .
As δ is arbitrary, kT vk ≥ kvk∞ . But we already know that kT vk ≤ kvk∞ , so the two are equal. As v is
arbitrary, T is norm-preserving (and, in particular, is injective).
(iii) Still supposing that (A, µ̄) is semi-finite, S[L1 ] = (L∞ )× . P
P Take any h ∈ (L∞ )× . For a ∈ A, set
νa = h(χa ). By 363K, ν : A → R is completely additive. By 365Ea, there is a u ∈ L1 such that
•
365M L1 341
R R
(Su)(χa) = u × χa = a
u = νa = h(χa)
for every a ∈ A. Because Su and h are both linear functionals on L∞ , they must agree on S(A); because
they are continuous and S(A) is dense in L∞ (363C), Su = h. As h is arbitrary, S is surjective. Q
Q
(c) Using (b), we know that if either T is bijective or (A, µ̄) is localizable, then (A, µ̄) is semi-finite,
so that (X, Σ, µ) is also semi-finite (322Bd). Given this, 243G tells us that T is bijective iff (X, Σ, µ) is
localizable, and in this case T is norm-preserving; but of course (X, Σ, µ) is localizable iff (A, µ̄) is (322Be).

365K Corollary If (A, µ̄) is a localizable measure algebra, L∞ (A) is perfect.

proof By 365J(b)-(c), we can identify L∞ with (L1 )× ∼
= (L∞ )×× .

365L Theorem Let (A, µ̄) be a measure algebra and U a Banach space. Let ν : Af → U be a function.
Then the following are equiveridical:
(i) there is a continuous linear operator T : L1 → U , where L1 = L1 (A, µ̄), such that νa = T (χa) for
every a ∈ Af ;
(ii)(α) ν is additive (β) there is an M ≥ 0 such that kνak ≤ M µ̄a for every a ∈ Af .
Moreover, in this case, T is unique and kT k is the smallest number M satisfying the condition in (ii-β).
proof (a)(i)⇒(ii) If T : L1 → U is a continuous linear operator, then χa ∈ L1 for every a ∈ Af , so ν = T χ
is a function from Af to U . If a, b ∈ Af and a ∩ b = 0, then χ(a ∪ b) = χa + χb in L0 = L0 (A) and therefore
in L1 , so
ν(a ∪ b) = T χ(a ∪ b) = T (χa + χb) = T (χa) + T (χb) = νa + νb.
If a ∈ Af then kχak1 = µ̄a (using the formula in 365A, or otherwise), so
kνak = kT (χa)k ≤ kT kkχak1 = kT kµ̄a.

(b)(ii)⇒(i) Now suppose that ν : Af → U is additive and that kνak ≤ M µ̄a for every a ∈ Af . Let
S f = L1 ∩ S(A), as in 365F. Then there is a linear operator T0 : S f → U such that T0 (χa) = νa for every
a
P∈ Af (361F). Next, kT0 uk ≤ M kuk1 for every u ∈ S f . P P If u ∈ S f ∼
= S(Af ), then u is expressible as
m f
β
j=0 j χb j where b 0 , . . . , b m ∈ A are disjoint (361Eb). So
Pm Pm
kT0 uk = k j=0 βj νbj k ≤ M j=0 |βj |µ̄bj = M kuk1 . Q Q
There is therefore a continuous linear operator T : L1 → U , extending T0 , and with kT k ≤ kT0 k ≤ M
(2A4I). Of course we still have ν = T χ.
(c) The argument in (b) shows that T0 = T ¹S f and T are uniquely defined from ν. We have also seen
that if T , ν correspond to each other then
kνak ≤ kT kµ̄a for every a ∈ Af ,

kT k ≤ M whenever kνak ≤ M µ̄a for every a ∈ Af ,

so that
kT k = min{M : M ≥ 0, kνak ≤ M µ̄a for every a ∈ Af }.

365M Corollary Let (X, Σ, µ) be a measure space and U any Banach space. Set Σf = {E : E ∈
Σ, µE < ∞}. Let ν : Σf → U be a function. Then the following are equiveridical:
(i) there is a continuous linear operator T : L1 → U , where L1 = L1 (µ), such that νE = T (χE)• for
every E ∈ Σf ;
(ii)(α) ν(E ∪ F ) = νE + νF whenever E, F ∈ Σf and E ∩ F = 0 (β) there is an M ≥ 0 auch that
kνEk ≤ M µE for every E ∈ Σf .
Moreover, in this case, T is unique and kT k is the smallest number M satisfying the condition in (ii-β).
proof This is a direct translation of 365L. The only point to note is that if ν satisfies the conditions of
(ii), and E, F ∈ Σf are such that E • = F • in the measure algebra (A, µ̄) of (X, Σ, µ), then µ(E \ F ) =
µ(F \ E) = 0, so that ν(E \ F ) = ν(F \ E) = 0 (using condition (ii-β)) and
342 Function spaces 365M

νE = ν(E ∩ F ) + ν(E \ F ) = ν(E ∩ F ) + ν(F \ E) = νF .

This means that we have a function ν̄ : Af → U , where
Af = {a : a ∈ A, µ̄a < ∞} = {E • : E ∈ Σf },
defined by setting ν̄E • = νE for every E ∈ Σf . Of course we now have ν̄(a ∪ b) = ν̄a + ν̄b whenever a,
b ∈ Af and a ∩ b = 0 (since we can express them as a = E • , b = F • with E ∩ F = ∅), and kν̄ak ≤ M µ̄a
for every a ∈ Af . Thus we have a one-to-one correspondence between functions ν : Σf → U satisfying
the conditions (ii) here, and functions ν̄ : Af → U satisfying the conditions (ii) of 365L. The rest of the
argument is covered by the identification between L1 (µ) and L1 (A, µ̄) in 365B.

365N Theorem Let (A, µ̄) be a measure algebra, U a Banach lattice, and T : L1 → U a bounded linear
operator, where L1 = L1 (A, µ̄). Let ν : Af → U be the corresponding additive function, as in 365L.
(a) T is a positive linear operator iff νa ≥ 0 in U for every a ∈ Af ; in this case, T is order-continuous.
(b) If U is Dedekind complete and T ∈ L∼ (L1 ; U ), then |T | : L1 → U corresponds to |ν| : Af → U , where
Pn
|ν|(a) = sup{ i=0 |νai | : a0 , . . . , an ⊆ a are disjoint}
for every a ∈ Af .
(c) T is a Riesz homomorphism iff ν is a lattice homomorphism.
proof As in 365F, let S f be L1 ∩ S(A), identified with S(Af ).
(a)(i) If T is a positive linear operator and a ∈ Af , then χa ≥ 0 in L1 , so νa = T (χa) ≥ 0 in U .
(ii) Now suppose that νa ≥ 0 in U for every a ∈ Af , and let u ≥ 1
Pn0 in L , ² > 0 in R. Then there is a
v ∈ S such that 0 ≤ v ≤ u and ku − vk1 ≤ ² (365F). Express v as i=0 αi χai where ai ∈ Af , αi ≥ 0 for
f

each i. Now
kT u − T vk ≤ kT kku − vk1 ≤ ²kT k.
On the other hand,
Pn
Tv = i=0 αi νai ∈ U + .
As U + is norm-closed in U , and ² is arbitrary, T u ∈ U + . As u is arbitrary, T is a positive linear operator.
(iii) By 355Ka, T is order-continuous.
(b) The point is that |T ¹S f | = |T |¹S f . P
P (i) Because the embedding S f ⊆ L1 is positive, the map
P 7→ P ¹S is a positive linear operator from L∼ (L1 ; U ) to L∼ (S f ; U ) (see 355Bd). So |T ¹S f | ≤ |T |¹S f . (ii)
f

There is a positive linear operator T1 : L1 → U extending |T ¹S f |, by 365M and (a) above, and now T1 ¹S f
dominates both T ¹S f and −T ¹S f ; since (S f )+ is dense in (L1 )+ , T1 ≥ T and T1 ≥ −T , so that T1 ≥ |T |
and
|T ¹S f | = T1 ¹S f ≥ |T |¹S f . Q
Q
Now 361H tells us that
|T |(χa) = |T ¹S f |(χa) = |ν|a
for every a ∈ Af .
(c)(i) If T is a lattice homomorphism, then so is ν = T χ, because χ : Af → S f is a lattice homomorphism.
(ii) Now suppose that χ is a lattice homomorphism. In this case T ¹S f is a Riesz homomorphism
(361Gc), that is, |T v| = T |v| for every v ∈ S f . Because S f is dense in L1 and the map u 7→ |u| is continuous
both in L1 and in U (354Bb), |T u| = T |u| for every u ∈ L1 , and T is a Riesz homomorphism.

365O Theorem Let (A, µ̄) and (B, ν̄) be measure algebras. Let π : Af → Bf be a measure-preserving
ring homomorphism.
(a) There is a unique order-continuous norm-preserving Riesz homomorphism Tπ : L1µ̄ → L1ν̄ such that
Tπ (χa) = χ(πa) whenever a ∈ Af . We have Tπ (u × χa) = Tπ u × χ(πa) whenever a ∈ Af and u ∈ L1µ̄ .
R R R R
(b) Tπ u = u, πa Tπ u = a u for every u ∈ L1ν̄ , a ∈ Af .
365O L1 343

(c) [[Tπ u > α]] = π[[u > α]] for every u ∈ L1 (A, µ), α > 0.
(d) Tπ is surjective iff π is.
(e) If (C, λ̄) is another measure algebra and θ : Bf → C another measure-preserving Boolean homomor-
phism, then Tθπ = Tθ Tπ : L1µ̄ → L1 (C, λ̄).
proof Throughout the proof I will write T for Tπ and S f for S(A) ∩ L1µ̄ ∼
= S(Af ) (see 365F).
(a)(i) We have a map ψ : Af → L1ν̄ defined by writing ψa = χ(πa) for a ∈ Af . Because
χπ(a ∪ b) = χ(πa ∪ πb) = χπa + χπb, kχ(πa)k1 = ν̄(πa) = µ̄a
whenever a, b ∈ A and a ∩ b = 0, we get a (unique) corresponding bounded linear operator T : L1µ̄ → L1ν̄
f

such that T χ = χπ on Af (365L). Because π : Af → Bf and χ : Bf → L1ν̄ are lattice homomorphisms, so

is ψ, and T is a Riesz homomorphism (365Nc).
Pn Pn
(ii) If u ∈ S f , express u as i=0 αi χai where a0 , . . . , an are disjoint in Af . Then T u = i=0 αi χ(πai )
and πa0 , . . . , πan are disjoint in Bf , so
Pn Pn
kT uk1 = i=0 |αi |ν̄(πai ) = i=0 |αi |µ̄ai = kuk1 .
Because S f is dense in L1µ̄ and u 7→ kuk1 is continuous (in both L1µ̄ and L1ν̄ ), kT uk1 = kuk1 for every u ∈ L1µ̄ ,
that is, T is norm-preserving. As noted in 365Na, T is order-continuous.
(iii) If a, b ∈ Af then
T (χa × χb) = T (χ(a ∩ b)) = χπ(a ∩ b) = χ(πa ∩ πb) = χπa × χπb = χπa × T (χb).
Because T is linear and × is bilinear, T (χa × u) = χπa × T u for every u ∈ S f . Because the maps
u 7→ u × χa : L1µ̄ → L1µ̄ , T : L1µ̄ → L1ν̄ and v 7→ v × χπa : L1ν̄ → L1ν̄ are all continuous, T u × χπa = T (u × χa)
for every u ∈ L1µ̄ .
(iv) T is unique because the formula T (χa) = χπa defines T on the norm-dense and order-dense
subspace S f .
(b) Because T is positive,
R R
T u = kT u+ k1 − kT u− k1 = ku+ k1 − ku− k1 = u.
For a ∈ Af ,
R R R R R
πa
Tu = T u × χπa = T (u × χa) = u × χa = a
u.
Pn
(c) If u ∈ S f , express it as i=0 αi χai where a0 , . . . , an are disjoint; then
π[[u > α]] = π(supi∈I ai ) = supi∈I πai = [[T u > α]]
where I = {i : i ≤ n, αi > α}. For u ∈ (L1 )+ , take a sequence hun in∈N in S f with supremum u; then
supn∈N T un = T u, so

π[[u > α]] = π(sup [[un > α]])

n∈N

(364Mb; [[u > α]] ∈ Af by 365A)

= sup π[[un > α]]
n∈N
(because π is order-continuous, see 361Ad)
= sup [[T un > α]] = [[T u > α]]
n∈N

because T is order-continuous. For general u ∈ L1 ,

π[[u > α]] = π[[u+ > α]] = [[T (u+ ) > α]] = [[(T u)+ > α]] = [[T u > α]]
because T is a Riesz homomorphism.
344 Function spaces 365O

(d)(i) Suppose that T is surjective and that b ∈ Bf . Then there is a u ∈ L1µ̄ such that T u = χb. Now
b = [[T u > 21 ]] = π[[u > 12 ]] ∈ π[Af ];
as b is arbitrary, π is surjective.
(ii) Suppose now that π is surjective. Then T [L1µ̄ ] is a linear subspace of L1ν̄ containing χb for every
b ∈ Bf , so includes S(Bf ). If v ∈ (L1ν̄ )+ there is a sequence hvn in∈N in S(Bf )+ with supremum v. For each
n, choose un such that T un = vn . Setting u0n = supi≤n ui , we get a non-decreasing sequence hu0n in∈N such
that vn ≤ T u0n ≤ v for every n ∈ N. So
supn∈N ku0n k1 = supn∈N kT u0n k1 ≤ kvk1 < ∞
and u = supn∈N u0n is defined in L1µ̄ , with
T u = supn∈N T u0n = v.
Thus (L1ν̄ )+ ⊆ T [L1µ̄ ]; consequently L1ν̄ ⊆ T [L1µ̄ ] and T is surjective.

(e) This is an immediate consequence of the ‘uniqueness’ assertion in (i), because for any a ∈ Af
Tθ Tπ (χa) = Tθ χ(πa) = χ(θπa),
so that Tθ Tπ : L1µ̄ → L1λ̄ is a bounded linear operator taking the right values at elements χa, and must
therefore be equal to Tθπ .

365P Theorem Let (A, µ̄) and (B, ν̄) be measure algebras, and π : Af → B an order-continuous ring
homomorphism. R R
(a) There is a unique positive linear operator Pπ : L1ν̄ → L1µ̄ such that a Pπ v = πa v for every v ∈ L1ν̄ ,
a ∈ Af .
(b) Pπ is order-continuous and norm-continuous, and kPπ k ≤ 1.
(c) If a ∈ Af , v ∈ L1ν̄ then Pπ (v × χπa) = Pπ v × χa.
(d) If π[Af ] is order-dense in B then Pπ is a norm-preserving Riesz homomorphism; in particular, Pπ is
injective.
(e) If (B, ν̄) is semi-finite and π is injective, then Pπ is surjective, and there is for every u ∈ L1µ̄ a v ∈ L1ν̄
such that Pπ v = u and kvk1 = kuk1 .
(f) Suppose again that (B, ν̄) is semi-finite. If (C, λ̄) is another measure algebra and θ : B → C an order-
continuous Boolean homomorphism, then Pθπ = Pπ Pθ0 : L1 (C, λ̄) → L1µ̄ , where I write θ0 for the restriction
of θ to Bf .
proof I write P for Pπ .
R
(a)-(b) For v ∈ L1ν̄ , a ∈ Af set νv (a) = πa v. Then νv : Af → R is additive, bounded (by kvk1 ) and if
A ⊆ Af is non-empty, downwards-directed and has infimum 0, then
R
inf a∈A |νv (a)| ≤ inf a∈A |v| × χπa = 0
R
because a 7→ |v| × χπa is a composition of order-continuous
R functions,
R therefore order-continuous. So
365Eb tells us that there is a P v ∈ L1µ̄ such that a P v = νv (a) = πa v for every a ∈ Af . By 365Dd, this
formula defines P v uniquely. Consequently P must be linear (since P v1 + P v2 , αP v will always have the
properties defining P (v1R + v2 ), PR (αv)).
If v ≥ 0 in L1ν̄ , then a P v = πa v ≥ 0 for every a ∈ Af , so P v ≥ 0 (365Dd); thus P is positive. It must
therefore be norm-continuous and order-continuous (355C, 355Ka).
Again supposing that v ≥ 0, we have
R R R
kP vk1 = P v = supa∈Af a
P v = supa∈Af πa
v ≤ kvk1
(using 365Dd). For general v ∈ L1ν̄ ,
kP vk1 = k|P v|k1 ≤ kP |v|k1 ≤ kvk1 .

(c) For any c ∈ Af ,

365P L1 345
R R R R R
c
P v × χa = c∩a
Pv = π(c∩a)
v= πc
v × χπa = c
P (v × χπa).

(d) Now suppose that π[Af ] is order-dense. Take any v, v 0 ∈ L1ν̄ such that v ∧ v 0 = 0. ?? Suppose, if
possible, that u = P v ∧ P v 0 > 0. Take α > 0 such that a = [[u > α]] is non-zero. Since
R R R
πa
v= a
Pv ≥ a
u > 0,
b = πa ∩ [[v > 0]] 6= 0. Let c ∈ Af be such that 0 6= πc ⊆ b; then π(a ∩ c) = πc 6= 0, so a ∩ c 6= 0, and
R R R
0< a∩c
u≤ a∩c
P v0 ≤ πc
v0 .
R
But πc ⊆ [[v > 0]] and v ∧ v 0 = 0 so πc v 0 = 0. X
X
So P v ∧ P v 0 = 0. As v, v 0 are arbitrary, P is a Riesz homomorphism (352G).
Next, if v ≥ 0 in L1ν̄ ,
R R R R
P v = supa∈Af a
P v = supa∈Af πa
v= v
because π[Af ] is upwards-directed and has supremum 1 in B. So, for general v ∈ L1ν̄ ,
R R R
kP vk1 = |P v| = P |v| = |v| = kvk1 ,
and P is norm-preserving.
(e) Next suppose that (B, ν̄) is semi-finite and that π is injective.
R R
(i) If u > 0 in L1µ̄ , there is a v > 0 in L1ν̄ such that P v ≤ u and P v ≥ v. P P Let δ > 0 be such that
a = [[u > δ]] 6= 0. Then πa 6= 0. BecauseR (B, ν̄) is semi-finite, there is a non-zero b ∈ Bf such that b ⊆ πa.
Set u1 = P (χb). Then u1 ≥ 0, and also a u1 = ν̄b > 0,
R R R
1\a
u1 = supc∈Af c\a
u1 = supc∈Af πc\πa
χb = 0.
So u1 × χ(1 \ a) = 0 and 0 6= [[u1 > 0]] ⊆ a. Let γ > 0 be such that [[u1 > γ]] 6= [[u1 > 0]], and set a1 =
a \ [[u1 > γ]], v = δγ −1 χ(b ∩ πa1 ). Then
P v = δγ −1 P (χb × χ(πa1 )) = δγ −1 P (χb) × χa1 = δγ −1 u1 × χa1 ≤ δχa ≤ u
because
[[u1 × χa1 > γ]] ⊆ [[u1 > γ]] ∩ a1 = 0
so
u1 × χa1 ≤ γχ[[u1 > 0]] ≤ γχa.
Also P v > 0 because a1 ∩ [[u1 > 0]] 6= 0, so v 6= 0; and
R R R R
Pv ≥ a1
Pv = πa1
v= v. Q
Q
R R
(ii) Now take any u ≥ 0 in L1µ̄ , and set B = {v : v ∈ L1ν̄ , v ≥ 0, P v ≤ u, v ≤ P v}. Let C ⊆ B be a
maximal upwards-directed set (applying Zorn’s Lemma to the family P of all upwards-directed subsets of
B). We have
R R
supv∈C v ≤ supv∈C P v ≤ kuk1 ,
so v0 = sup C is defined in L1ν̄ (365Df). Because P is order-continuous, P v0 = sup P [C] ≤ u, and
R R R R
P v0 = supv∈C P v ≤ supv∈C v= v0 .

R?? Suppose,
R if possible, that P v0 6= u. In this case, by (α), there is a v1 > 0 such that P v1 ≤ u − P v0 ,
v1 ≤ P v1 . In this case, v0 + v1 ∈ B, so C 0 = C ∪ {v0 + v1 } is an upwards-directed subset of B strictly
larger than C, which is impossible. X X Thus P v0 = u; also
R R
kv0 k1 = v0 ≤ P v0 = kP v0 k1 .

(iii) Now take any u ∈ L1µ̄ . By (ii), there are non-negative v1 , v2 ∈ L1ν̄ such that P v1 = u+ , P v2 = u− ,
kv1 k1 ≤ ku+ k1 , kv2 k1 ≤ ku− k1 . Setting v = v1 − v2 , we have P v = u. Also we must have
346 Function spaces 365P

kvk1 ≤ kv1 k1 + kv2 k1 ≤ ku+ k1 + ku− k1 = kuk1 ≤ kvk1 ,

so kvk1 = kuk1 , as required.
(f ) As usual, this is a consequence of the uniqueness of P . RHowever (because
R I do not assume that
π[Af ] ⊆ Bf ) there is an extra refinement: we need to know that b Pθ0 w = θb w for every b ∈ B, w ∈ L1λ̄ .
P Because θ is order-continuous and (B, ν̄) is semi-finite, θb = sup{θb0 : b0 ∈ Bf , b0 ⊆ b}, so if w ≥ 0 then
P
R R R R
θb
w = supb0 ∈Bf ,b0 ⊆ b θb0
w = supb0 ∈Bf ,b0 ⊆ b b0
Pθ0 w = b
Pθ0 w.
Expressing w as w+ − w− , we see that the same is true for every w ∈ L1ν̄ . QQ
Now we can say that P Pθ0 is a positive linear operator from L1λ̄ to L1µ̄ such that
R R R R
a
P Pθ 0 w = πa
Pθ0 w = θπa
w= a
Pθπ w
whenever a ∈ Af , w ∈ L1λ̄ .

365Q Proposition Let (A, µ̄) and (B, µ̄) be measure algebras and π : Af → Bf a measure-preserving
ring homomorphism.
(a) In the language of 365O-365P above, Pπ Tπ is the identity operator on L1 (A, µ̄).
(b) If π is surjective (so that it is an isomorphism between Af and Bf ) then Pπ = Tπ−1 = Tπ−1 ,
Tπ = Pπ−1 = Pπ−1 .
proof (a) If u ∈ L1µ̄ , a ∈ Af then
R R R
P T u=
a π π
T u=
πa π a
u.
So u = Pπ Tπ u, by 365Dd.
(b) From 365Od, we know that Tπ is surjective, while Pπ Tπ is the identity, so that Pπ = Tπ−1 , Tπ = Pπ−1 .
As for Tπ−1 , 365Oe tells us that Tπ−1 = Tπ−1 ; so
Pπ−1 = Tπ−1
−1 = Tπ .

365R Conditional expectations It is a nearly universal rule that any investigation of L1 spaces must
include a look at conditional expectations. In the present context, they take the following form.
(a) Let (A, µ̄) be a probability algebra and B a closed subalgebra; write ν̄ for the restriction µ̄¹ B. The
identity map from B to A induces operators T : L1ν̄ → L1µ̄ and P : L1µ̄ → L1ν̄ . If we take L0 (A) to be defined
as the set of functions from R to A described in 364A, then L0 (B) becomes a subset of L0 (A) in the literal
sense, and T is actually the identity operator associated with the subset L1ν̄ ⊆ L1µ̄ ; L1ν̄ is a norm-closed
and order-closed Riesz subspace of L1µ̄ . P is a positive linear operator, while P T is the identity, so P is a
projection from L1µ̄ onto L1ν̄ . P is defined by the familiar formula
R R
b
Pu = b
u for every u ∈ L1µ̄ , b ∈ B,
so is the conditional expectation operator in the sense of 242J.

(b) Just as in 233I-233J and 242K, we have a fundamental R inequality

R concerning convex functions: if
h : R → R is a convex function and u ∈ L1µ̄ , then h( u) ≤ h̄(u); and if h̄(u) ∈ L1µ̄ (364I), then
h̄(P u) ≤ P (h̄(u)). P
P I repeat the proof of 233I-233J. For each q ∈ Q, take βq ∈ R such that h(t) ≥ hq (t) =
h(q) + βq (t − q) for every t ∈ R, so that h(t) = supq∈Q hq (t) for every t ∈ R, and h̄(u) = supq∈Q h̄q (u) for
every u ∈ L0 = L0 (A). (This is because
S
[[h̄(u) > α]] = [[u ∈ h−1 [ ]α, ∞[ ]]] = [[u ∈ q∈Q h−1
q [ ]α, ∞[ ]]]

= sup [[u ∈ h−1

q [ ]α, ∞[ ]]] = sup [[h̄q (u) > α]]
q∈Q q∈Q

for every α ∈ R.) But setting e = χ1, we see that h̄q (u) = h(q)e + βq (u − qe) for every u ∈ L0 , so that
R R R
hq (u) = h(q) + βq ( u − q) = hq ( u),
365T L1 347

P (h̄q (u)) = h(q)e + βq (P u − qe) = h̄q (P u)

R
because e = 1 and P e = e. Taking the supremum over q, we get
R R R R
h( u) = supq∈Q hq ( u) = supq∈Q h̄q (u) ≤ h̄(u),
and if h̄(u) ∈ L1µ̄ then
h̄(P u) = supq∈Q h̄q (P u) = supq∈Q P (h̄q (u)) ≤ P (h̄(u)). Q
Q
Of course the result in this form can also be deduced from 233I-233J if we represent (A, µ̄) as the measure
algebra of a probability space (X, Σ, µ) and set T = {E : E ∈ Σ, E • ∈ B}.

(c) I note here a fact which is occasionally useful. If u ∈ L1µ̄ is non-negative, then [[P u > 0]] =
upr([[u > 0]], C), the upper envelope of [[u > 0]] in C as defined in 314V. P
P We have only to observe that, for
c ∈ C,
R R
c ∩ [[P u > 0]] = 0 ⇐⇒ χc × P u = 0 ⇐⇒ c
P u = 0 ⇐⇒ c
u = 0 ⇐⇒ c ∩ [[u > 0]] = 0.
Taking complements, c ⊇ [[P u > 0]] iff c ⊇ [[u > 0]]. Q
Q

365S Recovering the algebra: Proposition (a) Let (A, µ̄) be a localizable measure algebra. Then
A is isomorphic to the band algebra of L1 = L1 (A, µ̄).
(b) Let A be a Dedekind σ-complete Boolean algebra, and µ̄, ν̄ two measures on A such that (A, µ̄) and
(A, ν̄) are both semi-finite measure algebras. Then L1 (A, µ̄) is isomorphic, as Banach lattice, to L1 (A, ν̄).
proof (a) Because (A, µ̄) is semi-finite, L1 is order-dense in L0 = L0 (A) (365G). Consequently, L1 and L0
have isomorphic band algebras (353D). But the band algebra of L0 is just its algebra of projection bands
(because A and therefore L0 are Dedekind complete, see 364O and 353I), which is isomorphic to A (364Q).
(b) Let π : A → A be the identity map. Regarding π as an order-continuous Boolean homomorphism
from Afµ̄ = {a : µ̄a < ∞} to (A, ν̄), we have an associated positive linear operator P = Pπ : L1ν̄ → L1µ̄ ;
similarly, we have Q = Pπ−1 : L1µ̄ → L1ν̄ , and both P and Q have norm at most 1 (365Pb). Now 365Pf
assures us that QP is the identity operator on L1ν̄ and P Q is the identity operator on L1µ̄ . So P and Q are
the two halves of a Banach lattice isomorphism between L1µ̄ and L1ν̄ .

365T Having opened the question of varying measures on a single Boolean algebra, this seems an
appropriate moment for a general description of how they interact.
Proposition Let A be a Dedekind complete Boolean algebra, and µ̄ : A → [0, ∞], ν̄ : A → [0, ∞] two
functions such that (A, µ̄) and (A, ν̄) are both semi-finite (therefore localizable) measure algebras. R
(a) There is a unique u ∈ L0 = L0 (A) such that (if we allow ∞ as a value of the integral) a u dµ̄ = ν̄a
for every a ∈ A. R R
(b) For every v ∈ L1ν̄ , v dν̄ = u × v dµ̄. R
(c) u is strictly positive (i.e., [[u > 0]] = 1) and, writing u1 for the multiplicative inverse of u, a u1 dν̄ = µ̄a
for every a ∈ A.
proof (a) Because (A, ν̄) is semi-finite, there is a partition of unity D ⊆ A such that ν̄d < ∞ for every
d ∈ D. For each Rd ∈ D, the functional a 7→ ν̄(a ∩ d) : A →R R is completely additive, so there is a
1
u
R d ∈ Lµ̄ such that a ud dµ̄ = ν̄(a ∩ d) for every a ∈ A. Because a0ud dµ̄ ≥ 0 for every a, ud ≥ 0. Because
u = 0, [[ud > 0]] ⊆ d. Now u = supd∈D ud is defined in L . P
1\d d
P (See 368K below.) For n ∈ N,
set cn = supd∈D [[ud > n]]. If d, d0 ∈ D are distinct, then d ∩ [[ud0 > n]] = 0, so d ∩ cn = [[ud > n]]. Set
c = inf n∈N cn . If d ∈ D, then
d ∩ c = inf n∈N d ∩ cn = inf n∈N [[ud > n]] = 0.
But c ⊆ c0 ⊆ sup D, so c = 0. By 364Ma, {ud : d ∈ D} is bounded above in L0 , so has a supremum, because
L0 is Dedekind complete, by 364O.P Q Q
For finite I ⊆ D set ũI = d∈I ud = supd∈I ud (because ud ∧ uc = 0 for distinct c, d ∈ D). Then
u = sup{ũI : I ⊆ D, I is finite}. So, for any a ∈ A,
348 Function spaces 365T

Z Z
u dµ̄ = sup ũI dµ̄
a I⊆D is finite a
(365Dh)
XZ X
= sup ud dµ̄ = sup ν̄(a ∩ d) = ν̄a.
I⊆D is finite a I⊆D is finite
d∈I d∈I

Note that if a ∈ A is non-zero, then ν̄a > 0, so a ∩ [[u > 0]] 6= 0; consequently [[u > 0]] = 1.
To see that u is unique, observe that if u0 has the same property then for any d ∈ D
R R
a
(u × χd)dµ̄ = ν̄(a ∩ d) = a
(u0 × χd)
for every a ∈ A, so that u × χd = u × χd; because sup D = 1 in A, u must be equal to u0 .
0

(b) Use 365Hb, with π and T the identity maps.

R
(c) In the same way, there is a w ∈ L0 such that a
w dν̄ = µ̄a for every a ∈ A. To relate u and w,
observe that applying 365Hb we get
R R
w × χa × u dµ̄ = w × χa dν̄
R
for every a ∈ A, that is, a w × u dµ̄ = µ̄a for every a. But from this we see that w × u × χb = χb at least
when µ̄b < ∞, so that w × u = χ1 is the multiplicative identity of L0 , and w = u1 .

365X Basic exercises (a) Let (A, µ̄) be a measure algebra, and u ∈ L1µ̄ . Show that
R R∞ R0
u= 0
µ̄[[u > α]] dα − −∞
µ̄(1 \ [[u > α]]) dα.

R
> (b) Let (A, µ̄) be any measure algebra, and u ∈ L1µ̄ . (i) Show that kuk1 ≤ 2 supa∈Af | a u|. (Hint:
R R
246F.) (ii) Show that for any ² > 0 there is an a ∈ Af such that | u − b u| ≤ ² whenever a ⊆ b ∈ A.
+
> (c) Let U be an L-space. If hun in∈N is any
R norm-bounded sequence in RU , show that lim inf n→∞ un =
supn∈N inf m≥n um is defined in U , and that lim inf n→∞ un ≤ lim inf n→∞ un .

(d) Let U be an L-space. Let F be a filter on U + such that R{u : u ≥ 0, kuk ≤ k} belongs
R to F for some
k ∈ N. Show that u0 = supF ∈F inf F is defined in U , and that u0 ≤ supF ∈F inf u∈F u.

(e) Let (A, µ̄) be a measure algebra and A ⊆ L1µ̄ a non-empty set. Show that A is bounded above in L1µ̄
iff
Pn R
sup{ i=0
ui : a0 , . . . , an is a partition of unity in A, u0 , . . . , un ∈ A}
ai
R
is finite, and that in this case the supremum is Rsup A. (Hint: P givenRu0 , . . . , un ∈ A, set bij = [[ui ≥ uj ]],
n
bi = supj6=i bij , ai = bi \ supj<i bj , and show that supi≤n ui = i=0 ai ui .)

(f ) Let (A, µ̄) be any measure algebra and ν : Af → R a bounded R additive function. Show that the
following are equiveridical: (i) there is a u ∈ L1µ̄ such that νa = a u for every a ∈ Af ; (ii) for every ² > 0
there is a δ > 0 such that |νa| ≤ ² whenever µ̄a ≤ δ; (iii) for every ² > 0, c ∈ Af there is a δ > 0 such that
νa ≤ ² whenever a ⊆ c and µ̄a ≤ δ; (iv) for every ² > 0 there are c ∈ Af , δ > 0 such that |νa| ≤ ² whenever
a ∈ Af and µ̄(a ∩ c) ≤ δ; (v) limn→∞ νan = 0 whenever han in∈N is a non-increasing sequence in Af with
infimum 0.

(g) Let (A, µ̄) and (B, ν̄) be measure algebras, and π : A → B a sequentially order-continuous Boolean
homomorphism. Let T : L0 (A) → L0R(B) be the Riesz homomorphism associated with π (364R). Suppose
that
R w ≥ 0 inRL0 (B) is such that πa w dν̄ = µ̄a whenever a ∈ A. Show that for any u ∈ L0 (A, µ̄),
T u × w dν̄ = u dµ̄ whenever either is defined in [−∞, ∞].
365 Notes L1 349

> (h) Let (A, µ̄) be a measure algebra and a ∈ A; write Aa for the principal ideal it generates. Show that
if π is the identity embedding of Af ∩ Aa into Af , then Tπ , as defined in 365O, identifies L1 (Aa , µ̄¹ Aa ) with
a band in L1 (A, µ̄).

> (i) Let (X, Σ, µ) and (Y, T, ν) be measure spaces, with measure algebras (A, µ̄) and (B, ν̄). Let φ :
X → Y be an inverse-measure-preserving function and π : B → A the corresponding measure-preserving
homomorphism (324M). Show that Tπ : L1ν̄ → L1µ̄ (365O) corresponds to the map g • 7→ (gφ)• : L1 (ν) →
L1 (µ) of 242Xf.

(j) Let (A, µ̄) and (B, ν̄) be measure algebras. Let π : Af → Bf be a ring homomorphism such that,
for some γ > 0, ν̄(πa) ≤ γ µ̄a for every a ∈ Af . (i) Show that there is a unique order-continuous Riesz
homomorphism T : L1µ̄ → L1ν̄ such that T (χa) = χ(πa) whenever a ∈ Af , and that kT k ≤ γ. (ii) Show that
[[T u > α]] = π[[u > α]] for every u ∈ L1 (A, µ), α > 0. (iii) Show that T is surjective iff π is, injective iff π is.
(iv) Show that T is norm-preserving iff ν̄(πa) = µ̄a for every a ∈ Af .

(k) Let (A, µ̄) and (B, ν̄) be measure algebras, and π : A → B a measure-preserving Boolean homo-
morphism. Let T : L1µ̄ → L1ν̄ and P : L1ν̄ → L1µ̄ be the operators corresponding to π¹ Af , as described
in 365O-365P, and T̃ : L∞ (A) → L∞ (B) the operator corresponding to π, as described in 363F. (i) Show
that T (u × v) = T u × T̃ v for every u ∈ L1µ̄ , v ∈ L∞ (A). (ii) Show that if π is order-continuous, then
R R
P v × u = v × T̃ u for every u ∈ L∞ (A), v ∈ L1ν̄ .

> (l) Let (X, Σ, µ) be a probability space, with measure algebra (A, µ̄), and let T be a σ-subalgebra of Σ.
Set ν = µ¹ T, B = {F • : F ∈ T} ⊆ A, ν̄ = µ̄¹ B, so that (B, ν̄) is a measure algebra. Let π : B → A be
the identity homomorphism. Show that Tπ : L1ν̄ → L1µ̄ (365O) corresponds to the canonical embedding of
L1 (ν) in L1 (µ) described in 242Jb, while Pπ : L1µ̄ → L1ν̄ (365P) corresponds to the conditional expectation
operator described in 242Jd.

b µ̂) its localization (322P). Show that the natural

(m) Let (A, µ̄) be a semi-finite measure algebra, and (A,
b
embedding of A in A induces a Banach lattice isomorphism between L1µ̄ and L1 (A, b µ̂), so that the band
1
algebra of Lµ̄ can be identified with the Dedekind completion A b of A.

(n) Let A be a Dedekind σ-complete Boolean algebra and µ̄, ν̄ two functions such that (A, µ̄), (A, ν̄) are
measure algebras. Show that L1µ̄ ⊆ L1ν̄ (as subsets of L0 (A)) iff there is a γ > 0 such that ν̄a ≤ γ µ̄a for
every a ∈ A. (Hint: show that the identity operator from L1µ̄ to L1ν̄ is bounded.)

(o) Let (A, µ̄) be a measure algebra, I∞ the ideal of ‘purely infinite’ elements of A, µ̄sf the measure on
B = A/I∞ (322Xa). Let π : A → B be the canonical map. Show that Tπ , as defined in 365O, is a Banach
lattice isomorphism between L1 (A, µ̄) and L1 (B, µ̄sf ).

(p) Let (X, Σ, µ) be a a semi-finite measure space. Show that L1 (µ) is separable iff µ is σ-finite and has
countable Maharam type.

365Y Further exercises (a) Let (A, µ̄) be a semi-finite measure algebra, not {0}. Show that the
topological density of L1 (A, µ̄) (331Yf) is max(ω, τ (A), c(A)), where τ (A), c(A) are the Maharam type and
cellularity of A.

365 Notes and comments You should not suppose that L1 spaces appear in the second half of this chapter
because they are of secondary importance. Indeed I regard them as the most important of all function spaces.
I have delayed the discussion of them for so long because it is here that for the first time we need measure
algebras in an essential way.
The actual definition of L1µ̄ which I give is designed for speed rather than illumination; I seek only a
formula, visibly independent of any particular representation of (A, µ̄) as the measure algebra of a measure
space, for which I can prove 365B.
R ∞I use a relatively primitive
R argument in 365B, not appealing to Fubini’s
theorem; of course the formula 0 µ{x : |f (x)| > α}dα = |f (x)|dx can also be regarded as a reversal of
350 Function spaces 365 Notes

order of integration in a double integral (252N, 252O). 365C-365D and 365Ea are now elementary. In 365Eb
I take a page to describe a form of the Radon-Nikodým theorem which is applicable to arbitrary measure
algebras, at the cost of dealing with functionals on the ring Af rather than on the whole algebra A. This is
less for the sake of applications than to emphasize one of the central properties of L1 : it depends only on
Af and µ̄¹ Af . For alternative versions of the condition 365Eb(i) see 365Xf.
The convergence theorems (B.Levi’s theorem, Fatou’s lemma and Lebesgue’s dominated convergence
theorem) are so central to the theory of integrable functions that it is natural to look for versions in the
language here. Corresponding to B.Levi’s theorem is the Levi property of a norm in an L-space; note how
the abstract formulation makes it natural to speak of general upwards-directed families rather than of non-
decreasing sequences, though the sequential form is so often used that I have spelt it out (365C). In the
same way, the integral becomes order-continuous rather than just sequentially order-continuous (365Da).
Corresponding to Fatou’s lemma we have 365Xc-365Xd. For abstract versions of Lebesgue’s theorem I will
wait until §367.
In 365H I have deliberately followed the hypotheses of 235A and 235T. Of course 365H can be deduced
from these if we use the Stone representations of (A, µ̄) and (B, ν̄), so that π can be represented by a
function between the Stone spaces (312P). But 365H is essentially simpler, because the technical problems
concerning measurability which took up so much of §235 have been swept under the carpet. In the same
way, 365Xg corresponds to 235E. Here we have a fair example of the way in which the abstract expression
in terms of measure algebras can be tidier than the expression in terms of measure spaces. But in my view
this is because here, at least, some of the mathematics has been left out.
365J is a re-run of 243G, but with the additional refinement that I examine the action of L1 on L∞ (the
operator S) as well as the action of L∞ on L1 (the operator T ). Note that (b-iii) and (c) of the proof of 365J
depend on the Radon-Nikodým theorem; these parts lie a step deeper than the rest. 365L-365N correspond
closely to 361F-361H and 363E.
Theorems 365O-365Q lie at the centre of my picture of L1 spaces, and are supposed to show their dual
nature. Starting from a semi-finite measure algebra (A, µ̄) we have two essentially different routes to the
L1 -space: we can either build it up from characteristic functions of elements of finite measure, so that it is
naturally embedded in L0 (A), or we can think of it as the order-continuous dual of L∞ (A). The first is a
‘covariant’ construction (signalled by the formula Tθπ = Tθ Tπ in 365Oe) and the second is ‘contravariant’
(so that Pθπ = Pπ Pθ0 in 365Pf). The first construction is the natural one if we are seeking to copy the ideas
of §242, but the second arises inevitably if we follow the ordinary paths of functional analysis and study
dual spaces whenever they appear. The link between them is the Radon-Nikodým theorem.
I have deliberately written out 365O and 365P with different hypotheses on the homomorphism π in the
hope of showing that the two routes to L1 really are different, and can be expected to tell us different things
about it. I use the letter P in 365P in order to echo the language of 242J; in the most important context,
in which A is actually a subalgebra of B and π is the identity map, P is a kind of conditional expectation
operator (365R). I note that in the proof of 365Pe I have returned to first principles, using some of the
ideas of the Radon-Nikodým theorem (232E), but a different approach to the exhaustion step (converting
‘for every u > 0 there is a v > 0 such that P v ≤ u’ into ‘P is surjective’). I chose the somewhat cruder
method in 232E (part (c) of the proof) in order to use the weakest possible form of the axiom of choice. In
the present context such scruples seem absurd.
I used the words ‘covariant’ and ‘contravariant’ above; of course this distinction depends on the side of the
mirror on which we are standing; if our measure-preserving homomorphism is derived (contravariantly) from
an inverse-measure-preserving transformation, then the T ’s become contravariant (365Xi). An important
component of this work, for me, is the fact that not all measure-preserving homomorphisms between measure
algebras can be represented by inverse-measure-preserving functions (343Jb, 343M).
I have already remarked (in the notes to §244) that the properties of L1 (µ) are not much affected by
peculiarities in a measure space (X, Σ, µ), because (unlike L0 or L∞ ) they really depend only on Af , the
ring of elements of finite measure in the measure algebra. (See 365O-365Q and 365Xm-365Xn.) Note that
while the algebra A is uniquely determined (given that (A, µ̄) is localizable, 365Sa), the measure µ̄ is not;
if A is any algebra carrying two non-isomorphic semi-finite measures, the corresponding L1 spaces are still
isomorphic (365Sb). For instance, the L1 -spaces of Lebesgue measure µ on R, and the subspace measure
µ[0,1] on [0, 1], are isomorphic, though their measure algebras are not.
I make no attempt here to add to the results in §§246, 247, 354 and 356 concerning uniform integrability
366D Lp 351

and weak compactness. Once we have left measure spaces behind, these ideas belong to the theory of Banach
lattices, and there is little to relate them to the questions dealt with in this section. But see 373Xj and
373Xn below.

366 Lp
In this section I apply the methods of this chapter to Lp spaces, where 1 < p < ∞. The constructions
proceed without surprises up to 366E, translating the ideas of §244 by the methods used in §365. Turning
to the action of Boolean homomorphisms on Lp spaces, I introduce a space M 0 , which can be regarded
as the part of L0 that can be determined from the ring Af of elements of A of finite measure (366F), and
which includes Lp whenever 1 ≤ p < ∞. Now a measure-preserving ring homomorphism from Af to Bf
acts on the M 0 spaces in a way which includes injective Riesz homomorphisms from Lp (A, µ̄) to Lp (B, ν̄)
and surjective positive linear operators from Lp (B, ν̄) to Lp (A, µ̄) (366H). The latter may be regarded as
conditional expectation operators (366J). The case p = 2 (366K-366L) is of course by far the most important.

366A Definition Let (A, µ̄) be a measure algebra and suppose that 1 < p < ∞. For u ∈ L0 (A), define
|u| ∈ L0 (A) by setting
p

[[|u|p > α]] = [[|u| > α1/p ]] if α ≥ 0

= 1 if α < 0.
(In the language of 364I, |u|p = h̄(u), where h(t) = |t|p for t ∈ R.) Set
Lpµ̄ = Lp (A, µ̄) = {u : u ∈ L0 (A), |u|p ∈ L1 (A, µ̄)},
and for u ∈ Lpµ̄ set
R 1/p
kukp = ( |u|p )1/p = k|u|p k1 .

366B Theorem Let (X, Σ, µ) be a measure space, and (A, µ̄) its measure algebra. Then the canonical
isomorphism between L0 (µ) and L0 (A) (364Jc) makes Lp (µ), as defined in §244, correspond to Lp (A, µ̄).
proof What we really have to check is that if w ∈ L0 (µ) corresponds to u ∈ L0 (A), then |w|p , as defined
in 244A, corresponds to |u|p as defined in 366A. But this was noted in 364Jb.
Now, because the isomorphism between L0 (µ) and L0 (A) matches L1 (µ) with L1 (A, µ̄) (365B), we can
be sure that |w|p ∈ L1 (µ) iff |u|p ∈ L1 (A, µ̄), and that in this case
¡R ¢1/p ¡R p ¢1/p
kwkp = |w|p = |u| = kukp ,
as required.

366C Corollary For any measure algebra (A, µ̄) and p ∈ ]1, ∞[, Lp = Lp (A, µ̄) is a solid linear subspace
of L0 (A). It is a Dedekind complete Banach lattice
R under its norm k kp . Setting q = p/(p − 1), (Lp )∗ is
identified with L (A, µ̄) by the duality (u, v) 7→ u × v. Writing Af for the ring {a : a ∈ A, µ̄a < ∞}, S(Af )
q

is norm-dense in Lp .
proof Because we can find a measure space (X, Σ, µ) such that (A, µ̄) is isomorphic to the measure algebra
of µ (321J), this is just a digest of the results in 244B, 244E, 244F, 244G, 244H and 244K. (Of course S(Af )
corresponds to the space S of equivalence classes of simple functions in 244Ha, just as in 365F.)

366D I can add a little more, corresponding to 365C and 365J.

Theorem Let (A, µ̄) be a measure algebra, and p ∈ ]1, ∞[.
(a) The norm k kp on Lp = Lp (A, µ̄) is order-continuous.
(b) Lp has the Levi property.
352 Function spaces 366D

(c) Setting q = p/(p − 1), the canonical identification of Lq = Lq (A, µ̄) with (Lp )∗ is a Riesz space
isomorphism between Lq and (Lp )∼ = (Lp )× .
(d) Lp is a perfect Riesz space.
proof (a) Suppose that A ⊆ Lp is non-empty, downwards-directed and has infimum 0. For u, v ≥ 0 in Lp ,
u ≤ v ⇒ up ≤ v p (by the definition in 366A, or otherwise), so B = {up : u ∈ A} is downwards-directed. If
1/p
v0 = inf B in L1 = L1 (A, µ̄), then v0 (defined by the formula in 366A, or otherwise) is less than or equal to
every member of A, so must be 0, and v0 = 0. Accordingly inf B = 0 in L1 . Because k k1 is order-continuous
(365C),
1/p
inf u∈A kukp = inf u∈A kup k1 = (inf v∈B kvk1 )1/p = 0.
As A is arbitrary, k kp is order-continuous.
(b) Now suppose that A ⊆ (Lp )+ is non-empty, upwards-directed and norm-bounded. Then B = {up :
1/p
u ∈ A} is non-empty, upwards-directed and norm-bounded in L1 . So v0 = sup B is defined in L1 , and v0
p
is an upper bound for A in L .
(c) By 356Dd, (Lp )∗ = (Lp )∼ = (Lp )× . The extra information we need is that the identification of
Lq with (LRp )∗ is an order-isomorphism. P P (α) If w ∈ (Lq )+ and u ∈ (Lp )+ then u × w ≥ 0 in L1 , so
(T w)(u) = u × w ≥ 0, writing T : Lq → (Lp )∗ for the canonical bijection. As u is arbitrary, T w ≥ 0. As w
is arbitrary, T is a positive linear operator. (β) If w ∈ Lq and T w ≥ 0, consider u = (w− )q/p . Then u ≥ 0
in Lp and w+ × u = 0 (because [[w+ > 0]] ∩ [[u > 0]] = [[w+ > 0]] ∩ [[w− > 0]] = 0), so
R R R
0 ≤ (T w)(u) = w×u=− w− × u = − (w− )p ≤ 0,
R
and (w− )p = 0. But as (w− )p ≥ 0 in L1 , this means that (w− )p and w− must be 0, that is, w ≥ 0. As w
is arbitrary, T −1 is positive and T is an order-isomorphism. Q
Q
(d) This is an immediate consequence of (c), since p = q/(q − 1), so that Lp can be identified with
(L ) = (Lq )× . From 356M we see that it is also a consequence of (a) and (b).
q ∗

366E Proposition Let (A, µ̄) be a semi-finite measure algebra, and p ∈ [1, ∞]. Set q = p/(p − 1) if
1 < p < ∞, and q = ∞ if p = 1, q = 1 if p = ∞. Then
Lq (A, µ̄) = {u : u ∈ L0 (A), u × v ∈ L1 (A, µ̄) for every v ∈ Lp (A, µ̄)}.

proof (a) We already know that if u ∈ Lp and v ∈ Lq then u × v ∈ L1 ; this is elementary if p ∈ {1, ∞} and
otherwise is covered by 366C.
(b) So suppose that u ∈ L0 \ Lp . If p = 1 then of course χ1 ∈ L∞ = Lq and u × χ1 ∈
/ L1 . If p > 1 set
A = {w : w ∈ S(Af ), 0 ≤ w ≤ |u|}.
Because µ̄ is semi-finite, S(Af ) is order-dense in L0 (364L), and |u| = sup A. Because the norm on Lp has
the Levi property (366Db, 363Ba) and A is not bounded above in Lp , supw∈A kwkp = ∞.
n q
R For each n n∈ N choose wn ∈ A with kwn kp > 4 . Then there is a vn ∈ LR such that kvn kq = 1 and
wn × vn ≥ 4 . P P (α) If p < ∞ this is covered by 366C, since kwn kp = sup{ wn × v : kvkq ≤ 1}. (β) If
p = ∞ then [[wn > 4Rn ]] 6= 0; because µ̄ is semi-finite, there is a b ⊆ [[wn > 4n ]] such that 0 < µ̄b < ∞, and
1 1
k µ̄b χbk1 = 1, while wn × µ̄b χb ≥ 4n . Q
Q
P∞
Because L is complete (363Ba, 366C), v = n=0 2−n |vn | is defined in Lq . But now
q
R R
|u| × v ≥ 2−n w n × v n ≥ 2n
/ L1 .
for every n, so u × v ∈
Remark This result is characteristic of perfect subspaces of L0 ; see 369C and 369J.

366F The next step is to look at the action of Boolean homomorphisms, as in 365O. It will be convenient
to be able to deal with all Lp spaces at once by introducing names for a pair of spaces which include all of
them.
366H Lp 353

Definition Let (A, µ̄) be a measure algebra. Write

Mµ̄0 = M 0 (A, µ̄) = {u : u ∈ L0 (A), µ̄[[|u| > α]] < ∞ for every α > 0},

Mµ̄1,0 = M 1,0 (A, µ̄) = {u : u ∈ Mµ̄0 , u × χa ∈ L1 (A, µ̄) whenever µ̄a < ∞}.

366G Lemma Let (A, µ̄) be any measure algebra. Write M 0 = M 0 (A, µ̄), etc.
(a) M 0 and M 1,0 are Dedekind complete solid linear subspaces of L0 which include Lp for every p ∈ [1, ∞[;
moreover, M 0 is closed under multiplication.
(b) If u ∈ M 0 and u ≥ 0, there is a non-decreasing sequence hun in∈N in S(Af ) such that u = supn∈N un .
(c) M 1,0 = {u : u ∈ L0 , R(|u| − ²χ1)
R
+
∈ L1 for every ² > 0} = L1 + (L∞ ∩ RM 0 ). R
1,0
(d) If u, v ∈ M and a u ≤ a v whenever µ̄a < ∞, then u ≤ v; so if a u = a v whenever µ̄a < ∞,
u = v.
proof (a) If u, v ∈ M 0 and γ ∈ R, then for any α > 0
[[|u + v| > α]] ⊆ [[|u| > 12 α]] ∪ [[|v| > 12 α]],
α
[[|γu| > α]] ⊆ [[|u| > 1+|γ| ]],
√ √
[[|u × v| > α]] ⊆ [[|u| > α ]] ∪ [[|v| > α ]]
(364F) are of finite measure. So u + v, γu and u × v belong to M 0 . Thus M 0 is a linear subspace of L0
closed under multiplication. If u ∈ M 0 , |v| ≤ |u| and α > 0, then [[|v| > α]] ⊆ [[|u| > α]] is of finite measure;
thus v ∈ M 0 and M 0 is a solid linear subspace of L0 . It follows that M 1,0 also is. If u ∈ Lp = Lp (A, µ̄),
where p < ∞, and α > 0, then [[|u| > α]] = [[|u|p > αp ]] is of finite measure, so u ∈ M 0 ; moreover, if µ̄a < ∞,
then χa ∈ Lq , where q = p/(p − 1), so u × χa ∈ L1 ; thus u ∈ M 1,0 .
To see that M 0 is Dedekind complete, observe that if A ⊆ (M 0 )+ is non-empty and bounded above by
u0 ∈ M 0 , and α > 0, then {[[u > α]] : u ∈ A} is bounded above by [[u0 > α]] ∈ Af , so has a supremum in A
(321C). Accordingly sup A is defined in L0 (364Mc) and belongs to M 0 . Finally, M 1,0 , being a solid linear
subspace of M 0 , must also be Dedekind complete.
(b) If u ≥ 0 in M 0 , then there is a non-decreasing sequence hun in∈N in S = S(A) such that u = supn∈N un
and u0 ≥ 0 (364Kd). But now every un belongs to S ∩ M 0 = S(Af ), just as in 365F.
(c)(i) If u ∈ M 1,0 and ² > 0, then a = [[|u| > ²]] ∈ Af , so u × χa ∈ L1 = L1 (A, µ̄); but (|u| − ²χ1)+ ≤
|u| × χa, so (|u| − ²χ1)+ ∈ L1 .
(ii) Suppose that u ∈ L0 and (|u| − ²χ1)+ ∈ L1 for every ² > 0. Then, given ² > 0, v = (|u| − 21 ²χ1)+ ∈
L , and µ̄[[v > 12 ²]] < ∞; but [[|u| > ²]] ⊆ [[v > 12 ²]], so also has finite measure. Thus u ∈ M 0 . Next, if a ∈ Af ,
1

then |u × χa| ≤ χa + (|u| − χ1)+ ∈ L1 , so u ∈ M 1,0 .

(iii) Of course L1 and L∞ ∩ M 0 are included in M 1,0 , so their linear sum also is. On the other hand,
if u ∈ M 1,0 , then
u = (u+ − χ1)+ − (u− − χ1)+ + (u+ ∧ χ1) − (u− ∧ χ1) ∈ L1 + (L∞ ∩ M 0 ).
R R
(d) Take 0 0
R α >0 0 and set a = [[u − u > α]]. Because both u and u belong to Mµ̄1,0 , µ̄a < ∞ and
R u ≤ a u0 ,
a R
that is, a u − u ≤ 0; so a must be 0 (365Dc). As α is arbitrary, u − u0 ≤ 0 and u ≤ u0 . If a u = a u0 for
every a ∈ Af , then u0 ≤ u so u = u0 .

366H Theorem Let (A, µ̄) and (B, ν̄) be measure algebras. For p ∈ [1, ∞], write Lpµ̄ , Lpν̄ for Lp (A, µ̄),
L (B, ν̄); similarly, write Mµ̄0 for M 0 (A, µ̄), etc. Let π : Af → Bf be a measure-preserving ring homomor-
p

phism.
(a)(i) We have a unique order-continuous Riesz homomorphism T = Tπ : Mµ̄0 → Mν̄0 such that T (χa) =
χ(πa) for every a ∈ Af .
(ii) [[T u > α]] = π[[u > α]] for every u ∈ Mµ̄0 and α > 0.
(iii) T is injective and multiplicative.
354 Function spaces 366H

R (iv)R For p ∈ [1, ∞] and u ∈ Mµ̄0 , T u ∈ Lpν̄ iff u ∈ Lpµ̄ , and in this case kT ukp = kukp . In particular,
T u = u whenever u ∈ L1µ̄ .
(v) For u ∈ Mµ̄0 , T u ∈ Mν̄1,0 iff u ∈ Mµ̄1,0 .
(b)(i) We have a unique order-continuous positive linear operator P = Pπ : Mν̄1,0 → Mµ̄1,0 such that
R R
a
P v = πa v whenever v ∈ Mν̄1,0 and a ∈ Af .
(ii) If u ∈ Mν̄0 , v ∈ Mν̄1,0 and v × T u ∈ Mν̄1,0 , then P (v × T u) = u × P v.
(iii) If q ∈ [1, ∞[ and v ∈ Lqν̄ , then P v ∈ Lqµ̄ and kP vkq ≤ kvkq ; if v ∈ L∞ 0 ∞
ν̄ ∩ Mν̄ , then P v ∈ Lµ̄ and
kP vk∞ ≤ kvk∞ .
(iv) P T u = u for every u ∈ Mµ̄1,0 ; in particular, P [Lpν̄ ] = Lpµ̄ for every p ∈ [1, ∞[.
(c) If (C, λ) is another measure algebra and θ : Bf → Cf another measure-preserving ring homomorphism,
then Tθπ = Tθ Tπ : Mµ̄0 → Mλ̄0 and Pθπ = Pπ Pθ : Mλ̄1,0 → Mµ̄1,0 .
(d) Now suppose that π[Af ] = Bf , so that π is a measure-preserving isomorphism between the rings Af
and Bf . Then
(i) T is a Riesz space isomorphism between Mµ̄0 and Mν̄0 , and its inverse is Tπ−1 .
(ii) P is a Riesz space isomorphism between Mν̄1,0 and Mν̄1,0 , and its inverse is Pπ−1 .
(iii) The restriction of T to Mµ̄1,0 is P −1 = Pπ−1 ; the restriction of T −1 = Tπ−1 to Mν̄1,0 is P .
(iv) For any p ∈ [1, ∞[, T ¹Lpµ̄ = Pπ−1 ¹Lpµ̄ and P ¹Lpν̄ = Tπ−1 ¹Lpν̄ are the two halves of a Banach lattice
isomorphism between Lpµ̄ and Lpν̄ .
proof (a)(i) By 361J, π induces a multiplicative Riesz homomorphism T0 : S(Af ) → S(Bf ) which is order-
f
continuous
Pn because π is (361Ad, 361Je). If u ∈ S(A ) and α > 0,Pthen [[T0 u > α]] = π[[u > α]]. P
P Express
f n
u as i=0 αi χai where a0 , . . . , an are disjoint in A ; then T0 u = i=0 αi χ(πai ), so
[[T0 u > α]] = sup{πai : i ≤ n, αi > α} = π(sup{ai : i ≤ n, αi > α}) = π[[u > α]]. Q
Q
Now if u0 ≥ 0 in Mµ̄0 , sup{T0 u : u ∈ S(Af ), 0 ≤ u ≤ u0 } is defined in Mν̄0 . P
P Set A = {u : u ∈ S(Af ), 0 ≤
u ≤ u0 }. Because u0 = sup A (366Gb),
supu∈A [[T u > α]] = supu∈A π[[u > α]] = π(supu∈A [[u > α]]) = π[[u0 > α]]
is defined and belongs to Bf for any α > 0. Also
inf n≥1 supu∈A [[T u > n]] = π(inf n≥1 [[u0 > n]]) = 0.
By 364Mb, v0 = sup T0 [A] is defined in L0 (B), and [[v0 > α]] = π[[u0 > α]] ∈ Bf for every α > 0, so v0 ∈ Mν̄0 ,
as required. Q
Q
Consequently T0 has a unique extension to an order-continuous Riesz homomorphism T : Mµ̄0 → Mν̄0
(355F).
(ii) If u0 ∈ Mµ̄0 and α > 0, then

[[T u0 > α]] = [[T u+

0 > α]]
(because T is a Riesz homomorphism)
= sup [[T u > α]]
u∈S(Af ),0≤u≤u+
0

(because T is order-continuous and S(Af ) is order-dense in Mµ̄0 )

= π[[u0 > α]]

by the argument used in (i).

(iii) I have already remarked, at the beginning of the proof of (i), that T (u × u0 ) = T u × T u0 for u,
u ∈ S(Af ). Because both T and × are order-continuous and S(Af ) is order-dense in Mµ̄0 ,
0

T (u0 × u1 ) = sup{T (u × u0 ) : u, u0 ∈ S(Af ), 0 ≤ u ≤ u0 , 0 ≤ u0 ≤ u1 }

= sup T u × T u0 = T u0 × T u1
u,u0
366H Lp 355

whenever u0 , u1 ≥ 0 in Mµ̄0 . Because T is linear and × is bilinear, it follows that T is multiplicative on Mµ̄0 .
To see that it is injective, observe that if u 6= 0 in Mµ̄0 then there is some α > 0 such that a = [[|u| > α]] 6= 0,
so that 0 < χπa ≤ T |u| = |T u| and T u 6= 0.
α) Suppose that p ∈ [1, ∞[ and that u ∈ Lpµ̄ . Then for any α > 0,
(iv)(α
[[|T u|p > α]] = [[T |u| > α1/p ]] = π[[|u| > α1/p ]] = π[[|u|p > α]].
So
R∞ R∞
k|T u|p k1 = 0
ν̄[[|T u|p > α]] dα = 0
µ̄[[|u|p > α]] dα = k|u|p k1 < ∞
and T u ∈ Lpν̄ , with kT ukp = kukp .
β ) As for the case p = ∞, if u ∈ L∞
(β µ̄ and γ = kuk∞ > 0 then [[|u| > γ]] = 0, so [[|T u| > γ]] =
π[[|u| > γ]] = 0. This shows that kT uk∞ ≤ γ. On the other hand, if 0 < α < γ then a = [[|u| > α]] 6= 0,
and χa ≤ |u| so χ(πa) ≤ |T u|; as πa 6= 0 (because ν̄(πa) = µ̄a > 0), kT uk∞ > α. This shows that
kT uk∞ = kuk∞ , at least when u 6= 0; but the case u = 0 is trivial.
(γγ ) Now take any p ∈ [1, ∞], and suppose that u ∈ Mµ̄0 and that T u ∈ Lpν̄ . Let hun in∈N be a
non-decreasing sequence in S(Af ) with supremum |u| and u0 ≥ 0 (366Gb). Then T un ≤ T u so kun kp =
kT un kp ≤ kT ukp . But this means that hun in∈N is bounded above in Lpµ̄ (366Db), so that |u| and u belong
to Lpµ̄ .
(δδ ) If u ∈ L1µ̄ , then
R R
T u = k(T u)+ k1 − k(T u)− k1 = kT u+ k1 − kT u− k1 = ku+ k1 − ku− k1 = u.

(v) If u ∈ Mµ̄1,0 and ² > 0, then T (|u| ∧ ²χ1A ) = |T u| ∧ ²χ1B . P

P Set a = [[|u| > ²]] ∈ Af . Then
|u| ∧ ²χ1A = ²χa + |u| − |u| × χa and [[|T u| > ²]] = πa. So

T (|u| ∧ ²χ1A ) = T (²χa) + T |u| − T (|u| × χa)

= ²χ(πa) + |T u| − |T u| × χ(πa) = |T u| ∧ ²χ1B . Q
Q
Consequently
T (|u| − ²χ1A )+ = T (|u| − |u| ∧ ²χ1A ) = (|T u| − ²χ1B )+ .
But this means that (|u| − ²χ1A )+ ∈ L1µ̄ iff (|T u| − ²χ1B )+ ∈ L1ν̄ . Since this is true for every ² > 0, 366Gc
tells us that u ∈ Mµ̄1,0 iff T u ∈ Mν̄1,0 .
α) By 365Pa, we have an order-continuous positive linear operator P0 : L1ν̄ → L1µ̄ such that
(b)(i)(α
R R
P v = πa v for every v ∈ L1ν̄ and a ∈ Af .
a 0

β ) We now find that if v0 ≥ 0 in Mν̄1,0 and B = {v : v ∈ L1ν̄ , 0 ≤ v ≤ v0 }, then P0 [B] has a

(β
supremum in L0 (A) which belongs to Mµ̄1,0 . PP Because B is upwards-directed and P0 is order-preserving,
P0 [B] is upwards-directed. If α > 0 and v ∈ B and a = [[P0 v > α]], then
α
v ≤ (v0 − α2 χ1B )+ + χ1B ,
2
so
Z Z Z
α α
αµ̄a ≤ P0 v = v≤ (v0 − χ1B )+ + ν̄(πa)
a πa
2 2
Z
α α
= (v0 − χ1B )+ + µ̄a
2 2

and
2 R
µ̄[[P0 v > α]] ≤ (v0 − α2 χ1B )+ .
α

Thus {[[P0 v > α]] : v ∈ B} is an upwards-directed set in Af with measures bounded above in R, and
cα = supv∈B [[P0 v > α]] is defined in Af . Also
356 Function spaces 366H

2 R
inf n≥1 cn ≤ inf n≥1 (v0 − n2 χ1B )+ = 0.
n

So, by 364Mb, P0 [B] has a supremum u0 ∈ L0 (A), and [[u0 > α]] = cα ∈ Af for every α > 0, so u0 ∈ Mµ̄0 . If
c ∈ Af , then
R R R R
c
u0 = supv∈B c
P0 v = supv∈B πc
v≤ πc
v0 < ∞,

so u0 ∈ Mµ̄1,0 . Q
Q
(γγ ) Now 355F tells us that P0 has a unique extension to an order-continuous positive linear operator
P : Mν̄1,0 → Mµ̄1,0 . If v0 ≥ 0 in Mν̄1,0 and a ∈ Af , then, as remarked above,
R R R R
a
P v0 = sup{ a P0 v : v ∈ L1ν̄ , 0 ≤ v ≤ v0 } = sup{ πa v : v ∈ L1ν̄ , 0 ≤ v ≤ v0 } = πa
v0 ;
R R
because P is linear, a P v = πa v for every v ∈ Mν̄1,0 , a ∈ Af .
(δδ ) By 366Gd, P is uniquely defined by the formula
R R
a
Pv = πa
v whenever v ∈ Mν̄1,0 , a ∈ Af .

(ii) Because Mµ̄0 is closed under multiplication, u × P v certainly belongs to Mµ̄0 .

α) Suppose
(α Pn that u, v ≥ 0. Fix c ∈ Af for the moment. Suppose that u0 ∈ S(Af ). Then we can
express u as i=0 αi χai where ai ∈ Af for every i ≤ n. Accordingly
0
R Pn R Pn R R
c
u0 × P v = α
i=0 i c∩ai
Pv = α
i=0 i
v × χ(πai ) × χ(πc) = πc
v × T u0 .

Next, we can find a non-decreasing sequence hun in∈N in S(Af )+ with supremum u, and
Z Z Z
sup un × P v = sup v × T un = sup v × T un
n∈N c n∈N πc n∈N
Z Zπc
= v × sup T un = v × T u,
πc n∈N πc
R
using the order-continuity of T , and ×. But this means that u × P v = supn∈N un × P v is integrable over
R R
c and that c u × P v = πc v × T u. As c is arbitrary, u × P v = P (v × T u) ∈ Mµ̄1,0 .
β ) For general u, v,
(β
v + × T u+ + v + × T u− + v − × T u+ + v − × T u− = |v| × T |u| = |v × T u| ∈ Mν̄1,0
(because T is a Riesz homomorphism), so we may apply (α) to each of the four products; combining them,
we get P (v × T u) = u × P v, as required.
(iii) Because P is a positive operator, we surely have |P v| ≤ P |v|, so it will be enough to show that
kP vkq ≤ kvkq for v ≥ 0 in Lqν̄ .
R R
α) I take the case q = 1 first.
(α R In this case, for any a ∈ Af , we have a P v = πa v ≤ kvk1 . In
particular, setting an = [[P v > 2−n ]], an P v ≤ kvk1 . But P v = supn∈N P v × χan , so
R
kP vk1 = supn∈N an
P v ≤ kvk1 .

β ) Next, suppose that q = ∞, so that v ∈ (L∞

(β +
ν̄ ) ; say kvk∞ = γ. ?
? If γ > 0 and a = [[P v > γ]] 6= 0,
then
R R
γ µ̄a < a
Pv = πa
v ≤ γ ν̄(πa) = γ µ̄a. X
X
So [[P v > γ]] = 0 and P v ∈ L∞
µ̄ , with kP vk∞ ≤ kvk∞ , at least when kvk∞ > 0; but the case kvk∞ = 0 is
trivial.
(γγ ) I come at last to the ‘general’ case q ∈ ]1, ∞[, v ∈ Lqν̄ . In this case set p = q/(q − 1). If u ∈ Lpµ̄
then T u ∈ Lpν̄ so T u × v ∈ L1ν̄ and
366J Lp 357

Z
| u × P v| ≤ ku × P vk1

= kP (T u × v)k1
(by (ii))
≤ kT u × vk1
(by (α) just above)
Z
=
|T u| × |v| ≤ kT ukp kvkq = kukp kvkq
R
by (a-iii) of this theorem. But this means that u 7→ u × P v is a bounded linear functional
R on Lpµ̄R, and
q p
is therefore represented by some w ∈ Lµ̄ with kwkq ≤ kvkq . If a ∈ Af then χa ∈ Lµ̄ , so a w = a P v;
accordingly P v is actually equal to w (by 366Gd) and kP vkq = kwkq ≤ kvkq , as claimed.
(iv) If u ∈ Mµ̄1,0 and a ∈ Af , we must have
R R R R R R
a
P T u = πa T u = T (χa) × T u = T (χa × u) = χa × u = a u,
R R
using (a-iv) to see that χa × u is defined and equal to T (χa × u). As a is arbitrary, u ∈ Mµ̄1,0 and
P T u = u.
(c) As usual, in view of the uniqueness of Tθπ and Pθπ , all we have to check is that
Tθ T (χa) = Tθ χ(πa) = χ(θπa) = Tθπ (χa),
R R R R
a
P Pθ w = P w=
πa θ θπa
w= a
Pθπ w
whenever a ∈ Af , w ∈ Mλ̄1,0 .
(d)(i) By (c), Tπ−1 T = Tπ−1 π must be the identity operator on Mµ̄0 ; similarly, T Tπ−1 is the identity
operator on Mν̄0 . Because T and Tπ−1 are Riesz homomorphisms, they must be the two halves of a Riesz
space isomorphism.
(ii) In the same way, P and Pπ−1 must be the two halves of an ordered linear space isomorphism
between Mµ̄1,0 and Mν̄1,0 , and are therefore both Riesz homomorphisms.
(iii) By (b-iv), P T u = u for every u ∈ Mµ̄1,0 , so T ¹Mµ̄1,0 must be P −1 . Similarly P = Pπ−1
−1 is the

restriction of T −1 = Tπ−1 to Mν̄1,0 .

(iv) Because T −1 [Lpν̄ ] = Lpµ̄ (by (a-iv)), and T is a bijection between Mµ̄0 and Mν̄0 , T ¹Lpµ̄ must be a
Riesz space isomorphism between Lpµ̄ and Lpν̄ ; (a-iv) also tells us that it is norm-preserving. Now its inverse
is P ¹Lpν̄ , by (iii) here.

366I Corollary Let (A, µ̄) be a measure algebra, and B a σ-subalgebra of A. Then, for any p ∈ [1, ∞[,
Lp (B, µ̄¹ B) can be identified, as Banach lattice, with the closed linear subspace of Lp (A, µ̄) generated by
{χb : b ∈ B, µ̄b < ∞}.
proof The identity map b 7→ b : B → A induces an injective Riesz homomorphism T : L0 (B) → L0 (A)
(364R) such that T u ∈ LpA = Lp (A, µ̄) and kT ukp = kukp whenever p ∈ [1, ∞[ and u ∈ LpB = Lp (B, µ̄¹ B)
(366H(a-iv)). Because S(Bf ), the linear span of {χb : b ∈ B, µ̄b < ∞}, is dense in LpB (366C), the image of
LpB in LpA must be the closure of the image of S(Bf ) in LpA , that is, the closed linear span of {χb : b ∈ Bf }
interpreted as a subset of LpA .

366J Corollary If (A, µ̄) is a probability algebra, B is a closed subalgebra of A, and P : L1 (A, µ̄) →
L1 (B, µ̄¹ B) is the conditional expectation operator (365R), then kP ukp ≤ kukp whenever p ∈ [1, ∞] and
u ∈ Lp (A, µ̄).
proof Because (A, µ̄) is totally finite, M 0 (A, µ̄) = L1 (A, µ̄), so that the operator P of 366Hb can be
identified with the conditional expectation operator of 365R. Now 366H(b-iii) gives the result.
Remark Of course this is also covered by 244M.
358 Function spaces 366K

366K Corollary Let (A, µ̄) and (B, ν̄) be measure algebras, and π : Af → Bf a measure-preserving
ring homomorphism. Let T : L2µ̄ → L2ν̄ and P : L2ν̄ → L2µ̄ be the corresponding operators, as in 366H. Then
T P : L2ν̄ → L2ν̄ is an orthogonal projection, its range T P [L2ν̄ ] being isomorphic, as Banach lattice, to L2µ̄ .
The kernel of T P is just
R
{v : v ∈ L2ν̄ , πa
v = 0 for every a ∈ Af }.

proof Most of this is simply because T is a norm-preserving Riesz homomorphism (so that T [L2µ̄ ] is
isomorphic to L2µ̄ ), P T is the identity on L2µ̄ (so that (T P )2 = T P ) and kP k ≤ 1 (so that kT P k ≤ 1). These
are enough to ensure that T P is a projection of norm at most 1, that is, an orthogonal projection. Also
Z
T P v = 0 ⇐⇒ P v = 0 ⇐⇒ P v = 0 for every a ∈ Af
a
Z
⇐⇒ v = 0 for every a ∈ Af .
πa

366L Corollary Let (A, µ̄) be a measure algebra, and π : Af → Af a measure-preserving ring automor-
phism. Then there is a corresponding Banach lattice isomorphism T of L2 = L2 (A, µ̄) defined by writing
T (χa) = χ(πa) for every a ∈ Af . Its inverse is defined by the formula
R R
a
T −1 u = πa
u for every u ∈ L2 , a ∈ Af .

proof In the language of 366H, T = Tπ and T −1 = P .

366X Basic exercises (a) Let (A, µ̄) be a measure algebra and p ∈ ]1, ∞[. Show that, for u ∈ L0 (A),
R ∞ p−1
p
u ∈ L (A, µ̄) iff γ = p 0 α µ̄[[|u| > α]] dα is finite, and that in this case kukp = γ 1/p . (Cf. 263Xa.)

> (b) Let (A, µ̄) be a localizable measure algebra and p ∈ [1, ∞]. Show that the band algebra of Lp (A, µ̄)
is isomorphic to A. (Cf. 365S.)

(c) Let (A, µ̄) be a measure algebra and p ∈ ]1, ∞[. Show that Lp (A, µ̄) is separable iff L1 (A, µ̄) is.

(d) Let (A, µ̄) be a measure algebra. (i) Show that L∞ (A) ∩ M 0 (A, µ̄) and L∞ (A) ∩ M 1,0 (A, µ̄), as defined
in 366G, are equal. (ii) Call this intersection M ∞,0 (A, µ̄). Show that it is a norm-closed solid linear subspace
of L∞ (A), therefore a Banach lattice in its own right.
b µ̂) its localization (322P). Show that the natural
(e) Let (A, µ̄) be a semi-finite measure algebra and (A,
b
embedding of A in A induces a Banach lattice isomorphism between Lp (A, µ̄) and Lp (A, b µ̂) for every p ∈
b
[1, ∞[, so that the band algebra of Lp (A, µ̄) can be identified with A.
b µ̂) its
(f ) Let (A, µ̄) be a semi-finite measure algebra which is not localizable (cf. 211Ya, 216D), and (A,
localization. Let π : A → A b be the identity embedding, so that π is an order-continuous measure-preserving
Boolean homomorphism. b \ A, then there is no u ∈ L∞ (A) such that
Show that if we set v = χb where b ∈ A
R R
a
u = πa
v whenever µ̄a < ∞.

(g) In 366H, show that [[T u ∈ E]] = π[[u ∈ E]] whenever u ∈ Mµ̄0 and E ⊆ R is a Borel set such that 0 ∈
/ E.

> (h) Let (A, µ̄) be a measure algebra and let G be the group of all measure-preserving ring automorphisms
of Af . Let H be the group of all Banach lattice automorphisms of L2 (A, µ̄). Show that the map π 7→ T of
366L is an injective group homomorphism from G to H, so that G is represented as a subgroup of H.

(i) Let h(Ai , µ̄i )ii∈I be any family of measure algebras, with simple product (A, µ̄) (322K). Show that for
any p ∈ [1, ∞[, Lp (A, µ̄) can be identified, as normed Riesz space, with the solid linear subspace
¡P ¢
p 1/p
{u : kuk = i∈I ku(i)k < ∞}
Q
of i∈I Lp (Ai , µ̄i ).
366 Notes Lp 359

(j) Let A be a Dedekind σ-complete Boolean algebra and µ̄, ν̄ two functionals rendering A a semi-finite
measure algebra. Show that for any p ∈ [1, ∞[, Lp (A, µ̄) and Lp (A, ν̄) are isomorphic as normed Riesz
spaces.
R (Hint: use 366Xe to reduce to the case in which A is Dedekind complete. Take w ∈ L0 (A) such that
a
w dµ̄ = ν̄a for every a ∈ A (365T). Set T u = w1/p × u for u ∈ Lp (A, µ̄).)

(k) Let (A, µ̄) and (B, ν̄) be semi-finite measure algebras, and p ∈ [1, ∞[. Show that the following are
equiveridical: (i) Lpµ̄ and Lpν̄ are isomorphic as Banach lattices; (ii) Lpµ̄ and Lpν̄ are isomorphic as Riesz
spaces; (iii) A and B have isomorphic Dedekind completions.

366Y Further exercises (a) Let (A, µ̄) be a measure algebra and suppose R that 0 < p < 1. Write
Lp = Lp (A, µ̄) for {u : u ∈ L0 (A), |u|p ∈ L1 (A, µ̄)}, and for u ∈ Lp set τ (u) = |u|p . (i) Show that τ defines
a Hausdorff linear space topology on Lp (see 2A5B). (ii) Show that if A ⊆ Lp is non-empty, downwards-
directed and has infimum 0 then inf u∈A τ (u) = 0. (iii) Show that if A ⊆ Lp is non-empty, upwards-directed
and bounded in the linear topological space sense (see 245Yf) then A is bounded above. (iv) Show that
(Lp )∼ = (Lp )× is just the set of continuous linear functionals from Lp to R, and is {0} iff A is atomless.

(b) Let (A, µ̄) be a measure algebra. Show that M 0 (A, µ̄) has the countable sup property.

(c) Let (A, µ̄) be a measure algebra and define M ∞,0 (A, µ̄) as in 366Xd. Show that (M ∞,0 (A, µ̄))× can
be identified with L1 (A, µ̄).

(d) In 366H, show that if T̃ : M 0 (A, µ̄) → M 0 (B, ν̄) is any positive linear operator such that T̃ (χa) =
χ(πa) for every a ∈ Af , then T̃ is order-continuous, so that it is equal to Tπ .

(e) Let (A, µ̄) be a measure algebra. (i) Show that there is a natural one-to-one correspondence between
M 1,0 (A, µ̄) and the set of additive functionals ν : Af → R such that ν << µ in the double sense that for
every ² > 0 there are δ, M > 0 such that |νa| ≤ ² whenever µa ≤ δ and |νa| ≤ ²µa whenever µa ≥ M . (ii)
Use this description of M 1,0 to prove 366H(b-i).

(f ) In 366H, show that the following are equiveridical: (α) π[Af ] = Bf ; (β) T = Tπ is surjective; (γ)
P = Pπ is injective; (δ) P is a Riesz homomorphism; (²) there is some q ∈ [1, ∞] such that kP vkq = kvkq
for every v ∈ Lqν̄ ; (ζ) T P v = v for every v ∈ Mν̄1,0 .

(g) Let (A, µ̄) and (B, ν̄) be measure algebras, and suppose that π : Af → Bf is a measure-preserving
ring homomorphism, as in 366H; let T : M 0 (A, µ̄) → M 0 (B, ν̄) be the associated linear operator. Show that
if 0 < p < 1 (as in 366Ya) then Lp (A, µ̄) ⊆ M 0 (A, µ̄) and T −1 [Lp (B, ν̄)] = Lp (A, µ̄).

(h) Let (A, µ̄) be a totally finite measure algebra. (i) For each Boolean automorphism π : A → A, let
0
T
R : L (A) →
π L0 (A) be the associated Riesz space isomorphism (364R), and let wπ ∈ L1 (A)+ be such that
√
a π
−1
w = µ(π a) for every a ∈ A (365Ea). Set Qπ u = Tπ u × wπ for u ∈ L0 (A). Show that kQπ uk2 = kuk2
for every u ∈ L2 (A). (ii) Show that if π, φ : A → A are Boolean automorphisms then Qπφ = Qπ Qφ .

366 Notes and comments The Lp spaces, for 1 ≤ p ≤ ∞, constitute the most important family of
leading examples for the theory of Banach lattices, and it is not to be wondered at that their properties
reflect a wide variety of general results. Thus 366Dd and 366E can both be regarded as special cases
of theorems about perfect Riesz spaces (356M and 369D). In a different direction, the concept of ‘Orlicz
space’ (369Xd below) generalizes the Lp spaces if they are regarded as normed subspaces of L0 invariant
under measure-preserving automorphisms of the underlying algebra. Yet another generalization looks at the
(non-locally-convex) spaces Lp for 0 < p < 1 (366Ya).
In 366H and its associated results I try to emphasize the way in which measure-preserving homomorphisms
of the underlying algebras induce both ‘direct’ and ‘dual’ operators on Lp spaces. We have already seen
the phenomenon in 365P. I express this in a slightly different form in 366H, noting that we really do need
the homomorphisms to be measure-preserving, for the dual operators as well as the direct operators, so
we no longer have the shift in the hypotheses which appears between 365O and 365P. Of course all these
refinements in the hypotheses are irrelevant to the principal applications of the results, and they make
360 Function spaces 366 Notes

substantial demands on the reader; but I believe that the demands are actually demands to expand one’s
imagination, to encompass the different ways in which the spaces depend on the underlying measure algebras.
In the context of 366H, L∞ is set apart from the other Lp spaces, because L∞ (A) is not in general
determined by the ideal Af , and the hypotheses of 366H do not look outside Af . 366H(a-iv) and 366H(b-iii)
reach only the space M ∞,0 as defined in 366Xd. To deal with L∞ we need slightly stronger hypotheses.
If we are given a measure-preserving Boolean homomorphism from A to B, rather than from Af to Bf ,
then of course the direct operator T has a natural version acting on L∞ (A) and indeed on M 1,∞ (A, µ̄), as
in 363F and 369Xm. If we know that (A, µ̄) is localizable, then A can be recovered from Af , and the dual
operator P acts on L∞ (B), as in 369Xm. But in general we can’t expect this to work (366Xf).
Of course 366H can be applied to many other spaces; for reasons which will appear in §§371 and 374, the
archetypes are not really Lp spaces at all, but the spaces M 1,0 (366F) and M 1,∞ (369N).
I include 366L and 366Yh as pointers to one of the important applications of these ideas: the investigation
of properties of a measure-preserving homomorphism in terms of its action on Lp spaces. The case p = 2
is the most useful because the group of unitary operators (that is, the normed space automorphisms) of L2
has been studied intensively.

367 Convergence in measure

Continuing through the ideas of Chapter 24, I come to ‘convergence in measure’. The basic results of
§245 all translate easily into the new language (367M-367N, 367Q). The associated concept of (sequential)
order-convergence can also be expressed in abstract terms (367A), and I take the trouble to do this in the
context of general lattices (367A-367B), since the concept can be applied in many ways (367C-367F, 367L,
367Xa-367Xm). In the particular case of L0 spaces, which are the first aim of this section, the idea is most
naturally expressed by 367G. It enables us to express some of the fundamental theorems from Volumes 1
and 2 in the language of this chapter (367J-367K).
In 367O and 367P I give two of the most characteristic properties of the topology of convergence in
measure on L0 ; it is one of the fundamental types of topological Riesz space. Another striking fact is the
way it is determined by the Riesz space structure (367T). In 367U I set out a theorem which is the basis
of many remarkable applications of the concept; for the sake of a result in §369 I give one such application
(367V).

367A Order*-convergence As I have remarked before, the function spaces of measure theory have
three interdependent structures: they are linear spaces, they have a variety of interesting topologies, and
they are ordered spaces. Ordinary elementary functional analysis studies interactions between topologies
and linear structures, in the theory of normed spaces and, more generally, of linear topological spaces.
Chapter 35 in this volume looked at interactions between linear and order structures. It is natural to seek
to complete the triangle with a theory of topological ordered spaces. The relative obscurity of any such
theory is in part due to the difficulty of finding convincing definitions; that is, isolating concepts which lead
to in elegant and useful general theorems. Among the many rival ideas, however, I believe it is possible to
identify one which is particularly important in the context of measure theory.
In its natural home in the theory of L0 spaces, this notion of ‘order*-convergence’ has a very straightfor-
ward expression (367G). But, suitably interpreted, the same idea can be applied in other contexts, some of
which will be very useful to us, and I therefore begin with a definition which is applicable in any lattice.
Definition Let P be a lattice and hpn in∈N a sequence in P , p an element of P . I will say that hpn in∈N
order*-converges to p, or that p is the order*-limit of hpn in∈N , if

p = inf{q : ∃ n ∈ N, q ≥ (p0 ∨ pi ) ∧ p00 ∀ i ≥ n}

= sup{q : ∃ n ∈ N, q ≤ p0 ∨ (pi ∧ p00 ) ∀ i ≥ n}
whenever p0 ≤ p ≤ p00 in P .
367B Convergence in measure 361

367B Lemma Let P be a lattice.

(a) A sequence in P can order*-converge to at most one point.
(b) A constant sequence order*-converges to its constant value.
(c) Any subsequence of an order*-convergent sequence is order*-convergent, with the same limit.
(d) If hpn in∈N and hp0n in∈N both order*-converge to p, and pn ≤ qn ≤ p0n for every n, then hqn in∈N
order*-converges to p.
(e) If hpn in∈N is an order-bounded sequence in P , then it order*-converges to p ∈ P iff

p = inf{q : ∃ n ∈ N, q ≥ pi ∀ i ≥ n}
= sup{q : ∃ n ∈ N, q ≥ pi ∀ i ≥ n}.
(f) If P is a Dedekind σ-complete lattice (314A) and hpn in∈N is an order-bounded sequence in P , then it
order*-converges to p ∈ P iff
p = supn∈N inf i≥n pi = inf n∈N supi≥n pi .

proof (a) Suppose that hpn in∈N is order*-convergent to both p and p̃. Set p0 = p ∧ p̃, p00 = p ∨ p̃; then
p = inf{q : ∃ n ∈ N, q ≥ (p0 ∨ pi ) ∧ p00 ∀ i ≥ n} = p̃.

(b) is trivial.
(c) Suppose that hpn in∈N is order*-convergent to p, and that hp0n in∈N is a subsequence of hpn in∈N . Take
p , p00 such that p0 ≤ p ≤ p00 , and set
0

B = {q : ∃ n ∈ N, q ≤ p0 ∨ (pi ∧ p00 ) ∀ i ≥ n},

B 0 = {q : ∃ n ∈ N, q ≤ p0 ∨ (p0i ∧ p00 ) ∀ i ≥ n},

C = {q : ∃ n ∈ N, q ≥ (p0 ∨ pi ) ∧ p00 ∀ i ≥ n},

C 0 = {q : ∃ n ∈ N, q ≥ (p0 ∨ p0i ) ∧ p00 ∀ i ≥ n}.

If q ∈ B 0 and q 0 ∈ C, then for all sufficiently large i
q ≤ p0 ∨ (p0i ∧ p00 ) ≤ (p0 ∨ p0i ) ∧ p00 ≤ q 0 .
As p = inf C, we must have q ≤ p; thus p is an upper bound for B 0 . On the other hand, {p0i : i ≥ n} ⊆ {pi :
i ≥ n} for every n, so B ⊆ B 0 and p must be the least upper bound of B 0 , since p = sup B.
Similarly, p = inf C 0 . As p0 and p00 are arbitrary, hp0n in∈N order*-converges to p.
(d) Take p0 , p00 such that p0 ≤ p ≤ p00 , and set
B = {q : ∃ n ∈ N, q ≤ p0 ∨ (pi ∧ p00 ) ∀ i ≥ n},

B 0 = {q : ∃ n ∈ N, q ≤ p0 ∨ (qi ∧ p00 ) ∀ i ≥ n},

C = {q : ∃ n ∈ N, q ≥ (p0 ∨ p0i ) ∧ p00 ∀ i ≥ n},

C 0 = {q : ∃ n ∈ N, q ≥ (p0 ∨ qi ) ∧ p00 ∀ i ≥ n}.

If q ∈ B 0 and q 0 ∈ C, then for all sufficiently large i
q ≤ p0 ∨ (qi ∧ p00 ) ≤ (p0 ∨ p0i ) ∧ p00 ≤ q 0 .
As p = inf C, we must have q ≤ p; thus p is an upper bound for B 0 . On the other hand, p0 ∨ (pi ∧ p00 ) ≤
p0 ∨ (qi ∧ p00 ) for every i, so B ⊆ B 0 and p = sup B 0 . Similarly, p = inf C 0 . As p0 and p00 are arbitrary, hqn in∈N
order*-converges to p.
(e) Set
B = {q : ∃ n ∈ N, q ≤ pi ∀ i ≥ n},

C = {q : ∃ n ∈ N, q ≥ pi ∀ i ≥ n}.
362 Function spaces 367B

(i) Suppose that hpn in∈N order*-converges to p. Let p0 , p00 be such that p0 ≤ pn ≤ p00 for every n ∈ N
and p0 ≤ p ≤ p00 . Then
B = {q : ∃ n ∈ N, q ≤ p0 ∨ (pi ∧ p00 ) ∀ i ≥ n},
so sup B = p. Similarly, inf C = p, so the condition is satisfied.
(ii) Suppose that sup B = inf C = p. Take any p0 , p00 such that p0 ≤ p ≤ p00 and set
B 0 = {q : ∃ n ∈ N, q ≤ p0 ∨ (pi ∧ p00 ) ∀ i ≥ n},

C 0 = {q : ∃ n ∈ N, q ≥ (p0 ∨ pi ) ∧ p00 ∀ i ≥ n}.

If q ∈ B 0 and q 0 ∈ C, then for all large enough i
q ≤ p0 ∨ (pi ∧ p00 ) ≤ p0 ∨ q 0 = q 0
because p ≤ q 0 . As inf C = p, p is an upper bound for B 0 . On the other hand, if q ∈ B, then q ≤ p, so
q ≤ p0 ∨ (pi ∧ p00 ) whenever q ≤ pi , which is so for all sufficiently large i, and q ∈ B 0 . Thus B 0 ⊇ B and p
must be the supremum of B 0 . Similarly, p = inf C 0 ; as p0 and p00 are arbitrary, hpn in∈N order*-converges to
p.
(f ) This follows at once from (e). Setting
B = {q : ∃ n ∈ N, q ≤ pi ∀ i ≥ n},

B 0 = {inf i≥n pi : i ∈ N},

then B 0 ⊆ B and for every q ∈ B there is a q 0 ∈ B 0 such that q ≤ q 0 ; so sup B = sup B 0 if either is defined.
Similarly,
inf{q : ∃ n ∈ N, q ≥ pi ∀ i ≥ n} = inf n∈N supi≥n pi
if either is defined.

367C Proposition Let U be a Riesz space and hun in∈N , hvn in∈N two sequences in U order*-converging
to u, v respectively.
(a) If w ∈ U , hun + win∈N order*-converges to u + w, and αun order*-converges to αu for every α ∈ R.
(b) hun ∨ vn in∈N order*-converges to u ∨ v.
(c) If hwn in∈N is any sequence in U , then it order*-converges to w ∈ U iff h|wn − w|in∈N order*-converges
to 0.
(d) hun + vn in∈N order*-converges to u + v.
(e) If U is Archimedean, and hαn in∈N is a sequence in R converging to α ∈ R, then hαn un in∈N order*-
converges to αu.
(f) Again suppose that U is Archimedean. Then a sequence hwn in∈N in U + is not order*-convergent to
0 iff there is a w̃ > 0 such that w̃ = supi≥n w̃ ∧ wi for every n ∈ N.
proof (a)(i) hun + win∈N order*-converges to u + w because the ordering of U is translation-invariant; the
map w0 7→ w0 + w is an order-isomorphism.
α) If α > 0, then the map w0 7→ αw0 is an order-isomorphism, so hαun in∈N order*-converges to
(ii)(α
αu.
β ) If α = 0 then hαun in∈N order*-converges to αu = 0 by 367Bb.
(β
(γγ ) If w0 ≤ −u ≤ w00 then −w00 ≤ u ≤ w0 so

u = inf{w : ∃ n ∈ N, w ≥ ((−w00 ) ∨ ui ) ∧ (−w0 ) ∀ i ≥ n}

= sup{w : ∃ n ∈ N, w ≤ (−w00 ) ∨ (ui ∧ (−w0 )) ∀ i ≥ n}.
Turning these formulae upside down,

−u = sup{w : ∃ n ∈ N, w ≤ (w00 ∧ (−ui )) ∨ w0 ∀ i ≥ n}

= inf{w : ∃ n ∈ N, w ≥ w00 ∧ ((−ui ) ∨ w0 ) ∀ i ≥ n}.
367C Convergence in measure 363

As w0 and w00 are arbitrary, h−un in∈N order*-converges to −u.

(δδ ) Putting (α) and (γ) together, hαun in∈N order*-converges to αu for every α < 0.
(b) Suppose that w0 ≤ u ∨ v ≤ w00 . Set
B = {w : ∃ n ∈ N, w ≤ w0 ∨ ((ui ∨ vi ) ∧ w00 ) ∀ i ≥ n},

C = {w : ∃ n ∈ N, w ≥ (w0 ∨ (ui ∨ vi )) ∧ w00 ∀ i ≥ n},

B1 = {w : ∃ n ∈ N, w ≤ (w0 ∧ u) ∨ (ui ∧ w00 ) ∀ i ≥ n},

B2 = {w : ∃ n ∈ N, w ≤ (w0 ∧ v) ∨ (vi ∧ w00 ) ∀ i ≥ n},

C1 = {w : ∃ n ∈ N, w ≥ ((w0 ∧ u) ∨ ui ) ∧ w00 ∀ i ≥ n},

C2 = {w : ∃ n ∈ N, w ≥ ((w0 ∧ v) ∨ vi ) ∧ w00 ∀ i ≥ n},

If w1 ∈ B1 and w2 ∈ B2 then w1 ∨ w2 ∈ B. P P There is an n ∈ N such that w1 ≤ (w0 ∧ u) ∨ (ui ∧ w00 ) for
every i ≥ n, while w2 ≤ (w0 ∧ v) ∨ (vi ∧ w00 ) for every i ≥ n. So

w1 ∨ w2 ≤ (w0 ∧ u) ∨ (w0 ∧ v) ∨ (ui ∧ w00 ) ∨ (vi ∧ w00 )

= (w0 ∧ (u ∨ v)) ∨ ((ui ∨ vi ) ∧ w00 )
(by the distributive law 352Ec)
= w0 ∨ ((ui ∨ vi ) ∧ w00 )

for every i ≥ n, and w1 ∨ w2 ∈ B. QQ

P There is an n ∈ N such that w1 ≥ ((w0 ∧u)∨ui )∧w00 ,
Similarly, if w1 ∈ C1 and w2 ∈ C2 then w1 ∨w2 ∈ C. P
0 00
w2 ≥ ((w ∧ v) ∨ vi ) ∧ w for every i ≥ n. So

w1 ∨ w2 ≥ (((w0 ∧ u) ∨ ui ) ∧ w00 ) ∨ (((w0 ∧ v) ∨ vi ) ∧ w00 )

= ((w0 ∧ u) ∨ ui ∨ (w0 ∧ v) ∨ vi ) ∧ w00
= ((w0 ∧ (u ∨ v)) ∨ (ui ∨ vi )) ∧ w00
= (w0 ∨ (ui ∨ vi )) ∧ w00
for every i ≥ n, so w1 ∨ w2 ∈ C. Q
Q
At the same time, of course, w ≤ w̃ whenever w ∈ B, w̃ ∈ C, since there is some i ∈ N such that
w ≤ w0 ∨ ((ui ∨ vi ) ∧ w00 ) ≤ (w0 ∨ (ui ∨ vi )) ∧ w00 ≤ w̃.
Since
sup{w1 ∨ w2 : w1 ∈ B1 , w2 ∈ B2 } = (sup B1 ) ∨ (sup B2 ) = u ∨ v,

inf{w1 ∨ w2 : w1 ∈ C1 , w2 ∈ C2 } = (inf C1 ) ∨ (inf C2 ) = u ∨ v

(using the generalized distributive laws in 352E), we must have sup B = inf C = u ∨ v. As w0 and w00 are
arbitrary, hun ∨ vn in∈N is order*-convergent to u ∨ v.
(c) The hard parts are over. (i) If hwn in∈N order*-converges to w, then hwn − win∈N , hw − wn in∈N and
h|wn − w|in∈N = h(wn − w) ∨ (w − wn )in∈N all order*-converge to 0, putting (a) and (b) together. (ii) If
h|wn − w|in∈N order*-converges to 0, then so do h−|wn − w|in∈N and hwn − win∈N , by (a) and 367Bd; so
hwn in∈N order*-converges to 0, by (a) again.
(d) h|un − u|in∈N and h|vn − v|in∈N order*-converge to 0, by (c), so h2(|un − u| ∨ |vn − v|)in∈N also
order*-converges to 0, by (b) and (a). But
0 ≤ |(un + vn ) − (u + v)| ≤ |un − u| + |vn − v| ≤ 2(|un − u| ∨ |vn − v|)
for every n, so h|(un + vn ) − (u + v)|in∈N order*-converges to 0, by 367Bb and 367Bd, and hun + vn in∈N
order*-converges to u + v.
364 Function spaces 367C

(e) Set βn = supi≥n |αi −α| for each n. Then hβn in∈N → 0, so inf n∈N βn |u| = 0, because U is Archimedean.
Consequently hβn |u|in∈N order*-converges to 0, by 367Be. But we also have β0 |un − u| order*-converging to
0, by (c) and (a), so hβ0 |un −u|+βn |u|in∈N order*-converges to 0, by (d). As |αn un −αu| ≤ β0 |un −u|+βn |u|
for every n, hαn un in∈N order*-converges to αu, as required.

(f )(i) Suppose that hwn in∈N is not order*-convergent to 0. Then there are w0 , w00 such that w0 ≤ 0 ≤ w00
and either
B = {w : ∃ n ∈ N, w ≤ w0 ∨ (wi ∧ w00 ) ∀ i ≥ n}
does not have supremum 0, or
C = {w : ∃ n ∈ N, w ≥ (w0 ∨ wi ) ∧ w00 ∀ i ≥ n}
does not have infimum 0. Now 0 ∈ B, because every wi ≥ 0, and every member of B is a lower bound for
C; so 0 cannot be the greatest lower bound of C. Let w̃ > 0 be a lower bound for C.
Let n ∈ N, and set
Cn = {w : w ≥ (w0 ∨ wi ) ∧ w00 ∀ i ≥ n} = {w : w ≥ wi ∧ w00 ∀ i ≥ n}.
Because U is Archimedean, we know that inf(Cn − An ) = 0, where An = {wi ∧ w00 : i ≥ n} (353F). Now w̃
is a lower bound for Cn , so

inf (w̃ − wi )+ ≤ inf{(w − wi )+ : w ∈ C, i ≥ n}

i≥n

≤ inf{(w − (wi ∧ w00 ))+ : w ∈ C, i ≥ n}

= inf{w − (wi ∧ w00 ) : w ∈ C, i ≥ n} = inf(Cn − An ) = 0.

As this is true for every n ∈ N, w̃ has the property declared.

(ii) If w̃ > 0 is such that w̃ = supi≥n w̃ ∧ wi for every n ∈ N, then

{w : ∃ n ∈ N, w ≥ (0 ∨ wi ) ∧ w̃ ∀ i ≥ n}
cannot have infimum 0, and hwn in∈N is not order*-convergent to 0.

367D As an example of the use of this concept in a relatively abstract setting, I offer the following.

Proposition Let U be a Banach lattice and hun in∈N a sequence in U which is norm-convergent to u ∈ U .
Then hun in∈N has a subsequence which is order-bounded and order*-convergent to u. So if hun in∈N itself is
order*-convergent, its order*-limit is u.

proof Let hu0n in∈N be a subsequence of hun in∈N such that ku0n − uk ≤ 2−n for each n ∈ N. Then
vn = supi≥n |u0i − u| is defined in U , and kvn k ≤ 2−n+1 , for each n (354C). Because inf n∈N kvn k = 0,
inf n∈N vn must be 0, while u − vn ≤ u0i ≤ u + vn whenever i ≥ n; so hu0n in∈N order*-converges to u, by
367Be.
Now if hun in∈N has an order*-limit, this must be u, by 367Ba and 367Bc.

367E Proposition Let U be a Riesz space with an order-continuous norm. Then any order-bounded
order*-convergent sequence is norm-convergent.

proof Suppose that hun in∈N is order*-convergent to u. Then h|un − u|in∈N is order*-convergent to 0
(367Cc), so
C = {v : ∃ n ∈ N, v ≥ |ui − u| ∀ i ≥ n}
has infimum 0 (367Be). Because U is a lattice, C is downwards-directed, so inf v∈C kvk = 0. But
inf v∈C kvk ≥ inf n∈N supi≥n kui − uk,
so limn→∞ kun − uk = 0, that is, hun in∈N is norm-convergent to u.
367H Convergence in measure 365

367F One of the fundamental obstacles to the development of any satisfying general theory of ordered
topological spaces is the erratic nature of the relations between subspace topologies of order topologies and
order topologies on subspaces. The particular virtue of order*-convergence in the context of function spaces
is that it is relatively robust when transferred to the subspaces we are interested in.
Proposition Let U be an Archimedean Riesz space and V a regularly embedded Riesz subspace. (For
instance, V might be either solid or order-dense.) If hvn in∈N is a sequence in V and v ∈ V , then hvn in∈N
order*-converges to v when regarded as a sequence in V , iff it order*-converges to v when regarded as a
sequence in U .
proof (a) Since, in either V or U , hvn in∈N order*-converges to v iff h|vn − v|in∈N order*-converges to 0
(367Cc), it is enough to consider the case vn ≥ 0, v = 0.
(b) If hvn in∈N is not order*-convergent to 0 in U , then, by 367Cf, there is a u > 0 in U such that
u = supi≥n u ∧ vi for every n ∈ N (the supremum being taken in U , of course). In particular, there is a
k ∈ N such that u ∧ vk > 0. Now consider the set
C = {w : w ∈ V, ∃ n ∈ N, w ≥ (0 ∨ vi ) ∧ vk ∀ i ≥ n}.
Then for any w ∈ C,
u ∧ vk = supi≥n u ∧ vi ∧ vk ≤ w,
using the generalized distributive law in U , so 0 is not the greatest lower bound of C in U . But as the
embedding of V in U is order-continuous, 0 is not the greatest lower bound of C in V , and hvn in∈N cannot
be order*-convergent to 0 in V .
(c) Now suppose that hvn in∈N is not order*-convergent to 0 in V . Because V also is Archimedean (351Rc),
there is a w > 0 in V such that w = supi≥n w ∧ vi for every n ∈ N, the suprema being taken in V . Again
because V is regularly embedded in U , we have the same suprema in U , so, by 367Cf in the other direction,
hvn in∈N is not order*-convergent to 0 in U .

367G I now spell out the connexion between the definition above and the concepts introduced in 245C.
Proposition Let X be a set, Σ a σ-algebra of subsets of X, A a Boolean algebra and π : Σ → A a
sequentially order-continuous surjective Boolean homomorphism; let I be its kernel. Write L0 for the
space of Σ-measurable real-valued functions on X, and let T : L0 → L0 = L0 (A) be the canonical Riesz
homomorphism (364D, 364R). Then for any hfn in∈N , f in L0 , hT fn in∈N order*-converges to T f in L0 iff
X \ {x : f (x) = limn→∞ fn (x)} ∈ I.
proof Set H = {x : limn→∞ fn (x) exists = f (x)}; of course H ∈ Σ. Set gn (x) = |fn (x) − f (x)| for n ∈ N,
x ∈ X.
(a) If X \ H ∈ I, set hn (x) = supi≥n gi (x) for x ∈ H and hn (x) = 0 for x ∈ X \ H. Then hhn in∈N
is a non-increasing sequence with infimum 0 in L0 , so inf n∈N T hn = 0 in L0 , because T is sequentially
order-continuous (364Ra). But as \H ∈ I, T hn ≥ T gi = |T fi − T f | whenever i ≥ n, so h|T fn − T f |in∈N
order*-converges to 0, by 367Be or 367Bf, and hT fn in∈N order*-converges to T f , by 367Cc.
(b) Now suppose that hT fn in∈N order*-converges to T f . Set gn0 (x) = min(1, gn (x)) for n ∈ N, x ∈ X; then
hT gn0 in∈N = he ∧ |T fn − T f |in∈N order*-converges to 0, where e = T (χX). By 367Bf, inf n∈N supi≥n T gi0 = 0
in L0 . But T is a sequentially order-continuous Riesz homomorphism, so T (inf n∈N supi≥n gi0 ) = 0, that is,
X \ H = {x : inf n∈N supi≥n gi0 > 0}
belongs to I.

367H Corollary Let A be a Dedekind σ-complete Boolean algebra.

(a) Any order*-convergent sequence in L0 = L0 (A) is order-bounded.
(b) If hun in∈N is a sequence in L0 , then it is order*-convergent to u ∈ L0 iff
u = inf n∈N supi≥n ui = supn∈N inf i≥n ui .
366 Function spaces 367H

proof (a) We can express A as a quotient Σ/I of a σ-algebra of sets, in which case L0 can be identified
with the canonical image of L0 = L0 (Σ) (364D). If hun in∈N is an order*-convergent sequence in L0 , then
it is expressible as hT fn in∈N , where T : L0 → L0 is the canonical map, and 367G tells us that hfn (x)in∈N
converges for every x ∈ H, where X \ H ∈ I. If we set h(x) = supn∈N |fn (x)| for x ∈ H, 0 for x ∈ X \ H,
then we see that |un | ≤ T h for every n ∈ N, so that hun in∈N is order-bounded in L0 .
(b) This now follows from 367Be, because L0 is Dedekind σ-complete.

367I Proposition Suppose that E ⊆ R is a Borel set and h : E → R is a continuous function. Let A
be a Dedekind σ-complete Boolean algebra and set QE = {u : u ∈ L0 , [[u ∈ E]] = 1}, where L0 = L0 (A).
Let h̄ : QE → L0 be the function defined by h (364I). Then hh̄(un )in∈N order*-converges to h̄(u) whenever
hun in∈N is a sequence in QE order*-converging to u ∈ QE .
proof This is an easy consequence of 367G. We can represent A as Σ/I where Σ is a σ-algebra of subsets
of some set X and I is a σ-ideal of Σ (314M); let T : L0 → L0 (A) be the corresponding homomorphism
(364D, 367G). Now we can find Σ-measurable functions hfn in∈N , f such that T fn = un , T f = u, as in
367G; and the hypothesis [[un ∈ E]] = 1, [[u ∈ E]] = 1 means just that, adjusting fn and f on a member of
I if necessary, we can suppose that fn (x), f (x) ∈ E for every x ∈ X. (I am passing over the trivial case
E = ∅, X ∈ I, A = {0}.) Accordingly h̄(un ) = T (hfn ), h̄(u) = T (hf ), and (because h is continuous)
{x : h(f (x)) 6= limn→∞ h(fn (x))} ⊆ {x : f (x) 6= limn→∞ fn (x)} ∈ I,
so hh̄(un )in∈N order*-converges to h̄(u).

367J Dominated convergence We now have a suitable language in which to express an abstract
version of Lebesgue’s Dominated Convergence Theorem.
Theorem Let (A, µ̄) be a measure algebra. If hun in∈N is a sequence in L1 = L1 (A, µ̄) which
R is order-bounded
R
and order*-convergent in L1 , then hun in∈N is norm-convergent to u in L1 ; in particular, u = limn→∞ un .
R
proof The norm Rof L1 is order-continuous
R (365C), so hun in∈N is norm-convergent to u, by 367E. As is
norm-continuous, u = limn→∞ un .

367K The Martingale Theorem In the same way, we can re-write theorems from §275 in this lan-
guage.
Theorem Let (A, µ̄) be a probability algebra, and hBn in∈N a non-decreasing sequence of closed subalgebras
of A. For each n ∈ N let Pn : L1 = L1µ̄ → L1 ∩ L 0
S (Bn ) be the conditional expectation operator (365R); let
B be the closed subalgebra of A generated by n∈N Bn , and P the conditional expectation operator onto
L1 ∩ L0 (B).
(a) If hun in∈N is a norm-bounded sequence in L1 such that Pn (un+1 ) = un for every n ∈ N, then hun in∈N
is order*-convergent in L1 .
(b) If u ∈ L1 then hPn uin∈N is order*-convergent to P u.
proof If we represent (A, µ̄) as the measure algebra of a probability space, these become mere translations
of 275G and 275I. (Note that this argument relies on the description of order*-convergence in L0 in terms of
a.e. convergence of functions, as in 367G; so that we need to know that order*-convergence in L1 matches
order*-convergence in L0 , which is what 367F is for.)

367L Some of the most important applications of these ideas concern spaces of continuous functions.
I do not think that this is the time to go very far along this road, but one particular fact will be useful in
§376.
Proposition Let X be a locally compact Hausdorff space, and hun in∈N a sequence in C(X), the space
of continuous real-valued functions on X. Then hun in∈N order*-converges to 0 in C(X) iff {x : x ∈
X, lim supn→∞ |un (x)| > 0} is meager. In particular, hun in∈N order*-converges to 0 if limn→∞ un (x) = 0
for every x.
367N Convergence in measure 367

proof (a) The following

S elementary fact is worth noting: if A ⊆ C(X)+ is non-empty and inf A = 0 in
C(X), then G = u∈A {x : u(x) < ²} is dense for every ² > 0. P P?? If not, take x0 ∈ X \ G. Because X is
completely regular (3A3Bb), there is a continuous function w : X → [0, 1] such that w(x0 ) = 1 and w(x) = 0
for every x ∈ G. But in this case 0 < ²w ≤ u for every u ∈ A, which is impossible. XXQQ
(b) Suppose that hun in∈N order*-converges to 0. Set vn = |un | ∧ χX, so that hvn in∈N order*-converges
to 0 (using 367C, as usual). Set
B = {v : v ∈ C(X), ∃ n ∈ N, vi ≤ v ∀ i ≥ n},
S
so that inf B = 0 in C(X) (367Be).SFor each k ∈ N, set Gk = v∈B {x : v(x) < 2−k }; then Gk is dense, by
(a), and of course is open. So H = k∈N X \ Gk is a countable union of nowhere dense sets and is meager.
But this means that

{x : lim sup |un (x)| > 0} = {x : lim sup vn (x) > 0}

n→∞ n→∞
⊆ {x : inf v(x) > 0} ⊆ H
v∈B

is meager.
(c) Now suppose that hun in∈N does not order*-converge to 0. By 367Cf, there is a w > 0 in C(X) such
that w = supi≥n w ∧ |ui | for every n ∈ N; that is, inf i≥n (w − |ui |)+ = 0 for every n. Set
Gn = {x : inf i≥n (w − |ui |)+ (x) < 2−n } = {x : supi≥n |ui (x)| > w(x) − 2−n }
for each n. Then
T
H= n∈N Gn = {x : lim supn→∞ un (x) ≥ w(x)}
is the intersection of a sequence of dense open sets, and its complement is meager.
Let G be the non-empty open set {x : w(x) > 0}. Then G is not meager, by Baire’s theorem (3A3Ha);
so G ∩ H cannot be meager. But {x : lim supn→∞ |un (x)| > 0} includes G ∩ H, so is also not meager.
Remark Unless the topology of X is discrete, C(X) is not regularly embedded in RX , and we expect to find
sequences in C(X) which order*-converge to 0 in C(X) but not in RX . But the proposition tells us that if
we have a sequence in C(X) which order*-converges in RX to a member of C(X), then it order*-converges
in C(X).

367M Everything above concerns a particular notion of sequential convergence. There is inevitably a
suggestion that there ought to be a topological interpretation of this convergence (see 367Yc, 367Yl), but
I have taken care to avoid spelling one out. I come now to something which really is a topology, and is as
closely involved with order-convergence as any.
Convergence in measure
R Let (A, µ̄) be a measure algebra. For a ∈ Af = {a : µ̄a < ∞} and u ∈ L0 =
0
L (A) set τa (u) = |u| ∧ χa, τa² (u) = µ̄(a ∩ [[|u| > ²]]). Then the topology of convergence in measure
on L0 is defined either as the topology generated by the pseudometrics (u, v) 7→ τa (u − v) or by saying that
G ⊆ L0 is open iff for every u ∈ G there are a ∈ Af , ² > 0 such that v ∈ G whenever τa² (u − v) ≤ ².
Remark The sentences above include a number of assertions which need proving. But at this point, rather
than write out any of the relevant arguments, I refer you to §245. Since we know that L0 (A) can be identified
with L0 (µ) for a suitable measure space (X, Σ, µ) (321J, 364Jc), everything we know about general spaces
L0 (µ) can be applied directly to L0 (A) for measure algebras (A, µ̄); and that is what I will do for the next
few paragraphs. So far, all I have done is to write τa in place of the τ̄F of 245A, and call on the remarks in
245Bb and 245F.

367N Theorem (a) For any measure algebra (A, µ̄), the topology T of convergence in measure on
L0 = L0 (A) is a linear space topology, and any order*-convergent sequence in L0 is T-convergent to the
same limit.
(b) (A, µ̄) is semi-finite iff T is Hausdorff.
(c) (A, µ̄) is localizable iff T is Hausdorff and L0 is complete under the uniformity corresponding to T.
(d) (A, µ̄) is σ-finite iff T is metrizable.
368 Function spaces 367N

proof 245D, 245Cb, 245E. Of course we need 322B to assure us that the phrases ‘semi-finite’, ‘localizable’,
‘σ-finite’ here correspond to the same phrases used in §245, and 367G to identify order*-convergence in L0
with the order-convergence studied in §245.

367O Proposition Let (A, µ̄) be a measure algebra and give L0 = L0 (A) its topology of convergence in
measure. If A ⊆ L0 is a non-empty, downwards-directed set with infimum 0, then for every neighbourhood
G of 0 in L0 there is a u ∈ A such that v ∈ G whenever |v| ≤ u.
R
proof Let a ∈ Af , ² > 0 be such that u ∈ G whenever |u|∧ χa ≤ ² (see 245Bb). Since {u ∧ χa :Ru ∈ A} is a
downwards-directed set in L1 = L1 (A, µ̄) with infimum 0 in L1 , there must be a u ∈ A such that u∧χa ≤ ²
(365Da). But now [−u, u] ⊆ G, as required.

367P Theorem Let U be a Banach lattice and (A, µ̄) a measure algebra. Give L0 = L0 (A) its topology
of convergence in measure. If T : U → L0 = L0 (A) is a positive linear operator, then it is continuous.
proof Take any open set G ⊆ L0 . ?? Suppose, if possible, that T −1 [G] is not open. Then we can find u,
hun in∈N ∈ U such that T u ∈ G and kun − uk ≤ 2−n , T un ∈ / GPfor every n. Set H = G −PT u; then H is an
∞ ∞
open set containing 0 but not T (un − u), for any n ∈ N. Since n=0 kun − uk < ∞, v = n=0 n|un − u| is
1
defined in U , and |T (un − u)| ≤ n T v for every n ≥ 1. But by 367N (or otherwise) we know that there is
some n such that w ∈ H whenever |w| ≤ n1 T v, so that T (un − u) ∈ H for some n, which is impossible. X
X

367Q Proposition Let (A, µ̄) be a σ-finite measure algebra.

(a) A sequence hun in∈N in L0 = L0 (A) converges in measure to u ∈ L0 iff every subsequence of hun in∈N
has a sub-subsequence which order*-converges to u.
(b) A set F ⊆ L0 is closed for the topology of convergence in measure iff u ∈ F whenever there is a
sequence hun in∈N in F order*-converging to u ∈ L0 .
proof 245K, 245L.

367R It will be useful later to be able to quote the following straightforward facts.
Proposition Let (A, µ̄) be a measure algebra. Give A its measure-algebra topology (323A) and L0 = L0 (A)
the topology of convergence in measure. Then the map χ : A → L0 is a homeomorphism between A and its
image in L0 .
proof Of course χ is injective (364Kc). The measure-algebra topology of A is defined by the Rpseudometrics
ρa (b, c) = µ̄(a ∩ (b4c)), while the topology of L0 is defined by the pseudometrics τa (u, v) = |u − v| ∧ χa,
in both cases taking a to run over elements of A of finite measure; as τa (χb, χc) is always equal to ρa (b, c),
we have the result.

367S Proposition Let E ⊆ R be a Borel set, and h : E → R a continuous function. Let (A, µ̄) be a
measure algebra, and h̄ : QE → L0 = L0 (A) the associated function, where QE = {u : u ∈ L0 , [[u ∈ E]] = 1}
(364I). Then h̄ is continuous for the topology of convergence in measure.
proof (Compare 245Dd.) Express (A, µ̄) as the measure algebra of a measure space (X, Σ, µ), and write
f • for the element of L0 corresponding to any f ∈ L0 . Take any u ∈ QE , any a ∈ A such that µ̄a < ∞, and
any ² > 0. Express u as f • where f : X → R is a measurable function, and a as F • where F ∈ Σ. Then
f (x) ∈ E a.e.(x). For each n ∈ N, write En for
{t : t ∈ E, |h(s) − h(t)| ≤ 13 ² whenever s ∈ E and |s − t| ≤ 2−n }.
Then hEn in∈N is a non-decreasing sequence of Borel sets with union E, so there is an n such that µ{x : x ∈ F ,
/ En } ≤ 31 ².
f (x) ∈ R
Now suppose that v ∈ QE is such that |v − u| ∧ χa ≤ 13 ²/2n . Express v as g • where g : X → R is a
measurable function. Then g(x) ∈ E for almost every x, and
R 1
F
min(1, |g(x) − f (x)|)µ(dx) ≤ ²/2n ,
3
367T Convergence in measure 369

so µ{x : x ∈ F, |f (x) − g(x)| > 2−n } ≤ 13 ², and

1
{x : x ∈ F, |h(g(x)) − h(f (x))| > ²}
3
⊆ {x : x ∈ F, f (x) ∈
/ En } ∪ {x : g(x) ∈
/ E}
∪ {x : x ∈ F, |f (x) − g(x)| > 2−n }

has measure at most 23 ². But this means that

R R
|h̄(v) − h̄(u)| ∧ χa = F
min(1, |hg(x) − hf (x)|)µ(dx) ≤ ².
As u, a and ² are arbitrary, h̄ is continuous.

367T Intrinsic description of convergence in measure It is a remarkable fact that the topology
of convergence in measure, not only on L0 but on its order-dense Riesz subspaces, can be described in
terms of the Riesz space structure alone, without referring at all to the underlying measure algebra or
to integration. (Compare 324H.) There is more than one way of doing this. As far as I know, none is
outstandingly convincing; I present a formulation which seems to me to exhibit some, at least, of the essence
of the phenomenon.
Proposition Let (A, µ̄) be a semi-finite measure algebra, and U an order-dense Riesz subspace of L0 =
L0 (A). Suppose that A ⊆ U and u∗ ∈ U . Then u∗ belongs to the closure of A for the topology of convergence
in measure iff
there is an order-dense Riesz subspace V of U such that
for every v ∈ V + there is a non-empty downwards-directed B ⊆ U , with infimum 0, such
that
for every w ∈ B there is a u ∈ A such that
|u − u∗ | ∧ v ≤ w.

proof (a) Suppose first that u∗ ∈ A. Take V to be U ∩ L1 (A, µ̄); then V is an order-dense Riesz subspace of
L0 , by 352Nc, and is therefore order-dense in U . (This is where I use the hypothesis that (A, µ̄) is semi-finite,
so that L1 is order-dense in L0 , by 365Ga.)
Take any v ∈ V + . For each n ∈ N, set an = [[v > 2−n ]] ∈ Af . Because u∗ ∈ A, there is a un ∈ A such
that µ̄bn ≤ 2−n , where
bn = an ∩ [[|un − u∗ | > 2−n ]] = [[|un − u∗ | ∧ v > 2−n ]].
Set cn = supi≥n bi ; then µ̄cn ≤ 2−n+1 for each n, so inf n∈N cn = 0 and inf n∈N wn = 0 in L0 , where
wn = v × χcn + 2−n χ1. Also |un − u∗ | ∧ v ≤ wn for each n.
The wn need not belong to U , so we cannot set B = {wn : n ∈ N}. But if instead we write
B = {w : w ∈ U, w ≥ v ∧ wn for some n ∈ N},
then B is non-empty and downwards-directed (because hwn in∈N is non-increasing); and

inf B = v − sup{v − w : w ∈ B}
= v − sup{w : w ∈ U, w ≤ (v − wn )+ for some n ∈ N}
= v − sup(v − wn )+
n∈N
(because U is order-dense in L0 )
= 0.

Since for every w ∈ B there is an n such that v ∧ |un − u∗ | ≤ v ∧ wn ≤ w, B witnesses that the condition is
satisfied.
f
(b) Now suppose that the condition is satisfied. Fix a ∈ A
R , ² > 0. Because V is order-dense in U and
0
therefore in L , there is a v ∈ V such that 0 ≤ v ≤ χa and v ≥ µ̄a − ². Let B be a downwards-directed
370 Function spaces 367T

set, with infimumR 0, such that for every w ∈ B there is a u ∈ A with v ∧ |u − u∗ | ≤ w. Then there is a
w ∈ B such that w ∧ v ≤ ². Now there is a u ∈ A such that |u − u∗ | ∧ v ≤ w, so that
R R R
|u − u∗ | ∧ χa ≤ ² + |u − u∗ | ∧ v ≤ ² + w ∧ v ≤ 2².
∗
As a and ² are arbitrary, u ∈ A.

*367U Theorem Let (A, µ̄) be a semi-finite measure algebra; write L1 for L1 (A, µ̄). Let P : (L1 )∗∗ → L1
be the linear operator corresponding to the band projection from (L1 )∗∗ = (L1 )×∼ onto (L1 )×× and the
canonical isomorphism between L1 and (L1 )×× . For A ⊆ L1 write A∗ for the weak* closure of the image of
A in (L1 )∗∗ . Then for every A ⊆ L1
P [A∗ ] ⊆ Γ(A),
where Γ(A) is the convex hull of A and Γ(A) is the closure of Γ(A) in L0 = L0 (A) for the topology of
convergence in measure.
proof (a) The statement of the theorem includes a number of assertions: that (L1 )∗ = (L1 )× ; that (L1 )∗∗ =
((L1 )∗ )∼ ; that the natural embedding of L1 into (L1 )∗∗ = (L1 )×∼ identifies L1 with (L1 )×× ; and that (L1 )××
is a band in (L1 )×∼ . For proofs of these see 365C, 356B, 356D, 356N and 356P.
Now for the new argument. First, observe that the statement of the theorem involves the measure algebra
(A, µ̄) and the space L0 only in the definition of ‘convergence in measure’; everything else depends only on
the Banach lattice structure of L1 . And since we are concerned only with the question of whether members
of P [A∗ ], which is surely a subset of L1 , belong to Γ(A), 367T shows that this also can be answered in terms
of the Riesz space structure of L1 . What this means is that we can suppose that (A, µ̄) is localizable. P P
b
Let (A, µ̃) be the localization of (A, µ̄) (322P). The natural expression of A as an order-dense subalgebra of
b identifies Af = {a : a ∈ A, µ̄a < ∞} with A
A b f (322O), so that L1 (A, µ̄) becomes identified with L1 (A,
b µ̃),
1 1 b b µ̃) is localizable. Q
by 365Od. Thus we can think of L as L (A, µ̃), and (A, Q

(b) Take φ ∈ A∗ and set u0 = P φ; I have to show that u0 ∈ Γ(A). Write R for the canonical map from
L to (L1 )∗∗ , so that φ belongs to the weak* closure of R[A].
1

Consider first the case u0 = 0. Take any c ∈ Af and ² > 0. We know that (L1 )∗ = (L1 )∼ = (L1 )× can
be identified with L∞ = L∞ (A) (365Jc), so that φ ∈ (L∞ )∗ = (L∞ )∼ must be in the band orthogonal to
(L∞ )× . Now we can identify (L∞ )∼ with the Riesz space M of bounded additive functionals on A, and
if we do so then (L∞ )× corresponds to the space Mτ of completely additive functionals (363K). Writing
Pτ : M → Mτ for the band projection, we must have Pτ (ν) = 0, where ν ∈ M is defined by setting
νa = φ(χa) for each a ∈ A; consequently Pτ (|ν|) = 0 and there is an upwards-directed family C ⊆ A, with
supremum 1, such that |ν|(a) = 0 for every a ∈ C (362D). Since µ̄c = supa∈C µ̄(a ∩ c), there is an a ∈ C
such that µ̄(c \ a) ≤ ².
Consider the map Q : L1 → L1 defined by setting Qw = w × χa for every w ∈ L1 . Then its adjoint
Q : L∞ → L∞ (3A5Ed) can be defined by the same formula: Q0 v = v × χa for every v ∈ L∞ . Since
0

|φ| ∈ (L∞ )∼ corresponds to |ν| ∈ M , we have

|φ(Q0 v)| ≤ kvk∞ |φ|(χa) = kvk∞ |ν|(a) = 0
for every v ∈ L∞ , and Q00 φ = 0, where Q00 : (L∞ )∗ → (L∞ )∗ is the adjoint of Q0 . Since Q00 is continuous for
the weak* topology on (L∞ )∗ , 0 ∈ Q00 [R[A]], where Q00 R[A] is the closure for the weak* topology of (L∞ )∗ .
But of course Q00 R = RQ, while the weak* topology of (L∞ )∗ corresponds, on the image R[L1 ] of L1 , to
the weak topology of L1 ; so that 0 belongs to the closure of Q[A] for the weak topology of L1 .
Because Q is linear, Q[Γ(A)] is convex. Since 0 belongs to the closure of Q[Γ(A)] for the weak topology
of L1 , it belongs to the closure of Q[Γ(A)] for the norm topology (3A5Ee). So 0 belongs to the closure of
Q[Γ(A)] for the norm topology, and there is a w ∈ Γ(A) such that kw × χak1 ≤ ²2 . But this means that
µ̄(a ∩ [[|w| ≥ ²]]) ≤ ² and µ̄(c ∩ [[|w| ≥ ²]]) ≤ 2². Since c and ² are arbitrary, 0 ∈ Γ(A).
(c) This deals with the case u0 = 0. Now the general case follows at once if we set B = A − u0 and
observe that φ − Ru0 ∈ B ∗ , so
0 = P (φ − Ru0 ) ∈ Γ(B) = Γ(A) − u0 = Γ(A) − u0 .
367Xf Convergence in measure 371

Remark This is a version of a theorem from Bukhvalov 95.

*367V Corollary Let (A, µ̄) be a localizable measure algebra. Let C be a family of convex subsets of
L0 = L0 (A), all closed for the topology of convergence in measure, with the finite intersection property,
R and
suppose
T that for every non-zero a ∈ A there are a non-zero b ⊆ a and a C ∈ C such that sup u∈C b
|u| < ∞.
Then C = 6 ∅.
proof Because C has the finite intersection property, there is an ultrafilter F on L0 including C. Set
R
I = {a : a ∈ A, inf F ∈F supu∈F a
|u| < ∞};
because F is a filter, I is an ideal in A, and the condition on C tells us that I is order-dense. For each a ∈ I,
define Qa : L0 → L0 by setting Qa u = u × χa. Then there is an F ∈ F such that Qa [F ] is a norm-bounded
set in L1 , so φa = limu→F RQa u is defined in (L∞ )∗ for the weak* topology on (L∞ )∗ , writing R for the
canonical map from L1 to (L∞ )∗ ∼ = (L1 )∗∗ . If P : (L∞ )∗ → L1 is the map corresponding to the band
∞ ∼ ∞ ×
projection P̃ from (L ) onto (L ) , as in 367U, and C ∈ C, then 367U tells us that P (φa ) must belong
to the closure of the convex set Qa [C] for the topology of convergence in measure. Moreover, if a ⊆ b ∈ I,
so that Qa = Qa Qb , then P (φa ) = Qa P (φb ). P P Qa ¹L1 is a band projection on L1 , so its adjoint Q0a is a
band projection on L = (L ) (356C) and Qa is a band projection on (L∞ )∗ ∼
∞ ∼ 1 ∼ 00
= (L∞ )∼ . This means that
Qa will commute with P̃ (352Sb). But also Qa is continuous for the weak* topology of (L∞ )∗ , so
00 00

Q00a (φb ) = limu→F Q00a RQb u = limu→F RQa Qb u = φa ,

and
P (φa ) = R−1 P̃ (φa ) = R−1 P̃ Q00a (φb ) = R−1 Q00a P̃ (φb ) = Qa R−1 P̃ (φb ) = Qa P (φb ). Q
Q
0 ∼
Q
What this means is that if we take a partition D of unity included in I (313K), so that L = L0 (Ad ) d∈D
0
(315F(iii), 364S), and define w ∈ L by saying that w × χd = P (φd ) for every d ∈ D, then we shall have
w × χa = P (φa ) for every a ∈ I. But now, given a ∈ Af and ² > 0 and C ∈ C, there is a b ∈ I
such that µ̄(a \ b) ≤ ²; w × χb ∈ Qb [C], so there is a u ∈ C such that µ̄(b ∩ [[|w − u| ≥ ²]]) ≤T²; and
µ̄(a
T ∩ [[|w − u| ≥ ²]]) ≤ 2². As a, ² are arbitrary and C is closed, w ∈ C; as C is arbitrary, w ∈ C and
C 6= ∅.

367X Basic exercises > (a) Let P be a lattice. (i) Show that if p ∈ P and hpn in∈N is a non-decreasing
sequence in P , then hpn in∈N is order*-convergent to p iff p = supn∈N pn . (ii) Suppose that hpn in∈N a sequence
in P order*-converging to p ∈ P . Show that p = supn∈N p ∧ pn = inf n∈N p ∨ pn . (iii) Let hpn in∈N , hqn in∈N be
two sequences in P which are order*-convergent to p, q respectively. Show that if pn ≤ qn for every n then
p ≤ q. (iv) Let hpn in∈N be a sequence in P . Show that hpn in∈N order*-converges to p ∈ P iff hpn ∨ pin∈N
and hpn ∧ pin∈N order*-converge to p.
(b) Let P and Q be lattices, and f : P → Q an order-preserving function. Suppose that hpn in∈N is an
order-bounded sequence which order*-converges to p in P . Show that hf (pn )in∈N order*-converges to f (p)
in Q if either f is order-continuous or P is Dedekind σ-complete and f is sequentially order-continuous.
(c) Let P be either a Boolean algebra or a Riesz space. Suppose that hpn in∈N is a sequence in P such
that hp2n in∈N and hp2n+1 in∈N are both order*-convergent to p ∈ P . Show that hpn in∈N is order*-convergent
to p. (Hint: 313B, 352E.)
>(d) Let A be a Boolean algebra and han in∈N , hbn in∈N two sequences in A order*-converging to a,
b respectively. Show that han ∪ bn in∈N , han ∩ bn in∈N , han \ bn in∈N , han 4 bn in∈N order*-converge to a ∪ b,
a ∩ b, a \ b and a 4 b respectively.
(e) Let A be a Boolean algebra and han in∈N a sequence in A. Show that han in∈N does not order*-converge
to 0 iff there is a non-zero a ∈ A such that a = supi≥n a ∧ ai for every n ∈ N.

>(f ) (i) Let U be a Riesz space and hun in∈N an order*-convergent sequence in U + with limit u. Show that
h(u) ≤ lim inf n→∞ h(un ) for every h ∈ (U × )+ . (ii) Let U be a Riesz space and hun in∈N an order-bounded
order*-convergent sequence in U with limit u. Show that h(u) = limn→∞ h(un ) for every h ∈ U × . (Compare
356Xd.)
372 Function spaces 367Xg

> (g) Let U be a Riesz space with a Fatou norm k k. (i) Show that if hun in∈N is an order*-convergent
sequence in U with limit u, then kuk ≤ lim inf n→∞ kun k. (Hint: h|un | ∧ |u|in∈N is order*-convergent to
|u|.) (ii) Show
P∞ that if hun in∈N is a norm-convergent sequence in U it has an order*-convergent subsequence.
(Hint: if n=0 kun k < ∞ then hun in∈N order*-converges to 0.)
(h) Let U and V be Archimedean Riesz spaces and T : U → V an order-continuous Riesz homomorphism.
Show that if hun in∈N is a sequence in U which order*-converges to u ∈ U , then hT un in∈N order*-converges
to T u in V .
(i) Let A be a Boolean algebra and B an order-closed subalgebra. Show that if hbn in∈N is a sequence in
B and b ∈ B, then hbn in∈N order*-converges to b in B iff it order*-converges to b in A.
(j) Let A be a Dedekind σ-complete Boolean algebra and hun in∈N , hvn in∈N two sequences in L0 (A) which
are order*-convergent to u, v respectively. Show that hun × vn in∈N order*-converges to u × v. Show that if
u, un all have multiplicative inverses u−1 , u−1 −1
n then hun in∈N order*-converges to u
−1
.
(k) Let A be a Dedekind σ-complete Boolean algebra and I a σ-ideal of A. Show that for any han in∈N ,
a ∈ A, ha•n in∈N order*-converges to a• in A/I iff inf n∈N supm≥n am 4a ∈ I.

> (l) Let A be a Dedekind σ-complete Boolean algebra, and hhn in∈N a sequence of Borel measurable
functions from R to itself such that h(t) = limn→∞ hn (t) is defined for every t ∈ R. Show that hh̄n (u)in∈N
order*-converges to h̄(u) for every u ∈ L0 = L0 (A), where h̄n , h̄ : L0 → L0 are defined as in 364I.
(m) Let (A, µ̄) be a measure algebra, and hun in∈N a sequence in L1 = L1 (A, µ̄) which is order*-convergent
to u ∈ L1 . Show that hun in∈N is norm-convergent to u iff {un : n ∈ N} is uniformly integrable iff kuk1 =
limn→∞ kun k1 . (Hint: 245H, 246J.)
(n) Let U be an L-space and hun in∈N a norm-bounded
Pn sequence in U . Show that there are a v ∈ U and
1
a subsequence hvn in∈N of hun in∈N such that h n+1 i=0 wi in∈N order*-converges to v for every subsequence
hwn in∈N of hvn in∈N . (Hint: 276H.)
> (o) Let (A, µ̄) be a measure algebra and give L0 = L0 (A) its topology of convergence in measure. Show
that u 7→ |u|, (u, v) 7→ u ∨ v, (u, v) 7→ u × v are continuous.
(p) Let (A, µ̄) be a measure algebra and p ∈ [1, ∞[. For v ∈ (Lp )+ = Lp (A, µ̄)+ define ρv : L0 ×L0 → [0, ∞[
by setting ρv (u1 , u2 ) = k|u1 − u2 | ∧ vkp for all u1 , u2 ∈ U . Show that each ρv is a pseudometric and that
the topology on L0 = L0 (A) defined by {ρv : v ∈ (Lp )+ } is the topology of convergence in measure.
(q) Let (A, µ̄) be a σ-finite measure algebra. Suppose we have a double sequence huij i(i,j)∈N×N in L0 =
L (A) such that huij ij∈N order*-converges to ui in L0 for each i, while hui ii∈N order*-converges to u. Show
0

that there is a strictly increasing sequence hn(i)ii∈N such that hui,n(i) ii∈N order*-converges to u.

(r) Let (X, Σ, µ) be a semi-finite measure space. Show that L0 (µ) is separable for the topology of
convergence in measure iff µ is σ-finite and has countable Maharam type. (Cf. 365Xp.)
(s) Let (A, µ̄) be a measure algebra. (i) Show that if han in∈N is order*-convergent to a ∈ A, then
han in∈N → a for the measure-algebra topology. (ii) Show that if (A, µ̄) is σ-finite, then (α) a sequence
converges to a for the topology of A iff every subsequence has a sub-subsequence which is order*-convergent
to to a (β) a set F ⊆ A is closed for the topology of A iff a ∈ F whenever there is a sequence han in∈N in F
which is order*-convergent to a ∈ A.
(t) Let (A, µ̄) be a measure algebra which is not σ-finite. Show that there is a set A ⊆ L0 (A) such
that the limit of any order*-convergent sequence in A belongs to A, but A is not closed for the topology of
convergence in measure.
(u) Let U be a Banach lattice with an order-continuous norm. (i) Show that a sequence hun in∈N is
norm-convergent to u ∈ U iff every subsequence has a sub-subsequence which is order-bounded and order*-
convergent to u. (ii) Show that a set F ⊆ U is closed for the norm topology iff u ∈ F whenever there is an
order-bounded sequence hun in∈N in F order*-converging to u ∈ U .
367Yj Convergence in measure 373

(v) Let (A, µ̄) be a probability algebra. For u ∈ L0 = L0 (A) let νu be the distribution of u (364Xd).
Show that u 7→ νu is continuous when L0 is given the topology of convergence in measure and the space of
probability distributions on R is given the vague topology (274Ld).
(w) Let (A, µ̄) be a probability algebra and hun in∈N a stochastically independent sequence in L0 , all
with the Cauchy distribution νC,1 with centre 0 and scale parameter 1 (285Xm). For each n let Cn be the
convex hull of {ui : i ≥ n}, and Cn its closure for the topology of convergence in measure. Show that every
u ∈ C0 has distribution νC,1 . (Hint: consider first u ∈ C0 .) Show that C0 is bounded for the topology of
T
convergence in measure. Show that n∈N Cn = ∅.
(x) If U is a linear space and C ⊆ U is a convex set, a function f : C → R is convex if f (αx + (1 − α)y) ≤
αf (x) + (1 − α)f (y) whenever x, y ∈ C and α ∈ [0, 1]. Let (A, µ̄) be a localizable measure algebra and
C ⊆ L1 (A, µ̄) a non-empty convex norm-bounded set which is closed in L0 (A) for the topology of convergence
in measure. Show that any convex function f : C → R which is lower semi-continuous for the topology of
convergence in measure is bounded below and attains its infimum.

367Y Further exercises (a) Give an example of an Archimedean Riesz space U and an order-bounded
sequence hun in∈N in U which is order*-convergent to 0, but such that there is no non-increasing sequence
hvn in∈N , with infimum 0, such that un ≤ vn for every n ∈ N.
(b) Let P be a distributive lattice. Show that if hpn in∈N is a sequence in P order*-converging to p ∈ P ,
then hpn ∨ qin∈N , hpn ∧ qin∈N order*-converge to p ∨ q, p ∧ q respectively for any q ∈ P .
(c) Let P be any lattice. (i) Show that there is a topology on P for which a set A ⊆ P is closed iff
p ∈ A whenever there is a sequence in A which is order*-convergent to p. Show that any closed set for this
topology is sequentially order-closed. (ii) Now let Q be another lattice, with the topology defined in the
same way, and f : P → Q an order-preserving function. Show that if f is topologically continuous it is
sequentially order-continuous.
(d) Let us say that a lattice P is (2, ∞)-distributive if (α) whenever A, B ⊆ P are non-empty sets with
infima p, q respectively, then inf{a ∨ b : a ∈ A, b ∈ B} = p ∨ q (β) whenever A, B ⊆ P are non-empty sets
with suprema p, q respectively, then sup{a ∧ b : a ∈ A, b ∈ B} = p ∧ q. Show that, in this case, if hpn in∈N
order*-converges to p and hqn in∈N order*-converges to q, hpn ∨ qn in∈N order*-converges to p ∨ q.
(e) Give an example of a lattice P with two sequences hpn in∈N , hqn in∈N , both order*-convergent to p,
such that hpn ∨ qn in∈N is not order*-convergent to p.
(f ) (i) Give an example of a Riesz space U with an order-dense Riesz subspace V of U and a sequence
hvn in∈N in V such that hvn in∈N order*-converges to 0 in V but does not order*-converge in U . (ii) Give
an example of a Riesz space U with an order-dense Riesz subspace V of U and a sequence hvn in∈N in V ,
order-bounded in V , such that hvn in∈N order*-converges to 0 in U but does not order*-converge in V .
(g) Let U be an Archimedean f -algebra. Show that if hun in∈N , hvn in∈N are sequences in U order*-
converging to u, v respectively, then hun × vn in∈N order*-converges to u × v.
(h) Let A be a Dedekind σ-complete Boolean algebra and r ≥ 1. Let E ⊆ Rr be a Borel set and write
QE = {(u1 , . . . , ur ) : [[(u1 , . . . , ur ) ∈ E]] = 1} ⊆ L0 (A)r (364Yc). Let h : E → R be a continuous function
and h̄ : QE → L0 the corresponding map (364Yd). Show that if hun in∈N is a sequence in QE which is
order*-convergent to u ∈ QE (in the lattice (L0 )r ), then hh̄(un )in∈N is order*-convergent to h̄(u).
(i) Let X be a completely regular Baire space (definition: 314Yd), and hun in∈N a sequence in C(X).
Show that hun in∈N order*-converges to 0 in C(X) iff {x : lim supn→∞ |un (x)| > 0} is meager in X.
(j) (i) Give an example of a sequence hun in∈N in C([0, 1]) such that limn→∞ un (x) = 0 for every x ∈ [0, 1],
but {un : n ∈ N} is not order-bounded in C([0, 1]). (ii) Give an example of an order-bounded sequence
hun in∈N in C(Q) such that limn→∞ un (q) = 0 for every q ∈ Q, but supi≥n ui = χQ in C(Q) for every n ∈ N.
(iii) Give an example of a sequence hun in∈N in C([0, 1]) such that hun in∈N order*-converges to 0 in C([0, 1]),
but limn→∞ un (q) > 0 for every q ∈ Q ∩ [0, 1].
374 Function spaces 367Yk

(k) Write out an alternative proof of 367K/367Yi based on the fact that, for a Baire space X, C(X) can
be identified with an order-dense Riesz subspace of a quotient of the space of Σ-measurable functions, where
Σ is the algebra of subsets of X with the Baire property, as in 364Yi.

(l) Let A be a ccc weakly (σ, ∞)-distributive Boolean algebra. Show that there is a topology on A such
that the closure of any A ⊆ A is precisely the set of limits of order*-convergent sequences in A.

(m) Give an example of a set X and a double sequence humn im,n∈N in RX such that limn→∞ umn (x) =
um (x) exists for every m ∈ N and x ∈ X, limm→∞ um (x) = 0 for every x ∈ X, but there is no sequence
hvk ik∈N in {umn : m, n ∈ N} such that limk→∞ vk (x) = 0 for every x.

(n) Let U be any Banach lattice with an order-continuous norm. For v ∈ U + define ρv : U × U → [0, ∞[
by setting ρv (u1 , u2 ) = k|u1 − u2 | ∧ vk for all u1 , u2 ∈ U . Show that every ρv is a pseudometric on U , and
that {ρv : v ∈ U + } defines a Hausdorff linear space topology on U .

(o) Let U be any Riesz space. For h ∈ (Uc∼ )+ (356Ab), v ∈ U + define ρvh : U × U → [0, ∞[ by setting
ρvh (u1 , u2 ) = h(|u1 − u2 | ∧ v) for all u1 , u2 ∈ U . Show that each ρvh is a pseudometric on U , and that
{ρvh : h ∈ (Uc∼ )+ , v ∈ U + } defines a linear space topology on U .

(p) Let (A, µ̄) be a σ-finite measure algebra. Show that the function (α, u) 7→ [[u > α]] : R × L0 → A
is Borel measurable when L0 = L0 (A) is given the topology of convergence in measure and A is given its
measure-algebra topology. (Hint: if a ∈ A, γ ≥ 0 then {(α, u) : µ̄(a ∩ [[u > α]]) > γ} is open.)

(q) Let G be the regular open algebra of R. Show that there is no Hausdorff topology T on L0 (G) such
that hun in∈N is T-convergent to u whenever hun in∈N is order*-convergent to u. (Hint: Let H be any T-open
set containing 0. Enumerate Q as hqn in∈N . Find inductively a non-decreasing sequence hGn in∈N in G such
that χGn ∈ H, qn ∈ Gn for every n. Conclude that χR ∈ H.)

(r) Give an example of a Banach lattice with a norm which is not order-continuous, but in which every
order-bounded order*-convergent sequence is norm-convergent.

(s) Let A be a Dedekind σ-complete Boolean algebra and r ≥ 1. Let E ⊆ Rr be a Borel set and write
QE = {(u1 , . . . , ur ) : [[(u1 , . . . , ur ) ∈ E]] = 1} ⊆ L0 (A)r (364Yc). Let h : E → R be a continuous function
and h̄ : QE → L0 the corresponding map (364Yd). Show that if h̄ is continuous if L0 is given its topology
of convergence in measure and (L0 )r the product topology.

(t) Show that 367U is true for all measure algebras, whether semi-finite or not.

367 Notes and comments I have given a very general definition of ‘order*-convergence’. The general
theory of convergence structures on ordered spaces is complex and full of traps for the unwary. I have
tried to lay out a safe path to the results which are important in the context of this book. But the
propositions here are necessarily full of little conditions (e.g., the requirement that U should be Archimedean,
in 367F) whose significance may not be immediately obvious. In particular, the definition is very much better
adapted to distributive lattices than to others (367Yb, 367Yd, 367Ye). It is useful in the study of Riesz
spaces and Boolean algebras largely because these satisfy strong distributive laws (313B, 352E). The special
feature which distinguishes the definition here from other definitions of order-convergence is the fact that
it can be applied to sequences which are not order-bounded. For order-bounded sequences there are useful
simplifications (367Be-f), but the Martingale Theorem (357J), for instance, if we want to express it in terms
of its natural home in the Riesz space L1 , refers to sequences which are hardly ever order-bounded.
The * in the phrase ‘order*-convergent’ is supposed to be a warning that it may not represent exactly the
concept you expect. I think nearly any author using the phrase ‘order-convergent’ would accept sequences
fulfilling the conditions of 367Bf; but beyond this no standard definitions have taken root.
The fact that order*-convergent sequences in an L0 space are order-bounded (367H) is actually one of
the characteristic properties of L0 . Related ideas will be important in the next section (368A, 368M).
It is one of the outstanding characteristics of measure algebras in this context that they provide non-
trivial linear space topologies on their L0 spaces, related in striking ways to the order structure. Not all L0
368B Embedding Riesz spaces in L0 375

spaces have such topologies (367Yq). It is not known whether a topology corresponding to ‘convergence in
measure’ can be defined on L0 (A) for any A which is not a measure algebra; this is the ‘control measure
problem’, which I will discuss in §393 (see 393L).
367T shows that the topology of convergence in measure on L0 (A) is (at least for semi-finite measure
algebras) determined by the Riesz space structure of L0 ; and that indeed the same is true of its order-dense
Riesz subspaces. This fact is important for a full understanding of the representation theorems in §369
below. If a Riesz space U can be embedded as an order-dense subspace of any such L0 , then there is already
a ‘topology of convergence in measure’ on U , independent of the embedding. It is therefore not surprising
that there should be alternative descriptions of the topology of convergence in measure on the important
subspaces of L0 (367Xp, 367Yn).
For σ-finite measure algebras, the topology of convergence in measure is easily described in terms of
order-convergence (367Q). For other measure algebras, the formula fails (367Xt). 367Yq shows that trying
to apply the same ideas to Riesz spaces in general gives rise to some very curious phenomena.
367V enables us to prove results which would ordinarily be associated with some form of compactness. Of
course compactness is indeed involved, as the proof through 367U makes clear; but it is weak* compactness
in (L1 )∗∗ , rather than in the space immediately to hand.
I hardly mention ‘uniform integrability’ in this section, not because it is uninteresting, but because I have
nothing to add at this point to 246J and the exercises in §246. But I do include translations of Lebesgue’s
Dominated Convergence Theorem (367I) and the Martingale Theorem (367J) to show how these can be
expressed in the language of this chapter.

368 Embedding Riesz spaces in L0

In this section I turn to the representation of Archimedean Riesz spaces as function spaces. Any Archi-
medean Riesz space U can be represented as an order-dense subspace of L0 (A), where A is its band algebra
(368E). Consequently we get representations of Archimedean Riesz spaces as quotients of subspaces of RX
(368F) and as subspaces of C ∞ (X) (368G), and a notion of ‘Dedekind completion’ (368I-368J). Closely
associated with these is the fact that we have a very general extension theorem for order-continuous Riesz
homomorphisms into L0 spaces (368B). I give a characterization of L0 spaces in terms of lateral completeness
(368M, 368Yd), and I discuss weakly (σ, ∞)-distributive Riesz spaces (368N-368S).

368A Lemma Let A be a Dedekind σ-complete Boolean algebra, and A ⊆ (L0 )+ a set with no upper
bound in L0 , where L0 = L0 (A). If either A is countable or A is Dedekind complete, there is a v > 0 in L0
such that nv = supu∈A u ∧ nv for every n ∈ N.
proof The hypothesis ‘A is countable or A is Dedekind complete’ ensures that cα = supu∈A [[u > α]] is
defined for each α. By 364Ma, c = inf n∈N cn = inf α∈R cα is non-zero. Now for any n ≥ 1, α ∈ R
α α
[[supu∈A (u ∧ nχc) > α]] = supu∈A [[u > α]] ∩ [[χc > n ]] = [[χc > n ]],
because if 0 ≤ α ≤ k ∈ N then
α
supu∈A [[u > α]] ⊇ ck ⊇ c ⊇ [[χc > n ]],

while if α < 0 then (because A is a non-empty subset of (L0 )+ )

α
supu∈A [[u > α]] = 1 = [[χc > n ]].
So supu∈A u ∧ nχc = nχc for every n ≥ 1, and we can take v = χc. (The case n = 0 is of course trivial.)

368B Theorem Let A be a Dedekind complete Boolean algebra, U an Archimedean Riesz space, V an
order-dense Riesz subspace of U and T : V → L0 = L0 (A) an order-continuous Riesz homomorphism. Then
T has a unique extension to an order-continuous Riesz homomorphism T̃ : U → L0 .
proof (a) The key to the proof is the following: if u ≥ 0 in U , then {T v : v ∈ V, 0 ≤ v ≤ u} is
bounded above in L0 . P
P?? Suppose, if possible, otherwise. Then by 368A there is a w > 0 in L0 such that
376 Function spaces 368B

nw = supv∈A nw ∧ T v for every n ∈ N, where A = {v : v ∈ V, 0 ≤ v ≤ u}. In particular, there is a v0 ∈ A

such that w0 = w ∧ T v0 > 0. Because U is Archimedean, inf k≥1 k1 u = 0, so v0 = supk≥1 (v0 − k1 u)+ . Because
V is order-dense in U , v0 = sup B where
1
B = {v : v ∈ V, 0 ≤ v ≤ (v0 − u)+ for some k ≥ 1}.
k

Because T is order-continuous, T v0 = sup T [B] in L0 , and there is a v1 ∈ B such that w1 = w0 ∧ T v1 > 0.

Let k ≥ 1 be such that v1 ≤ (v0 − k1 u)+ . Then for any m ∈ N,

mv1 ∧ u ≤ (mv1 ∧ kv0 ) + (mv1 ∧ (u − kv0 )+ )

(352Fa)
1
≤ kv0 + (m + k)(v1 ∧ ( u − v0 )+ ) = kv0 .
k

So for any v ∈ A, m ∈ N,
mw1 ∧ T v = mw1 ∧ mT v1 ∧ T v ≤ T (mv1 ∧ v) ≤ T (mv1 ∧ u) ≤ T (kv0 ) = kT v0 .
But this means that, for m ∈ N,
mw1 = mw1 ∧ mw = supv∈A mw1 ∧ (mw ∧ T v) = supv∈A mw1 ∧ T v ≤ kT v0 ,
which is impossible because L0 is Archimedean and w1 > 0. X
XQQ
(b) Because L0 is Dedekind complete, sup{T v : v ∈ V, 0 ≤ v ≤ u} is defined in L0 for every u ∈ U . By
355F, T has a unique extension to an order-continuous Riesz homomorphism from U to L0 .

368C Corollary Let A and B be Dedekind complete Boolean algebras and U , V order-dense Riesz
subspaces of L0 (A), L0 (B) respectively. Then any Riesz space isomorphism between U and V extends
uniquely to a Riesz space isomorphism between L0 (A) and L0 (B); and in this case A and B must be
isomorphic as Boolean algebras.
proof If T : U → V is a Riesz space isomorphism, then 368B tells us that we have (unique) order-continuous
Riesz homomorphisms S : L0 (A) → L0 (B) and S 0 : L0 (B) → L0 (A) extending T , T −1 respectively. Now
S 0 S : L0 (A) → L0 (A) is an order-continuous Riesz homomorphism agreeing with the identity on U , so must
be the identity on L0 (A); similarly SS 0 is the identity on L0 (B), and S is a Riesz space isomorphism. To
see that A and B are isomorphic, recall that by 364Q they can be identified with the algebras of projection
bands of L0 (A) and L0 (B), which must be isomorphic.

368D Corollary Suppose that A is a Dedekind σ-complete Boolean algebra, and that U is an order-
dense Riesz subspace of L0 (A) which is isomorphic, as Riesz space, to L0 (B) for some Dedekind complete
Boolean algebra B. Then U = L0 (A) and A is isomorphic to B (so, in particular, is Dedekind complete).
proof The identity mapping U → U is surely an order-continuous Riesz homomorphism, so by 368B extends
to an order-continuous Riesz homomorphism T̃ : L0 (A) → U . Now T̃ must be injective, because if u 6= 0 in
L0 (A) there is a u0 ∈ U such that 0 < u0 ≤ |u|, so that 0 < u0 ≤ |T̃ u|. So we must have U = L0 (A) and T̃
the identity map. By 368C, or otherwise, A ∼= B.

368E Theorem Let U be any Archimedean Riesz space, and A its band algebra (353B). Then U can
be embedded as an order-dense Riesz subspace of L0 (A).
proof (a) If U = {0} then A = {0}, L0 = L0 (A) = {0} and the result is trivial; I shall therefore suppose
henceforth that U is non-trivial. Note that by 352Q A is Dedekind complete.
Let C ⊆ U + \ {0} be a maximal disjoint set (in the sense of 352C); to obtain such a set apply Zorn’s
lemma to the family of all disjoint subsets of U + \ {0}. Now I can write down the formula for the embedding
T : U → L0 immediately, though there will be a good deal of work to do in justification: for u ∈ U and
α ∈ R, [[T u > α]] will be the band in U generated by
368E Embedding Riesz spaces in L0 377

{e ∧ (u − αe)+ : e ∈ C}.
(For once, I allow myself to use the formula [[. . . ]] without checking immediately that it represents a member
of L0 ; all I claim for the moment is that [[T u > α]] is a member of A determined by u and α.)
(b) Before getting down to the main argument, I make some remarks which will be useful later.
(i) If u > 0 in U , then there is some e ∈ C such that u ∧ e > 0, since otherwise we ought to have added
u to C. Thus C ⊥ = {0}.
(ii) If u ∈ U and e ∈ C and α ∈ R, then v = e ∧ (αe − u)+ belongs to [[T u > α]]⊥ . P
P If e0 ∈ C, then
0
either e 6= e so
v ∧ e0 ∧ (u − αe0 )+ ≤ e ∧ e0 = 0,
or e0 = e and
v ∧ e0 ∧ (u − αe0 )+ ≤ (αe − u)+ ∧ (u − αe)+ = 0.
Accordingly [[T u > α]] is included in the band {v}⊥ and v ∈ [[T u > α]]⊥ . Q
Q
(c) Now I must confirm that the formula given for [[T u > α]] is consistent with the conditions laid down
in 364A. P
P Take u ∈ U .
(i) If α ≤ β then
0 ≤ e ∧ (u − βe)+ ≤ e ∧ (u − αe)+ ∈ [[T u > α]]
so e ∧ (u − βe)+ ∈ [[T u > α]] for every e ∈ C and [[T u > β]] ⊆ [[T u > α]].
(ii) Given α ∈ R, set W = supβ>α [[T u > β]] in A, that is, the band in U generated by {e ∧ (u − βe)+ :
e ∈ C, β > α}. Then for each e ∈ C,
supβ>α e ∧ (u − βe)+ = e ∧ (u − inf β>α e)+ = e ∧ (u − αe)+
using the general distributive laws in U (352E), the translation-invariance of the order (351D) and the fact
that U is Archimedean (to see that αe = inf β>α βe). So e ∧ (u − αe)+ ∈ W ; as e is arbitrary, [[T u > α]] ⊆ W
and [[T u > α]] = W .
(iii) Now set W = inf n∈N [[T u > n]]. For any e ∈ C, n ∈ N we have
e ∧ (ne − u)+ ∈ [[T u > n]]⊥ ⊆ W ⊥ ,
so that
e ∧ (e − n1 u+ )+ ≤ e ∧ (e − n1 u)+ ∈ W ⊥
for every n ≥ 1 and
e = supn≥1 e ∧ (e − n1 u+ )+ ∈ W ⊥ .
Thus C ⊆ W ⊥ and W ⊆ C ⊥ = {0}. So we have inf n∈N [[T u > n]] = 0.
(iv) Finally, set W = supn∈N [[T u > −n]]. Then
e ∧ (e − n1 u− )+ ≤ e ∧ (e + n1 u)+ ≤ e ∧ (u + ne)+ ∈ W
for every n ≥ 1 and e ∈ C, so
e = supn≥1 e ∧ (e − n1 u− )+ ∈ W
for every e ∈ C and W ⊥ = {0}, W = U . Thus all three conditions of 364A are satisfied. Q
Q
(d) Thus we have a well-defined map T : U → L0 . I show next that T (u + v) = T u + T v for all u, v ∈ U .
P
P I rely on the formulae in 364E and 364Fa, and on partitions of unity in A, constructed as follows. Fix
n ≥ 1 for the moment. Then we know that
i i
supi∈Z [[T u > n ]] = 1, inf i∈Z [[T u > n ]] = 0.
So setting
378 Function spaces 368E

i i+1 i i+1 ⊥
Vi = [[T u > n ]] \ [[T u > n ]] = [[T u > n ]] ∩ [[T u > n ]] ,

hVi ii∈Z is a partition of unity in A. Similarly, hWi ii∈Z is a partition of unity, where
i i+1 ⊥
Wi = [[T v > n ]] ∩ [[T v > n ]] .

Now, for any i, j, k ∈ Z such that i + j ≥ k,

i j i+j k
Vi ∩ Wj ⊆ [[T u > n ]] ∩ [[T v > n ]] ⊆ [[T u + T v > n ]] ⊆ [[T u + T v > n ]];

thus
k
[[T u + T v > n ]] ⊇ supi+j≥k Vi ∩ Wj .
i i+1
On the other hand, if q ∈ Q and k ∈ Z, there is an i ∈ Z such that n ≤q< n , so that
k+1 i k−i
[[T u > q]] ∩ [[T v > n − q]] ⊆ [[T u > n ]] ∩ [[T v > n ]] ⊆ supi+j≥k Vi ∩ Wj ;
thus for any k ∈ Z
k+1 k
[[T u + T v > n ]] ⊆ supi+j≥k Vi ∩ Wj ⊆ [[T u + T v > n ]].

Also, if 0 < w ∈ Vi ∩ Wj , e ∈ C then

i+1 + j+1 +
w ∧ e ∧ (u − e) = w ∧ e ∧ (v − e) = 0,
n n

so that
i+j+2 +
w ∧ e ∧ (u + v − e) =0
n

because
i+j+2 + i+1 + j+1 +
(u + v − e) ≤ (u − e) + (v − e)
n n n
i+j+2
by 352Fc. But this means that Vi ∩ Wj ∩ [[T (u + v) > n ]] = {0}. Turning this round,
k+1
[[T (u + v) > n ]] ∩ supi+j≤k−1 Vi ∩ Wj = 0,
and because supi,j∈Z Vi ∩ Wj = U in A,
k+1
[[T (u + v) > n ]] ⊆ supi+j≥k Vi ∩ Wj .

Finally, if i + j ≥ k and 0 < w ∈ Vi ∩ Vj , then there is an e ∈ C such that w1 = w ∧ e ∧ (u − ni e)+ > 0; there
is an e0 ∈ C such that w2 = w1 ∧ e0 ∧ (v − nj e0 )+ > 0; of course e = e0 , and

i j i+j +
0 < w2 ≤ e ∧ (u − e)+ ∧ (v − )+ ≤ e ∧ (u + v − e)
n n n
i+j k
∈ [[T (u + v) > ]] ⊆ [[T (u + v) > ]]
n n

k ⊥ k
using 352Fc. This shows that w 6∈ [[T (u + v) > n ]] ; as w is arbitrary, Vi ∩ Wj ⊆ [[T (u + v) > n ]]; so we get
k
supi+j≥k Vi ∩ Wj ⊆ [[T (u + v) > n ]].

Putting all these four together, we see that

k+1 k
[[T (u + v) > n ]] ⊆ supi+j≥k Vi ∩ Wj ⊆ [[T u + T v > n ]],

k+1 k
[[T u + T v > n ]] ⊆ supi+j≥k Vi ∩ Wj ⊆ [[T (u + v) > n ]]

for all n ≥ 1, k ∈ Z. But this means that we must have

[[T u + T v > β]] ⊆ [[T (u + v) > α]], [[T (u + v) > β]] ⊆ [[T u + T v > α]]
whenever α < β. Consequently
368F Embedding Riesz spaces in L0 379

[[T u + T v > α]] = sup [[T u + T v > β]] ⊆ [[T (u + v) > α]]
β>α

= sup [[T (u + v) > β]] ⊆ [[T u + T v > α]]

β>α

and [[T u + T v > α]] = [[T (u + v) > α]] for every α, that is, T (u + v) = T u + T v. Q
Q
(e) The hardest part is over. If u ∈ U , γ > 0 and α ∈ R, then for any e ∈ C
1 α 1
min(1, )(e ∧ (γu − αe)+ ) ≤ e ∧ (u − e)+ ≤ max(1, )(e ∧ (γu − αe)+ ),
γ γ γ
so
α
[[T (γu) > α]] = [[T u > γ ]] = [[γT u > α]];
as α is arbitrary, γT u = T (γu); as γ and u are arbitrary, T is linear. (We need only check linearity for γ > 0
because we know from the additivity of T that T (−u) = −T u for every u.)
(f ) To see that T is a Riesz homomorphism, take any u ∈ U and α ∈ R and consider the band
[[T u > α]] ∪ [[−T u > α]] = [[|T u| > α]] (by 364Mb). This is the band generated by {e ∧ (u − αe)+ : e ∈
C} ∪ {e ∧ (−u − αe)+ : e ∈ C}. But this must also be the band generated by
{(e ∧ (u − αe)+ ) ∨ (e ∧ (−u − αe)+ ) : e ∈ C} = {e ∧ (|u| − αe)+ : e ∈ C},
which is [[T |u| > α]]. Thus [[|T u| > α]] = [[T |u| > α]] for every α and |T u| = T |u|. As u is arbitrary, T is a
Riesz homomorphism.
(g) To see that T is injective, take any non-zero u ∈ U . Then there must be some e ∈ C such that
|u| ∧ e 6= 0, and some α > 0 such that |u| ∧ e 6≤ αe, so that e ∧ (|u| − αe)+ 6= 0 and [[T |u| > α]] 6= {0} and
T |u| 6= 0 and T u 6= 0.
Thus T embeds U as a Riesz subspace of L0 .
(h) Finally, I must check that T [U ] is order-dense in L0 . P
P Let p > 0 in L0 . Then there is some α > 0
such that V = [[p > α]] 6= 0. Take u > 0 in V . Let e ∈ C be such that u ∧ e > 0. Then v = u ∧ αe > 0. Now
e ∧ (v − αe)+ = 0; but also e0 ∧ v = 0 for every e0 ∈ C distinct from e, so that [[T v > α]] = {0}. Also v ∈ V ,
so e0 ∧ (v − βe0 )+ ∈ V whenever e0 ∈ C and β ≥ 0, and [[T v > β]] ⊆ V for every β ≥ 0. Accordingly we have

[[T v > β]] = {0} ⊆ [[p > β]] if β ≥ α,

⊆ V ⊆ [[p > β]] if 0 ≤ β < α,
= U = [[p > β]] if β < 0,

and T v ≤ p. Also T v > 0, by (g). As p is arbitrary, T [U ] is order-dense in L0 . Q

Q

368F Corollary A Riesz space U is Archimedean iff it is isomorphicT to a Riesz subspace of some
reduced power RX |F, where X is a set and F is a filter on X such that n∈N Fn ∈ F whenever hFn in∈N is
a sequence in F.
proof (a) If U is an Archimedean Riesz space, then by 368E there is a space of the form L0 = L0 (A) such
that U can be embedded into L0 . As in the proof of 364E, L0 is isomorphic to some space of the form
L0 (Σ)/W, where Σ is a σ-algebra of subsets of some set X and W = {f : f ∈ L0 , {x : f (x) 6=T 0} ∈ I}, I
being a σ-ideal of Σ. But now F = {A : A ∪ E = X for some E ∈ I} is a filter on X such that n∈N Fn ∈ F
for every sequence hFn in∈N in F. (I am passing over the trivial case X ∈ I, since then U must be {0}.)
And L0 /W is (isomorphic to) the image of L0 in RX |F, since W = {f : f ∈ L0 , {x : f (x) = 0} ∈ F}. Thus
U is isomorphic to a Riesz subspace of RX |F.
(b) On the other hand, if F is a filter on X closed under countable intersections, then W = {f : f ∈
RX , {x : f (x) = 0} ∈ F} is a sequentially order-closed solid linear subspace of the Dedekind σ-complete
Riesz space RX , so that RX |F = RX /W is Dedekind σ-complete (353J(a-iii)) and all its Riesz subspaces
must be Archimedean (353H, 351Rc).
380 Function spaces 368G

368G Corollary Every Archimedean Riesz space U is isomorphic to an order-dense Riesz subspace of
some space C ∞ (X), where X is an extremally disconnected compact Hausdorff space.
proof Let Z be the Stone space of the band algebra A of U . Because A is Dedekind complete (352Q), Z
is extremally disconnected and A can be identified with the regular open algebra G of Z (314S). By 364W,
L0 (G) can be identified with C ∞ (Z). So the embedding of U as an order-dense Riesz subspace of L0 (A)
(368E) can be regarded as an embedding of U as an order-dense Riesz subspace of C ∞ (Z).

368H Corollary Any Dedekind complete Riesz space U is isomorphic to an order-dense solid linear
subspace of L0 (A) for some Dedekind complete Boolean algebra A.
proof Embed U in L0 = L0 (A) as in 368E; because U is order-dense in L0 and (in itself) Dedekind complete,
it is solid (353K).

368I Corollary Let U be an Archimedean Riesz space. Then U can be embedded as an order-dense
Riesz subspace of a Dedekind complete Riesz space V in such a way that the solid linear subspace of V
generated by U is V itself, and this can be done in essentially only one way. If W is any other Dedekind
complete Riesz space and T : U → W is an order-continuous positive linear operator, there is a unique
positive linear operator T̃ : V → W extending T .
proof By 368E, we may suppose that U is actually an order-dense Riesz subspace of L0 (A), where A is a
Dedekind complete Boolean algebra. In this case, we can take V to be the solid linear subspace generated
by U , that is, {v : |v| ≤ u for some u ∈ U }; being a solid linear subspace of the Dedekind complete Riesz
space L0 (A), V is Dedekind complete, and of course U is order-dense in V .
If W is any other Dedekind complete Riesz space and T : U → W is an order-continuous positive linear
operator, then for any v ∈ V + there is a u0 ∈ U such that v ≤ u0 , so that T u0 is an upper bound for
{T u : u ∈ U, 0 ≤ u ≤ v}; as W is Dedekind complete, supu∈U,0≤u≤v T u is defined in W . By 355F, T has a
unique extension to an order-continuous positive linear operator from V to W .
In particular, if V1 is another Dedekind complete Riesz space in which U can be embedded as an order-
dense Riesz subspace, this embedding of U extends to an embedding of V ; since V is Dedekind complete,
its copy in V1 must be a solid linear subspace, so if V1 is the solid linear subspace of itself generated by U ,
we get an identification between V and V1 , uniquely determined by the embeddings of U in V and V1 .

368J Definition If U is an Archimedean Riesz space, a Dedekind completion of U is a Dedekind

complete Riesz space V together with an embedding of U in V as an order-dense Riesz subspace of V such
that the solid linear subspace of V generated by U is V itself. 368I tells us that every Archimedean Riesz
space U has an essentially unique Dedekind completion, so that we may speak of ‘the’ Dedekind completion
of U .

368K This is a convenient point at which to give a characterization of the Riesz spaces L0 (A).
Lemma Let A be a Dedekind σ-complete Boolean algebra. Suppose that A ⊆ L0 (A)+ is disjoint. If either
A is countable or A is Dedekind complete, A is bounded above in L0 (A).
proof If A = ∅, this is trivial; suppose that A is not empty. For n ∈ N, set an = supu∈A [[u > n]]; this
is always defined; set a = inf n∈N an . Now a = 0. P P?? Otherwise, there must be a u ∈ A such that
a0 = a ∩ [[u > 0]] 6= 0, since a ⊆ a0 . But now, for any n, and any v ∈ A \ {u},
a0 ∩ [[v > n]] ⊆ [[u > 0]] ∩ [[v > 0]] = 0,
so that a0 ⊆ [[u > n]]. As n is arbitrary, inf n∈N [[u > n]] 6= 0, which is impossible. X
XQQ
By 364Ma, A is bounded above.

368L Definition A Riesz space U is called laterally complete or universally complete if A is

bounded above whenever A ⊆ U + is disjoint.
368N Embedding Riesz spaces in L0 381

368M Theorem Let U be an Archimedean Riesz space. Then the following are equiveridical:
(i) there is a Dedekind complete Boolean algebra A such that U is isomorphic to L0 (A);
(ii) U is Dedekind σ-complete and laterally complete;
(iii) whenever V is an Archimedean Riesz space, V0 is an order-dense Riesz subspace of V and T0 : V0 → U
is an order-continuous Riesz homomorphism, there is a positive linear operator T : V → U extending T0 .
proof (a)(i)⇒(ii) and (i)⇒(iii) are covered by 368K and 368B.
(b)(ii)⇒(i) Assume (ii). By 368E, we may suppose that U is actually an order-dense Riesz subspace of
L0 = L0 (A) for a Dedekind complete Boolean algebra A.
α) If u ∈ U + and a ∈ A then u × χa ∈ U . P
(α P Set A = {v : v ∈ U, 0 ≤ v ≤ χa}, and let C ⊆ A be
a maximal disjoint set; then w = sup C is defined in U , and is also the supremum in L0 . Set b = [[w > 0]].
As w ≤ χa, b ⊆ a. ?? If b 6= a, then χ(a \ b) > 0, and there is a v 0 ∈ U such that 0 < v 0 ≤ χ(a \ b); but
now v 0 ∈ A and v 0 ∧ w = 0, so v 0 ∧ v = 0 for every v ∈ C, and we ought to have added v 0 to C. X X Thus
[[w > 0]] = a.
Now consider u0 = supn∈N u ∧ nw; as U is Dedekind σ-complete, u0 ∈ U . Since [[u0 > 0]] ⊆ a, u0 ≤ u × χa.
On the other hand,
1
u × χ[[w > n ]] × χ[[u ≤ n]] ≤ u ∧ n2 w ≤ u0
for every n ≥ 1, so, taking the supremum over n, u × χa ≤ u0 . Accordingly
u × χa = u0 ∈ U ,
as required. Q
Q
β ) If w ≥ 0 in L0 , there is a u ∈ U such that 21 w ≤ u ≤ w. P
(β P Set
A = {u : u ∈ U, 0 ≤ u ≤ w},

C = {a : a ∈ A, a ⊆ [[u − 12 w ≥ 0]] for some u ∈ A}.

Then sup A = w, so C is order-dense in A. (If a ∈ A \ {0}, either a ∩ [[w > 0]] = 0 and a ⊆ [[0 − 12 w ≥ 0]], so
a ∈ C, or there is a u ∈ U such that 0 < u ≤ w × χa. In the latter case there is some n such that 2n u ≤ w
and 2n+1 u 6≤ w, and now c = a ∩ [[2n u − 21 w ≥ 0]] is a non-zero member of C included in a.) Let D ⊆ C be
a partition of unity and for each d ∈ D choose ud ∈ A such that d ⊆ [[ud − 12 w ≥ 0]]. By (α), ud × χd ∈ U
for every d ∈ D, so u = supd∈D ud × χd ∈ U . Now u ≤ w, but also [[u − 21 w ≥ 0]] ⊇ d for every d ∈ D, so is
equal to 1, and u ≥ 21 w, as required. Q
Q
(γγ ) Given w ≥ 0 in L0 , we can therefore choose hun in∈N , hvn in∈N inductively such that v0 = 0 and
1
un ∈ U , (w − vn ) ≤ un ≤ w − vn , vn+1 = vn + un
2

for every n ∈ N. Now hvn in∈N is a non-decreasing sequence in U and w − vn ≤ 2−n w for every n, so
w = supn∈N vn ∈ U .
As w is arbitrary, (L0 )+ ⊆ U and U = L0 is of the right form.
(c)(iii)⇒(i) As in (b), we may suppose that U is an order-dense Riesz subspace of L0 . But now apply
condition (iii) with V = L0 , V0 = U and T0 the identity operator. There is an extension T : L0 → U . If
v ≥ 0 in L0 , T v ≥ T0 = u whenever u ∈ U and u ≤ v, so T v ≥ v, since v = sup{u : u ∈ U, 0 ≤ u ≤ v} in
L0 . Similarly, T (T v − v) ≥ T v − v. But as T v ∈ U , T (T v) = T v and T (T v − v) = 0, so v = T v ∈ U . As v
is arbitrary, U = L0 .

368N Weakly (σ, ∞)-distributive Riesz spaces We are now ready to look at the class of Riesz spaces
corresponding to the weakly (σ, ∞)-distributive Boolean algebras of §316.
Definition Let U be a Riesz space. Then U is weakly (σ, ∞)-distributive if whenever
S hAn in∈N is a
sequence of non-empty downwards-directed subsets of U + , each with infimum 0, and n∈N An has an upper
bound in U , then
{u : u ∈ U , for every n ∈ N there is a v ∈ An such that v ≤ u}
382 Function spaces 368N

has infimum 0 in U .
S
Remark Because the definition looks only at sequences hAn in∈N such that n∈N An is order-bounded, we
can invert it, as follows: a Riesz space U is weakly (σ, ∞)-distributive iff whenever hAn in∈N is a sequence of
non-empty upwards-directed subsets of U + , all with supremum u0 , then
{u : u ∈ U + , for every n ∈ N there is a v ∈ An such that u ≤ v}
also has supremum u0 .

368O Lemma Let U be an Archimedean Riesz space. Then the following are equiveridical:
(i) U is not weakly (σ, ∞)-distributive;
(ii) there are a u > 0 in U and a sequence hAn in∈N of non-empty downwards-directed sets, all with
infimum 0, such that supn∈N un = u whenever un ∈ An for every n ∈ N.
proof (ii)⇒(i) is immediate from the definition of ‘weakly (σ, ∞)-distributive’. For (i)⇒(ii), suppose that
U is not weakly (σ, ∞)-distributive.S Then there is a sequence hAn in∈N of non-empty downwards-directed
sets, all with infimum 0, such that n∈N An is bounded above, but
A = {w : w ∈ U , for every n ∈ N there is a v ∈ An such that v ≤ w}
does not have infimum 0. Let u > 0 be a lower bound for A, and set A0n = {u ∧ v : v ∈ An } for each n ∈ N.
Then each A0n is a non-empty downwards-directed set with infimum 0. Let hun in∈N be a sequence such that
un ∈ A0n for every n. Express each un as u ∧ vn where vn ∈ An . Let B be the set of upper bounds of
{vn : n ∈ N}. Then inf w∈B,n∈N w − vn = 0, because U is Archimedean (353F), while B ⊆ A, so u ≤ w for
every w ∈ B. If u0 is any upper bound for {un : n ∈ N}, then
u − u0 ≤ u − u ∧ vn = (u − vn )+ ≤ (w − vn )+ = w − vn
for every n ∈ N, w ∈ B. So u0 ≥ u. Thus u = supn∈N un . As hun in∈N is arbitrary, u and hA0n in∈N witness
that (ii) is true.

368P Proposition (a) A regularly embedded Riesz subspace of an Archimedean weakly (σ, ∞)-dis-
tributive Riesz space is weakly (σ, ∞)-distributive.
(b) An Archimedean Riesz space with a weakly (σ, ∞)-distributive order-dense Riesz subspace is weakly
(σ, ∞)-distributive.
(c) If U is a Riesz space such that U × separates the points of U , then U is weakly (σ, ∞)-distributive; in
particular, U ∼ and U × are weakly (σ, ∞)-distributive for every Riesz space U .
proof (a) Suppose that U is an Archimedean Riesz space and that V ⊆ U is a regularly embedded Riesz
subspace which is not weakly (σ, ∞)-distributive. Then 368O tells us that there are a v > 0 in V and
a sequence hAn in∈N of non-empty downwards-directed subsets of V , all with infimum 0 in V , such that
supn∈N vn = v in V whenever vn ∈ An for every n ∈ N. Because V is regularly
Q embedded in U , inf An = 0
in U for every n and supn∈N vn = v in U for every sequence hvn in∈N ∈ n∈N An , so U is not weakly (σ, ∞)-
distributive. Turning this round, we have (a).
(b) Let U be an Archimedean Riesz space which is not weakly (σ, ∞)-distributive, and V an order-
dense Riesz subspace of U . By 368O again, there are a u > 0 in U and a sequence hAn in∈N of non-empty
downwards-directed sets in U , all with infimum 0, such that supn∈N un = u whenever un ∈ An for every n.
Let v ∈ V be such that 0 < v ≤ u. Set
Bn = {w : w ∈ V , there is some u ∈ An such that v ∧ u ≤ w ≤ v}
for each n ∈ N. Because An is downwards-directed, w ∧ w0 ∈ Bn for all w, w0 ∈ Bn ; v ∈ Bn , so Bn 6= ∅; and
inf Bn = 0 in V . P
P Setting
C = {w : w ∈ V + , there is some u ∈ An such that w ≤ (v − u)+ },
then (because V is order-dense) any upper bound for C in U is also an upper bound of {(v − u)+ : u ∈ An }.
But
supu∈An (v − u)+ = (v − inf An )+ = v,
368Q Embedding Riesz spaces in L0 383

so v = sup C in U and inf Bn = inf{v − w : w ∈ C} = 0 in U and in V . Q

Q
Now if vn ∈ Bn for every n ∈ N, we can choose un ∈ An such that v ∧ un ≤ vn ≤ v for every n, so that
v = v ∧ u = v ∧ supn∈N un = supn∈N v ∧ un ≤ supn∈N vn ≤ v,
and v = supn∈N vn . Thus hBn in∈N witnesses that V is not weakly (σ, ∞)-distributive.
(c) Now suppose that U × separates the points of U . In this case U is surely Archimedean (356G). ?? If U
is not weakly (σ, ∞)-distributive, there are a u > 0 in U and a sequence hAn in∈N of non-empty downwards-
directed sets, all with infimum 0, such that supn∈N un = u whenever un ∈ An for each n. Take f ∈ U ×
such that f (u) 6= 0; replacing f by |f | if necessary, we may suppose that f > 0. Set δ = f (u) > 0. For each
n ∈ N, there is a un ∈ An such that f (un ) ≤ 2−n−2 δ. But in this case hsupi<n ui in∈N is a non-decreasing
sequence with supremum u, so
P∞
f (u) = limn→∞ f (supi≤n ui ) ≤ i=0 f (ui ) ≤ 12 δ < f (u),
which is absurd. XX Thus U is weakly (σ, ∞)-distributive.
For any Riesz space U , U acts on U ∼ as a subspace of U ∼× (356F); as U surely separates the points of
U ∼ , so does U ∼× . So U ∼ is weakly (σ, ∞)-distributive. Now U × is a band in U ∼ (356B), so is regularly
embedded, and must also be weakly (σ, ∞)-distributive, by (a) above.

368Q Theorem (a) For any Boolean algebra A, A is weakly (σ, ∞)-distributive iff S(A) is weakly
(σ, ∞)-distributive iff L∞ (A) is weakly (σ, ∞)-distributive.
(b) For a Dedekind σ-complete Boolean algebra A, L0 (A) is weakly (σ, ∞)-distributive iff A is weakly
(σ, ∞)-distributive.
proof (a)(i) ?? Suppose, if possible, that A is weakly (σ, ∞)-distributive but S = S(A) is not. By 368O, as
usual, we have a u > 0 in S and a sequence hAn in∈N of non-empty downwards-directed sets in S, all with
infimum 0, such that u = supn∈N un whenever un ∈ An for every n. Let α > 0 be such that c = [[u > α]] 6= 0
(361Eg), and consider
Bn = {[[v > α]] : v ∈ An } ⊆ A
for each n ∈ N. Then each Bn is downwards-directed (because An is), and inf Bn = 0 in A (because if b is
a lower bound of Bn , αχb ≤ v for every v ∈ An ). Because A is weakly (σ, ∞)-distributive, there must be
some a ∈ A such that a 6⊇ c but there is, for every n ∈ N, a bn ∈ Bn such that a ⊇ bn . Take vn ∈ An such
that bn = [[vn > α]], so that
vn ≤ αχ1 ∨ kvn k∞ χbn ≤ αχ1 ∨ kuk∞ χa.
Since u = supn∈N vn , u ≤ αχ1 ∨ kuk∞ χa. But in this case
c = [[u > α]] ⊆ a,
contradicting the choice of a. X
X
Thus S must be weakly (σ, ∞)-distributive if A is.
(ii) Now suppose that S is weakly (σ, ∞)-distributive, and let hBn in∈N be a sequence of non-empty
downwards-directed subsets of A, all with infimum 0. Set An = {χb : b ∈ Bn } for each n; then An ⊆ S is
non-empty, downwards-directed and has infimum 0 in S, because χ : A → S is order-continuous (361Ef).
Set
A = {v : v ∈ S, for every n ∈ N there is a u ∈ An such that u ≤ v},

B = {b : b ∈ A, for every n ∈ N there is an a ∈ Bn such that a ⊆ b}.

?? If 0 is not the greatest lower bound of B, take a non-zero lower bound c. P Because S is weakly (σ, ∞)-
n
distributive, inf A = 0, and there is a v ∈ A such that χc 6≤ v. Express v as i=0 αi χai , where hai ii≤n is
disjoint, and set a = sup{ai : i ≤ n, αi ≥ 1}; then χa ≤ v, so c 6⊆ a. For each n there is a bn ∈ Bn such that
χbn ≤ v. But in this case bn ⊆ a for each n ∈ N, so that a ∈ B; which means that c is not a lower bound
for B. XX
Thus inf B = 0 in A. As hBn in∈N is arbitrary, A is weakly (σ, ∞)-distributive.
384 Function spaces 368Q

(iii) Thus S is weakly (σ, ∞)-distributive iff A is. But S is order-dense in L∞ = L∞ (A) (363C),
therefore regularly embedded (352Ne), so 368Pa-b tell us that S is weakly (σ, ∞)-distributive iff L∞ is.
(b) In the same way, because S can be regarded as an order-dense Riesz subspace of L0 = L0 (A) (364K),
0
L is weakly (σ, ∞)-distributive iff S is, that is, iff A is.

368R Corollary An Archimedean Riesz space is weakly (σ, ∞)-distributive iff its band algebra is weakly
(σ, ∞)-distributive.
proof Let U be an Archimedean Riesz space and A its band algebra. By 368E, U is isomorphic to an
order-dense Riesz subspace of L0 = L0 (A). By 368P, U is weakly (σ, ∞)-distributive iff L0 is; and by 368Qb
L0 is weakly (σ, ∞)-distributive iff A is.

368S Corollary If (A, µ̄) is a semi-finite measure algebra, any regularly embedded Riesz subspace
(in particular, any solid linear subspace and any order-dense Riesz subspace) of L0 (A) is weakly (σ, ∞)-
distributive.
proof By 322F, A is weakly (σ, ∞)-distributive; by 368Qb, L0 (A) is weakly (σ, ∞)-distributive; by 368Pa,
any regularly embedded Riesz subspace is weakly (σ, ∞)-distributive.

368X Basic exercises (a) Let X be an uncountable set and Σ the countable-cocountable σ-algebra
of subsets of X. Show that there is a family A ⊆ L0 = L0 (Σ) such that u ∧ v = 0 for all distinct u, v ∈ A
but A has no upper bound in L0 . Show moreover that if w > 0 in L0 then there is an n ∈ N such that
nw 6= supu∈A u ∧ nw.

(b) Let A be any Boolean algebra, and A b its Dedekind completion (314U). Show that L∞ (A)
b can be
∞
identified with the Dedekind completions of S(A) and L (A).
(c) Explain how to prove 368K from 368A.
(d) Show that any product of weakly (σ, ∞)-distributive Riesz spaces is weakly (σ, ∞)-distributive.
(e) Let A be a Dedekind complete weakly (σ, ∞)-distributive Boolean algebra. Show that a set A ⊆ L0 =
L (A) is order-bounded iff h2−n un in∈N order*-converges to 0 in L0 whenever hun in∈N is a sequence in A.
0

(Hint: use 368A. If v > 0 and v = supu∈A v ∧ 2−n u for every n, we can find a w > 0 and a sequence hun in∈N
in A such that w ≤ 2−n un for every n.)
(f ) Give a direct proof of 368S, using the ideas of 322F, but not relying on it or on 368Q.

368Y Further exercises (a) (i) Use 364U-364V to show that if X is any compact Hausdorff space
then C(X) can be regarded as an order-dense Riesz subspace of L0 (G), where G is the regular open algebra
of X. (ii) Use 353M to show that any Archimedean Riesz space with order unit can be embedded as an
order-dense Riesz subspace of some L0 (G). (iii) Let U be an Archimedean Riesz space and C ⊆ U + a
maximal disjoint set, as in part (a) of the proof of 368E. For e ∈ C let Ue be the solid linear subspace of U
generated by e, and let V be the solidQlinear subspace of U generated
Q by C. Show that
Q V can be embedded
as an order-dense Riesz subspace of e∈C Ue and therefore in e∈C L0 (Ge ) ∼ = L0 ( e∈C Ge ) for a suitable
family of regular open algebras Ge . (iv) Now use 368B to complete a proof of 368E.
(b) Let U be any Archimedean Riesz space. Let V be the family of pairs (A, B) of non-empty subsets of
U such that B is the set of upper bounds of A and A is the set of lower bounds of B. Show that V can be
given the structure of a Dedekind complete Riesz space defined by the formulae
(A1 , B1 ) + (A2 , B2 ) = (A, B) iff A1 + A2 ⊆ A, B1 + B2 ⊆ B,

α(A, B) = (αA, αB) if α > 0,

(A1 , B1 ) ≤ (A2 , B2 ) iff A1 ⊆ A2 .

Show that u 7→ (]−∞, u] , [u, ∞[) defines an embedding of U as an order-dense Riesz subspace of V, so that
V may be identified with the Dedekind completion of U .
368 Notes Embedding Riesz spaces in L0 385

(c) Work through the proof of 364U when X is compact, Hausdorff and extremally disconnected, and
show that it is easier than the general case. Hence show that 368Yb can be used to shorten the proof of
368E sketched in 368Ya.

(d) Let U be a Riesz space. Show that the following are equiveridical: (i) U is isomorphic, as Riesz space,
to L0 (A) for some Dedekind σ-complete Boolean algebra A (ii) U is Dedekind σ-complete and has a weak
order unit and whenever A ⊆ U + is countable and disjoint then A is bounded above in U .

(e) Let U be a weakly (σ, ∞)-distributive Riesz space and V a Riesz subspace of U which is either solid
or order-dense. Show that V is weakly (σ, ∞)-distributive.

(f ) Show that C([0, 1]) is not weakly (σ, ∞)-distributive. (Compare 316K.)

(g) Let A be a ccc weakly (σ, ∞)-distributive Boolean algebra. Suppose we have a double sequence
haij i(i,j)∈N×N in A such that haij ij∈N order*-converges to ai in A for each i, while hai ii∈N order*-converges
to a. Show that there is a strictly increasing sequence hn(i)ii∈N such that hai,n(i) ii∈N order*-converges to a.

(h) Let U be a weakly (σ, ∞)-distributive Riesz space with the countable sup property. Suppose we have
an order-bounded double sequence huij i(i,j)∈N×N in U such that huij ij∈N order*-converges to ui in U for
each i, while hui ii∈N order*-converges to u. Show that there is a strictly increasing sequence hn(i)ii∈N such
that hui,n(i) ii∈N order*-converges to u.

(i) Let A be a ccc weakly (σ, ∞)-distributive Dedekind complete Boolean algebra. Show that there is a
topology on L0 = L0 (A) such that the closure of any A ⊆ L0 is precisely the set of order*-limits of sequences
in A.

(j) Let U be a weakly (σ, ∞)-distributive Riesz space and f : U → R a positive linear functional; write fτ
for the component of f in U × . (i) Show that for any u ∈ U + there is an upwards-directed A ⊆ [0, u], with
supremum u, such that fτ (u) = supv∈A f (v). (See 356Xe, 362D.) (ii) Show that if f is strictly positive, so
is fτ . (Compare 391D.)

368 Notes and comments 368A-368B are manifestations of a principle which will reappear in §375:
Dedekind complete L0 spaces are in some sense ‘maximal’. If we have an order-dense subspace U of such an
L0 , then any Archimedean Riesz space including U as an order-dense subspace can itself be embedded in L0
(368B). In fact this property characterizes Dedekind complete L0 spaces (368M). Moreover, any Archimedean
Riesz space U can be embedded in this way (368E); by 368C, the L0 space (though not the embedding) is
unique up to isomorphism. If U and V are Archimedean Riesz spaces, each embedded as an order-dense
Riesz subspace of a Dedekind complete L0 space, then any order-continuous Riesz homomorphism from
U to V extends uniquely to the L0 spaces (368B). If one Dedekind complete L0 space is embedded as an
order-dense Riesz subspace of another, they must in fact be the same (368D). Thus we can say that every
Archimedean Riesz space U can be extended to a Dedekind complete L0 space, in a way which respects
order-continuous Riesz homomorphisms, and that this extension is maximal, in that U cannot be order-dense
in any larger space.
The proof of 368E which I give is long because I am using a bare-hands approach. Alternative methods
shift the burdens. For instance, if we take the trouble to develop a direct construction of the ‘Dedekind
completion’ of a Riesz space (368Yb), then we need prove the theorem only for Dedekind complete Riesz
spaces. A more substantial aid is the representation theorem for Archimedean Riesz spaces with order unit
(353M); I sketch an argument in 368Ya. The drawback to this approach is the proof of Theorem 364U,
which seems to be quite as long as the direct proof of 368E which I give here. Of course we need 364U only
for compact Hausdorff spaces, which are usefully easier than the general case (364V, 368Yc).
368G is a version of Ogasawara’s representation theorem for Archimedean Riesz spaces. Both this and
368F can be regarded as expressions of the principle that an Archimedean Riesz space is ‘nearly’ a space of
functions.
I have remarked before on the parallels between the theories of Boolean algebras and Archimedean Riesz
spaces. The notion of ‘weak (σ, ∞)-distributivity’ is one of the more striking correspondences. (Compare, for
386 Function spaces 368 Notes

instance, 316Xm with 368Pa.) What is really important to us, of course, is the fact that the function spaces
of measure theory are mostly weakly (σ, ∞)-distributive, by 368S. Of course this is easy to prove directly
(368Xf), but I think that the argument through 368Q gives a better idea of what is really happening here.
Some of the features of ‘order*-convergence’, as defined in §367, are related to weak (σ, ∞)-distributivity; in
368Yi I describe a topology which can be thought of as an abstract version of the topology of convergence
in measure on the L0 space of a σ-finite measure algebra (367N).

369 Banach function spaces

In this section I continue the work of §368 with results which involve measure algebras. The first step is
a modification of the basic representation theorem for Archimedean Riesz spaces. If U is any Archimedean
Riesz space, it can be represented as a subspace of L0 = L0 (A), where A is its band algebra (368E); now if
U × separates the points of U , there is a measure rendering A a localizable measure algebra (369A, 369Xa).
Moreover, we get a simultaneous representation of U × as a subspace of L0 (369C-369D), the duality between
them corresponding exactly to the familiar duality between Lp and Lq .
Still drawing inspiration from the classical Lp spaces, we have a general theory of ‘associated Fatou
norms’ (369F-369M, 369R). I include notes on the spaces M 1,∞ , M ∞,1 and M 1,0 (369N-369Q), which will
be particularly useful in the next chapter.

369A Theorem Let U be a Riesz space such that U × separates the points of U . Then U can be
embedded as an order-dense Riesz subspace of L0 (A) for some localizable measure algebra (A, µ̄).
proof (a) Consider the canonical map S : U → U ×× . We know that this is a Riesz homomorphism onto
an order-dense Riesz subspace of U ×× (356I). Because U × separates the points of U , S is injective. Let
A be the band algebra of U ×× and T : U ×× → L0 = L0 (A) an injective Riesz homomorphism onto an
order-dense Riesz subspace V of L0 , as in 368E. The composition T S : U → L0 is now an injective Riesz
homomorphism, so embeds U as a Riesz subspace of L0 , which is order-dense because V is order-dense in
L0 and T S[U ] is order-dense in V (352Nc). Thus all that we need to find is a measure µ̄ on A rendering it
a localizable measure algebra.
(b) Note that V is isomorphic, as Riesz space, to U ×× , which is Dedekind complete (356B), so V must
be solid in L0 (353K). Also V × must separate the points of V (356L).
Let D be the set of those d ∈ A such that the principal ideal Ad is measurable in the sense that there
is some ν̄ for which (Ad , ν̄) is a totally finite measure algebra. Then D is order-dense in A. P P Take any
non-zero a ∈ A. Because V is order-dense, there is a non-zero v ∈ V such that v ≤ χa. Take h ≥ 0 in V ×
such that h(v) > 0. Then there is a v 0 such that 0 < v 0 ≤ v and h(w) > 0 whenever 0 < w ≤ v 0 in V (356H).
Let α > 0 be such that d = [[v 0 > α]] 6= 0. Then χb ≤ α1 v 0 ∈ V whenever b ∈ Ad . Set ν̄b = h(χb) ∈ [0, ∞[ for
b ∈ Ad . Because the map b 7→ χb : A → L0 is additive and order-continuous, the map b P 7→ χb : Ad → V also
∞
is, and ν̄ = hχ must be additive and order-continuous; in particular, ν̄(supn∈N bn ) = n=0 ν̄bn whenever
0
hbn in∈N is a disjoint sequence in Ad . Moreover, if b ∈ Ad is non-zero, then 0 < αχb ≤ v , so ν̄b = h(χb) > 0.
Thus (Ad , ν̄) is a totally finite measure algebra, and d ∈ D, while 0 6= d ⊆ a. As a is arbitrary, D is
order-dense. Q Q
(c) By 313K, there is a partition of unity C ⊆ D. For each c ∈ C, let ν̄c : Ac → [0, ∞[ be P a functional
such that (Ac , ν̄c ) is a totally finite measure algebra. Define µ̄ : A → [0, ∞]Pby setting µ̄a = c∈C ν̄c (a ∩ c)
for every a ∈ A. Then (A, µ̄) is a localizable measure algebra. P P (i) µ̄0 = c∈C ν̄0 = 0. (ii) If han in∈N is a
disjoint sequence in A with supremum a, then
P P P∞
µ̄a = c∈C ν̄c (a ∩ c) = c∈C,n∈N ν̄c (an ∩ c) = n=0 µ̄an .
(iii) If a ∈ A \ {0}, then there is a c ∈ C such that a ∩ c 6= 0, so that µ̄a ≥ ν̄c (a ∩ c) > 0. Thus (A, µ̄) is
a measure algebra. (iv) Moreover, in (iii), µ̄(a ∩ c) = ν̄c (a ∩ c) is finite. So (A, µ̄) is semi-finite. (v) A is
Dedekind complete, being a band algebra (352Q), so (A, µ̄) is localizable. Q Q
369C Banach function spaces 387

369B Corollary Let U be a Banach lattice with order-continuous norm. Then U can be embedded as
an order-dense solid linear subspace of L0 (A) for some localizable measure algebra (A, µ̄).
proof By 356Dd, U × = U ∗ , which separates the points of U , by the Hahn-Banach theorem (3A5Ae). So
369A tells us that U can be embedded as an order-dense Riesz subspace of an appropriate L0 (A). But also
U is Dedekind complete (354Ee), so its copy in L0 (A) must be solid, as in 368H.

369C The representation in 369A is complemented by the following result, which is a kind of general-
ization of 365J and 366Dc.
Theorem Let (A, µ̄) be a semi-finite measure algebra, and U ⊆ L0 = L0 (A) an order-dense Riesz subspace.
Set
V = {v : v ∈ L0 , v × u ∈ L1 for every u ∈ U },
writing L1 for L1 (A, µ̄) ⊆ L0 . Then V is a solid linear subspace of L0 , and we have an order-continuous
injective Riesz homomorphism T : V → U × defined by setting
R
(T v)(u) = u × v for all u ∈ U , v ∈ V .
×
The image of V is order-dense in U . If (A, µ̄) is localizable, then T is surjective, so is a Riesz space
isomorphism between V and U × .
proof (a)(i) Because × : L0 × L0 → L0 is bilinear and L1 is a linear subspace of L0 , V is a linear subspace
of L0 . If u ∈ U , v ∈ V , w ∈ L0 and |w| ≤ |v|, then
|w × u| = |w| × |u| ≤ |v| × |u| = |v × u| ∈ L1 ;
as L1 is solid, w × u ∈ L1 ; as u is arbitrary, w ∈ V ; this shows that V is solid.
R
(ii) By the definition of V , (T v)(u) is defined in R for all u ∈ U , v ∈ V . Because × is bilinear and
is linear, T v : U → R is linear for every v ∈ V , and T is a linear functional from V to the space of linear
operators from U to R.
R
(iii) If u ≥ 0 in U and v ≥ 0 in V , then u × v ≥ 0 in L1 and (T v)(u) = u × v ≥ 0. This shows that
T is a positive linear operator from V to U ∼ .
(iv) If v ≥ 0 in V and A ⊆ U is a non-empty downwards-directed set with infimum 0 in U , then
inf A = 0 in L0 , because U is order-dense (352Nb). Consequently inf u∈A u × v = 0 in L0 and in L1 (364P),
and
R
inf u∈A (T v)(u) = inf u∈A u×v =0
R
(because is order-continuous). As A is arbitrary, T v is order-continuous. As v is arbitrary, T [V ] ⊆ U × .
(v) If v ∈ V and u0 ≥ 0 in U , set a = [[v > 0]]. Then v + = v×χa. SetR A = {u : u ∈ U, 0 ≤ u ≤ u0 ×χa}.
Because U is order-dense in L0 , u0 × χa = sup A in L0 . Because × and are order-continuous,
Z
+
(T v) (u0 ) ≥ sup (T v)(u) = sup v × u
u∈A u∈A
Z Z
= v × u0 × χa = v + × u0 = (T v + )(u0 ).

As u0 is arbitrary, (T v)+ ≥ T v + . But because T is a positive linear operator, we must have T v + ≥ (T v)+ ,
so that T v + = (T v)+ . As v is arbitrary, T is a Riesz homomorphism.
(vi) Now T is injective. P P If v 6=
R 0 in V , there is a u > 0 in U such that u ≤ |v|, because U is
order-dense. In this case u × |v| > 0 so u × |v| > 0. Accordingly |T v| = T |v| 6= 0 and T v 6= 0. Q
Q
(b) Putting (a-i) to (a-vi) together, we see that T is an injective Riesz homomorphism from V to U × .
All this is easy. The point of the theorem is the fact that T [V ] is order-dense in U × .
P Take h > 0 in U × . Let U1 be the solid linear subspace of L0 generated by U . Then U is an order-dense
P
Riesz subspace of U1 , h : U → R is an order-continuous positive linear functional, and sup{h(u) : u ∈ U, 0 ≤
u ≤ v} is defined in R for every v ≥ 0 in U1 ; so we have an extension h̃ of h to U1 such that h̃ ∈ U1× (355F).
388 Function spaces 369C

Set S1 = S(A) ∩ U1 ; then S1 is an order-dense Riesz subspace of U1 , because S(A) is order-dense in L0

and U1 is solid in L0 . Note that S1 is the linear span of {χc : c ∈ I}, where I = {c : c ∈ A, χc ∈ U1 }, and
that I is an ideal in A.
Because h 6= 0, h̃ 6= 0; there must therefore be a u0 ∈ S1 such that h̃(u0 ) > 0, and a d ∈ I such that
h̃(χd) > 0. For a ∈ A, set νa = h̃χ(d ∩ a). Because ∩ , χ and h̃ are all order-continuous, so is ν, and
ν : A → R is a non-negative completely additive functional.
By 365Ea, there is a v ∈ L1 (A, µ̄) such that
R
a
v = νa = h̃χ(d ∩ a)
R
for every a ∈ A; of course v ≥ 0. We have u × v ≤ h̃(u) whenever u = χa for a ∈ I, and therefore for every
u ∈ (S1 )+ . If u ∈ U + , then A = {u0 : u0 ∈ S1 , 0 ≤ u0 ≤ u} is upwards-directed, sup A = u and
R
supu0 ∈A v × u0 ≤ supu0 ∈A h̃(u0 ) = h̃(u) = h(u)
R
is finite, so v × u = supu∈A0 v × u0 belongs to L1 (365Df) and v × u ≤ h(u). As u is arbitrary, v ∈ V and
R
T v ≤ h. At the same time, d v = h̃(χd) > 0, so T v > 0. As h is arbitrary, T [V ] is order-dense. Q
Q
It follows that T is order-continuous (352Nb), as can also be easily proved by the argument of (a-iv)
above.
(c) Now suppose that (A, µ̄) is localizable, that is, that A is Dedekind complete. T −1 : T [V ] → V is
a Riesz space isomorphism, so certainly an order-continuous Riesz homomorphism; because V is a solid
linear subspace of L0 , T −1 is still an injective order-continuous Riesz homomorphism when regarded as a
map from T [V ] to L0 . Since T [V ] is order-dense in U × , T −1 has an extension to an order-continuous Riesz
homomorphism Q : U × → L0 (368B). But Q[U × ] ⊆ V . P P Take h ≥ 0 in U × and u ≥ 0 in U . Then
B = {g : g ∈ T [V ],R 0 ≤ g ≤ h} is upwards-directed and has supremum h. For g ∈ B, we know that
u × T −1 g ∈ L1 and u × T −1 g = g(u), by the definition of T . But this means that
R
supg∈B u × T −1 g = supg∈B g(u) = h(u) < ∞.
Since {u × T −1 g : g ∈ B} is upwards-directed, it follows that
u × Qh = supg∈B u × Qg = supg∈B u × T −1 g ∈ L1
by 365Df again. As u is arbitrary, Qh ∈ V . As h is arbitrary (and Q is linear), Q[U × ] ⊆ V . Q
Q
P If h ∈ U × is non-zero, there is a v ∈ V such that 0 < T v ≤ |h|, so that
Also Q is injective. P
|Qh| = Q|h| ≥ QT v = v > 0
and Qh 6= 0. Q
Q Since QT is the identity on V , Q and T must be the two halves of a Riesz space isomorphism
between V and U × .

369D Corollary Let U be any Riesz space such that U × separates the points of U . Then there is a
localizable measure algebra (A, µ̄) such that the pair (U, U × ) can be represented by a pair (V, W ) of order-
dense Riesz subspaces of L0 = L0 (A) such that W = {w : w ∈ L0 , v × w ∈ L1 for every v ∈ V }, writing L1
for L1 (A, µ̄). In this case, U ×× becomes represented by Ṽ = {v : v ∈ L0 , v × w ∈ L1 for every w ∈ W } ⊇ V .
proof Put 369A and 369C together. The construction of 369A finds (A, µ̄) and an order-dense V which is
isomorphic to U , and 369C identifies W with V × . To check that W is order-dense, take any u > 0 in L0 .
There is a v ∈ V such that 0 < v ≤ u. There is an h ∈ (V × )+ such that h(v) > 0, so there is a w ∈ W +
such that w × v 6= 0, that is, w ∧ v 6= 0. But now w ∧ v ∈ W , because W is solid, and 0 < w ∧ v ≤ u.
Remark Thus the canonical embedding of U in U ×× (356I) is represented by the embedding V ⊆ Ṽ ; U , or
V , is ‘perfect’ iff V = Ṽ .

369E Kakutani’s Theorem (Kakutani 41) If U is any L-space, there is a localizable measure algebra
(A, µ̄) such that U is isomorphic, as Banach lattice, to L1 = L1 (A, µ̄).
R R
proof U is a perfect Riesz space, and U × = U ∗ has an order unit defined by saying that u = kuk for
u ≥ 0 (356P). By 369D, we can find a localizable measure algebra (A, µ̄) and an identification of the pair
(U, U × ), as dual Riesz spaces, with a pair (V, W ) of subspaces of L0 = L0 (A); and V will be {v : v×w ∈ L1 for
369H Banach function spaces 389

every w ∈ W }. But W , like U × , must have an order unit; call it e. Because W is order-dense, [[e > 0]] must
be 1 and e must have a multiplicative inverse 1e in L0 (364P). This means that V must be {v : v × e ∈ L1 },
so that v 7→ v × e is a Riesz space isomorphism between V and L1 , which gives a Riesz space isomorphism
between U and L1 . Moreover, if we write k k0 for the norm on V corresponding to the norm of U , we have
R R R
kuk = |u| for u ∈ U , kvk0 = |v| × e = |v × e| for v ∈ V .
Thus the Riesz space isomorphism between U and L is norm-preserving, and U and L1 are isomorphic as
1

Banach lattices.

369F The Lp spaces are leading examples for a general theory of normed subspaces of L0 , which I
proceed to sketch in the rest of the section.
Definition Let A be a Dedekind σ-complete Boolean algebra. An extended Fatou norm on L0 = L0 (A)
is a function τ : L0 → [0, ∞] such that
(i) τ (u + v) ≤ τ (u) + τ (v) for all u, v ∈ L0 ;
(ii) τ (αu) = |α|τ (u) for all u ∈ L0 , α ∈ R (counting 0 · ∞ as 0, as usual);
(iii) τ (u) ≤ τ (v) whenever |u| ≤ |v| in L0 ;
(iv) supu∈A τ (u) = τ (v) whenever A ⊆ (L0 )+ is a non-empty upwards-directed set with supremum v in
0
L ;
(v) τ (u) > 0 for every non-zero u ∈ L0 ;
(vi) whenever u > 0 in L0 there is a v ∈ L0 such that 0 < v ≤ u and τ (v) < ∞.

369G Proposition Let (A, µ̄) be a Dedekind σ-complete Boolean algebra and τ an extended Fatou
norm on L0 = L0 (A). Then Lτ = {u : u ∈ L0 , τ (u) < ∞} is an order-dense solid linear subspace of L0 ,
and τ , restricted to Lτ , is a Fatou norm under which Lτ is a Banach lattice. If hun in∈N is a non-decreasing
norm-bounded sequence in (Lτ )+ , then it has a supremum in Lτ ; if A is Dedekind complete, then Lτ has
the Levi property.
proof (a) By (i), (ii) and (iii) of 369F, Lτ is a solid linear subspace of L0 ; by (vi), it is order-dense.
Hypotheses (i), (ii), (iii) and (v) show that τ is a Riesz norm on Lτ , while (iv) shows that it is a Fatou
norm.
(b)(i) Suppose that hun in∈N is a non-decreasing norm-bounded sequence in (Lτ )+ . Then u = supn∈N un
is defined in L0 . P
P?? Otherwise, there is a v > 0 in L0 such that kv = supn∈N kv ∧un for every k ∈ N (368A).
By (v)-(vi) of 369F, there is a v 0 such that 0 < v 0 ≤ v and 0 < τ (v 0 ) < ∞. Now kv 0 = supn∈N kv 0 ∧ un for
every k, so
kτ (v 0 ) = τ (kv 0 ) = supn∈N τ (kv 0 ∧ un ) ≤ supn∈N τ (un )
for every k, using 369F(iv), and supn∈N τ (un ) = ∞, contrary to hypothesis. X
XQQ By 369F(iv) again,
τ (u) = supn∈N τ (un ) < ∞, so that u ∈ Lτ and u = supn∈N un in Lτ .
(ii) It follows that Lτ is complete P Let hun in∈N be a sequence in Lτ such that τ (un+1 −un ) ≤
Pn under τ . P
−n
2 for every n ∈ N. Set vmn = i=m |ui+1 − ui | for m ≤ n; then τ (vmn ) ≤ 2−m+1 for every n, so by (i)
just above vm = supn∈N vmn is defined in Lτ , and τ (vm ) ≤ 2−m+1 . Now vm = |um+1 − um | + vm+1 for each
m, so hum − vm im∈N is non-decreasing and hum + vm im∈N is non-increasing, while um − vm ≤ um ≤ um + vm
for every m. Accordingly u = supm∈N um − vm is defined in Lτ and |u − um | ≤ vm for every m. But this
means that limm→∞ τ (u − um ) ≤ limm→∞ τ (vm ) = 0 and u = limm→∞ um in Lτ . As hun in∈N is arbitrary,
Lτ is complete. Q Q
(c) Now suppose that A is Dedekind complete and A ⊆ (Lτ )+ is a non-empty upwards-directed norm-
bounded set in Lτ . By the argument of (b-i) above, using the other half of 368A, sup A is defined in L0 and
belongs to Lτ . As A is arbitrary, Lτ has the Levi property.

369H Associate norms: Definition Let (A, µ̄) be a semi-finite measure algebra, and τ an extended
Fatou norm on L0 = L0 (A). Define τ 0 : L0 → [0, ∞] by setting
τ 0 (u) = sup{ku × vk1 : v ∈ L0 , τ (v) ≤ 1}
390 Function spaces 369H

for every u ∈ L0 ; then τ 0 is the associate of τ . (The word suggests a symmetric relationship; it is justified
by the next theorem.)

369I Theorem Let (A, µ̄) be a semi-finite measure algebra, and τ an extended Fatou norm on L0 =
0
L (A). Then
(i) its associate τ 0 is also an extended Fatou norm on L0 ;
(ii) τ is the associate of τ 0 ;
(iii) ku × vk1 ≤ τ (u)τ 0 (v) for all u, v ∈ L0 .
proof (a) Before embarking on the proof that τ 0 is an extended Fatou seminorm on L0 , I give the greater
part of the argument needed to show that τ = τ 00 , where
τ 00 (u) = sup{ku × wk1 : w ∈ L0 , τ 0 (w) ≤ 1}
for every u ∈ L0 .
(i) Set
B = {u : u ∈ L1 , τ (u) ≤ 1}.
Then B is a convex set in L1 = L1 (A, µ̄) and is closed for the norm topology of L1 . P
P Suppose that u
belongs to the closure of B in L1 . Then for each n ∈ N we can choose un ∈ B such that ku − un k1 ≤ 2−n .
Set vmn = inf m≤i≤n |ui | for m ≤ n, and
vm = inf n≥m vmn = inf n≥m |un | ≤ |u|
for m ∈ N. The sequence hvm im∈N is non-decreasing, τ (vm ) ≤ τ (um ) ≤ 1 for every m, and
P∞ P∞
k|u| − vm k1 ≤ supn≥m k|u| − vmn k1 ≤ i=m k|u| − |ui |k1 ≤ i=m ku − ui k1 → 0
as m → ∞. So |u| = supm∈N vm in L0 ,
τ (u) = τ (|u|) = supm∈N τ (vm ) ≤ 1
and u ∈ B. Q
Q
(ii) Now take any u0 ∈ L0 such that τ (u0 ) > 1. Then, writing Af for {a : µ̄a < ∞},
A = {u : u ∈ S(Af ), 0 ≤ u ≤ u0 }
is an upwards-directed set with supremum u0 (this is where I use the hypothesis that (A, µ̄) is semi-finite,
so that S(Af ) is order-dense in L0 ), and supu∈A τ (u) = τ (u0 ) > 1. Take u1 ∈ A such that τ (u1 ) > 1, that
/ B. By the Hahn-Banach theorem (3A5Cc), there is a continuous linear functional f : L1 → R such
is, u1 ∈
that f (u1 ) > 1 but f (u) ≤ 1 for every u ∈ B. Because (L1 )∗ = (L1 )∼ (356Dc), |f | is defined in (L1 )∗ , and
of course
|f |(u1 ) ≥ f (u1 ) > 1, |f |(u) = sup{f (v) : |v| ≤ u} ≤ 1
whenever u ∈ B and u ≥ 0. Set c = [[u1 > 0]], so that µ̄c < ∞, and define
νa = |f |(χ(a ∩ c))
1
for every
R a ∈ A. Then ν is a completely additive real-valued functional on A, so there is a w ∈ L such that
νa = a w for every a ∈ A (365Ea). Because νa ≥ 0 for every a, w ≥ 0. Now
R
a
w = |f |(χa × χc)
for every a ∈ A, so
R
w × u = |f |(u × χc) ≤ |f |(u) ≤ 1
for every u ∈ S(A)+ ∩ B. But if τ (v) ≤ 1, then
Av = {u : u ∈ S(A)+ ∩ B, u ≤ |v|}
is an upwards-directed set with supremum |v|, so that
R
kw × vk1 = supu∈Av w × u ≤ 1.
369K Banach function spaces 391

Thus τ 0 (w) ≤ 1. On the other hand,

R R
kw × u0 k1 ≥ w × u0 ≥ w × u1 = |f |(u1 ) > 1,
so τ 00 (u0 ) > 1.
(iii) This shows that, for u ∈ L0 ,
τ 00 (u) ≤ 1 =⇒ τ (u) ≤ 1.

(c) Now I return to the proof that τ 0 is an extended Fatou norm. It is easy to check that it satisfies
conditions (i)-(iv) of 369F; in effect, these depend only on the fact that k k1 is an extended Fatou norm. For
(v)-(vi), take v > 0 in L0 . Then there is a u such that 0 ≤ u ≤ v and 0 < τ (u) < ∞; set α = 1/τ (u). Then
τ (2αu) > 1, so that τ 00 (2αu) > 1 and there is a w ∈ L0 such that τ 0 (w) ≤ 1, k2αu × wk1 > 1. But now set
v1 = v ∧ |w|; then
v ≥ v1 ≥ u ∧ |w| > 0,
0
while τ (v1 ) < ∞. Also v ∧ αu 6= 0 so
τ 0 (v) ≥ kv1 × αuk1 > 0.
As v is arbitrary, τ 0 satisfies 369F(v)-(vi).
(d) Accordingly τ 00 is also an extended Fatou norm. Now in (a) I showed that
τ 00 (u) ≤ 1 =⇒ τ (u) ≤ 1.
It follows easily that τ (u) ≤ τ 00 (u) for every u (since otherwise there would be some α such that
τ 00 (αu) = ατ 00 (u) < 1 < ατ (u) = τ (αu).)
On the other hand, we surely have
τ (u) ≤ 1 =⇒ ku × vk1 ≤ 1 whenever τ 0 (v) ≤ 1 =⇒ τ 00 (u) ≤ 1,
so we must also have τ 00 (u) ≤ τ (u) for every u. Thus τ 00 = τ , as claimed.
(e) Of course we have ku × vk1 ≤ 1 whenever τ (u) ≤ 1 and τ 0 (v) ≤ 1. It follows easily that ku × vk1 ≤
τ (u)τ 0 (v) whenever u, v ∈ L0 and both τ (u), τ 0 (v) are non-zero. But if one of them is zero, then u × v = 0,
because both τ and τ 0 satisfy (v) of 369F, so the result is trivial.

369J Theorem Let (A, µ̄) be a semi-finite measure algebra, and τ an extended Fatou norm on L0 =
0
L (A), with associate θ. Then
Lθ = {v : v ∈ L0 , u × v ∈ L1 for every u ∈ Lτ }.

proof (a) If v ∈ Lθ and u ∈ Lτ , then ku × vk1 is finite, by 369I(iii), so u × v ∈ L1 .

(b) P / Lθ then for every n ∈ N there is a un such that τ (un ) ≤ 1 and kun × vk1 ≥ 2n . Set
If v ∈
n
wn = i=0 2−i |ui | for each n. Then hwn in∈N Ris a non-decreasing sequence and τ (wn ) ≤ 2 for each n, so
w = supn∈N wn is defined in Lτ , by 369G; now w × |v| ≥ n + 1 for every n, so w × v ∈/ L1 .

369K Corollary Let (A, µ̄) be a localizable measure algebra, and τ an extended Fatou norm on
L0 = L0 (A), with associate θ. Then Lθ may be identified, as normed Riesz space, with (Lτ )× ⊆ (Lτ )∗ , and
Lτ is a perfect Riesz space.
proof Putting 369J and 369C together, we have an identification between Lθ and (Lτ )× . Now 369I tells
us that τ is the associate of θ, so that we can identify Lτ with (Lθ )× , and Lτ is perfect, as in 369D.
By the definition of θ, we have, for any v ∈ Lθ ,

θ(v) = sup ku × vk1

τ (u)≤1
Z Z
= sup u × v × w = sup u × v,
τ (u)≤1,kwk∞ ≤1 τ (u)≤1

which is the norm of the linear functional on Lτ corresponding to v.

392 Function spaces 369L

369L Lp I remarked above that the Lp spaces are leading examples for this theory; perhaps I should
spell out the details. Let (A, µ̄) be a semi-finite measure algebra and p ∈ [1, ∞]. Extend the functional k kp ,
as defined in 364K, 365A and 366A, by saying that kukp = ∞ if u ∈ L0 \ Lp . (For p = 1 this is already done
by the convention in 365A.) To see that k kp is now an extended Fatou norm, as defined in 369F, we note
that conditions (i)-(iii) and (v) there are true just because Lp is a solid linear subspace on which k kp is a
Riesz norm, (iv) is true because k kp is a Fatou norm with the Levi property (363Ba, 365C, 366D), and (vi)
is true because S(Af ) is included in Lp and order-dense in L0 (364L).
As usual, set q = p/(p − 1) if 1 < p < ∞, ∞ if p = 1, and 1 if p = ∞. Then k kq is the associate extended
Fatou norm of k kp . P P By 365Jb and 366C, kvkq = sup{ku × vk1 : kukp ≤ 1} for every v ∈ Lq . But as Lq
0
is order-dense in L ,

kvkq = sup kwkq

w∈Lq ,|w|≤v
Z Z
q
= sup{ |u| × |w| : w ∈ L , w ≤ |v|, kukp ≤ 1} = sup{ |u| × |v| : kukp ≤ 1}

for every v ∈ L0 . Q
Q

369M Proposition Let (A, µ̄) be a semi-finite measure algebra and τ an extended Fatou norm on
L0 = L0 (A, µ̄). Then
(a) the embedding Lτ ⊆ L0 is continuous for the norm topology of Lτ and the topology of convergence
in measure on L0 ;
(b) τ : L0 → [0, ∞] is lower semi-continuous, that is, all the balls {u : τ (u) ≤ γ} are closed for the
topology of convergence in measure;
(c) if hun in∈N is a sequence in L0 which is order*-convergent to u ∈ L0 (definition: 367A), then τ (u) ≤
lim inf n→∞ τ (un ).
proof (a) This is a special case of 367P.
(b) Set Bγ = {u : τ (u) ≤ γ}. If u ∈ L0 \ Bγ , then
A = {|u| × χa : a ∈ Af }
is an upwards-directed set with supremum |u|, so there is an a ∈ Af such that τ (u × χa) > γ. ?? If u is in
the closure of Bγ for the topology of convergence in measure, then for every k ∈ N there is a vk ∈ Bγ such
that µ̄(a ∩ [[|u − vk | > 2−k ]]) ≤ 2−k (see the formulae in 367M). Set
vk0 = |u| ∧ inf i≥k |vi |
for each k, and v ∗ = supk∈N vk0 . Then τ (vk0 ) ≤ τ (vk ) ≤ γ for each k, and hvk ik∈N is non-decreasing, so
τ (v ∗ ) ≤ γ. But
a ∩ [[|u| − v ∗ > 2−k ]] ⊆ a ∩ supi≥k [[|u − vi | > 2−k ]]
P∞ −i
has measure at most i=k 2 for each k, so a ∩ [[|u| − v ∗ > 0]] must be 0, that is, |u| × χa ≤ v ∗ and
τ (|u| × χa) ≤ γ; contrary to the choice of a. X
X Thus u cannot belong to the closure of Bγ . As u is arbitrary,
Bγ is closed.
(c) If hun in∈N order*-converges to u, it converges in measure (367Na). If γ > lim inf n→∞ τ (un ), there is
a subsequence of hun in∈N in Bγ , and τ (u) ≤ γ, by (b). As γ is arbitary, τ (u) ≤ lim inf n→∞ τ (un ).

369N I now turn to another special case which we have already had occasion to consider in other
contexts.
Definition Let (A, µ̄) be a measure algebra. Set
Mµ̄∞,1 = M ∞,1 (A, µ̄) = L1 (A, µ̄) ∩ L∞ (A),

Mµ̄1,∞ = M 1,∞ (A, µ̄) = L1 (A, µ̄) + L∞ (A),

and
369O Banach function spaces 393

kuk∞,1 = max(kuk1 , kuk∞ )

0
for u ∈ L (A).
Remark I hope that the notation I have chosen here will not completely overload your short-term memory.
The idea is that in M p,q the symbol p is supposed to indicate the ‘local’ nature of the space, that is, the
nature of u × χa where u ∈ M p,q and µ̄a < ∞, while q indicates the nature of |u| ∧ χ1 for u ∈ M p,q . Thus
M 1,∞ is the space of u such that u × χa ∈ L1 for every a ∈ Af , |u| ∧ χ1 ∈ L∞ ; in M 1,0 we demand further
that |u| ∧ χ1 ∈ M 0 (366F); while in M ∞,1 we ask that |u| ∧ χ1 ∈ L1 , u × χa ∈ L∞ for every a ∈ Af .

369O Proposition Let (A, µ̄) be a semi-finite measure algebra.

(a) k k∞,1 is an extended Fatou norm on L0 = L0 (A).
(b) Its associate k k1,∞ may be defined by the formulae

kuk1,∞ = min{kvk1 + kwk∞ : v ∈ L1 , w ∈ L∞ , v + w = u}

Z
= min{α + (|u| − αχ1)+ : α ≥ 0}
Z ∞
= min(1, µ̄[[|u| > α]])dα
0

for every u ∈ L , writing L = L (A, µ̄), L∞ = L∞ (A).

0 1 1

(c)
{u : u ∈ L0 , kuk1,∞ < ∞} = M 1,∞ = M 1,∞ (A, µ̄),

{u : u ∈ L0 , kuk∞,1 < ∞} = M ∞,1 = M ∞,1 (A, µ̄).

(d) Writing Af = {a : µ̄a < ∞}, S(Af ) is norm-dense in M ∞,1 and S(A) is norm-dense in M 1,∞ .
(e) For any p ∈ [1, ∞],
kuk1,∞ ≤ kukp ≤ kuk∞,1
0
for every u ∈ L .
Remark By writing ‘min’ rather than ‘inf’ in the formulae of part (b) I mean to assert that the infima are
attained.
proof (a) This is easy; all we need to know is that k k1 and k k∞ are extended Fatou norms.
(b) We have four functionals on L0 to look at; let me give them names:
τ1 (u) = sup{ku × vk1 : kvk1,∞ ≤ 1},

τ2 (u) = inf{ku0 k1 + ku00 k∞ : u = u0 + u00 },

R
τ3 (u) = inf α≥0 (α + (|u| − αχ1)+ ),
R∞
τ4 (u) = 0
min(1, µ̄[[|u| > α]])dα.
(I write ‘inf’ here to avoid the question of attainment for the moment.) Now we have the following.
P If kvk1,∞ ≤ 1 and u = u0 + u00 , then
(i) τ1 (u) ≤ τ2 (u). P
ku × vk1 ≤ ku0 × vk1 + ku00 × vk1 ≤ ku0 k1 kvk∞ + ku00 k∞ kvk1 ≤ ku0 k1 + ku00 k∞ .
Taking the supremum over v and the infinum over u0 and u00 , τ1 (u) ≤ τ2 (u). Q
Q
(ii) τ2 (u) ≤ τ4 (u). P
P If τ4 (u) = ∞ this is trivial. Otherwise, take w such that kwk∞ ≤ 1 and
u = |u| × w. Set α0 = inf{α : µ̄[[|u| > α]] ≤ 1}, and try
u0 = w × (|u| − α0 χ1)+ , u00 = w × (|u| ∧ α0 χ1).
Then u = u0 + u00 ,
394 Function spaces 369O

Z ∞
0
ku k1 = µ̄[[|u0 | > α]]dα
0
Z ∞
= µ̄[[|u| > α + α0 ]]dα
Z0 ∞ Z ∞
= µ̄[[|u| > α]]dα = min(1, µ̄[[|u| > α]])dα,
α0 α0

R α0
ku00 k∞ ≤ α0 = 0
min(1, [[|u| > α]])dα,
so
τ2 (u) ≤ ku0 k1 + ku00 k∞ ≤ τ4 (u). Q
Q

(iii) τ4 (u) ≤ τ3 (u). PP For any α ≥ 0,

Z α Z ∞
τ4 (u) = min(1, µ̄[[|u| > β]])dβ + min(1, µ̄[[|u| > β]])dβ
0 α
Z ∞
≤α+ µ̄[[|u| > α + β]]dβ
0
Z ∞
=α+ µ̄[[|u| > α + β]]dβ
0
Z ∞ Z
=α+ µ̄[[(|u| − αχ1)+ > β]]dβ = α + (|u| − αχ1)+ .
0

Taking the infimum over α, τ4 (u) ≤ τ3 (u). Q

Q
(iv) τ3 (u) ≤ τ1 (u).
P
P(αα) It is enough to consider the case 0 < τ1 (u) < ∞, because if τ1 (u) = 0 then u = 0 and evidently
τ3 (0) = 0, while if τ1 (u) = ∞ the required inequality is trivial. Furthermore, since τ3 (u) = τ3 (|u|) and
τ1 (u) = τ1 (|u|), it is enough to consider the case u ≥ 0.
1
R
β ) Note next that if µ̄a < ∞, then k max(1,µ̄a)
(β χak∞,1 ≤ 1, so that a u ≤ max(1, µ̄a)τ1 (u).
(γγ ) Set c = [[u > 2τ1 (u)]]. If a ⊆ c and µ̄a < ∞, then
R
2τ1 (u)µ̄a ≤ a
u ≤ max(1, µ̄a)τ1 (u),
so µ̄a ≤ 21 . As (A, µ̄) is semi-finite, it follows that µ̄c ≤ 1
2 (322Eb).
(δδ ) I may therefore write
α0 = inf{α : α ≥ 0, µ̄[[u > α]] ≤ 1}.
Now [[u > α0 ]] = supα>α0 [[u > α]], so
µ̄[[u > α0 ]] = supα>α0 µ̄[[u > α]] ≤ 1.

(²²) If α ≥ α0 then
(u − α0 χ1)+ ≤ (α − α0 )χ[[u > α0 ]] + (u − αχ1)+ ,
so
R R R
α0 + (u − α0 χ1)+ ≤ α0 + (α − α0 )µ̄[[u > α0 ]] + (u − αχ1)+ ≤ α + (u − αχ1)+ .
If 0 ≤ α < α0 then, for every β ∈ [0, α0 − α[,
(u − α0 χ1)+ + β[[u > α + β]] ≤ (u − αχ1)+ ,
while µ̄[[u > α + β]] > 1, so
R R
(u − α0 χ1)+ + β + α ≤ α + (u − αχ1)+ ;
369P Banach function spaces 395

taking the supremum over β,

R R
α0 + (u − α0 χ1)+ ≤ α + (u − αχ1)+ .
R
Thus α0 + (u − α0 χ1)+ = τ3 (u).
(ζζ ) If α0 = 0, take v = χ[[u > 0]]; then kvk∞,1 = µ̄[[u > 0]] ≤ 1 and
R
τ3 (u) = u = ku × vk1 ≤ τ1 (u).
(ηη ) If α0 > 0, set γ = µ̄[[u > α0 ]]. Take any β ∈ [0, α0 [. Then µ̄([[u > β]] \ [[u > α0 ]]) > 1 − γ, so there
is a b ⊆ [[u > β]] \ [[u > α0 ]] such that 1 − γ < µ̄b < ∞. Set v = χ[[u > α0 ]] + 1−γ
µ̄b χb. Then kvk∞,1 = 1 so
R R 1−γ
τ1 (u) ≥ u×v ≥ (u − α0 χ1)+ + α0 γ + β µ̄b = τ3 (u) − (1 − γ)(α0 − β).
µ̄b
As β is arbitrary, τ1 (u) ≥ τ3 (u) in this case also. Q
Q
(v) Thus τ1 (u) = τ2 (u) = τ3 (u) = τ4 (u) for every u ∈ L0 , and I may write kuk1,∞ for their common
value; as the associate of k k∞,1 , k k1,∞ is an extended Fatou norm. As for the attainment of the infima,
R the
argument of (iv-²) above shows that, at least when 0 < kuk1,∞ < ∞, there is an α0 such that α0 + (|u| −
α0 )+ = kuk1,∞ . This omits the cases kuk1,∞ ∈ {0, ∞}; but in either of these cases we can set α0 = 0 to see
that the infimum is attained for trivial reasons. For the other infimum, observe that the argument of (ii)
produces u0 , u00 such that u = u0 + u00 and ku0 k1 + ku00 k∞ ≤ τ4 (u).
(c) This is now obvious from the definition of k k∞,1 and the characterization of k k1,∞ in terms of k k1
and k k∞ .
(d) To see that S = S(A) is norm-dense in M 1,∞ , we need only note that S is dense in L∞ and S ∩ L1
is dense in L1 ; so that given v ∈ L1 , w ∈ L∞ and ² > 0 there are v 0 , w0 ∈ S such that
k(v + w) − (v 0 + w0 )k1,∞ ≤ kv − v 0 k1 + kw − w0 k∞ ≤ ².
As for M ∞,1 , if u ≥ 0 in M ∞,1 and r ∈ N, set vr = supk∈N 2−r kχ[[u > 2−r k]]; then each vr ∈ S fR = S(ARf ),
ku − vr k∞ ≤ 2−r , and hvr ir∈N is a non-decreasing sequence with supremum u, so that limr→∞ vr = u
and limr→∞ ku−vr k∞,1 = 0. Thus (S f )+ is dense in (M ∞,1 )+ . As usual, it follows that S f = (S f )+ −(S f )+
is dense in M ∞,1 = (M ∞,1 )+ − (M ∞,1 )+ .
(e)(i) If p = 1 or p = ∞ this is immediate from the definition of k k∞,1 and the characterization of k k1,∞
in (b). So suppose henceforth that 1 < p < ∞.
R
(ii) If kuk∞,1 ≤ 1 then kukp ≤ 1. P P Because kuk∞ ≤ 1, |u|p ≤ |u|, so that |u|p ≤ kuk1 ≤ 1 and
kukp ≤ 1. Q Q
On considering scalar multiples of u, we see at once that kukp ≤ kuk∞,1 for every u ∈ L0 .
(ii) Now set q = p/(p − 1). Then

kukp = sup{ku × vk1 : kvkq ≤ 1}

(369L)
≥ sup{ku × vk1 : kvk∞,1 ≤ 1} = kuk1,∞

because k k1,∞ is the associate of k k∞,1 . This completes the proof.

369P In preparation for some ideas in §372, I go a little farther with M 1,0 , as defined in 366F.
Proposition Let (A, µ̄) be a measure algebra.
(a) M 1,0 = M 1,0 (A, µ̄) is a norm-closed solid linear subspace of M 1,∞ = M 1,∞ (A, µ̄).
(b) The norm k k1,∞ is order-continuous on M 1,0 .
(c) S(Af ) and L1 (A, µ̄) are norm-dense and order-dense in M 1,0 .
proof (a) Of course M 1,0 , being a solid linear subspace of L0 included in M 1,∞ , is a solid linear subspace of
M 1,∞ . To see that it is norm-closed, take any point u of its closure. Then for any ² > 0 there is a v ∈ M 1,0
396 Function spaces 369P

such that ku − vk1,∞ ≤ ²; now (|u − v| − ²χ1)+ ∈ L1 , so [[|u − v| > 2²]] has finite measure; also [[|v| > ²]] has
finite measure, so
[[|u| > 3²]] ⊆ [[|u − v| > 2²]] ∪ [[|v| > ²]]
(364Fa) has finite measure. As ² is arbitrary, u ∈ M 1,0 ; as u is arbitrary, M 1,0 is closed.
(b) Suppose that A ⊆ M 1,0 is non-empty and downwards-directed and has infimum 0. Let ² > 0. Set
B = {(u − ²χ1)+ : u ∈ A}. Then B ⊆ L1 (by 366Gc); B is non-empty and downwards-directed and
has infimum 0. Because k k1 is order-continuous (365C), inf v∈B kvk1 = 0 and there is a u ∈ A such that
k(u − ²χ1)+ k1 ≤ ², so that kuk1,∞ ≤ 2². As ² is arbitrary, inf u∈A kuk1,∞ = 0; as A is arbitrary, k k1,∞ is
order-continuous on M 1,0 .
(c) By 366Gb, S(Af ) is order-dense in M 1,0 . Because the norm of M 1,0 is order-continuous, S(Af ) is
also norm-dense (354Ef). Now S(Af ) ⊆ L1 ⊆ M 1,0 , so L1 must also be norm-dense and order-dense.

369Q Corollary Let (A, µ̄) be a localizable measure algebra. Set M 1,∞ = M 1,∞ (A, µ̄), etc.
(a) (M 1,∞ )× and (M 1,0 )× can both be identified with M ∞,1 .
(b) (M ∞,1 )× can be identified with M 1,∞ ; M 1,∞ and M ∞,1 are perfect Riesz spaces.
proof Everything is covered by 369O and 369K except the identification of (M 1,0 )× with M ∞,1 . For this
I return to 369C. Of course M 1,0 is order-dense in L0 , because it includes L1 , or otherwise. Setting
V = {v : v ∈ L0 , u × v ∈ L1 for every u ∈ M 1,0 },
369C identifies V with (M 1,0 )× . Of course M ∞,1 ⊆ V just because M 1,0 ⊆ M 1,∞ .
Also V ⊆ M ∞,1 . P / L∞ , then an = [[|v| > 4n ]] 6= 0 for everyP
P Let v ∈ V . (i) ?? If v ∈ n. For each n, choose
∞
non-zero bn ⊆ an such thatR µ̄bn < ∞ (using the fact that (A, µ̄) is semi-finite). Set u = n=0 2−n (µ̄bn )−1 χbn ;
1 1,0 n 1
then u ∈ L ⊆ M , but |v| × u ≥ 2 for every n ∈ N, so |v| × u ∈ / L , which is impossible, because v ∈ V .
X ThusRv ∈ L∞ . (ii) ?? If v ∈
X / L1 , then (again because (A, µ̄) isR semi-finite, so that |v| = supa∈Af |v| × χa)
supa∈Af a |v| = ∞. For each n ∈ N choose an ∈ Af such that an |v| ≥ 4n , and set u = supn∈N 2−n χan ∈
R
M 1,0 ; then u×|v| ≥ 2n for each n, so again v ∈ / V.X X Thus v ∈ L1 . (iii) Putting these together, v ∈ M ∞,1 ;
∞,1
as v is arbitrary, V ⊆ M .QQ
So M ∞,1 = V can be identified with (M 1,0 )× .

369R The detailed formulae of 369O are of course special to the norms k k1 , k k∞ , but the general
phenomenon is not.
Theorem Let (A, µ̄) be a localizable measure algebra, and τ1 , τ2 two extended Fatou norms on L0 = L0 (A)
with associates τ10 , τ20 . Then we have an extended Fatou norm τ defined by the formula
τ (u) = min{τ1 (v) + τ2 (w) : v, w ∈ L0 , v + w = u}
for every u ∈ L0 , and its associate τ 0 is given by the formula
τ 0 (u) = max(τ10 (u), τ20 (u))
for every u ∈ L0 . Moreover, the corresponding function spaces are
0 0 0
Lτ = Lτ1 + Lτ2 , Lτ = Lτ1 ∩ Lτ2 .

proof (a) For the moment, define τ by setting

τ (u) = inf{τ1 (v) + τ2 (w) : v + w = u}
for u ∈ L0 . It is easy to check that, for u, u0 ∈ L0 and α ∈ R,
τ (u + u0 ) ≤ τ (u) + τ (u0 ), τ (αu) = |α|τ (u), τ (u) ≤ τ (u0 ) if |u| ≤ |u0 |.
(For the last, remember that in this case u = u0 × z where kzk∞ ≤ 1.)
(b) Take any non-empty, upwards-directed set A ⊆ (L0 )+ , with supremum u0 . Suppose that γ =
supu∈A τ (u) < ∞. For u ∈ A, n ∈ N set
Cun = {v : v ∈ L0 , 0 ≤ v ≤ u0 , τ1 (v) + τ2 (u − v)+ ≤ γ + 2−n }.
369R Banach function spaces 397

Then
(i) every Cun is non-empty (because τ (u) ≤ γ);
(ii) every Cun is convex (because if v1 , v2 ∈ Cun and α ∈ [0, 1] and v = αv1 + (1 − α)v2 , then
(u − v)+ = (α(u − v1 ) + (1 − α)(u − v2 ))+ ≤ α(u − v1 )+ + (1 − α)(u − v2 )+ ,
so

τ1 (v) + τ2 (u − v)+ ≤ ατ1 (v1 ) + (1 − α)τ1 (v2 ) + ατ2 (u − v1 )+ + (1 − α)τ2 (u − v2 )+

≤ γ + 2−n );
(iii) if u, u0 ∈ A, m, n ∈ N and u ≤ u0 , m ≤ n then Cu0 n ⊆ Cum ;
(iv) every Cun is closed for the topology of convergence in measure. P
P?? Suppose otherwise. Then we can
find a v in the closure of Cun for the topology of convergence in measure, but such that τ1 (v) + τ2 (u − v)+ >
γ + 2−n . In this case
τ1 (v) = sup{τ1 (v × χa) : a ∈ Af }, τ2 (u − v)+ = sup{τ2 ((u − v)+ × χa) : a ∈ Af },
so there is an a ∈ Af such that
τ1 (v × χa) + τ2 ((u − v)+ × χa) > γ + 2−n .
Now there is a sequence hvk ik∈N in Cun such that µ̄(a ∩ [[|v − vk | ≥ 2−k ]]) ≤ 2−k for every k. Setting
vk0 = inf i≥k vi , wk = inf i≥k (u − vi )+
we have
τ1 (vk0 ) + τ2 (wk ) ≤ τ1 (vk ) + τ2 (u − vk )+ ≤ γ + 2−n
for each k, and hvk0 ik∈N , hwk ik∈N are non-decreasing. So setting v ∗ = supk∈N v∧vk0 , w∗ = supk∈N (u−v)+ ∧wk ,
we get
τ1 (v ∗ ) + τ2 (w∗ ) ≤ γ + 2−n .
But v ∗ ≥ v × χa and w∗ ≥ (u − v)+ × χa, so
τ1 (v × χa) + τ2 ((u − v)+ × χa) ≤ γ + 2−n ,
contrary to the choice of a. X
XQQT
Applying 367V, we find that u∈A,n∈N Cun is non-empty. If v belongs to the intersection, then
τ1 (v) + τ2 (u − v)+ ≤ γ
for every u ∈ A; since {(u − v)+ : u ∈ A} is an upwards-directed set with supremum (u0 − v)+ , and τ2 is an
extended Fatou norm,
τ1 (v) + τ2 (u0 − v)+ ≤ γ.

(c) This shows both that the infimum in the definition of τ (u) is always attained (since this is trivial if
τ (u) = ∞, and otherwise we consider A = {|u|}), and also that τ (sup A) = supu∈A τ (u) whenever A ⊆ (L0 )+
is a non-empty upwards-directed set with a supremum. Thus τ satisfies conditions (i)-(iv) of 369F. Condition
(vi) there is trivial, since (for instance) τ (v) ≤ τ1 (v) for every v. As for 369F(v), suppose that u > 0 in L0 .
Take u1 such that 0 < u1 ≤ u and τ10 (u1 ) ≤ 1, u2 such that 0 < u2 ≤ u1 and τ20 (u2 ) ≤ 1. In this case, if
u2 = v + w, we must have
τ1 (v) + τ2 (w) ≥ kv × u1 k1 + kw × u2 k1 ≥ ku2 × u2 k1 ;
so that
τ (u) ≥ ku2 × u2 k1 > 0.
Thus all the conditions of 369F are satisfied, and τ is an extended Fatou norm on L0 .
(d) The calculation of τ 0 is now very easy. Since surely we have τ ≤ τi for both i, we must have τ 0 ≥ τi0
for both i. On the other hand, if u, z ∈ L0 , then there are v, w such that u = v +w and τ (u) = τ1 (v)+τ2 (w),
so that
398 Function spaces 369R

ku × zk1 ≤ kv × zk1 + kw × zk1 ≤ τ1 (v)τ10 (z) + τ2 (w)τ20 (z) ≤ τ (u) max(τ10 (z), τ20 (z));
as u is arbitrary, τ 0 (z) ≤ max(τ10 (z), τ20 (z)). So τ 0 = max(τ10 , τ20 ), as claimed.
(e) Finally, it is obvious that
0 0 0
Lτ = {z : τ 0 (z) < ∞} = {z : τ10 (z) < ∞, τ20 (z) < ∞} = Lτ1 ∩ Lτ2 ,
while the fact that the infimum in the definition of τ is always attained means that Lτ ⊆ Lτ1 + Lτ2 , so that
we have equality here also.

369X Basic exercises > (a) Let A be a Dedekind σ-complete Boolean algebra. Show that the following
are equiveridical: (i) there is a function µ̄ such that (A, µ̄) is a semi-finite measure algebra; (ii) (L∞ )×
separates the points of L∞ = L∞ (A); (iii) for every non-zero a ∈ A there is a completely additive functional
ν : A → R such that νa 6= 0; (iv) there is some order-dense Riesz subspace U of L0 = L0 (A) such that U ×
separates the points of U ; (v) for every order-dense Riesz subspace U of L0 there is an order-dense Riesz
subspace V of U such that V × separates the points of V .

(b) Let us say that a function φ : R → ]−∞, ∞] is convex if φ(αx + (1 − α)y) ≥ αφ(x) + (1 − α)φ(y)
for all x, y ∈ I and α ∈ [0, 1], interpreting 0 · ∞ as 0, as usual. For any convex function φ : R → ]−∞, ∞]
which is not always infinite, set φ∗ (y) = supx∈R xy − φ(x) for every y ∈ I. (i) Show that φ∗ : R → ]−∞, ∞]
is convex and lower semi-continuous. (Hint: 233Xh.) (ii) Show that if φ is lower semi-continuous then
φ = φ∗∗ . (Hint: It is easy to check that φ∗∗ ≤ φ. For the reverse inequality, set I = {x : φ(x) < ∞}, and
consider x ∈ int I, x ∈ I \ int I and x ∈/ I separately; 233Ha is useful for the first.)

> (c) For the purposes of this exercise and the next, say that a Young’s function is a non-negative
non-constant lower semi-continuous convex function φ : [0, ∞[ → [0, ∞] such that φ(0) = 0 and φ(x) is finite
for some x > 0. (Warning! the phrase ‘Young’s function’ has other meanings.) (i) Show that in this case
φ is non-decreasing and continuous on the left and φ∗ , defined by saying that φ∗ (y) = supx≥0 xy − φ(x) for
every y ≥ 0, is again a Young’s function. (ii) Show that φ∗∗ = φ. Say that φ and φ∗ are complementary.
(iii) Compute φ∗ in the cases (α) φ(x) = x (β) φ(x) = max(0, x − 1) (γ) φ(x) = x2 (δ) φ(x) = xp where
1 < p < ∞.

> (d) Let φ, ψ = φ∗ be complementary Young’s functions in the sense of 369Xc, and (A, µ̄) a semi-finite
measure algebra. Set
R R
B = {u : u ∈ L0 , φ̄(|u|) ≤ 1}, C = {v : v ∈ L0 , ψ̄(|v|) ≤ 1}.
(For finite-valued φ, φ̄ : (L0 )+ → L0 is given by 364I. Devise an appropriate convention for the Rcase in which
φ takes the value ∞.) (i) Show that B and C are order-closed solid convex sets, and that |u × v| ≤ 2
for all u ∈ B, v ∈ C. (Hint: for ‘order-closed’, use 364Xg(iv).) (ii) Show that there is a unique extended
FatouR norm τφ on L0 for which B is the unit ball. (iii) Show that if u ∈ L0 \ B there is a v ∈ C such
that |u × v| > 1. (Hint: start with the case in which u ∈ S(A)+ .) (iv) Show that τψ ≤ τφ0 ≤ 2τψ , where
τψ is the extended Fatou norm corresponding to ψ and τφ0 is the associate of τφ , so that τψ and τφ0 can be
interpreted as equivalent norms on the same Banach space.
(U and V are complementary Orlicz spaces; I will call τφ , τψ Orlicz norms.)

(e) Let U be a Riesz space such that U × separates the points of U , and suppose that k k is a Fatou norm
on U . (i) Show that there is a localizable measure algebra (A, µ̄) with an extended Fatou norm τ on L0 (A)
such that U can be identified, as normed Riesz space, with an order-dense Riesz subspace of Lτ . (ii) Hence,
or otherwise, show that kuk = supf ∈U × , kf k≤1 |f (u)| for every u ∈ U . (iii) Show that if U is Dedekind
complete and has the Levi property, then U becomes identified with Lτ itself, and in particular is a Banach
lattice (cf. 354Xn).

(f ) Let (A, µ̄) be a semi-finite measure algebra, and τ an extended Fatou norm on L0 (A). Show that
the norm of Lτ is order-continuous iff the norm topology of Lτ agrees with the topology of convergence in
measure on any order-bounded subset of Lτ .
369Xr Banach function spaces 399

(g) Let (A, µ̄) be a σ-finite measure algebra of countable Maharam type, and τ an extended Fatou norm
on L0 (A) such that the norm of Lτ is order-continuous. Show that Lτ is separable in its norm topology.
R
(h) Let (A, µ̄) be an atomless semi-finite measure algebra. Show that kuk1,∞ = max{ a |u| : a ∈ A, µ̄a ≤
1} for every u ∈ L0 (A). (Hint: take a ⊇ [[|u| > α0 ]] in part (b-iv) of the proof of 369O.)

(i) Let (A, µ̄) be any semi-finite measure algebra. Show that if τφ is any Orlicz norm (369Xd), then there
is a γ > 0 such that kuk1,∞ ≤ γτφ (u) ≤ γ 2 kuk∞,1 for every u ∈ L0 (A), so that Mµ̄∞,1 ⊆ Lτφ ⊆ Mµ̄1,∞ .

(j) Let (A, µ̄) be a semi-finite measure algebra. Show that the subspaces Mµ̄1,∞ , Mµ̄∞,1 of L0 (A) can be
expressed as a complementary pair of Orlicz spaces, and that the norm k k∞,1 can be represented as an
Orlicz norm, but k k1,∞ cannot.

> (k) Let (A, µ̄) be a measure algebra and U a Banach space. (i) Suppose that ν : A → U is an additive
function such that kνak ≤ min(1, µ̄a) for every a ∈ A. Show that there is a unique bounded linear operator
T : Mµ̄1,∞ → U such that T (χa) = νa for every a ∈ A. (ii) Suppose that ν : Af → U is an additive function
such that kνak ≤ max(1, µ̄a) for every a ∈ Af . Show that there is a unique bounded linear operator
T : Mµ̄∞,1 → U such that T (χa) = νa for every a ∈ Af .

(l) Let (A, µ̄) and (B, ν̄) be semi-finite measure algebras, and π : Af → Bf a measure-preserving ring
homomorphism, as in 366H, with associated maps T : Mµ̄0 → Mν̄0 , P : Mν̄1,0 → Mµ̄1,0 . Show that kT uk∞,1 =
kuk∞,1 for every u ∈ Mµ̄∞,1 , kP vk∞,1 ≤ kvk∞,1 for every v ∈ Mν̄∞,1 .

(m) Let (A, µ̄) and (B, ν̄) be measure algebras, and π : A → B a measure-preserving Boolean homomor-
phism. (i) Show that there is a unique Riesz homomorphism T : Mµ̄1,∞ → Mν̄1,∞ such that T (χa) = χ(πa)
for every a ∈ A and kT uk1,∞ = kuk1,∞ for every u ∈ Mµ̄1,∞ . (ii) Now suppose that (A, µ̄) is localiz-
able and π is order-continuous. Show that there is a unique positive linear operator P : Mν̄1,∞ → Mµ̄1,∞
R R
such that a P v = πa v for every a ∈ Af , v ∈ Mν̄1,∞ , and that kP vk∞ ≤ kvk∞ for every v ∈ L∞ (B),
kP vk1,∞ ≤ kvk1,∞ for every v ∈ Mν̄1,∞ . (Compare 365P.)

(n) Let (A, µ̄) and (B, ν̄) be semi-finite measure algebras, and φ : [0, ∞[ → [0, ∞] a Young’s function,
as in 369Xd; write τφ for the corresponding Orlicz norm on either L0 (A) or L0 (B). Let π : A → B be a
measure-preserving Boolean homomorphism, with associated map T : Mµ̄1,∞ → Mν̄1,∞ , as in 369Xm. (i)
Show that τφ (T u) = τφ (u) for every u ∈ Mµ̄1,∞ . (ii) Show that if (A, µ̄) is localizable, π is order-continuous
and P : Mν̄1,∞ → Mµ̄1,∞ is the map of 369Xm(ii), then τφ (P v) ≤ τφ (v) for every v ∈ Mν̄1,∞ . (Hint: 365R.)

> (o) Let (A, µ̄) be any semi-finite measure algebra and τ1 , τ2 two extended Fatou norms on L0 (A). Show
that u 7→ max(τ1 (u), τ2 (u)) is an extended Fatou norm.

b µ̃) its localization (322P). Show that the Dedekind

(p) Let (A, µ̄) be a semi-finite measure algebra, and (A,
1,∞ 1,∞ b
completion of M (A, µ̄) can be identified with M (A, µ̃).

(q) Let (A, µ̄) be a localizable measure algebra. (i) Show that if B is any closed subalgebra of A such that
sup{b : b ∈ B, µ̄b < ∞} = 1 in A, we have an order-continuous positive linear operator PB : Mµ̄1,∞ → Mµ̄¹ 1,∞
B
R R 1,∞
such that b PB u = b u whenever u ∈ Mµ̄ , b ∈ B and µ̄b < ∞. (ii) Show that if hBn in∈N is a non-
decreasing sequence of closed subalgebras of A such that sup{b : b ∈ B0 , µ̄b < ∞} = 1 in A, and B is the
S
closure of n∈N Bn , then hPBn uin∈N is order*-convergent to PB u for every u ∈ Mµ̄1,∞ . (Cf. 367K.)

(r) Let φ1 and φ2 be Young’s functions (369Xc) and (A, µ̄) a semi-finite measure algebra. Set φ(x) =
max(φ1 (x), φ2 (x)) for x ∈ [0, ∞[. (i) Show that φ is a Young’s function. (ii) Writing τφ1 τφ2 , τφ for the
corresponding extended Fatou norms on L0 (A) (369Xd), show that τφ ≥ max(τφ1 , τφ2 ) ≥ 21 τφ , so that
τ ∗ τ ∗
Lτφ = Lτφ1 ∩ Lτφ2 and Lτφ∗ = L φ1 + L φ2 , writing φ∗ for the Young’s function complementary to φ. (iii)
Repeat with ψ = φ1 + φ2 in place of φ.
400 Function spaces 369Y

369Y Further exercises (a) Let (A, µ̄) be a localizable measure algebra and A ⊆ L0 = L0 (A) a
countable set. Show that the solid linear subspace U of L0 generated by A is a perfect Riesz space. (Hint:
0 + 0 +
Rreduce to thencase ninR which U is order-dense. If A = {un : n ∈ N}, w ∈ (L ) \ U find vn 0∈ (L ) such that
vn × u ≥ 2 ≥ 4 vn × |ui | for every i ≤ n. Show that v = supn∈N vn is defined in L and corresponds
to a member of U × .)

(b) Let U be a Banach lattice and suppose that p ∈ [1, ∞[ is such that ku + vkp = kukp + kvkp whenever
u, v ∈ U and |u| ∧ |v| = 0. Show that U is isomorphic, as Banach lattice, to Lpµ̄ for some localizable measure
algebra (A, µ̄). (Hint: start by using 354Yd to show that the norm of U is order-continuous, as in 354Yj.)

(c) Let φ : [0, ∞[ → [0, ∞[ be a strictly increasing Young’s function (369Xc) such that φ(0) = 0 and
supt>0 φ(2t)/φ(t) is finite. Show that the associated Orlicz norms τφ (369Xd) are always order-continuous
on their function spaces.

(d) Let φ : [0, ∞[ → [0, ∞] be a Young’s function, and suppose that the corresponding Orlicz norm on
L0 (AL ), where (AL , µ̄L ) is the measure algebra of Lebesgue measure on R, is order-continuous on its function
space Lτφ . Show that there is an M ≥ 0 such that φ(2t) ≤ M φ(t) for every t ≥ 0.

(e) Let (A, µ̄) be a semi-finite measure algebra and φ : [0, ∞[ → [0, ∞[ a Young’s function such that the
Orlicz norm τφ is order-continuous on Lτφ . Show that if F is a filter on Lτφ , then F → u ∈ Lτφ for the
norm τφ iff (i) F → u for the topology of convergence in measure (ii) lim supv→F τφ (v) ≤ τφ (u). (Compare
245Xk.)

(f ) Give an example of an extended Fatou norm τ on L0 (AL ), where (AL , µ̄L ) is the measure algebra of
Lebesgue measure on [0, 1], such that (i) τ gives rise to an order-continuous norm on its function space Lτ
(ii) there is a sequence hun in∈N in Lτ , converging in measure to u ∈ Lτ , such that limn→∞ τ (un ) = τ (u)
but hun in∈N does not converge to u for the norm on Lτ .

(g) Let (A, µ̄) be a semi-finite measure algebra, and τ an Orlicz norm on L0 (A). Show that Lτ has the
Levi property, whether or not A is Dedekind complete.

(h) Let (A, µ̄) be any measure algebra. Show that (Mµ̄1,0 )× can be identified with Mµ̄∞,1 . (Hint: show
that neither M 1,0 nor M ∞,1 is changed by moving first to the semi-finite version of (A, µ̄), as described in
322Xa, and then to its localization.)

(i) Give an example to show that the result of 369R may fail if (A, µ̄) is only semi-finite, not localizable.

369 Notes and comments The representation theorems 369A-369D give a very concrete form to the
notion of ‘perfect’ Riesz space: it is just one which can be expressed as a subspace of L0 (A), for some
localizable measure algebra (A, µ̄), in such a way that it is its own second dual, where the duality here is
between subspaces of L0 , taking U 0 = {v : u × v ∈ L1 for every u ∈ U }. (I see that in this expression I
ought somewhere to mention that both U and U 0 are assumed to be order-dense in L0 .) Indeed I believe
that the original perfect spaces were the ‘vollkommene Räume’ of G.Köthe, which were subspaces of RN ,
corresponding to the measure algebra PN with counting measure, so that U 0 or U × was {v : u × v ∈ `1 for
every u ∈ U }.
I have presented Kakutani’s theorem on the representation of L-spaces as a corollary of 369A and 369C.
As usual in such things, this is a reversal of the historical relationship; Kakutani’s theorem was one of the
results which led to the general theory. If we take the trouble to re-work the argument of 369A in this
context, we find that the L-space condition ‘ku + vk = kuk + kvk whenever u, v ≥ 0’ can be relaxed to
‘ku + vk = kuk + kvk whenever u ∧ v = 0’ (369Yb). The complete list of localizable measure algebras
provided by Maharam’s theorem (332B, 332J) now gives us a complete list of L-spaces.
Just as perfect Riesz spaces come in dual pairs, so do some of the most important Banach lattices: those
with Fatou norms and the Levi property for which the order-continuous dual separates the points. (Note that
the dual of any space with a Riesz norm has these properties; see 356Da.) I leave the details of representing
such spaces to you (369Xe). The machinery of 369F-369K gives a solid basis for studying such pairs.
369 Notes Banach function spaces 401

Among the extended Fatou norms of 369F the Orlicz norms (369Xd, 369Yc-369Ye) form a significant
subfamily. Because they are defined in a way which is to some extent independent of the measure algebra
involved, these spaces have some of the same properties as Lp spaces in relation to measure-preserving
homomorphisms (369Xm-369Xn). In §§373-374 I will elaborate on these ideas. Among the Orlicz spaces,
we have a largest and a smallest; these are just M 1,∞ = L1 + L∞ and M ∞,1 = L1 ∩ L∞ (369N-369O, 369Xi,
369Xj). Of course these two are particularly important.
There is an interesting phenomenon here. It is easy to see that k k∞,1 = max(k k1 , k k∞ ) is an extended
Fatou norm and that the corresponding Banach lattice is L1 ∩L∞ ; and that the same ideas work for any pair
of extended Fatou norms (369Xo). To check that the dual of L1 ∩ L∞ is precisely the linear sum L∞ + L1
a little more is needed, and the generalization of this fact to other extended Fatou norms (369Q) seems to
go quite deep. In view of our ordinary expectation that properties of these normed function spaces should
be reflected in perfect Riesz spaces in general, I mention that I believe I have found an example, dependent
on the continuum hypothesis, of two perfect Riesz subspaces U , V of RN such that their linear sum U + V
is not perfect.
402 Linear operators between function spaces

Chapter 37
Linear operators between function spaces
As everywhere in functional analysis, the function spaces of measure theory cannot be properly understood
without investigating linear operators between them. In this chapter I have collected a number of results
which rely on, or illuminate, the measure-theoretic aspects of the theory. §371 is devoted to a fundamental
property of linear operators on L-spaces, if considered abstractly, that is, of L1 -spaces, if considered in the
language of Chapter 36, and to an introduction to the class T of operators which are norm-decreasing for both
k k1 and k k∞ . This makes it possible to prove a version of (Birkhoff’s) Ergodic Theorem for operators which
need not be positive (372D). In §372 I give various forms of this theorem, for linear operators between function
spaces, for measure-preserving Boolean homomorphisms between measure algebras, and for inverse-measure-
preserving functions between measure spaces, with an excursion into the theory of continued fractions. In
§373 I make a fuller analysis of the class T , with a complete characterization of those u, v such that v = T u
for some T ∈ T . Using this we can describe ‘rearrangement-invariant’ function spaces and extended Fatou
norms (§374). Returning to ideas left on one side in §§364 and 368, I investigate positive linear operators
defined on L0 spaces (§375). In the final section of the chapter (§376), I look at operators which can be
defined in terms of kernels on product spaces.

371 The Chacon-Krengel theorem

The first topic I wish to treat is a remarkable property of L-spaces: if U and V are L-spaces, then every
continuous linear operator T : U → V is order-bounded, and k|T |k = kT k (371D). This generalizes in various
ways to other V (371B, 371C). I apply the result to a special type of operator between M 1,0 spaces which
will be conspicuous in the next section (371F-371H).

371A Lemma Let U be an L-space, V a Banach lattice and T : U → V a bounded linear operator.
Take u ≥ 0 in U and set
Pn Pn
B = { i=0 |T ui | : u0 , . . . , un ∈ U + , i=0 ui = u} ⊆ V + .
Then B is upwards-directed and supv∈B kvk ≤ kT kkuk.
Pm
proof
Pn (a) SupposePthat v, v 0 ∈ B. Then P we have u0 , . . . , um , u00 , . . . , u0n ∈ U + such that i=0 ui =
0 m 0 n 0
u =
j=0 j P u, v = i=0 |T u i | and v = |T u j |. Now there are v ij ≥ 0 in U , for i ≤ m and j ≤ n, such
n 0
Pj=0
m Pm Pn
that ui = j=0 vij for i ≤ m and uj = i=0 vij for j ≤ n (352Fd). We have u = i=0 j=0 vij , so that
Pm Pn
v 00 = i=0 j=0 |T vij | ∈ B. But
Pm Pm Pn Pm Pm
v = i=0 |T ui | = i=0 |T ( j=0 vij )| ≤ i=0 j=0 |T vij | = v 00 ,
and similarly v 0 ≤ v 00 . As v and v 0 are arbitrary, B is upwards-directed.
Pm Pm
(b) The other part is easy. If v ∈ B is expressed as i=0 |T ui | where ui ≥ 0, i=0 ui = u then
Pm Pm
kvk ≤ i=0 kT ui k ≤ kT k i=0 kui k = kT kkuk
because U is an L-space.

371B Theorem Let U be an L-space and V a Dedekind complete Banach lattice U with a Fatou norm.
Then the Riesz space L∼ (U ; V ) = L× (U ; V ) is a closed linear subspace of the Banach space B(U ; V ) and is
in itself a Banach lattice with a Fatou norm.
proof (a) I start by noting that L∼ (U ; V ) = L× (U ; V ) ⊆ B(U ; V ) just because V has a Riesz norm and U
is a Banach lattice with an order-continuous norm (355C, 355Kb).
(b) The first new step is to check that k|T |k ≤ kT k for any T ∈ L∼ (U ; V ). P P Start with any u ∈ U + .
Set
Pn Pn
B = { i=0 |T ui | : u0 , . . . , un ∈ U + , i=0 ui = u} ⊆ V + ,
371C The Chacon-Krengel theorem 403

Pn Pn
as in 371A. If u0 , . . . , un ≥ 0 are such that i=0 ui = u, then |T ui | ≤ |T |ui for each i, so that i=0 |T ui | ≤
P n
i=0 |T |ui = |T |u; thus B is bounded above by |T |u and sup B ≤ |T |u. On the other hand, if |v| ≤ u in U ,
then v + + v − + (u − |v|) = u, so |T v + | + |T v − | + |T (u − |v|)| ∈ B and
|T v| = |T v + + T v − | ≤ |T v + | + |T v − | ≤ sup B.
As v is arbitrary, |T |u ≤ sup B and |T |u = sup B. Consequently
k|T |uk ≤ k sup Bk = supw∈B kwk ≤ kT kkuk
because V has a Fatou norm and B is upwards-directed.
For general u ∈ U ,
k|T |uk ≤ k|T ||u|k ≤ kT kk|u|k = kT kkuk.
This shows that k|T |k ≤ kT k. Q
Q
(c) Now if |S| ≤ |T | in L∼ (U ; V ), and u ∈ U , we must have
kSuk ≤ k|S||u|k ≤ k|T ||u|k ≤ k|T |kk|u|k ≤ kT kkuk;
as u is arbitrary, kSk ≤ kT k. This shows that the norm of L∼ (U ; V ), inherited from B(U ; V ), is a Riesz
norm.
(d) Suppose next that T ∈ B(U ; V ) belongs to the norm-closure of L∼ (U ; V ). For each n ∈ N choose
Tn ∈ L∼ (U ; V ) such that kT − Tn k ≤ 2−n . Set Sn = |Tn+1 − Tn | ∈ L∼ (U ; V ) for each n. Then
kSn k = kTn+1 − Tn k ≤ 3 · 2−n−1
P∞
for each n, so S = n=0 Sn is defined in the Banach space B(U ; V ). But if u ∈ U + , we surely have
P∞
Su = n=0 Sn u ≥ 0
in V . Moreover, if u ∈ U + and |v| ≤ u, then for any n ∈ N
Pn Pn
|Tn+1 v − T0 v| = | i=0 (Ti+1 − Ti )v| ≤ i=0 Si u ≤ Su,
and T0 v − Su ≤ Tn+1 v ≤ T0 v + Su; letting n → ∞, we see that
−|T0 |u − Su ≤ T0 v − Su ≤ T v ≤ T0 v + Su ≤ |T0 |u + Su.
So |T v| ≤ |T0 |u + Su whenever |v| ≤ u. As u is arbitrary, T ∈ L∼ (U ; V ).
This shows that L∼ (U ; V ) is closed in B(U ; V ) and is therefore a Banach space in its own right; putting
this together with (b), we see that it is a Banach lattice.
(e) Finally, the norm of L∼ (U ; V ) is a Fatou norm. P
P Let A ⊆ L∼ (U ; V )+ be a non-empty, upwards-
∼
directed set with supremum T0 ∈ L (U ; V ). For any u ∈ U ,
kT0 uk = k|T0 u|k ≤ kT0 |u|k = k supT ∈A T |u|k
by 355Ed. But {T |u| : T ∈ A} is upwards-directed and the norm of V is a Fatou norm, so
kT0 uk ≤ supT ∈A kT |u|k ≤ supT ∈A kT kkuk.
As u is arbitrary, kT0 k ≤ supT ∈A kT k. As A is arbitrary, the norm of L∼ (U ; V ) is Fatou. Q
Q

371C Theorem Let U be an L-space and V a Dedekind complete Banach lattice with a Fatou norm
and the Levi property. Then B(U ; V ) = L∼ (U ; V ) = L× (U ; V ) is a Dedekind complete Banach lattice with
a Fatou norm and the Levi property. In particular, |T | is defined and k|T |k = kT k for every T ∈ B(U ; V ).
proof (a) Let T : U → V be any bounded linear operator. Then T ∈ L∼ (U ; V ). P P Take any u ≥ 0 in U .
Set
Pn Pn
B = { i=0 |T ui | : u0 , . . . , un ∈ U + , i=0 ui = u} ⊆ V +
as in 371A. Then 371A tells us that B is upwards-directed and norm-bounded. Because V has the Levi
property, B is bounded above. But just as in part (b) of the proof of 371B, any upper bound of B is also
an upper bound of {T v : |v| ≤ u}. As u is arbitrary, T ∈ L∼ (U ; V ). Q
Q
404 Linear operators between function spaces 371C

(b) Accordingly L∼ (U ; V ) = B(U ; V ). By 371B, this is a Banach lattice with a Fatou norm, and equal
to L× (U ; V ). To see that it also has the Levi property, let A ⊆ L∼ (U ; V ) be any non-empty norm-bounded
upwards-directed set. For u ∈ U + , {T u : T ∈ A} is non-empty, norm-bounded and upwards-directed in V ,
so is bounded above in V . By 355Ed, A is bounded above in L∼ (U ; V ).

371D Corollary Let U and V be L-spaces. Then L∼ (U ; V ) = L× (U ; V ) = B(U ; V ) is a Dedekind

complete Banach lattice with a Fatou norm and the Levi property.

371E Remarks Note that both these theorems show that L∼ (U ; V ) is a Banach lattice with properties
similar to those of V whenever U is an L-space. They can therefore be applied repeatedly, to give facts
about L∼ (U1 ; L∼ (U2 ; V )) where U1 , U2 are L-spaces and V is a Banach lattice, for instance. I hope that this
formula will recall some of those in the theory of bilinear maps and tensor products (see 253Xa-253Xb).

371F The class T (0) For the sake of applications in the next section, I introduce now a class of operators
of great intrinsic interest.
Definition Let (A, µ̄), (B, ν̄) be measure algebras. Recall that M 1,0 (A, µ̄) is the space of those u ∈
(0)
L1 (A, µ̄) + L∞ (A) such that µ̄[[|u| > α]] < ∞ for every α > 0 (366F-366G, 369P). Write T (0) = Tµ̄,ν̄ for
the set of all linear operators T : M 1,0 (A, µ̄) → M 1,0 (B, ν̄) such that T u ∈ L1 (B, ν̄) and kT uk1 ≤ kuk1 for
every u ∈ L1 (A, µ̄), T u ∈ L∞ (B) and kT uk∞ ≤ kuk∞ for every u ∈ L∞ (A) ∩ M 1,0 (A, µ̄).

371G Proposition Let (A, µ̄) and (B, ν̄) be measure algebras.
(0)
(a) T (0) = Tµ̄,ν̄ is a convex set in the unit ball of B(M 1,0 (A, µ̄); M 1,0 (B, ν̄)). If T0 : L1 (A, µ̄) → L1 (B, ν̄) is
a linear operator of norm at most 1, and T0 u ∈ L∞ (B) and kT0 uk∞ ≤ kuk∞ for every u ∈ L1 (A, µ̄)∩L∞ (A),
then T0 has a unique extension to a member of T (0) .
(b) If T ∈ T (0) then T is order-bounded and |T |, taken in
L∼ (M 1,0 (A, µ̄); M 1,0 (B, ν̄)) = L× (M 1,0 (A, µ̄); M 1,0 (B, ν̄)),
also belongs to T (0) .
(c) If T ∈ T (0) then kT uk1,∞ ≤ kuk1,∞ for every u ∈ M 1,0 (A, µ̄).
(d) If T ∈ T (0) , p ∈ [1, ∞[ and w ∈ Lp (A, µ̄) then T w ∈ Lp (B, ν̄) and kT wkp ≤ kwkp .
(0) (0) (0)
(e) If (C, λ̄) is another measure algebra then ST ∈ Tµ̄,λ̄ for every T ∈ Tµ̄,ν̄ and every S ∈ Tν̄,λ̄ .

proof I write Mµ̄1,0 , Lpν̄ for Mµ̄1,0 , Lp (B, ν̄), etc.

(a)(i) If T ∈ T (0) and u ∈ Mµ̄1,0 then there are v ∈ L1µ̄ , w ∈ L∞

µ̄ such that u = v + w and kvk1 + kwk∞ =
kuk1,∞ (369Ob); so that
kT uk1,∞ ≤ kT vk1 + kT wk∞ ≤ kvk1 + kwk∞ ≤ kuk1,∞ .
As u is arbitrary, T is in the unit ball of B(Mµ̄1,0 ; Mν̄1,0 ).
(ii) Because the unit balls of B(L1µ̄ ; L1ν̄ ) and B(L∞ ∞
µ̄ ; Lν̄ ) are convex, so is T
(0)
.
(iii) Now suppose that T0 : L1µ̄ → L1ν̄ is a linear operator of norm at most 1 such that kT0 uk∞ ≤ kuk∞
for every u ∈ L1µ̄ ∩ L∞ 1
µ̄ . By the argument of (i), T0 is a bounded operator for the k k1,∞ norms; since Lµ̄ is
1,0 1,0 1,0
dense in Mµ̄ (369Pc), T0 has a unique extension to a bounded linear operator T : Mµ̄ → Mν̄ . Of course
kT uk1 = kT0 uk1 ≤ kuk1 for every u ∈ L1µ̄ .
1,0
Now suppose that u ∈ L∞ µ̄ ∩ Mµ̄ ; set γ = kuk∞ . Let ² > 0, and set

v = (u+ − ²χ1)+ − (u− − ²χ1)+ ;

then |v| ≤ |u| and ku − vk∞ ≤ ² and v ∈ L1µ̄ ∩ L∞
µ̄ . Accordingly

kT u − T vk1,∞ ≤ ku − vk1,∞ ≤ ², kT vk∞ = kT0 vk∞ ≤ kvk∞ ≤ γ.

So if we set w = (|T u − T v| − ²χ1)+ ∈ L1ν̄ , kwk1 ≤ ²; while
371G The Chacon-Krengel theorem 405

|T u| ≤ |T v| + w + ²χ1 ≤ (γ + ²)χ1 + w,
so
k(|T u| − (γ + ²)χ1)+ k1 ≤ kwk1 ≤ ².
As ² is arbitrary, |T u| ≤ γχ1, that is, kT uk∞ ≤ kuk∞ . As u is arbitrary, T ∈ T (0) .

(b) Because Mµ̄1,0 has an order-continuous norm (369Pb), L∼ (Mµ̄1,0 ; Mν̄1,0 ) = L× (Mµ̄1,0 ; Mν̄1,0 ) (355Kb).
Take any T ∈ T (0) and consider T0 = T ¹L1µ̄ : L1µ̄ → L1ν̄ . This is an operator of norm at most 1. By 371D,
T0 is order-bounded, and k|T0 |k ≤ 1, where |T0 | is taken in L∼ (L1µ̄ ; L1µ̄ ) = B(L1µ̄ ; L1ν̄ ). Now if u ∈ L1µ̄ ∩ L∞
ν̄ ,

||T0 |u| ≤ |T0 ||u| = sup|u0 |≤|u| |T0 u0 | ≤ kuk∞ χ1,

so k|T0 |uk∞ ≤ kuk∞ . By (a), there is a unique S ∈ T (0) extending |T0 |. Now Su+ ≥ 0 for every u ∈ L1µ̄ , so
Su+ ≥ 0 for every u ∈ Mµ̄1,0 (since the function u 7→ (Su+ )+ − Su+ : Mµ̄1,0 → Mν̄1,0 is continuous and zero
on the dense set L1µ̄ ), that is, S is a positive operator; also S|u| ≥ |T u| for every u ∈ L1µ̄ , so Sv ≥ S|u| ≥ |T u|
whenever u, v ∈ Mµ̄1,0 and |u| ≤ v. This means that T : Mµ̄1,0 → Mν̄1,0 is order-bounded. Because Mν̄1,0 is
Dedekind complete (366Ga), |T | is defined in L∼ (Mµ̄1,0 ; Mµ̄1,0 ).
If v ≥ 0 in L1µ̄ , then
|T |v = sup|u|≤v T u = sup|u|≤v T0 u = |T0 |v = Sv.
Thus |T | agrees with S on L1µ̄ . Because Mµ̄1,0 is a Banach lattice (or otherwise), |T | is a bounded operator,
therefore continuous (2A4Fc), so |T | = S ∈ T (0) , which is what we needed to know.

(c) We can express u as v + w where kvk1 + kwk∞ = kuk1,∞ ; now w = u − v ∈ Mµ̄1,0 , so we can speak of
T w, and
kT uk1,∞ = kT v + T wk1,∞ ≤ kT vk1 + kT wk∞ ≤ kvk1 + kwk∞ = kuk1,∞ ,
as required.
(d) (This is a modification of 244M.)
(i) Suppose that T , p, w are as described, and that in addition T is positive. The function t 7→ |t|p is
convex (233Xc), so we can find families hβq iq∈Q , hγq iq∈Q of real numbers such that |t|p = supq∈Q βq +γq (t−q)
for every t ∈ R (233Hb). Then |u|p = supq∈Q βq χ1 + γq (u − qχ1) for every u ∈ L0 . (The easiest way to
check this is perhaps to think of L0 as a quotient of a space of functions, as in 364D; it is also a consequence
of 364Xg(iii).) We know that |w|p ∈ L1µ̄ , so we may speak of T (|w|p ); while w ∈ Mµ̄1,0 (366Ga), so we may
speak of T w.
For any q ∈ Q, 0p ≥ βq −qγq , that is, qγq −βq ≥ 0, while γq w−|w|p ≤ (qγq −βq )χ1 and k(γq w−|w|p )+ k∞ ≤
qγq − βq . Now this means that

T (γq w − |w|p ) ≤ T (γq w − |w|p )+ ≤ kT (γq w − |w|p )+ k∞ χ1

≤ k(γq w − |w|p )+ k∞ χ1 ≤ (qγq − βq )χ1.

Turning this round again,

βq χ1 + γq (T w − qχ1) ≤ T (|w|p ).
R R
Taking the supremum over q, |T w|p ≤ T (|w|p ), so that |T w|p ≤ |w|p (because kT vk1 ≤ kvk1 for every
v ∈ L1 ). Thus T w ∈ Lp and kT wkp ≤ kwkp .

(ii) For a general T ∈ T (0) , we have |T | ∈ T (0) , by (b), and |T w| ≤ |T ||w|, so that kT wkp ≤ k|T ||w|kp ≤
kwkp , as required.
(e) This is elementary, because
kST uk1 ≤ kT uk1 ≤ kuk1 , kST vk∞ ≤ kT uk∞ ≤ kuk∞
whenever u ∈ L1µ̄ , v ∈ L∞
µ̄ ∩ Mµ̄1,0 .
406 Linear operators between function spaces 371H

(0) (0)
371H Remark In the context of 366H, Tπ ¹Mµ̄1,0 ∈ Tµ̄,ν̄ , while Pπ ∈ Tν̄,µ̄ . Thus 366H(a-iv), 366H(b-iii)
are special cases of 371Gd.

371X Basic exercises >(a) Let U be an L-space, V a Banach lattice with an order-continuous norm
and T : U → V a bounded linear operator. Let B be the unit ball of U . Show that |T |[B] ⊆ T [B].

(b) Let U and V be Banach spaces. (i) Show that the space Kw (U ; V ) of weakly compact linear operators
from U to V (definition: 3A5Kb) is a closed linear subspace of B(U ; V ). (ii) Show that if U is an L-space
and V is a Banach lattice with an order-continuous norm, then Kw (U ; V ) is a norm-closed Riesz subspace
of L∼ (U ; V ).

(c) Let (A, µ̄) be a semi-finite measure algebra and set U = L1 (A, µ̄). Show that L∼ (U ; U ) = B(U ; U ) is
a Banach lattice with a Fatou norm and the Levi property. Show that its norm is order-continuous iff A is
finite. (Hint: consider operators u 7→ u × χa, where a ∈ A.)

> (d) Let U be a Banach lattice, and V a Dedekind complete M -space. Show that L∼ (U ; V ) = B(U ; V )
is a Banach lattice with a Fatou norm and the Levi property.

(e) Let U and V be Riesz spaces, of which V is Dedekind complete, and let T ∈ L∼ (U ; V ). Define
T ∈ L∼ (V ∼ ; U ∼ ) by writing T 0 (h) = hT for h ∈ V ∼ . (i) Show that |T |0 ≥ |T 0 | in L∼ (V ∼ ; U ∼ ). (ii) Show
0

that |T |0 h = |T 0 |h for every × + × + 0

Pn h ∈ V . (Hint: show thatPifn u ∈ U , h ∈ (V ) then (|T |h)(u) and h(|T |u)
are both equal to sup{ i=0 gi (T ui ) : |gi | ≤ h, ui ≥ 0, i=0 ui = u}.)

> (f ) Using 371D, but nothing about uniformly integrable sets beyond the definition (354P), show that if
U and V are L-spaces, A ⊆ U is uniformly integrable in U , and T : U → V is a bounded linear operator,
then T [A] is uniformly integrable in V .

371Y Further exercises (a) Let U and V be Banach spaces. (i) Show that the space K(U ; V ) of
compact linear operators from U to V (definition: 3A5Ka) is a closed linear subspace of B(U ; V ). (ii)
Show that if U is an L-space and V is a Banach lattice with an order-continuous norm, then K(U ; V ) is a
norm-closed Riesz subspace of L∼ (U ; V ). (See Krengel 63.)

(b) Let (A, µ̄) be a measure algebra, U a Banach space, and T : L1 (A, µ̄) → U a bounded linear operator.
1
Show that T is a compact linear operator iff { T (χa) : a ∈ A, 0 < µ̄a < ∞} is relatively compact in U .
µ̄a

(c) Let (A, µ̄) be a probability algebra, and set L1 = L1 (A, µ̄). Let han in∈N be a stochastically
R R independent
sequence of elements of A of measure 21 , and define T : L1 → RN by setting T u(n) = u − 2 an u for each
n. Show that T ∈ B(L1 ; c 0 ) \ L∼ (L1 ; c 0 ), where c 0 is the Banach lattice of sequences converging to 0. (See
272Yd.)

(d) Regarding T of 371Yc as a map from L1 to `∞ , show that |T 0 | 6= |T |0 in L∼ ((`∞ )∗ , L∞ (A)).

(e) (i) In `2 define ei by setting ei (i) = 1, ei (j) = 0 if j 6= i. Show that if T ∈ L∼ (`2 ; `2 ) then
(|T |ei |ej ) = |(T ei |ej )| for all i, j ∈ N. (ii) Show that for each n ∈ N there is an orthogonal
µ (2n¶× 2n )-matrix
1 An An
An such that every coefficient of An has modulus 2−n/2 . (Hint: An+1 = √ .) (iii) Show
2 −An An
that there is a linear isometry S : `2 → `2 such that |(Sei |ej )| = 2−n/2 if 2n ≤ i, j < 2n+1 . (iv) Show that
S∈ / L∼ (`2 ; `2 ).

371 Notes and comments The ‘Chacon-Krengel theorem’, properly speaking (Chacon & Krengel 64),
is 371D in the case in which U = L1 (µ), V = L1 (ν); of course no new ideas are required in the generalizations
here, which I have copied from Fremlin 74a.
Anyone with a training in functional analysis will automatically seek to investigate properties of operators
T : U → V in terms of properties of their adjoints T 0 : V ∗ → U ∗ , as in 371Xe and 371Yd. When U is
372B The ergodic theorem 407

an L-space, then U ∗ is a Dedekind complete M -space, and it is easy to see that this forces T 0 to be order-
bounded, for any Banach lattice V (371Xd). But since no important L-space is reflexive, this approach
cannot reach 371B-371D without a new idea of some kind. It can however be adapted to the special case in
371Gb (Dunford & Schwartz 57, VIII.6.4).
In fact the results of 371B-371C are characteristic of L-spaces (Fremlin 74b). To see that they fail in
the simplest cases in which U is not an L-space and V is not an M -space, see 371Yc-371Ye.

372 The ergodic theorem

I come now to one of the most remarkable topics in measure theory. I cannot do it justice in the space I
have allowed for it here, but I can give the basic theorem (372D-372E) and a variety of the corollaries through
which it is regularly used (372F-372K), together with brief notes on one of its most famous and characteristic
applications (to continued fractions, 372M-372O) and on ‘ergodic’ and ‘mixing’ transformations (372P-
372R). In the first half of the section (down to 372G) I express the arguments in the abstract language of
measure algebras and their associated function spaces, as developed in Chapter 36; the second half, from
372H onwards, contains translations of the results into the language of measure spaces and measurable
functions, the more traditional, and more readily applicable, forms.

372A Lemma Let U be a reflexive Banach space and T : U → U a bounded linear operator of norm at
most 1. Then
V = {u + v − T u : u, v ∈ U, T v = v}
is dense in U .
proof Of course V is a linear subspace of U . ?? Suppose, if possible, that it is not dense. Then there is a
non-zero h ∈ U ∗ such that h(v) = 0 for every v ∈ V (3A5Ad). Take u ∈ U such that h(u) 6= 0. Set
1 Pn i
un = i=0 T u
n+1
0
for each n ∈ N, taking T to be the identity operator; because
kT i uk ≤ kT i kkuk ≤ kT ki kuk ≤ kuk
for each i, kun k ≤ kuk for every n. Note also that T i+1 u − T i u ∈ V for every i, so that h(T i+1 u − T i u) = 0;
accordingly h(T i u) = h(u) for every i, and h(un ) = u for every n.
Let F be any non-principal ultrafilter on N. Because U is reflexive, v = limn→F un is defined in U for
the weak topology on U (3A5Gc). Now T v = v. P P For each n ∈ N,
1 P n i+1 1
T un − un = i=0 (T u − T i u) = (T n+1 u − u)
n+1 n+1
2
has norm at most n+1 kuk. So hT un − un in∈N → 0 for the norm topology U and therefore for the weak
topology, and surely limn→F T un − un = 0. On the other hand (because T is continuous for the weak
topology, 2A5If)
T v = limn→F T un = limn→F (T un − un ) + limn→F un = 0 + v = v,
where all the limits are taken for the weak topology. Q
Q
But this means that v ∈ V , while
h(v) = limn→F h(un ) = h(u) 6= 0,
contradicting the assumption that h ∈ V ◦ . X
X

372B Lemma Let (A, µ̄) be a measure algebra, and T : L1 → L1 a positive linear operator of norm at
most 1, where L1 = L1 (A, µ̄). Take any u ∈ L1 and m ∈ N, and set
a = [[u > 0]] ∪ [[u + T u > 0]] ∪ [[u + T u + T 2 u > 0]] ∪ . . . ∪ [[u + T u + . . . + T m u > 0]].
408 Linear operators between function spaces 372B
R
Then a
u ≥ 0.
proof Set u0 = u, u1 = u + T u, . . . , um = u + T u + . . . + T m u, v = supi≤m ui , so that a = [[v > 0]].
Consider u + T (v + ). We have T (v + ) ≥ T v ≥ T ui for every i ≤ m (because T is positive), so that
u + T (v + ) ≥ u + T ui = ui+1 for i < m, and u + T (v + ) ≥ sup1≤i≤m ui . Also u + T (v + ) ≥ u because
T (v + ) ≥ 0, so u + T (v + ) ≥ v. Accordingly
R R R R R
a
u≥ a
v− a
T (v + ) = v+ − a
T (v + ) ≥ kv + k1 − kT v + k1 ≥ 0
because kT k ≤ 1.

372C Maximal Ergodic Theorem Let (A, µ̄) be a measure algebra, and T : L1 → L1 a linear
operator, where L1 = L1 (A, µ̄), Psuch that kT uk1 ≤ kuk1 for every u ∈ L1 and kT uk∞ ≤ kuk∞ for every
1 n
u ∈ L ∩ L (A). Set An = n+1 i=0 T i for each n ∈ N. Then for any u ∈ L1 , u∗ = supn∈N An u is defined
1 ∞

in L0 (A), and αµ̄[[u∗ > α]] ≤ kuk1 for every α > 0.

proof (a) To begin with, suppose that T is positive and that u ≥ 0 in L1 . Note that if v ∈ L1 ∩ L∞ , then
kT i vk∞ ≤ kvk∞ for every i ∈ N, so kAn vk∞ ≤ kvk∞ for every n; in particular, An (χa) ≤ χ1 for every n
and every a of finite measure.
For m ∈ N and α > 0, set
amα = [[supi≤m Ai u > α]].
Then αµ̄amα ≤ kuk1 . PP Set a = amα , w = u − αχa. Of course supi≤m Ai u belongs to L1 , so µ̄a is finite
1
and w ∈ L . For any i ≤ m,
Ai w = Ai u − αAi (χa) ≥ Ai u − αχ1,
so [[Ai w > 0]] ⊇ [[Ai u > α]]. Accordingly a ⊆ b, where
b = supi≤m [[Ai w > 0]] = supi≤m [[w + T w + . . . + T i w > 0]].
R
By 372B, b
w ≥ 0. But this means that
R R R R
αµ̄a = α b
χa = b
u− b
w≤ b
u ≤ kuk1 ,
as claimed. Q Q
It follows that if we set cα = supn∈N anα , µ̄cα ≤ α−1 kuk1 for every α > 0 and inf α>0 cα = 0. But
this is exactly the criterion in 364Mb for u∗ = supn∈N An u to be defined in L0 . And [[u∗ > α]] = cα , so
αµ̄[[u∗ > α]] ≤ kuk1 for every α > 0, as required.
(b) Now consider the case of general T , u. In this case T is order-bounded and k|T |k ≤ 1, where |T | is
the modulus of T in L∼ (L1 ; L1 ) = B(L1 ; L1 ) (371D). If w ∈ L1 ∩ L∞ , then
||T |w| ≤ |T ||w| = sup|w0 |≤|w| |T w0 | ≤ kwk∞ χ1,
1
Pn i
so k|T |wk∞ ≤ kwk∞ . Thus |T | also satisfies the conditions of the theorem. Setting Bn = n+1 i=0 |T | ,
∼ 1 1 0
Bn ≥ An in L (L ; L ) and Bn |u| ≥ An u for every n. But by (a), v = supn∈N Bn |u| is defined in L and
αµ̄[[v > α]] ≤ k|u|k1 = kuk1 for every α > 0. Consequently u∗ = supn∈N An u is defined in L0 and u∗ ≤ v, so
that αµ̄[[u∗ > α]] ≤ kuk1 for every α > 0.

372D We are now ready for a very general form of the Ergodic Theorem. I express it in terms of the
space M 1,0 from 366F and the class T (0) of operators from 371F. If these formulae are unfamiliar, you may
like to glance at the statement of 372E before looking them up.
The Ergodic Theorem: first form Let (A, µ̄) be a measure algebra, and set M 1,0 = M 1,0 (A, µ̄), T (0) =
(0) 1
Pn
Tµ̄,µ̄ ⊆ B(M 1,0 ; M 1,0 ) as in 371F-371G. Take any T ∈ T (0) , and set An = n+1 i
i=0 T : M
1,0
→ M 1,0 for
1,0
every n. Then for any u ∈ M , hAn uin∈N is order*-convergent (definition: 367A) and k k1,∞ -convergent
to a member P u of M 1,0 . The operator P : M 1,0 → M 1,0 is a projection onto the linear subspace {u : u ∈
M 1,0 , T u = u}, and P ∈ T (0) .
proof (a) It will be convenient to start with some elementary remarks. First, every An belongs to T (0) ,
by 371Ge and 371Ga. Next, hAn uin∈N is order-bounded in L0 = L0 (A) for any u ∈ M 1,0 ; this is because if
372D The ergodic theorem 409

u = v + w, where v ∈ L1 = L1 (A, µ̄) and w ∈ L∞ = L∞ (A), then hAn vin∈N and hAn (−v)in∈N are bounded
above, by 372C, while hAn win∈N is norm- and order-bounded in L∞ . Accordingly I can uninhibitedly speak
of P ∗ (u) = inf n∈N supi≥n Ai u and P∗ (u) = supn∈N inf i≥n Ai u for any u ∈ M 1,0 , these both being defined in
L0 .
(b) Write V1 for the set of those u ∈ M 1,0 such that hAn uin∈N is order*-convergent in L0 ; that is,
P (u) = P∗ (u) (367Be). It is easy to see that V is a linear subspace of M 1,0 (use 367Ca and 367Cd). Also
∗

it is closed for k k1,∞ .

1
Pn
P We know that |T |, taken in L∼ (M 1,0 ; M 1,0 ), belongs to T (0) (371Gb); set Bn = n+1
P i
i=0 |T | for each
i.
Suppose that u0 ∈ V 1 . Then for any ² > 0 there is a u ∈ V1 such that ku0 − uk1,∞ ≤ ²2 . Write
P u = P ∗ (u) = P∗ (u) for the order*-limit of hAn uin∈N . Express u0 − u as v + w where v ∈ L1 , w ∈ L∞ and
kvk1 + kwk∞ ≤ 2²2 .
Set v ∗ = supn∈N Bn |v|. Then µ̄[[v ∗ > ²]] ≤ 2², by 372C. Next, if w∗ = supn∈N Bn |w|, we surely have
w ≤ 2²2 χ1. Now
∗

|An u0 − An u| = |An v + An w| ≤ Bn |v| + Bn |w| ≤ v ∗ + w∗

for every n ∈ N, that is,
An u − v ∗ − w∗ ≤ An u0 ≤ An u + v ∗ + w∗
for every n. Because hAn uin∈N order*-converges to P u,
P u − v ∗ − w∗ ≤ P∗ (u0 ) ≤ P ∗ (u0 ) ≤ P u + v ∗ + w∗ ,
and P ∗ (u0 ) − P∗ (u0 ) ≤ 2(v ∗ + w∗ ). On the other hand,
µ̄[[2(v ∗ + w∗ ) > 2² + 4²2 ]] ≤ µ̄[[v ∗ > ²]] + µ̄[[w∗ > 2²2 ]] = µ̄[[v ∗ > ²]] ≤ 2²
(using 364Fa for the first inequality). So
µ̄[[P ∗ (u0 ) − P∗ (u0 ) > 2²(1 + 2²)]] ≤ 2².
Since ² is arbitrary, hAn u0 in∈N order*-converges to P ∗ (u0 ) = P∗ (u0 ), and u0 ∈ V1 . As u0 is arbitrary, V1 is
closed. Q
Q
(c) Similarly, the set V2 of those u ∈ M 1,0 for which hAn uin∈N is norm-convergent is a linear subspace
of M 1,0 , and it also is closed. P
P This is a standard argument. If u0 ∈ V 2 and ² > 0, there is a u ∈ V2
such that ku0 − uk1,∞ ≤ ². There is an n ∈ N such that kAi u − Aj uk1,∞ ≤ ² for all i, j ≥ n, and now
kAi u0 − Aj u0 k1,∞ ≤ 3² for all i, j ≥ n, because every Ai has norm at most 1 in B(M 1,0 ; M 1,0 ) (371Gc).
As ² is arbitrary, hAi u0 in∈N is Cauchy; because M 1,0 is complete, it is convergent, and u0 ∈ V2 . As u0 is
arbitrary, V2 is closed. QQ
(d) Now let V be {u+v−T u : u ∈ M 1,0 ∩L∞ , v ∈ M 1,0 , T v = v}. Then V ⊆ V1 ∩V2 . P
P If u ∈ M 1,0 ∩L∞ ,
then for any n ∈ N
1
An (u − T u) = n+1 (u − T n+1 u) → 0
for k k∞ , and therefore is both order*-convergent and convergent for k k1,∞ ; so u − T u ∈ V1 ∩ V2 . On the
other hand, if T v = v, then of course An v = v for every n, so again v ∈ V1 ∩ V2 . Q
Q
(e) Consequently L2 = L2 (A, µ̄) ⊆ V1 ∩ V2 . P
P L2 ∩ V1 ∩ V2 is a linear subspace; but also it is closed for the
norm topology of L , because the identity map from L2 to M 1,0 is continuous (369Oe). We know also that
2

T ¹L2 is an operator of norm at most 1 from L2 to itself (371Gd). Consequently W = {u + v − T u : u, v ∈

L2 , T v = v} is dense in L2 (372A). On the other hand, given u ∈ L2 and ² > 0, there is a u0 ∈ L2 ∩ L∞ such
that ku−u0 k2 ≤ ² (take u0 = (u∧γχ1)∨(−γχ1) for any γ large enough), and now k(u−T u)−(u0 −T u0 )k2 ≤ 2².
Thus W 0 = {u0 + v − T u0 : u0 ∈ L2 ∩ L∞ , v ∈ L2 , T v = v} is dense in L2 . But W 0 ⊆ V1 ∩ V2 , by (d) above.
Thus L2 ∩ V1 ∩ V2 is dense in L2 , and is therefore the whole of L2 . Q Q
(f ) L2 ⊇ S(Af ) is dense in M 1,0 , by 369Pc, so V1 = V2 = M 1,0 . This shows that hAn uin∈N is norm-
convergent and order*-convergent for every u ∈ M 1,0 . By 367D, the limits are the same; by 367F, hAn uin∈N
is order*-convergent when regarded as a sequence in M 1,0 . Write P u for the common value of the limits.
410 Linear operators between function spaces 372D

(g) Of course we now have

kP uk∞ ≤ supn∈N kAn uk∞ ≤ kuk∞
for every u ∈ L∞ ∩ M 1,0 , while
kP uk1 ≤ lim inf kAn uk1 ≤ kuk1
for every u ∈ L , by Fatou’s Lemma. So P ∈ T (0) . If u ∈ M 1,0 and T u = u, then surely P u = u,
1

because An u = u for every u. On the other hand, for any u ∈ M 1,0 , T P u = P u. P

P Because hAn uin∈N is
norm-convergent to P u,
1
kT P u − P uk1,∞ = limn→∞ kT An u − An uk1,∞ = limn→∞ kT n+1 u − uk1,∞ = 0. Q
Q
n+1

Thus, writing U = {u : T u = u}, P [M 1,0 ] = U and P u = u for every u ∈ U .

372E The Ergodic Theorem: second form Let (A, µ̄) be a measure algebra, and let T : L1 → L1 ,
where L1 = L1 (A, µ̄), be a linear operator ofPnorm at most 1 such that T u ∈ L∞ = L∞ (A) and kT uk∞ ≤
1 n
kuk∞ whenever u ∈ L1 ∩ L∞ . Set An = n+1 i 1 1 1
i=0 T : L → L for every n. Then for any u ∈ L , hAn uin∈N
1 1 1
is order*-convergent to an element P u of L . The operator P : L → L is a projection of norm at most 1
onto the linear subspace {u : u ∈ L1 , T u = u}.
proof By 371Ga, there is an extension of T to a member T̃ of T (0) . So 372D tells us that hAn uin∈N is
order*-convergent to some P u ∈ L1 for every u ∈ L1 , and P : L1 → L1 is a projection of norm at most 1,
because P is the restriction of a projection P̃ ∈ T (0) . Also we still have T P u = P u for every u ∈ L1 , and
P u = u whenever T u = u, so the set of values P [L1 ] of P must be exactly {u : u ∈ L1 , T u = u}.
Remark In 372D and 372E I have used the phrase ‘order*-convergent’ from §367 without always being
specific about the partially ordered set in which it is to be interpreted. But, as remarked in 367F, the
notion is robust enough for the omission to be immaterial here. Since both M 1,0 and L1 are solid linear
subspaces of L0 , a sequence in M 1,0 is order*-convergent to a member of M 1,0 (when order*-convergence is
interpreted in the partially ordered set M 1,0 ) iff it is order*-convergent to the same point (when convergence
is interpreted in the set L0 ); and the same applies to L1 in place of M 1,0 .

372F Corollary Let (A, µ̄) be a measure algebra, and π : Af → Af a measure-preserving ring homo-
morphism, where Af = {a : µ̄a < ∞}. Let T : M 1,0 → M 1,0 be the corresponding
Pn Riesz homomorphism,
1
where M 1,0 = M 1,0 (A, µ̄) (366H, in particular part (a-v)). Set An = n+1 i=0 T i
for n ∈ N. Then for every
u ∈ M 1,0 , hAn uin∈N is order*-convergent and k k1,∞ -convergent to some v such that T v = v.
proof By 366H(a-iv), T ∈ T (0) , as defined in 371F. So the result follows at once from 372D.

372G Corollary Let (A, µ̄) be a probability algebra, and π : A → A a measure-preserving Boolean
homomorphism.
Pn Let T : L1 → L1 be the corresponding Riesz homomorphism, where L1 = L1 (A, µ̄). Set
1
An = n+1 i=0 T i for n ∈ N. Then for every u ∈ L1 , hAn uin∈N is order*-convergent and k k1 -convergent. If
we set P u = limn→∞ An u for each u, P is the conditional expectation operator corresponding to the closed
subalgebra C = {a : πa = a} of A.
proof (a) The first part is just a special case of 372F; the point is that because (A, µ̄) is totally finite,
L∞ (A) ⊆ L1 , so M 1,0 (A, µ̄) = L1 . Also (because µ̄1 = 1) kuk∞ ≤ kuk1 for every u ∈ L∞ , so the norm
k k1,∞ is actually equal to k k1 .
(b) For the last sentence, recall that C is a closed subalgebra of A (cf. 333R). By 372D or 372E, P is
a projection operator onto the subspace {u : T u = u}. Now [[T u > α]] = π[[u > α]] (365Oc), so T u = u iff
[[u > α]] ∈ C for every α ∈ R, that is, iff u belongs to the canonical image of L1 (C, µ̄¹ C) in L1 (365R). To
identify P u further, observe that if u ∈ L1 , a ∈ C then
R R R
a
Tu = Tu = a u
πa
R i R R R R R
(365Ob). Consequently a T u = a u for every i ∈ N, a An u = a u for every n ∈ N, and a P u = a u
(because P u is the limit of hAn uin∈N for k k1 ). But this is enough to define P u as the conditional expectation
of u on C (365R).
372K The ergodic theorem 411

372H The Ergodic Theorem is most often expressed in terms of transformations of measure spaces. In
the next few corollaries I will formulate such expressions. The translation is straightforward, in view of the
following.
Lemma Let (X, Σ, µ) be a measure space with measure algebra (A, µ̄). For h ∈ L0 = L0 (µ) write h• for
the corresponding member of L0 = L0 (A) (364Jc). Now let φ : X → X be an inverse-measure-preserving
function, π : A → A the corresponding sequentially order-continuous measure-preserving homomorphism
defined by setting πE • = (φ−1 [E])• for E ∈ Σ (324M), and T : L0 → L0 the Riesz homomorphism defined
by setting T (χa) = χ(πa) for a ∈ A (364R). Then T h• = (hφ)• for any h ∈ L0 .
proof Let h̃ : X → R be a Σ-measurable function which is equal to h almost everywhere. Because φ−1 [E]
is negligible for every negligible set E, hφ = h̃φ a.e., and h̃φ is measurable, so hφ ∈ L0 . For any α ∈ R,

[[T h• > α]] = [[T h̃• > α]] = π[[h̃• > α]] = π{x : h̃(x) > α}•
= {x : h̃(φ(x)) > α}• = [[(h̃φ)• > α]] = [[(hφ)• > α]].

372I Corollary Let (X, Σ, µ) be a measure space and φ : X → X an inverse-measure-preserving

function. Let f be a real-valued function which is integrable over X. Then
1 Pn i
g(x) = limn→∞ i=0 f (φ (x))
n+1

is defined for almost every x ∈ X, and gφ(x) = g(x) for almost every x.
proof Let (A, µ̄) be the measure algebra of (X, Σ, µ), and π : A → A, T : L0 (A) → L0 (A) the homomor-
phisms correspondingPto φ, as in 372H. Set u = f • in L1 (A, µ̄).
PnThen for any i ∈ N, T i u = (f φi )• (372H),
1 n i 1 i
so setting An = n+1 i=0 T , An u = gn , where gn (x) = n+1 i=0 f (φ (x)) whenever this is defined. Now
•

we know from 372E or 372F that hAn uin∈N is order*-convergent to some v such that T v = v, so hgn in∈N
must be convergent almost everywhere (367G), and taking g = limn→∞ gn where this is defined, g • = v.
Accordingly (gφ)• = T v = v = g • and gφ = g a.e., as claimed.

372J The following straightforward facts will be useful in the next corollary and elsewhere.
Lemma Let (X, Σ, µ) be a measure space with measure algebra (A, µ̄). Let φ : X → X be an inverse-
measure-preserving function and π : A → A the associated homomorphism, as in 372H. Set C = {c : c ∈
A, πc = c}, T = {E : E ∈ Σ, φ−1 [E]4E is negligible} and T0 = {E : E ∈ Σ, φ−1 [E] = E}. Then T and T0
are σ-subalgebras of Σ; T0 ⊆ T, T = {E : E ∈ Σ, E • ∈ C}, and C = {E • : E ∈ T0 }.
proof It is easy to see that T and T0 are σ-subalgebras of Σ and that T0 ⊆ T = {E : E • ∈ C}. So we have
only to check that if c ∈ C there is an E ∈ T0 such that E • = c. P
P Start with any F ∈ Σ such that F • = c.
Now F 4φ [F ] is negligible for every i ∈ N, because (φ [F ]) = π i c = c. So if we set
−i −i •

S T
E = n∈N i≥n φ−i [F ] = {x : there is an n ∈ N such that φi (x) ∈ F for every i ≥ n},
E • = c. On the other hand, it is easy to check that E ∈ T0 . Q
Q

372K Corollary Let (X, Σ, µ) be a probability space and φ : X → X an inverse-measure-preserving

function. Let f be a real-valued function which is integrable over X. Then
1 Pn i
g(x) = limn→∞ i=0 f (φ (x))
n+1
is defined for almost every x ∈ X; gφ = g a.e., and g is a conditional expectation of f on the σ-algebra
T = {E : E ∈ Σ, φ−1 [E]4E is negligible}. If either f is Σ-measurable and defined everywhere in X
or φ[E] is negligible for every negligible set E, then g is a conditional expectation of f on the σ-algebra
T0 = {E : E ∈ Σ, φ−1 [E] = E}.
proof (a) We know by 372I that g is defined almost everywhere and that gφ = g a.e. In the language of
the proof of 372I, g • = v is the conditional expectation of u = f • on the closed subalgebra
C = {a : a ∈ A, πa = a} = {F • : F ∈ T} = {F • : F ∈ T0 },
412 Linear operators between function spaces 372K

by 372G and 372J. So v must be expressible as h• where h : X → R is T0 -measurable and is a conditional

expectation of f on T0 (and also on T). Since every set of measure zero belongs to T, g = h µ¹ T-a.e., and
g is also a conditional expectation of f on T.
(b) Suppose now that f is defined everywhere and Σ-measurable. Here I come to a technical obstruction.
The definition of ‘conditional expectation’ in 233D asks for g to be µ¹ T0 -integrable, and since µ-negligible
sets do not need to be µ¹ T0 -negligible we have some more checking to do, to confirm that {x : x ∈
dom g, g(x) = h(x)} is µ¹ T0 -conegligible as well as µ-conegligible.
(i)T For n ∈ N, set Σn = {φ−n [E] : E ∈ Σ}; then Σn is a σ-subalgebra of Σ, including T0 . Set
Σ∞ = n∈N Σn , still a σ-algebra including T0 . Now any negligible set E ∈ Σ∞ is µ¹ T0 -negligible. P
P For
each n ∈ N choose Fn ∈ Σ such that E = φ−n [Fn ]. Because φ is inverse-measure-preserving, every Fn is
negligible, so that
T S
E ∗ = m∈N n∈N,j≥m φ−j [Fn ]
T
is negligible. Of course E = m∈N φ−m [Fm ] is included in E ∗ . Now
T S T S
φ−1 [E ∗ ] = m∈N n∈N,j≥m φ−j−1 [Fn ] = m≥1 n∈N,j≥m φ−j [Fn ] = E ∗
because
S S
n∈N,j≥1 φ−j [Fn ] ⊆ n∈N,j≥0 φ−j [Fn ].
So E ∗ ∈ T0 and E is included in a negligible member of T0 , which is what we needed to know. Q Q
1
P n
(ii) We are assuming that f is Σ-measurable and defined everywhere, so that gn = n+1 ◦ i
i=0 f φ
∗ ∗
is Σ-measurable and defined everywhere. If we set g = lim supn→∞ gn , then g : X → [−∞, ∞] is Σ∞ -
measurable. P P For any m ∈ N, f ◦ φi is Σm -measurable for every i ≥ m, since {x : f (φi (x)) > α} = φ−m [{x :
i−m
f (φ (x)) > α}] for every α. Accordingly
1 Pn
g ∗ = lim supn→∞ ◦ i
i=m f φ
n+1
∗
is Σm -measurable. As m is arbitrary, g is Σ∞ -measurable. Q Q
Since h is surely Σ∞ -measurable, and h = g ∗ µ-a.e., (i) tells us that h = g ∗ µ¹ T0 -a.e. But similarly
h = lim inf n→∞ gn µ¹ T0 -a.e., so we must have h = g µ¹ T0 -a.e.; and g, like h, is a conditional expectation
of f on T0 .
(c) Finally, suppose that φ[E] is negligible for every negligible set E. Then every µ-negligible S set isnµ¹ T0 -
negligible. PP If E is µ-negligible, then φ[E], φ2 [E] = φ[φ[E]], . . . are allSnegligible,
T so E ∗
= n∈N φ [E] is
negligible, and there is a measurable negligible set F ⊇ E ∗ . Now F∗ = m∈N n≥m φ−n [F ] is a negligible
set in T0 including E, so E is µ¹ T0 -negligible. QQ Consequently g = h µ¹ T0 -a.e., and in this case also g is
a conditional expectation of f on T0 .

372L Remark Parts (b)-(c) of the proof above are dominated by the technical question of the exact
definition of ‘conditional expectation of f on T0 ’, and it is natural to be impatient with such details. The
kind of example I am concerned about is the following. Let C ⊆ [0, 1] be the Cantor set (134G), and
φ : [0, 1] → [0, 1] a Borel measurable function such that φ[C] = [0, 1] and φ(x) = x for x ∈ [0, 1] \ C.
(For instance, we could take φ agreeing with the Cantor function on C (134H).) Because C is negligible,
φ is inverse-measure-preserving for Lebesgue measure µ, and if f is any Lebesgue integrable function then
1 Pn i
g(x) = limn→∞ i=0 f (φ (x)) is defined and equal to f (x) for every x ∈ dom f \ C. But for x ∈ C we
n+1
can, by manipulating φ, arrange for g(x) to be almost anything; and if f is undefined on C then g will also
be undefined on C. On the other hand, C is not µ¹ T0 -negligible,
R because the only member of T0 including
C is [0, 1]. So we cannot be sure of being able to form g d(µ¹ T0 ).
If instead of Lebesgue measure itself we took its restriction µB to the algebra of Borel subsets of [0, 1], then
φ would still be inverse-measure-preserving for µB , but we should now have to worry about the possibility
that f ¹C was non-measurable, so that g¹C came out to be non-measurable, even if everywhere defined, and
g was not µB ¹ T0 -virtually measurable.
372Mc The ergodic theorem 413

In the statement of 372K I have offered two ways of being sure that the problem does not arise: check
that φ[E] is negligible whenever E is negligible (so that all negligible sets are µ¹ T0 -negligible), or check
that f is defined everywhere and Σ-measurable. Even if these conditions are not immediately satisfied in a
particular application, it may be possible to modify the problem so that they are. For instance, completing
the measure will leave φ inverse-measure-preserving (343Ac), will not change the integrable functions but will
make them all measurable (212F, 212Bc), and may enlarge T0 enough to make a difference. If our function
f is measurable (because the measure is complete, or otherwise) we can extend it to a measurable function
defined everywhere (121I) and the corresponding extension of g will be µ¹ T0 -integrable. Alternatively, if
the difficulty seems to lie in the behaviour of φ rather than in the behaviour of f (as in the example above),
it may help to modify φ on a negligible set.

372M Continued fractions A particularly delightful application of the results above is to a question
which belongs as much to number theory as to analysis. It takes a bit of space to describe, but I hope you
will agree with me that it is well worth knowing in itself, and that it also illuminates some of the ideas
above.
(a) Set X = [0, 1] \ Q. For x ∈ X, set φ(x) = < x1 >, the fractional part of x1 , and k1 (x) = x1 − φ(x), the
integer part of x1 ; then φ(x) ∈ X for each x ∈ X, so we may define kn (x) = k1 (φn−1 (x)) for every n ≥ 1.
The strictly positive integers k1 (x), k2 (x), k3 (x), . . . are the continued fraction coefficients of x. Of
course kn+1 (x) = kn (φ(x)) for every n ≥ 1. Now define hpn (x)in∈N , hqn (x)in∈N inductively by setting
p0 (x) = 0, p1 (x) = 1, pn (x) = pn−2 (x) + kn (x)pn−1 (x) for n ≥ 1,

q0 (x) = 1, q1 (x) = k1 (x), qn (x) = qn−2 (x) + kn (x)qn−1 (x) for n ≥ 1.

The continued fraction approximations to x are the quotients pn (x)/qn (x).
(I do not discuss rational x, because for my purposes here these are merely distracting. But if we set
k1 (0) = ∞, φ(0) = 0 then the formulae above produce the conventional values for kn (x) for rational x ∈ [0, 1[.
As for the pn and qn , use the formulae above until you get to x = pn (x)/qn (x), φn (x) = 0, kn+1 (x) = ∞,
and then set pm (x) = pn (x), qm (x) = qn (x) for m ≥ n.)

(b) The point is that the quotients rn (x) = pn (x)/qn (x) are, relatively speaking, good rational approxi-
mations to x. (See 372Yf.) We always have rn+1 (x) < x < rn (x) for every odd n ≥ 1 (372Xj). If x = π − 3,
then the first few coefficients are
k1 = 7, k2 = 15, k3 = 1,

1 15 16
r1 = , r2 = , r3 = ;
7 106 113
22 355
the first and third of these corresponding to the classical approximations π l , πl . Or if we take
7 113
x = e − 2, we get
k1 = 1, k2 = 2, k3 = 1, k4 = 1, k5 = 4, k6 = 1,

2 3 5 23 28
r1 = 1, r2 = , r3 = , r4 = , r5 = , r6 = ;
3 4 7 32 39
17 86
note that the obvious approximations 24 , 120 derived from the series for e are not in fact as close as the
5 28
even terms 7 , 39 above, and involve larger numbers.

(c) Now we need a variety of miscellaneous facts about these coefficients, which I list here.
(i) For any x ∈ X, n ≥ 1 we have
pn (x)−xqn (x)
pn−1 (x)qn (x) − pn (x)qn−1 (x) = (−1)n , φn (x) =
xqn−1 (x)−pn−1 (x)

(induce on n), so
pn (x)+pn−1 (x)φn (x)
x= .
qn (x)+qn−1 (x)φn (x)
414 Linear operators between function spaces 372Mc

(ii) Another easy induction on n shows that for any finite string m = (m1 , . . . , mn ) of strictly positive
integers the set Dm = {x : x ∈ X, ki (x) = mi for 1 ≤ i ≤ n} is an interval in X on which φn is monotonic,
being strictly increasing if n is even and strictly decreasing if n is odd. (For the inductive step, note just
that
D(m1 ,... ,mn ) = [ m11+1 , m11 ] ∩ φ−1 [D(m2 ,... ,mn ) ].)

(iii) We also need to know that the intervals Dm of (ii) are small; specifically, that if m = (m1 , . . . , mn ),
the length of Dm is at most 2−n+1 . P P All the coefficients pi , qi , for i ≤ n, take constant values p∗i , qi∗ on
Dm , since they are determined from the coefficients ki which are constant on Dm by definition. Now every
x ∈ Dm is of the form (p∗n + tp∗n−1 )/(qn∗ + tqn−1∗
) for some t ∈ X (see (i) above) and therefore lies between
∗ ∗ ∗ ∗
pn−1 /qn−1 and pn /qn . But the distance between these is
¯ p∗n qn−1
∗ ∗ ¯
−p∗n−1 qn
¯ ¯= 1 ,
∗ ∗
qn qn−1 ∗ ∗ qn qn−1

by the first formula in (i). Next, noting that ≥ qi∗ ∗

qi−1 ∗
for each i ≥ 2, we see that qi∗ qi−1
+ qi−2 ∗ ∗
≥ 2qi−1 ∗
qi−2
for i ≥ 2, and therefore that qn∗ qn−1
∗
≥ 2n−1 , so that the length of Dm is at most 2−n+1 . Q Q

372N Theorem Set X = [0, 1] \ Q, and define φ : X → X as in 372M. Then for every Lebesgue
integrable function f on X,
1 Pn 1 R 1 f (t)
limn→∞ i=0
f (φi (x)) = 0 1+t
dt
n+1 ln 2
for almost every x ∈ X.
proof (a) The integral just written, and the phrase ‘almost every’, refer of course to Lebesgue measure;
but the first step is to introduce another measure, so I had better give a name µL to
R Lebesgue measure on
X. Let ν be the indefinite-integral measure on X defined by saying that νE = ln12 E 1+x1
µL (dx) whenever
this is defined. The coefficient ln12 is of course chosen to make νX = 1. Because 1+x
1
> 0 for every x ∈ X,
dom ν = dom µL and ν has just the same negligible sets as µL (234D); I can therefore safely use the terms
‘measurable set’, ‘almost everywhere’ and ‘negligible’ without declaring which measure I have in mind each
time.
(b) Now φ is inverse-measure-preserving
h h when regarded as a function from (X, ν) to itself. P P For each
1 1 1
k ≥ 1, set Ik = k+1 , k . On X ∩ Ik , φ(x) = x − k. Observe that φ¹Ik : X ∩ Ik → X is bijective and
differentiable relative to its domain in the sense of §262. Consider, for any measurable E ⊆ X,
Z Z
1 1
µL (dy) = |φ0 (x)|µL (dx)
E
(y+k)(y+k+1) Ik ∩φ−1 [E]
(φ(x)+k)(φ(x)+k+1)
Z
x2 1
= µL (dx) = ln 2 · ν(Ik ∩ φ−1 [E]),
Ik ∩φ−1 [E]
2 x+1 x

using 263D (or more primitive results, of course). But

P∞ 1 P∞ 1 1 1
k=1 = k=1 − =
(y+k)(y+k+1) y+k y+k+1 y+1

for every y ∈ [0, 1], so

∞ Z
X ∞
X
1 1
νE = µL (dy) = ν(Ik ∩ φ−1 [E]) = νφ−1 [E].
ln 2 E
(y+k)(y+k+1)
k=1 k=1

As E is arbitrary, ν is inverse-measure-preserving. Q
Q
(c) The next thing we need to know is that if E ⊆ X and φ−1 [E] = E then E is either negligible or
conegligible. P
P I use the sets Dm of 372M(c-ii).
(i) For any string m = (m1 , . . . , mn ) of strictly positive integers, we have
372N The ergodic theorem 415

p∗n +p∗n−1 φn (x)

x= ∗ +q ∗
qn n−1 φ (x)
n

for every x ∈ Dm , where p∗n , etc., are defined from m as in 372M(c-iii). Recall also that φn is strictly
monotonic on Dm . So for any interval I ⊆ [0, 1] (open, closed or half-open) with endpoints α < β,
φ−n [I] ∩ Dm will be of the form X ∩ J, where J is an interval with endpoints (p∗n + p∗n−1 α)/(qn∗ + qn−1
∗
α),
(p∗n +p∗n−1 β)/(qn∗ +qn−1
∗
β) in some order. This means that we can estimate µL (φ−n [I]∩Dm )/µL Dm , because
it is the modulus of

p∗ ∗
n +pn−1 α
∗
pn +p∗n−1 β
∗ +q ∗
qn − ∗ +q ∗
(β−α)qn∗ ∗
(qn ∗
+qn−1 )
n−1 α qn n−1 β
∗
(β−α)qn 1
p∗ ∗ = ≥ ≥ (β − α).
p∗ n +pn−1
∗ ∗ ∗
(q +qn−1 α)(qn +qn−1
∗ ∗ β) qn +qn−1
∗ 2
n
∗
qn − ∗ +q ∗
qn
n
n−1

Now look at
1
A = {E : E ⊆ [0, 1] is Lebesgue measurable, µL (φ−n [E] ∩ Dm ) ≥ µL E · µL Dm }.
2

Clearly the union of two disjoint members of A belongs to A. Because A contains every subinterval of [0, 1]
it includes the algebra E of subsets of [0, 1] consisting of finite unions of intervals. Next, the union of any
non-decreasing sequence in A belongs to A, and the intersection of a non-increasing sequence likewise. But
this means that A must include the σ-algebra generated by E (136G), that is, the Borel σ-algebra. But also,
if E ∈ A and H ⊆ [0, 1] is negligible, then
1 1
µL (φ−n [E4H] ∩ Dm ) = µL (φ−n [E] ∩ Dm ) ≥ µL E · µL Dm = µL (E4H) · µL Dm
2 2

and E4H ∈ A. And this means that every Lebesgue measurable subset of [0, 1] belongs to A (134Fb).
(ii) ?? Now suppose, if possible, that E is a measurable subset of X and that φ−1 [E] = E and E is
neither negligible nor conegligible in X. Set γ = 21 µL E > 0. By Lebesgue’s density theorem (223B) there
1
is some x ∈ X \ E such that limδ↓0 ψ(δ) = 0, where ψ(δ) = µL (E ∩ [x − δ, x + δ]) for δ > 0. Take n so
2δ
1 −n+1
large that ψ(δ) < 2γ whenever 0 < δ ≤ 2 , and set mi = ki (x) for i ≤ n, so that x ∈ Dm . Taking the
least δ such that Dm ⊆ [x − δ, x + δ], we must have δ ≤ 2−n+1 , because the length of Dm is at most 2−n+1
(372M(c-iii)), while µL Dm ≥ δ, because Dm is an interval. Accordingly
µL (E ∩ Dm ) ≤ µL (E ∩ [x − δ, x + δ]) = 2δψ(δ) < γδ ≤ γµL Dm .
But we also have
µL (E ∩ Dm ) = µL (φ−n [E] ∩ Dm ) ≥ γµL Dm ,
by (i). X
X
This proves the result. Q
Q
(d) The final fact we need in preparation is that φ[E] is negligible for every negligible E ⊆ X. This is
because φ is differentiable relative to its domain (see 263D(ii)).
1
(e) Now let f be any µL -integrable function. Because 1+x ≤ 1 for every x, f is also ν-integrable (235M);
consequently, using (b) above and 372K,
1 Pn
g(x) = limn→∞ i=0 f (φi (x))
n+1

is defined for almost every x ∈ X, and is a conditional expectation of f (with respect to the measure ν) on
the σ-algebra T0 = {E : E is measurable, φ−1 [E] = E}. But we haveRjust seenR that T0 consists only of
negligible and conegligible sets, so g must be essentially constant; since g dν = f dν, we must have
n
X Z Z 1
1 1 f (t)
lim f (φi (x)) = f dν = µL (dt)
n→∞ n+1 ln 2 0
1+t
i=0
R
for almost every x (using 235M to calculate f dν).
416 Linear operators between function spaces 372O

372O Corollary For almost every x ∈ [0, 1] \ Q,

1 1
limn→∞ #({i : 1 ≤ i ≤ n, ki (x) = k}) = (2 ln(k + 1) − ln k − ln(k + 2))
n ln 2
for every k ≥ 1, where k1 (x), . . . are the continued fraction coefficients of x.
1
proof In 372N, set f = χ(X ∩ [ k+1 , k1 ]). Then (for i ≥ 1) f (φi (x)) = 1 if ki (x) = k and zero otherwise. So

1
lim #({i : 1 ≤ i ≤ n, ki (x) = k})
n→∞ n
n
X n
X
1 1
= lim f (φi (x)) = lim f (φi (x))
n→∞ n n→∞ n+1
i=1 i=0
Z 1 Z 1/k
1 f (t) 1 1
= dt = dt
ln 2 0
1+t ln 2 1/k+1
1+t

1 1 1 1
= (ln(1 + ) − ln(1 + )) = (2 ln(k + 1) − ln k − ln(k + 2)),
ln 2 k k+1 ln 2

for almost every x ∈ X.

372P Mixing and ergodic transformations This seems an appropriate moment for some brief notes
on two special types of measure-preserving homomorphism or inverse-measure-preserving function.
Definitions (a) Let (A, µ̄) be a probability algebra and π : A → A a measure-preserving Boolean homo-
morphism.
(i) π is ergodic if {a : πa = a} = {0, 1}, that is, if the fixed-point subalgebra of π is trivial.
(ii) π is mixing (sometimes strongly mixing) if limn→∞ µ̄(π n a ∩ b) = µ̄a · µ̄b for all a, b ∈ A.

(b) Let (X, Σ, µ) be a probability space and φ : X → X an inverse-measure-preserving function.

(i) φ is ergodic (also called metrically transitive, indecomposable) if every measurable set E such
that φ−1 [E] = E is either negligible or conegligible.
(ii) φ is mixing if limn→∞ µ(F ∩ φ−n [E]) = µE · µF for all E, F ∈ Σ.

(c) Remarks (i) The reason for introducing ‘ergodic’ homomorphisms in this section is of course
372G/372K; if π in 372G, or φ in 372K, is ergodic, then the limit P u or g must be (essentially) constant,
being a conditional expectation on a trivial subalgebra.
(ii) In the definition (b-i) I should perhaps emphasize that we look only at measurable sets E. We
certainly expect that there will generally be many sets E for which φ−1 [E] = E, since any union of orbits
of φ will have this property.
(iii) Part (c) of the proof of 372N was devoted to showing that the function φ there was ergodic; see
also 372Xw. For another ergodic transformation see 372Xo. For examples of mixing transformations see
333P, 372Xm, 372Xn, 372Xr, 372Xu, 372Xv.

372Q The following facts are elementary.

Proposition (a) Let (A, µ̄) be a probability algebra and π : A → A a measure-preserving Boolean homo-
morphism.
(i) If π is mixing, it is ergodic.
(ii) Let T : L0 = L0 (A) → L0 be the Riesz homomorphism such that T (χa) = χπa for every a ∈ A.
Then the following are equiveridical: (α) π is ergodic;
Pn (β) the only u ∈ L0 such that
R T u = u are the multiples
1 1 1 i
of χ1; (γ) for every u ∈ L = L (A, µ̄), h n+1 i=0 T uin∈N order*-converges to ( u)χ1.
(b) Let (X, Σ, µ) be a probability space, with measure algebra (A, µ̄). Let φ : X → X be an inverse-
measure-preserving function and π : A → A the associated homomorphism such that πE • = (φ−1 [E])• for
every E ∈ Σ.
372R The ergodic theorem 417

(i) φ is mixing iff π is, and in this case it is ergodic.

(ii) The following are
Pnequiveridical: (α) φ is ergodic;
R (β) π is ergodic; (γ) for every µ-integrable real-
1 i
valued function f , h n+1 i=0 f (φ (x))i n∈N converges to f for almost every x ∈ X.
proof (a)(i) If π is mixing and πa = a, then
0 = µ̄(a \ a) = limn→∞ µ̄(π n a \ a) = µ̄a · µ̄(1 \ a),
so one of µ̄a, µ̄(1 \ a) must be zero, and a ∈ {0, 1}. Thus π is ergodic.
α)⇒(β
(ii)(α β ) T u = u iff π[[u > α]] = [[u > α]] for every α; if π is ergodic, this means that [[u > α]] ∈ {0, 1}
for every α, and u must be of the form γχ1, where γ = inf{α : [[u > α]] = 0}.
1
Pn
β )⇒(γγ ) If (β) is true and u ∈ L1 , then we know from 372G that h n+1
(β i
i=0 T uin∈N is order*-
convergent and k k1 -convergent to some v such that T v = v; by (β), v is of the form γχ1; and
R 1 Pn R R
γ= v = limn→∞ i=0
T iu = u.
n+1

α) Assuming (γ), take any a ∈ A such that πa = a, and consider u = χa. Then T i u = χa for
(γγ )⇒(α
every i, so
1 Pn R
χa = limn→∞ i=0
T i u = ( u)χ1 = µ̄a · χ1,
n+1
and a must be either 0 or 1.
(b)(i) Simply translating the definitions, we see that π is mixing iff φ is. In this case φ is ergodic, as in
(a-i).
α)⇒(β
(ii)(α β ) If πa = a there is an E such that φ−1 [E] = E and E • = a, by 372L; now µ̄a = µE ∈ {0, 1},
so a ∈ {0, 1}.
β )⇒(γγ ) Set u = f • ∈ L1 . In the language of (a), T i u = (f φi )• for each i, by 372H, so that
(β
1 Pn i • 1 Pn i
( i=0 f φ ) = n+1 i=0 T u
n+1
R R 1
Pn i
R
is order*-convergent to ( u)χ1 = ( f )χ1, and n+1 i=0 f φ → f a.e.
α) If φ−1 [E] = E then, applying (γ) to f = χE, we see that χE = µE · χX a.e., so that E is
(γγ )⇒(α
either negligible or conegligible.

372R There is a useful sufficient condition for a homomorphism or function to be mixing.

Proposition T(a) Let (A, µ̄) be a probability algebra, and π : A → A a measure-preserving Boolean homo-
morphism. If n∈N π n [A] = {0, 1}, then π is mixing.
(b) Let (X, Σ, µ) be a probability space, and φ : X → X an inverse-measure-preserving function. Set
T = {E : for every n ∈ N there is an F ∈ Σ such that E = φ−n [F ]}.
If every element of T is either negligible or conegligible, φ is mixing.
proof (a) Let T : L0 = L0 (A) → L0 be the Riesz homomorphism associated with π. Take any a, b ∈ A
and any non-principal ultrafilter F on N. Then hT n (χa)in∈N is a bounded sequence in the reflexive space
L2µ̄ = L2 (A, µ̄), so v = limn→F T n (χa) is defined for the weak topology of L2µ̄ . Now for each n ∈ N set
Bn = π n [A]. This is a closed subalgebra of A (314F(a-i)), and contains π i a for every i ≥ n. So if we identify
L2 (Bn , µ̄¹ Bn ) with the corresponding subspace of L2µ̄ (366I), it contains T i (χa) for every i ≥ n; but also
it is norm-closed, therefore weakly closed (3A5Ee), so contains
T v. This means that [[v > α]] must belong to
Bn for every α and every n. But in this case [[v > α]] ∈ n∈N Bn = {0, 1} for every α, and v is of the form
γχ1. Also
R R
γ= v = limn→F T n (χa) = µ̄a.
So
R R
limn→F µ̄(π n a ∩ b) = limn→F T n (χa) × χb = v × χb = γ µ̄b = µ̄a · µ̄b.
418 Linear operators between function spaces 372R

But this is true of every non-principal ultrafilter F on N, so we must have limn→∞ µ̄(π n a ∩ b) = µ̄a · µ̄b
(3A3Lc). As a and b are arbitrary, π is mixing.
T
(b) The point is that if a ∈ n∈N π n [A], there is an E ∈ T such that E • = a. P
P For each n ∈ N there is
n −n
an an ∈ A such that π an = a; say an = Fn where Fn ∈ Σ. Then φ [Fn ] = a. Set
• •

S T S T
E = m∈N n≥m φ−n [Fn ], Ek = m≥k n≥m φ−(n−k) [Fn ]
for each k; then E • = a and
S T S T
φ−k [Ek ] = m≥k n≥m φ−n [Fn ] = m∈N n≥m φ−n [Fn ] = E
for every
T k, so E ∈ T. Q
Q
So n∈N An = {0, 1} and π and φ are mixing.

372X Basic exercisesP(a) Let U be any reflexive Banach space, and T : U → U an operator of norm
1 n i
at most 1. Set An = n+1 i=0 T for each n ∈ N. Show that P u = limn→∞ An u is defined (as a limit for
the norm topology) for every u ∈ U , and that P : U → U is a projection onto {u : T u = u}. (Hint: show
that {u : P u is defined} is a closed linear subspace of U containing T u − u for every u ∈ U .)
(This is a version of the mean ergodic theorem.)
(0) 1
Pn i
>(b) Let (A, µ̄) be a measure algebra, and T ∈ Tµ̄,µ̄ ; set An = n+1 i=0 T for n ∈ N. Take any p ∈ [1, ∞[
and u ∈ L = L (A, µ̄). Show that hAn uin∈N is order*-convergent and k kp -convergent to some v ∈ Lp .
p p

(Hint: put 372Xa together with 372D.)

(c) Let (A, µ̄) be a probability algebra, and π : A → A a measure-preserving Boolean homomorphism.
R R
Let P : L1 → L1 be the operator defined as in 365P/366Hb, where L1 = L1 (A, µ̄), so that a P u = πa u
1
Pn
for u ∈ L1 , a ∈ A. Set An = n+1 i 1 1 1
i=0 P : L → L for each i. Show that for any u ∈ L , hAn uin∈N is
order*-convergent and k k1 -convergent to the conditional expectation of u on the subalgebra {a : πa = a}.

(d) Show that if f is any Lebesgue integrable function on R, and y ∈ R \ {0}, then
1
Pn
limn→∞ n+1 k=0 f (x + ky) = 0

for almost every x ∈ R.

(e) Let (X, Σ, µ) be a measure space and φ : X → X an inverse-measure-preserving function. Set

T = {E : E ∈ Σ, µ(φ−1 [E]4E) = 0}, T0 = {E : E ∈ Σ, φ−1 [E] = E}. (i) Show that T = {E4F : E ∈
T0 , F ∈ Σ, µF = 0}. (ii) Show that a set A ⊆ X is µ¹ T0 -negligible iff φn [A] is µ-negligible for every n ∈ N.
R
> (f ) Let ν be a Radon probability measure on R such that |t|ν(dt) is finite (cf. 271C-271F). On X = RN
let λ be the product measure obtained when each factor is given the measure ν. Define φ : X → X by setting
φ(x)(n) = x(n + 1) for x ∈ X,R n ∈ N. (i) Show that φ is inverse-measure-preserving. (Hint: 254G. PnSee also
1 ◦ i
372Xu below.) (iii) Set γ = tν(dt), the expectation of the distribution ν. By considering n+1 i=0 f φ ,
1
Pn
where f (x) = x(0) for x ∈ X, show that limn→∞ n+1 i=0 x(i) = γ for λ-almost every x ∈ X.

> (g) Use the Ergodic Theorem to prove Kolmogorov’s Strong Law of Large Numbers (273I), as follows.
Given a complete probability space (Ω, Σ, µ) and an independent identically distributed sequence hFn in∈N
of measurable functions from Ω to R, set X = RN and F (ω) = hFn (ω)in∈N for ω ∈ Ω. Show that if we give
each copy of R the distribution of F0 then F is inverse-measure-preserving for µ and the product measure
λ on X. Now use 372Xf.
1
(h) Show that the continued fraction coefficients of √ are 1, 2, 1, 2, . . . .
2

>(i) For x ∈ X = [0, 1] \ Q let k1 (x), k2 (x), . . . be its continued-fraction coefficients. Show that x 7→
hkn+1 (x) − 1in∈N is a bijection between X and NN which is a homeomorphism if X is given its usual
topology (as a subset of R) and NN is given its usual product topology (each copy of N being given the
discrete topology).
372Xt The ergodic theorem 419

(j) For any irrational x ∈ [0, 1] let k1 (x), k2 (x), . . . be its continued-fraction coefficients and pn (x), qn (x)
the numerators and denominators of its continued-fraction approximations, as described in 372M. Write
rn (x) = pn (x)/qn (x). (i) Show that x lies between rn (x) and rn+1 (x) for every n ∈ N. (ii) Show that
rn+1 (x) − rn (x) = (−1)n /qn (x)qn+1 (x) for every n ∈ N. (iii) Show that |x − rn (x)| ≤ 1/qn (x)2 kn (x) for
every n ≥ 1. (iv) Hence show that for almost every γ ∈ R, the set {(p, q) : p ∈ Z, q ≥ 1, |γ − pq | ≤ ²/q 2 } is
infinite for every ² > 0.

(k) Let (A, µ̄) be an atomless probability algebra. Show that the following are equiveridical: (i) A is
homogeneous; (ii) there is an ergodic measure-preserving Boolean homomorphism π : A → A; (iii) there is
a mixing measure-preserving automorphism π : A → A. (Hint: 333P.)

(l) Let (A, µ̄) be a probability algebra, and π : A → A a measure-preserving Boolean homomorphism. (i)
Show that if n ≥ 1 then π is mixing iff π n is mixing. (ii) Show that if n ≥ 1 and π n is ergodic then π is
ergodic. (iii) Show that if π is an automorphism then it is ergodic, or mixing, iff π −1 is.

> (m) Consider the tent map φα (x) = α min(x, 1 − x) for x ∈ [0, 1], α ∈ [0, 2]. Show that φ2 is inverse-
measure-preserving and mixing for Lebesgue measure on [0, 1]. (Hint: show that φn+12 (x) = φ2 (<2n x>) for
n ≥ 1, and hence that µ(I ∩ φ−n
2 [J]) = µI · µJ whenever I is of the form [2−n
k, 2 −n
(k + 1)] and J is an
interval.)

(n) Consider the quadratic map ψβ (x) = βx(1 − x) for x ∈ [0, 1], β ∈ [0, 4]. Show that ψ4 p is inverse-
measure-preserving and mixing for the Radon measure on [0, 1] with density function t 7→ 1/π t(1 − t).
(Hint: show that the transformation t 7→ sin2 πt
2 turns it into the tent map.) Show that for almost every x,
1 2 √
limn→∞ #({i : i ≤ n, ψ4i (x) ≤ α}) = arcsin α
n+1 π

for every α ∈ [0, 1].

(o) Let (X, Σ, µ) be Lebesgue measure on [0, 1[, and fix an irrational number α ∈ [0, 1[. (i) Set φ(x) =
x +1 α for every x ∈ [0, 1[, where x +1 α is whichever of x + α, x + α − 1 belongs to [0,
Pn1[. Showi that φ is
1
inverse-measure-preserving. (ii) Show that if I ⊆ [0, 1[ is an interval then limn→∞ n+1 i=0 χI(φ (x)) = µI
for almost every x ∈ [0, 1[. (Hint: this is Weyl’s Equidistribution Theorem (281N).) (iii) Show that φ is
ergodic. (Hint: take the conditional expectation operator P of 372G, and look at P (χI • ) for intervals I.)
(iv) Show that φn is ergodic for any n ∈ Z \ {0}. (v) Show that φ is not mixing.

(p) Let (A, µ̄) be a probability algebra and π : A → A a mixing measure-preserving homomorphism. Let
T : L0 (A) → L0 (A) be the corresponding homomorphism. Let p, q ∈ [1, ∞] be such that p1 + 1q = 1. Show
R R R
that limn→∞ T n u × v = u v whenever u ∈ Lp (A, µ̄) and v ∈ Lq (A, µ̄). (Hint: start with u, v ∈ S(A).)

(q) Let (X, Σ, µ) be a probability space and φ : X → XR a mixing inverse-measure-preserving

R R function.
Let p, q ∈ [1, ∞] be such that p1 + 1q = 1. Show that limn→∞ f (φn (x))g(x)dx = f g whenever f ∈ Lp (µ)
and g ∈ Lq (µ).

(r) Give [0, 1[ Lebesgue measure µ, and let k ≥ 2 be an integer. Define φ : [0, 1[ → [0, 1[ by setting
φ(x) = <kx>, the fractional part of kx. Show that φ is inverse-measure-preserving. Show that φ is mixing.
(Hint: if I = [k −n i, k −n (i + 1)[, J = [k −n j, k −n (j + 1)[ then µ(I ∩ φ−m [J]) = µI · µJ for all m ≥ n.)

(s) Let (X, Σ, µ) be a probability space and φ : X → X an ergodic inverse-measure-preserving

R function.
Let f be a µ-virtually measurable function defined almost everywhere on X such that f dµ = ∞. Show
1 Pn i
that limn→∞ i=0 f (φ (x)) = ∞ for almost every x ∈ X. (Hint: look at the corresponding limits for
n+1
fm = f ∧ mχX.)

(t) For irrational

Pn x ∈ [0, 1], write k1 (x), k2 (x), . . . for the continued-fraction coefficients of
R x. Show that
limn→∞ n1 i=1 ki (x) = ∞ for almost every x. (Hint: take φ, ν as in 372N, and show that k1 dν = ∞.)
420 Linear operators between function spaces 372Xu

(u) Let (X, Σ, µ) be any probability space, and let λ be the product measure on X N . Define φ : X N → X N
by setting φ(x)(n) = x(n+1). Show that φ is inverse-measure-preserving. Show that φ satisfies the conditions
of 372R, so is mixing.

(v) Let (X, Σ, µ) be any probability space, and let λ be the product measure on X Z . Define φ : X Z → X Z
by setting φ(x)(n) = x(n + 1). Show that φ is inverse-measure-preserving. Show that φ is mixing. (Hint:
show that if C, C 0 are basic cylinder sets then µ(C ∩ φ−n [C 0 ]) = µC · µC 0 for all n large enough.) Show that
φ does not satisfy the conditions of 372R. (Compare 333P.)

(w) In 372N, let T1 be the family {E : for every n ∈ N there is a measurable set F ⊆ X such that
φ−n [F ] = E}. Show that every member of T1 is either negligible or conegligible. (Hint: the argument of
part (c) of the proof of 372N still works.) Hence show that φ is mixing for the measure ν.

372Y Further exercises (a) In 372D, show that the null space of the limit operator P is precisely the
closure in M 1,0 of the subspace {T u − u : u ∈ M 1,0 }.

(0)
(b) Let (A, µ̄) be a measure algebra and T ∈ Tµ̄,µ̄ . Take p ∈ ]1, ∞[ and u ∈ Lp (A, µ̄), and set u∗ =
1
Pn i
supn∈N n+1 i=0 |T u|. (i) Show that for any γ > 0,

2 R
µ̄[[u∗ > γ]] ≤ [[|u|>γ/2]]
|u|.
γ

p R
(Hint: apply 372C to (|u| − 12 γχ1)+ .) (ii) Show that ku∗ kp ≤ 2( )1/p kukp . (Hint: show that [[|u|>α]]
|u| =
p−1
R∞
αµ̄[[|u| > α]] + α µ̄[[|u| > β]]dβ; see 365A. Use 366Xa to show that
R∞ R∞
ku∗ kpp ≤ 2p 0
γ p−2 γ/2
µ̄[[|u| > β]]dβdγ + 2p kukpp ,

and reverse the order of integration. Compare 275Yc.) (This is Wiener’s dominated ergodic theorem.)

(0)
(c) Let (A, µ̄) be a probability algebra and T an operator in Tµ̄,µ̄ . Take u ∈ L1 = L1 (A, µ̄) such that
h(|u|) ∈ L1 , where h(t) = tP ln t for t ≥ 1, 0 for t ≤ 1, and h̄ is the corresponding function from L0 (A) to
1 n
∗
itself. Set u = supn∈N n+1 i=0 |T i u|. Show that u∗ ∈ L1 . (Hint: use the method of 372Yb to show that
R∞ ∗
R
2
µ̄[[u > γ]]dγ ≤ 2 h̄(u).)

(d) In 372G, suppose that A is atomless. Show that there is always an a ∈ A such that µ̄a ≤ 12 and
inf i≤n π i a 6= 0 for every n, so that (except in trivial cases) hAn (χa)in∈N will not be k k∞ -convergent.

(e) Show that an irrational x ∈ ]0, 1[ has an eventually periodic sequence of continued fraction coefficients
iff it is a solution of a quadratic equation with integral coefficients.

(f ) In the language of 372M-372O and 372Xj, show the following. (i) For any x ∈ X, n ≥ 2, qn (x)qn−1 (x) ≥
2n−1 , pn (x)pn+1 (x) ≥ 2n−1 , so that qn+1 (x)pn (x) ≥ 2n−1 and |1 − x/rn (x)| ≤ 2−n+1 , | ln x − ln rn (x)| ≤
2−n+2 . Also |x − rn (x)| ≥ 1/qn (x)qn+2 (x). (ii) For any x ∈ X, n ≥ 1, pn+1 (x) = qn (φ(x)) and
Qn−1 Pn−1
qn (x) i=0 rn−i (φi (x)) = 1. (iii) For any x ∈ X, n ≥ 1, | ln qn (x) + i=0 ln φi (x)| ≤ 4. (iv) For al-
most every x ∈ X,
1 1 R1 ln t π2
limn→∞ ln qn (x) = − 0 1+t
dt = .
n ln 2 12 ln 2

(Hint: 225Xi, 282Xo.) (v) For almost every x ∈ X, limn→∞ n1 ln |x − rn (x)| = −π 2 /6 ln 2. (vi) For almost
every x ∈ X, 11−n ≤ |x − rn (x)| ≤ 10−n and 3n ≤ qn (x) ≤ 4n for all but finitely many n.

(g) In 372M, show that for any measurable setRE ⊆ X, limn→∞ µRL φ−n [E] = νE. (Hint: recall that φ is
mixing for ν (372Xw). Hence show that limn→∞ φ−n [E] g dν = νE · g dν for any integrable g. Apply this
to a Radon-Nikodým derivative of µL with respect to ν.) (I understand that this result is due to Gauss.)
372 Notes The ergodic theorem 421

(h) Let h(Xi , Σi , µi )ii∈I be any family of probability spaces, with product (X, Λ, λ). Suppose that for each
i ∈ I we are given an inverse-measure-preserving function φi : Xi → Xi . Show that there is a corresponding
inverse-measure-preserving function φ : X → X given by setting φ(x)(i) = φi (x(i)) for x ∈ X, i ∈ I. Show
that if each φi is mixing so is φ.

(i) Give an example of an ergodic measure-preserving automorphism φ : [0, 1[ → [0, 1[ such that φ2 is not
ergodic. (Hint: set φ(x) = 21 (1 + φ0 (2x)) for x < 12 , x − 12 for x ≥ 12 . See also 387Xg.)

(j) Show that there is an ergodic φ : [0, 1] → [0, 1] such that (ξ1 , ξ2 ) 7→ (φ(ξ1 ), φ(ξ2 )) : [0, 1]2 → [0, 1]2 is
not ergodic. (Hint: 372Xo.)

(k) Let M be an r × r matrix with integer coefficients and non-zero determinant, where r ≥ 1. Let
r r r
φ : [0, 1[ → [0, 1[ be the function such that φ(x) − M x ∈ Zr for every x ∈ [0, 1[ . Show that φ is inverse-
r
measure-preserving for Lebesgue measure on [0, 1[ .

372 Notes and comments I have chosen an entirely conventional route to the Ergodic Theorem here,
through the Mean Ergodic Theorem (372Xa) or, rather, the fundamental lemma underlying it (372A), and
the Maximal Ergodic Theorem (372B-372C). What is not to be found in every presentation is the generality
here. I speak of arbitrary T ∈ T (0) , the operators which are contractions both for k k1 and for k k∞ , not
requiring T to be positive, let alone correspond to a measure-preserving homomorphism. (I do not mention
T (0) in the statement of 372C, but of course it is present in spirit.) The work we have done up to this
point puts this extra generality within easy reach, but as the rest of the section shows, it is not needed for
the principal examples. Only in 372Xc do I offer an application not associated with a measure-preserving
homomorphism or an inverse-measure-preserving function.
The Ergodic Theorem is an ‘almost-everywhere pointwise convergence theorem’, like the strong law(s)
of large numbers and the martingale theorem(s) (§273, §275). Indeed Kolmogorov’s form of the strong law
can be derived from the Ergodic Theorem (372Xg). There are some very strong family resemblances. For
instance, the Maximal Ergodic Theorem corresponds to the most basic of all the martingale inequalities
(275D). Consequently we have similar results, obtained by similar methods, concerning the domination of
sequences starting from members of Lp (372Yb, 275Yc), though the inequalities are not identical. (Com-
pare also 372Yc with 275Yd.) There are some tantalising reflections of these traits in results surrounding
Carleson’s theorem on the pointwise convergence of square-integrable Fourier series (see §286 notes), but
Carleson’s theorem seems to be much harder than the others. Other forms of the strong law (273D, 273H)
do not appear to fit into quite the same pattern, but I note that here, as with the Ergodic Theorem, we
begin with a study of square-integrable functions (see part (e) of the proof of 372D).
After 372D, there is a contraction and concentration in the scope of the results, starting with a simple
replacement of M 1,0 with L1 (372E). Of course it is almost as easy to prove 372D from 372E as the other
way about; I give precedence to 372D only because M 1,0 is the space naturally associated with the class
T (0) of operators to which these methods apply. Following this I turn to the special family of operators to
which the rest of the section is devoted, those associated with measure-preserving homomorphisms (372F),
generally on probability spaces (372G). This is the point at which we can begin to identify the limit as a
conditional expectation as well as an invariant element.
Next comes the translation into the language of measure spaces and inverse-measure-preserving functions,
all perfectly straightforward in view of the lemmas 372H (which was an exercise in §364) and 372J. These
turn 372F into 372I and 372G into the main part of 372K.
In 372K-372L I find myself writing at some length about a technical problem. The root of the difficulty is
in the definition of ‘conditional expectation’. Now it is generally accepted that any pure mathematician has
‘Humpty Dumpty’s privilege’: ‘When I use a word, it means just what I choose it to mean – neither more
nor less’. With any privilege come duties and responsibilities; in this context, the duty to be self-consistent,
and the responsibility to try to use terms in ways which will not mystify or mislead the unprepared reader.
Having written down a definition of ‘conditional expectation’ in Volume 2, I must either stick to it, or go
back and change it, or very carefully explain exactly what modification I wish to make here. I don’t wish
to suggest that absolute consistency – in terminology or anything else – is supreme among mathematical
virtues. Surely it is better to give local meanings to words, or tolerate ambiguities, than to suppress ideas
422 Linear operators between function spaces 372 Notes

which cannot be formulated effectively otherwise, and among ‘ideas’ I wish to include the analogies and
resonances which a suitable language can suggest. But I do say that it is always best to be conscious of
what one is doing – I go farther: one of the things which mathematics is for, is to raise our consciousness of
what our thoughts really are. So I believe it is right to pause occasionally over such questions.
In 372M-372O (see also 372Xj, 372Xt, 372Xw, 372Yf, 372Yg) I make an excursion into number theory.
This is a remarkable example of the power of advanced measure theory to give striking results in other
branches of mathematics. Everything here is derived from Billingsley 65, who goes farther than I have
space for, and gives references to more. Here let me point to 372Xi; almost accidentally, the construction
offers a useful formula for a homeomorphism between two of the most important spaces of descriptive set
theory, which will be important to us in Volume 4.
I end the section by introducing two terms, ‘ergodic’ and ‘mixing’ transformation, not because I wish to
use them for any new ideas (apart from the elementary 372R, these must wait for §§385-386) but because it
may help if I immediately classify some of the inverse-measure-preserving functions we have seen (372Xm-
372Xo, 372Xr, 372Xt-372Xv). Of course in any application of any ergodic theorem it is of great importance
to be able to identify the limits promised by the theorem, and the point about an ergodic transformation
is just that our averages converge to constant limits (372Q). Actually proving that a given inverse-measure-
preserving function is ergodic is rarely quite trivial (see 372N, 372Xn, 372Xo), though a handful of standard
techniques cover a large number of cases, and it is usually obvious when a map is not ergodic, so that if an
invariant region does not leap to the eye one has a good hope of ergodicity.
I take the opportunity to mention two famous functions from [0, 1] to itself, the ‘tent’ and ‘quadratic’
maps (372Xm, 372Xn). In the formulae φα , ψβ I include redundant parameters; this is because the real
importance of these functions lies in the way their behaviour depends, in bewildering complexity, on these
parameters. It is only at the extreme values α = 2, β = 4 that the methods of this volume can tell us
anything interesting.

373 Decreasing rearrangements

I take a section to discuss operators in the class T (0) of 371F-371H and §372 and two associated classes
T , T × (373A). These turn out to be intimately related to the idea of ‘decreasing rearrangement’ (373C). In
373D-373F I give elementary properties of decreasing rearrangements; then in 373G-373O I show how they
may be used to characterize the set {T u : T ∈ T } for a given u. TheRargument uses a natural topology on
the set T (373K). I conclude with remarks on the possible values of T u × v for T ∈ T (373P-373Q) and
(0) (0) ×
identifications between Tµ̄,ν̄ , Tν̄,µ̄ and Tµ̄,ν̄ (373R-373T).

373A Definition Let (A, µ̄) and (B, ν̄) be measure algebras. Recall that Mµ̄1,∞ = L1 (A, µ̄) + L∞ (A)
is the set of those u ∈ L0 (A) such that (|u| − αχ1)+ is integrable for some α, its norm k k1,∞ being defined
by the formulae

kuk1,∞ = min{kvk1 + kwk∞ : v ∈ L1 , w ∈ L∞ , v + w = u}

Z
= min{α + (|u| − αχ1)+ : α ≥ 0}

(369Ob).

(a) Tµ̄,ν̄ will be the space of linear operators T : Mµ̄1,∞ → Mν̄1,∞ such that kT uk1 ≤ kuk1 for every u ∈ L1µ̄
and kT uk∞ ≤ kuk∞ for every u ∈ L∞ (A). (Compare the definition of T (0) in 371F.)

(b) If B is Dedekind complete, so that Mµ̄1,∞ , being a solid linear subspace of the Dedekind complete
×
space L0 (B), is Dedekind complete, Tµ̄,ν̄ will be Tµ̄,ν̄ ∩ L× (Mµ̄1,∞ ; Mµ̄1,∞ ).
373B Decreasing rearrangements 423

373B Proposition Let (A, µ̄) and (B, ν̄) be measure algebras.
(a) T = Tµ̄,ν̄ is a convex set in the unit ball of B(Mµ̄1,∞ ; Mν̄1,∞ ).
(0)
(b) If T ∈ T then T ¹Mµ̄1,0 belongs to Tµ̄,ν̄ , as defined in 371F. So if T ∈ T , p ∈ [1, ∞[ and u ∈ Lpµ̄ then
p
T u ∈ Lν̄ and kT ukp ≤ kukp .
(c) If B is Dedekind complete and T ∈ T , then T ∈ L∼ (Mµ̄1,∞ ; Mν̄1,∞ ) and T1 ∈ T whenever T1 ∈
L∼ (Mµ̄1,∞ ; Mν̄1,∞ ) and |T1 | ≤ |T |; in particular, |T | ∈ T .
(d) If π : A → B is a measure-preserving Boolean homomorphism, then we have a corresponding operator
T ∈ T defined by saying that T (χa) = χ(πa) for every a ∈ A. If π is order-continuous, then so is T .
(e) If (C, λ̄) is another measure algebra and T ∈ T , S ∈ Tν̄,λ̄ then ST ∈ Tµ̄,λ̄ .
proof (a) As 371G, parts (a-i) and (a-ii) of the proof.
(b) If u ∈ Mµ̄1,0 and ² > 0, then u is expressible as u0 + u00 where ku00 k∞ ≤ ² and u0 ∈ L1µ̄ . (Set
u00 = (u+ ∧ ²χ1) − (u− ∧ ²χ1).)
So
(|T u| − ²χ1)+ ≤ |T u − T u00 | ∈ L1ν̄ .
As ² is arbitrary, T u ∈ Mν̄1,0 ; as u is arbitrary, T ¹Mµ̄1,0 ∈ T (0) . Now the rest is a consequence of 371Gd.
(c) Because Mν̄1,∞ is a solid linear subspace of L0 (B), which is Dedekind complete because B is,
L∼ (Mµ̄1,∞ ; Mν̄1,∞ ) is a Riesz space (355Ea).
Take any u ≥ 0 in Mµ̄1,∞ . Let α ≥ 0 be such that (u − αχ1)+ ∈ L1µ̄ . Because T ¹L1µ̄ belongs to
B(L1µ̄ ; L1ν̄ ) = L∼ (L1µ̄ ; L1ν̄ ) (371D), w0 = sup{T v : v ∈ L1µ̄ , 0 ≤ v ≤ (u − αχ1)+ } is defined in L1ν̄ . Now if
v ∈ Mµ̄1,∞ and 0 ≤ v ≤ u, we must have
T v = T (v − αχ1)+ + T (v ∧ αχ1) ≤ w0 + αχ1 ∈ Mν̄1,∞ .
Thus {T v : 0 ≤ v ≤ u} is bounded above in Mν̄1,∞ . As u is arbitrary, T ∈ L∼ (Mµ̄1,∞ ; Mν̄1,∞ ) (355Ba).
Now take T1 such that |T1 | ≤ |T | in L∼ (Mµ̄1,∞ ; Mν̄1,∞ ). 371D also tells us that k|T ¹L1µ̄ |k = kT ¹L1µ̄ k, so
that

kT1 uk1 = k|T1 u|k1 ≤ k|T1 ||u|k1 ≤ k|T ||u|k1

= k sup T vk1 ≤ k sup vk1 = kuk1
|v|≤|u| |v|≤|u|

for every u ∈ L1µ̄ (using one of the formulae in 355Eb for the first equality). At the same time, if u ∈ L∞ (A),
then

|T1 u| ≤ |T1 ||u| ≤ |T ||u| = sup T v

|v|≤|u|

≤ sup kT vk∞ χ1 ≤ sup kvk∞ χ1 = kuk∞ χ1,

|v|≤|u| |v|≤|u|

so kT1 uk∞ ≤ kuk∞ . Thus T1 ∈ T .

(d) By 365O and 363F, we have norm-preserving positive linear operators T1 : L1µ̄ → L1ν̄ and T∞ :
L (A) → L∞ (B) defined by saying that T1 (χa) = χ(πa) whenever µ̄a < ∞ and T∞ (χa) = χ(πa) for every
∞

a ∈ A. If u ∈ S(Af ) = L1µ̄ ∩ S(A) (365F), then T1 u = T∞ u, because both T1 and T∞ are linear and they
agree on {χa : µ̄a < ∞}. If u ≥ 0 in Mµ̄∞,1 = L1µ̄ ∩ L∞ (A), there is a non-decreasing sequence hun in∈N in
S(Af ) such that u = supn∈N un and
limn→∞ ku − un k1 = limn→∞ ku − un k∞ = 0
(see the proof of 369Od), so that
T1 u = supn∈N T1 un = supn∈N T∞ un = T∞ u.
Accordingly T1 and T∞ agree on L1µ̄ ∩L∞ (A). But this means that if u ∈ Mµ̄1,∞ is expressed as v+w = v 0 +w0 ,
where v, v 0 ∈ L1µ̄ and w, w0 ∈ L∞ (A), we shall have
424 Linear operators between function spaces 373B

T1 v 0 + T∞ w0 = T1 v + T∞ w + T1 (v 0 − v) − T∞ (w − w0 ) = T1 v + T∞ w,
because v 0 − v = w − w0 ∈ Mµ̄∞,1 . Accordingly we have an operator T : Mµ̄1,∞ → Mν̄1,∞ defined by setting
T (v + w) = T1 v + T∞ w whenever v ∈ L1µ̄ , w ∈ L∞ (A).
This formula makes it easy to check that T is linear and positive, and it clearly belongs to T .
To see that T is uniquely defined, observe that T ¹L1µ̄ and T ¹L∞ (A) are uniquely defined by the values T
takes on S(Af ), S(A) respectively, because these spaces are dense for the appropriate norms.
Now suppose that π is order-continuous. Then T1 and T∞ are also order-continuous (365Oa, 363Ff). If
A ⊆ Mµ̄1,∞ is non-empty and downwards-directed and has infimum 0, take u0 ∈ A and γ > 0 such that
(u0 − γχ1)+ ∈ L1µ̄ . Set
A1 = {(u − γχ1)+ : u ∈ A, u ≤ u0 }, A∞ = {u ∧ γχ1 : u ∈ A}.
Then A1 ⊆ L1µ̄ and A∞ ⊆ L∞ (A) are both downwards-directed and have infimum 0, so inf T1 [A1 ] =
inf T∞ [A∞ ] = 0 in L0 (B). But this means that inf(T1 [A1 ] + T∞ [A∞ ]) = 0 (351Dc). Now any w ∈
T1 [A1 ] + T∞ [A∞ ] is expressible as T (u − γχ1)+ + T (u0 ∧ γχ1) where u, u0 ∈ A; because A is downwards-
directed, there is a v ∈ A such that v ≤ u ∧ u0 , in which case T v ≤ w. Accordingly T [A] must also have
infimum 0. As A is arbitrary, T is order-continuous.
(e) is obvious, as usual.

373C Decreasing rearrangements The following concept is fundamental to any understanding of

the class T . Let (A, µ̄) be a measure algebra. Write Mµ̄0,∞ = M 0,∞ (A, µ̄) for the set of those u ∈ L0 (A)
such that µ̄[[|u| > α]] is finite for some α ∈ R. (See 369N for the ideology of this notation.) It is easy to see
that Mµ̄0,∞ is a solid linear subspace of L0 (A). Let (AL , µ̄L ) be the measure algebra of Lebesgue measure
on [0, ∞[. For u ∈ Mµ̄0,∞ its decreasing rearrangement is u∗ ∈ Mµ̄0,∞ L
, defined by setting u∗ = g • , where
g(t) = inf{α : α ≥ 0, µ̄[[|u| > α]] ≤ t}
for every t > 0. (This is always finite because inf α∈R µ̄[[|u| > α]] = 0, by 364A(β) and 321F.)
I will maintain this usage of the symbols AL , µ̄L , u∗ for the rest of this section.

373D Lemma Let (A, µ̄) be a measure algebra.

(a) For any u ∈ Mµ̄0,∞ , its decreasing rearrangement u∗ may be defined by the formula
[[u∗ > α]] = [0, µ̄[[|u| > α]][ for every α ≥ 0,
•

that is,
µ̄L [[u∗ > α]] = µ̄[[|u| > α]] for every α ≥ 0.
(b) If |u| ≤ |v| in Mµ̄0,∞ , then u∗ ≤ v ∗ ; in particular, |u|∗ = u∗ .
Pn ∗
Pn •
(c)(i) If u = P i=0 αi χai , where a0 ⊇ a1 ⊇ . . . ⊇ an and αi ≥ 0 for each i, then u = i=0 αi χ [0, µ̄ai [ .
n ∗
Pn (ii) If u = •
i=0 αi χai whereP a0 , . . . , an are disjoint and |α0 | ≥ |α1 | ≥ . . . ≥ |αn |, then u =
i=0 |α i |χ [βi , β i+1 [ , where β i = j<i µ̄ai for i ≤ n + 1.
(d) If E ⊆ ]0, ∞[ is any Borel set, and u ∈ Mµ̄0 , then µ̄L [[u∗ ∈ E]] = µ̄[[|u| ∈ E]].
(e) Let h : [0, ∞[ → [0, ∞[ be a non-decreasing function such that h(0) = 0, and write h̄ for the
corresponding functions on L0 (A)+ and L0 (AL )+ (364I). Then (h̄(u))∗ = h̄(u∗ ) whenever u ≥ 0 in Mµ̄0 . If
h is continuous on the left, (h̄(u))∗ = h̄(u∗ ) whenever u ≥ 0 in Mµ̄0,∞ .
(f) If u ∈ Mµ̄0,∞ and α ≥ 0, then
(u∗ − αχ1)+ = ((|u| − αχ1)+ )∗ .
(g) If u ∈ Mµ̄0,∞ , then for any t > 0
Rt R
0
u∗ = inf α≥0 αt + (|u| − αχ1)+ .

(h) If A ⊆ (Mµ̄0,∞ )+ is non-empty and upwards-directed and has supremum u0 ∈ Mµ̄0,∞ , then u∗0 =
supu∈A u∗ .
373D Decreasing rearrangements 425

proof (a) Set

g(t) = inf{α : µ̄[[|u| > α]] ≤ t}
as in 373C. If α ≥ 0,
g(t) > α ⇐⇒ µ̄[[|u| > β]] > t for some β > α ⇐⇒ µ̄[[|u| > α]] > t
(because [[|u| > α]] = supβ>α [[|u| > β]]), so
[[u∗ > α]] = {t : g(t) > α}• = [0, µ̄[[|u| > α]][ .
•

Of course this formula defines u∗ .

(b) This is obvious, either from the definition in 373C or from (a) just above.
Pn •
(c)(i) Setting v = i=0 αi χ [0, µ̄ai [ , we have
n
X
[[v > α]] = 0 if αi ≤ α
i=0
j−1
X j
X
•
= [0, µ̄aj [ if αi ≤ α < αi
i=0 i=0
•
= [0, µ̄a0 [ if 0 ≤ α < α0 ,
•
and in all cases is equal to [0, µ̄[[|u| > α]][ .
(ii) A similar argument applies. (If any aj has infinite measure, then ai is irrelevant for i > j.)
(d) Fix γ > 0 for the moment, and consider
A = {E : E ⊆ ]γ, ∞[ is a Borel set, µ̄L [[u∗ ∈ E]] = µ̄[[|u| ∈ E]]},

I = {]α, ∞[ : α ≥ γ}.
Then I ⊆ A (by (a)), I ∩ J ∈ I for S all I, J ∈ I, E \ F ∈ A whenever E, F ∈ A and F ⊆ E (because
u ∈ Mµ̄0 , so µ̄[[|u| ∈ E]] < ∞), and n∈N En ∈ A whenever hEn in∈N is a non-decreasing sequence in A. So,
by the Monotone Class Theorem (136B), A includes the σ-algebra of subsets of ]γ, ∞[ generated by I; but
this must contain E ∩ ]γ, ∞[ for every Borel set E ⊆ R.
Accordingly, for any Borel set E ⊆ ]0, ∞[,
µ̄L [[u∗ ∈ E]] = supn∈N µ̄L [[u∗ ∈ E ∩ ]2−n , ∞[ ]] = µ̄[[|u| ∈ E]].

(e) For any α > 0, Eα = {t : h(t) > α} is a Borel subset of ]0, ∞[. If u ∈ Mµ̄0 then, using (d) above,
µ̄L [[h̄(u∗ ) > α]] = µ̄L [[u∗ ∈ Eα ]] = µ̄[[u ∈ Eα ]] = µ̄[[h̄(u) > α]] = µ̄L [[(h̄(u))∗ > α]].
As both (h̄(u))∗ and h̄(u∗ ) are equivalence classes of non-increasing functions, they must be equal.
If h is continuous on the left, then Eα = ]γ, ∞[ for some γ, so we no longer need to use (d), and the
argument works for any u ∈ (Mµ̄0,∞ )+ .
(f ) Apply (e) with h(β) = max(0, β − α).
(g) Express u∗ as g • , where
g(s) = inf{α : µ̄[[|u| > α]] ≤ s}
for every s > 0. Because g is non-increasing, it is easy to check that, for t > 0,
Rt R∞ R∞
0
g = tg(t) + 0
max(0, g(s) − g(t))ds ≤ αt + 0
max(0, g(s) − α)ds
for every α ≥ 0; so that
Rt R
0
u∗ = minα≥0 αt + (u∗ − αχ1)+ .
426 Linear operators between function spaces 373D

Now
Z Z ∞
(u∗ − αχ1)+ = µ̄L [[(u∗ − αχ1)+ > β]]dβ
0
Z ∞ Z
= +
µ̄[[(|u| − αχ1) > β]]dβ = (|u| − αχ1)+
0

for every α ≥ 0, using (f) and 365A, and

Rt R
0
u∗ = minα≥0 αt + (|u| − αχ1)+ .

(h)
µ̄[[u0 > α]] = µ̄(supu∈A [[u > α]]) = supu∈A µ̄[[u > α]]
for any α > 0, using 364Mb and 321D. So
[[u∗0 > α]] = [0, µ̄[[u0 > α]][ = supu∈A [0, µ̄[[u > α]][ = [[supu∈A u∗ > α]]
• •

for every α, and u∗0 = supu∈A u∗ .

R R
373E Theorem Let (A, µ̄) be a measure algebra. Then u∗ × v ∗ for all u, v ∈ Mµ̄0,∞ .
|u × v| ≤
Pm Pn
proof (a) Consider first the case u, v ≥ 0 in S(A). Then we may express u, v as i=0 αi χai , j=0 βj χbj
where a0 ⊇ a1 ⊇ . . . ⊇ am , b0 ⊇ . . . ⊇ bn in A and αi , βj ≥ 0 for all i, j (361Ec). Now u∗ , v ∗ are given by
Pm Pn
u∗ = i=0 αi χ [0, µ̄ai [ , v ∗ = j=0 βj χ [0, µ̄bj [
• •

(373Dc). So
Z m X
X n m X
X n
u×v = αi βj µ̄(ai ∩ bj ) ≤ αi βj min(µ̄ai , µ̄bj )
i=0 j=0 i=0 j=0
Xm X n Z
= αi βj µL ([0, µ̄ai [ ∩ [0, µ̄bj [) = u∗ × v ∗ .
i=0 j=0

(b) For the general case, we have non-decreasing sequences hun in∈N , hvn in∈N in S(A)+ with suprema |u|,
|v| respectively (364Kd), so that
|u × v| = |u| × |v| = supn∈N |u| × vn = supm,n∈N um × vn = supn∈N un × vn
and
R R R R R
|u × v| = supn∈N un × vn = supn∈N un × vn ≤ supn∈N u∗n × vn∗ ≤ u∗ × v ∗ ,
using 373Db.

373F Theorem Let (A, µ̄) be a measure algebra, and u any member of Mµ̄0,∞ .
(a) For any p ∈ [1, ∞], u ∈ Lpµ̄ iff u∗ ∈ Lpµ̄L , and in this case kukp = ku∗ kp .
(b)(i) u ∈ Mµ̄0 iff u∗ ∈ Mµ̄0L ;
(ii) u ∈ Mµ̄1,∞ iff u∗ ∈ Mµ̄1,∞L
, and in this case kuk1,∞ = ku∗ k1,∞ ;
(iii) u ∈ Mµ̄1,0 iff u∗ ∈ Mµ̄1,0
L
;
(iv) u ∈ Mµ̄∞,1 iff u∗ ∈ Mµ̄∞,1 L
, and in this case kuk∞,1 = ku∗ k∞,1 .
proof (a)(i) Consider first the case p = 1. In this case
R R∞ R∞ R
|u| = 0
µ̄[[|u| > α]]dα = 0
µ̄L [[u∗ > α]]dα = u∗ .
(ii) If 1 < p < ∞, then by 373De we have (|u|p )∗ = (u ) , so that ∗ p
R R R
kukpp = |u|p = (|u|p )∗ = (u∗ )p = ku∗ kpp
373H Decreasing rearrangements 427

if either kukp or ku∗ kp is finite. (iii) As for p = ∞,

kuk∞ ≤ γ ⇐⇒ [[|u| > γ]] = 0 ⇐⇒ [[u∗ > γ]] = 0 ⇐⇒ ku∗ k∞ ≤ γ.

(b)(i)

u ∈ Mµ̄0 ⇐⇒ µ̄[[|u| > α]] < ∞ for every α > 0

⇐⇒ µ̄L [[u∗ > α]] < ∞ for every α > 0 ⇐⇒ u∗ ∈ Mµ̄0L .

(ii) For any α ≥ 0,

R R
(|u| − αχ1)+ = (u∗ − αχ1)+
as in the proof of 373Dg. So kuk1,∞ = ku∗ k1,∞ if either is finite, by the formula in 369Ob.
(iii) This follows from (i) and (ii), because M 1,0 = M 0 ∩ M 1,∞ .
(iv) Allowing ∞ as a value of an integral, we have
Z
kuk1,∞ = min{α + (|u| − αχ1)+ : α ≥ 0}
Z
= min{α + (u∗ − αχ1)+ : α ≥ 0} = ku∗ k1,∞

by 369Ob; in particular, u ∈ Mµ̄1,∞ iff u∗ ∈ Mµ̄1,∞

L
.

373G Lemma Let (A, µ̄) and (B, ν̄) be measure algebras. If
either u ∈ Mµ̄1,∞ and T ∈ Tµ̄,ν̄
(0)
or u ∈ Mµ̄1,0 and T ∈ Tµ̄,ν̄ ,
Rt Rt
then 0 (T u)∗ ≤ 0 u∗ for every t ≥ 0.
proof Set T1 = T ¹L1µ̄ , so that kT1 k ≤ 1 in B(L1µ̄ ; L1ν̄ ), and |T1 | is defined in B(L1µ̄ ; L1ν̄ ), also with norm
at most 1. If α ≥ 0, then we can express u as u1 + u2 where |u1 | ≤ (|u| − αχ1)R+ and |u2 | ≤ αχ1. (Let
w ∈ L∞ (A) be such that kwk∞ ≤ 1, u = |u| × w; set u2 = w × (|u| ∧ αχ1).) So if (|u| − αχ1)+ < ∞,
|T u| ≤ |T u1 | + |T u2 | ≤ |T1 ||u1 | + αχ1
and
R R R R
(|T u| − αχ1)+ ≤ |T1 ||u1 | ≤ |u1 | ≤ (|u| − αχ1)+ .
Rt Rt
The formula of 373Dg now tells us that 0 (T u)∗ ≤ 0 u∗ for every t.

373H Lemma Let (A, µ̄) be a measure algebra, and θ : Af → R an additive functional, where Af =
{a : µ̄a < ∞}.
(a) The following are equiveridical:
1
(α) limt↓0 supµ̄a≤t |θa| = limt→∞ supµ̄a≤t |θa| = 0,
t
1,0 R
1,0
(β) there is some u ∈ M = Mµ̄ such that θa = a u for every a ∈ Af ,
and in this case u is uniquely defined.
(b) Now suppose that (A, µ̄) is localizable. Then the following are equiveridical:
1
(α) limt↓0 supµ̄a≤t |θa| = 0, lim supt→∞ supµ̄a≤t |θa| < ∞,
t
1,∞ R
(β) there is some u ∈ M 1,∞ = Mµ̄ such that θa = a u for every a ∈ Af ,
and again this u is uniquely defined.
f f
proof (a)(i) Assume (α). R For a, c ∈ A , setf θc (a) = θ(a ∩ c). Then for each c ∈ A , there is a unique
1
uc ∈ Lµ̄ such that θc a = a uc for every a ∈ A (365Eb). Because uc is unique we must have uc = ud × χc
428 Linear operators between function spaces 373H

whenever c ⊆ d ∈ Af . Next, given α > 0, there is a t0 ≥ 0 such that |θa| ≤ αµ̄a whenever a ∈ Af and
µ̄a ≥ t0 ; so that µ̄[[uc > α]] ≤ t0 for every c ∈ Af , and e(α) = supc∈Af [[u+ f
c > α]] is defined in A . Of course
+
e(α) = [[ue(1) > α]] for every α ≥ 1, so inf α∈R e(α) = 0, and v1 = supc∈Af uc is defined in L0 = L0 (A)
+

(364Mb). Because [[v1 > α]] = e(α) ∈ Af for each α > 0, v1 ∈ Mµ̄0 . For any a ∈ Af ,
v1 × χa = supc∈Af u+ +
c × χa = ua ,
R R
so v1 ∈ M 1,0 and a v1 = a u+ f
a for every a ∈ A . R R
Similarly, v2 = supc∈Af uc is defined in M 1,0 and a v2 = a u−
− f
a for every a ∈ A . So we can set
1,0
u = v1 − v2 ∈ M and get
R R
a
u= a
ua = θa
for every a ∈ Af . Thus (β) is true.
R +
(ii)
R Assume (β). If ² > 0, there is a δ > 0 such that a (|u| − ²χ1) ≤ ²R whenever µ̄a ≤ δ (365Ea), so
that | a u| ≤ ²(1 + µ̄a) whenever µ̄a ≤ δ. As ² is arbitrary, limt↓0 supµ̄a≤t | a u| = 0. Moreover, whenever
R R
t > 0 and µ̄a ≤ t, 1t | a u| ≤ ² + 1t (|u| − ²χ1)+ . Thus
1
R
lim supt→∞ t supµ̄a≤t | a
u| ≤ ².
As ² is arbitrary, θ satisfies the conditions in (α).
(iii) The uniqueness of u is a consequence of 366Gd.
(b) The argument for (b) uses the same ideas.
R
(i) Assume (α). Again, for each c ∈ Af , we have uc ∈ L1 such that θc a = a uc for every a ∈ Af ; again,
set e(α) = supc∈Af [[u+
c > α]], which is defined because A is supposed to be Dedekind complete. This time,
there are t0 , γ ≥ 0 such that |θa| ≤ γ µ̄a whenever a ∈ Af and µ̄a ≥ t0 ; so that µ̄[[uc > γ]] ≤ t0 for every
c ∈ Af , and µ̄e(γ) < ∞. Accordingly
inf α≥γ e(α) = inf α≥γ [[u+
e(γ) > α]] = 0,

and once more v1 = supc∈Af u+ 0 0 + 1

c is defined in L = L (A). As before, v1 × χa = ua ∈ L for any a ∈ A ,
f
f 1,∞ − 1,∞
Because [[v1 > γ]] = e(γ) ∈ A , v1 ∈ M . Similarly, v2 = supc∈Af uc is defined in M , with v2 ×χa = u−
a
f 1,∞
for every a ∈ A . So u = v1 − v2 ∈ M , and
R R
a
u= a
ua = θa
for every a ∈ Af .
R +
(ii)
R Assume (β). Take γ ≥ 0 such that β = (|u| R − γχ1) is finite. If ² > 0, there is a δ > 0 such
+
that a (|u| − γχ1)
R ≤ ² whenever µ̄a ≤ δ, so that | a u| ≤ ² + γ µ̄a whenever
R µ̄a ≤Rδ. As ² is arbitrary,
limt↓0 supµ̄a≤t | a u| = 0. Moreover, whenever t > 0 and µ̄a ≤ t, then 1t | a u| ≤ γ + 1t (|u| − ²χ1)+ . Thus
R
lim supt→∞ 1t supµ̄a≤t | a u| ≤ γ < ∞,
R
and the function a 7→ a u satisfies the conditions in (β).
(iii) u is uniquely defined because u × χa must be ua , as defined in (i), for every a ∈ Af , and (A, µ̄) is
semi-finite.

373I Lemma Suppose that u, v, w ∈ Mµ̄0,∞ are all equivalence classes of non-negative non-increasing
Rt Rt RL R
functions. If 0 u ≤ 0 v for every t ≥ 0, then u × w ≤ v × w.
P 4n
proof For n ∈ N, i ≤ 4n set ani = [[w > 2−n i]]; set wn = i=1 2−n χani . Then each ani is of the form [0, t]• ,
so
R P 4n R P4n R R
u × wn = i=1
2−n ani
u≤ i=1
2−n ani
v= v × wn .
Also hwn in∈N is a non-decreasing sequence with supremum w, so
R R R R
u × w = supn∈N u × wn ≤ supn∈N v × wn = v × w.
373L Decreasing rearrangements 429

373J Corollary Suppose that (A, µ̄) and (B, ν̄) are measure algebras and v ∈ Mν̄0,∞ . If
(0)
either u ∈ Mµ̄1,0 and T ∈ Tµ̄,ν̄
or u ∈ Mµ̄1,∞ and T ∈ Tµ̄,ν̄
R R
then |T u × v| ≤ u∗ × v ∗ .
proof Put 373E, 373G and 373I together.

373K The very weak operator topology of T Let (A, µ̄) and (B, ν̄) be two measure algebras. For
u ∈ Mµ̄1,∞ , w ∈ Mν̄∞,1 set
R R
ρuw (S, T ) = | Su × w − T u × w| for all S, T ∈ T = Tµ̄,ν̄ .
Then ρuw is a pseudometric on T . I will call the topology generated by {ρuw : u ∈ Mµ̄1,∞ , w ∈ Mν̄∞,1 }
(2A3F) the very weak operator topology on T .

373L Theorem Let (A, µ̄) be a measure algebra and (B, ν̄) a localizable measure algebra. Then
T = Tµ̄,ν̄ is compact in its very weak operator topology.
proof Let F be an ultrafilter on T . If u ∈ Mµ̄1,∞ , w ∈ Mν̄∞,1 then
R R
| T u × w| ≤ u∗ × w ∗ < ∞
R ∗
for every T ∈ T (373J);
R u × w∗ is finite because u∗ ∈ M 1,∞ and w∗ ∈ M ∞,1 (373F).
R
In particular, { T u ×
R w : T ∈ T } is bounded. Consequently hu (w) = limT →F T u × w is defined in R
(2A3Se). Because w 7→ T u × w is additive for every T ∈ T , so is hu . Also
R
|hu (w)| ≤ u∗ × w∗ ≤ ku∗ k1,∞ kw∗ k∞,1 = kuk1,∞ kwk∞,1
for every w ∈ Mν̄∞,1 .
Rt
|hu (χb)| ≤ 0 u∗ whenever b ∈ Bf and ν̄b ≤ t. So
Rt
limt↓0 supν̄b≤t |hu (χb)| ≤ limt↓0 0
u∗ = 0,

1 1
Rt
lim supt→∞ t supν̄b≤t |hu (χb)| ≤ lim supt→∞ t 0
u∗ < ∞.
R
Of course b 7→ hu (χb) is additive, so by 373H there is a unique Su ∈ Mν̄1,∞ such that hu (χb) = b Su for
R
every b ∈ Bf . Since both hu and w 7→ Su × w are linear and continuous on Mν̄∞,1 , and S(Bf ) is dense in
Mν̄∞,1 (369Od),
R R
Su × w = hu (w) = limT →F Tu × w
for every w ∈ Mν̄∞,1 .
And this is true for every u ∈ Mµ̄1,∞ .
R R
For any particular w ∈ Mν̄∞,1 , all the maps u 7→ T u × w are linear, so u 7→ Su × w also is; that is,
S : Mµ̄1,∞ → Mν̄1,∞ is linear.
Now S ∈ T . P P (α) If u ∈ L1µ̄ and b, c ∈ Bf , then
Z Z Z Z
Su − Su = lim T u × (χb − χc) ≤ sup T u × (χb − χc)
b c T →F T ∈T

≤ sup kT uk1 kχb − χck∞ ≤ kuk1 .

T ∈T

But, setting e = [[Su > 0]], we have

Z Z Z
|Su| = Su − Su
e 1\e
Z
= sup Su + sup (−Su) ≤ kuk1 .
b∈Bf ,b ⊆ e b c∈Bf ,c ⊆ 1\e
430 Linear operators between function spaces 373L

(β) If u ∈ L∞ (A), then

R R
| b
Su| ≤ supT ∈T | T u × χb| ≤ supT ∈T kT uk∞ ν̄b ≤ kuk∞ ν̄b
for every b ∈ Bf . So [[Su > kuk∞ ]] = [[−Su > kuk∞ ]] = 0 and kSuk∞ ≤ kuk∞ . (Note that both parts of
this argument depend on knowing that (B, ν̄) is semi-finite, so that we cannot be troubled by purely infinite
elements of B.) QQ
Of course we now have limT →F ρuw (T, S) = 0 for all u ∈ Mµ̄1,0 , w ∈ Mν̄∞,1 , so that S = lim F in T . As
F is arbitrary, T is compact (2A3R).

373M Corollary Let (A, µ̄) be a measure algebra and (B, ν̄) a localizable measure algebra, and u any
member of Mµ̄1,∞ . Then B = {T u : T ∈ Tµ̄,ν̄ } is compact in Mν̄1,∞ for the topology Ts (Mν̄1,∞ , Mν̄∞,1 ).
proof The point is just that the map T 7→ T u : Tµ̄,ν̄ → Mν̄1,0 is continuous for the very weak operator
topology on Tµ̄,ν̄ and Ts (Mν̄1,∞ , Mν̄∞,1 ). So B is a continuous image of a compact set, therefore compact
(2A3Nb).

373N Corollary Let (A, µ̄) be a measure algebra, (B, ν̄) a localizable measure algebra and u any
member of Mµ̄1,∞ ; set B = {T u : T ∈ Tµ̄,ν̄ }. If hvn in∈N is any non-decreasing sequence in B, then supn∈N vn
is defined in Mν̄1,∞ and belongs to B.
R
proof By 373M, hvn in∈N must have a cluster point v ∈ B for Ts (Mν̄1,∞ , Mν̄∞,1 ). Now for any b ∈ Bf , b v
R R R
must be a cluster point of h n vn in∈N , because w 7→ b w is continuous for Ts (Mν̄1,∞ , Mν̄R∞,1 ). But h b vnRin∈N
is a non-decreasing sequence, so its only possible cluster point is its supremum; thus b v = limn→∞ b vn .
Consequently v × χb must be the supremum of {vn × χb : n ∈ N} in L1 . And this is true for every b ∈ Bf ;
as (B, ν̄) is semi-finite, v is the supremum of hvn in∈N in L0 (B) and in Mν̄1,∞ .

373O Theorem Let (A, µ̄), (B, ν̄) be measure algebras and u ∈ Mµ̄1,∞ , v ∈ Mν̄1,∞ . Then the following
are equiveridical:
(i) there is a T ∈ Tµ̄,ν̄ such that T u = v,
Rt Rt
(ii) 0 v ∗ ≤ 0 u∗ for every t ≥ 0.
In particular, given u ∈ Mµ̄1,∞ , there are S ∈ Tµ̄,µ̄L , T ∈ Tµ̄L ,µ̄ such that Su = u∗ , T u∗ = u.
proof (i)⇒(ii) is Lemma 373G. Accordingly I shall devote the rest of the proof to showing that (ii)⇒(i).
(a) If (A, µ̄), (B, ν̄) are measure algebras and u ∈ Mµ̄1,∞ , v ∈ Mν̄1,∞ , I will say that v 4 u if there is
a T ∈ Tµ̄,ν̄ such that T u = v, and that v ∼ u if v 4 u and u 4 v. (Properly speaking, I ought to write
(u, µ̄) 4 (v, ν̄), because we could in principle have two different measures on the same algebra. But I do not
think any confusion is likely to arise in the argument which follows.) By 373Be, 4 is transitive and ∼ is an
equivalence relation. Now we have the following facts.
(b) If (A, µ̄) is a measure algebra and u1 , u2 ∈ Mµ̄1,∞ are such that |u1 | ≤ |u2 |, then u1 4 u2 . P
P There
∞ 1,∞
is a w ∈ L (A) such that u1 = w × u2 and kwk∞ ≤ 1. Set T v = w × v for for v ∈ Mµ̄ ; then T ∈ Tµ̄,µ̄
and T u2 = u1 . QQ So u ∼ |u| for every u ∈ Mµ̄1,∞ .
(c) If (A, µ̄)Pis a measure algebra and u ≥ 0 in S(A), then u 4 u∗ . PP If u = 0 this is trivial. Otherwise,
n
express u as i=0 αi χai where a0 , . . . , an are disjoint and non-zero and α0 > α1 . . . > αn > 0 ∈ R. If
µ̄ai = ∞ for any i, take m to be minimal subject to µ̄am = ∞; otherwise, set m = n. Then u∗ =
Pm • Pj−1
i=0 αi χ [βi , βi+1 [ , where β0 = 0, βj = i=0 µ̄ai for 1 ≤ j ≤ m + 1.
For i < m, and for i = m if µ̄am < ∞, define hi : Mµ̄1,∞ → R by setting
1 R
hi (v) = ai
v
µ̄ai

for every v ∈ Mµ̄1,∞ . If µ̄am = ∞, then we need a different idea to define hm , as follows. Let I be
{a : a ∈ A, µ̄(a∩am ) < ∞}. Then I is an ideal of A not containing am , so there is a Boolean homomorphism
π : A → {0, 1} such that πa = 0 for a ∈ I and πam = 1 (311D). This induces a corresponding k k∞ -continuous
373O Decreasing rearrangements 431

linear operator h : L∞ (A) → L∞ ({0, 1}) ∼ = R, as in 363F. Now h(χa) = 0 whenever µ̄a < ∞, and accordingly
h(v) = 0 whenever v ∈ Mµ̄∞,1 , since S(Af ) is dense in Mµ̄∞,1 for k k∞,1 and therefore also for k k∞ . But this
means that h has a unique extension to a linear functional hm : Mµ̄1,∞ → R such that hm (v) = 0 for every
v ∈ L1µ̄ , while hm (χam ) = 1 and |h(v)| ≤ kvk∞ for every v ∈ L∞ (A).
Having defined hi for every i ≤ m, define T : Mµ̄1,∞ → Mµ̄1,∞L
by setting
Pm •
T v = i=0 hi (v)χ [βi , βi+1 [
for every v ∈ Mµ̄1,∞ .
For any i ≤ m, v ∈ L1µ̄ ,
R βi+1 R
βi
|T v| = |hi (v)|µ̄ai ≤ ai
|v|;

summing over i, kT vk1 ≤ kvk1 . Similarly, for any i ≤ m, v ∈ L∞ (B), |hi (v)| ≤ kvk∞ , so kT vk∞ ≤ kvk∞ .
Thus T ∈ Tµ̄,µ̄L . Since u∗ = T u, we conclude that u∗ 4 u, as claimed. QQ

(d) If (A, µ̄) is a measure algebra and u ≥ 0 in Mµ̄1,∞ , then u∗ 4 u. P

P Let hun in∈N be a non-decreasing
sequence in S(A) with u0 ≥ 0 and supn∈N un = u. Then hu∗n in∈N is a non-decreasing sequence in Mµ̄1,∞
L
with
supremum u∗ , by 373Db and 373Dh. Also u∗n 4 un 4 u for every n, by (b) and (c) of this proof. By 373N,
u∗ 4 u. QQ

(e) If (A, µ̄) is a measure algebra and u ≥ 0 in S(A), then u 4 u∗ . P P The argument is very similar to
that of (c). Again, the result is trivial if u = 0; suppose
Pm that u > 0 and define αi , ai , m, βi as before. This
time, set a0i = ai for i < m, a0m = supm≤j≤n aj , ũ = i=0 αi χa0i ; then u ≤ ũ amd ũ∗ = u∗ . Set
1 R βi+1
hi (v) = βi
v
βi+1 −βi

if i ≤ m, βi+1 < ∞ (that is, µ̄ai < ∞) and v ∈ Mµ̄1,∞

L
; and if µ̄am = ∞, set
1 Rk
hm (v) = limk→F 0
v
k

for some non-principal ultrafilter F on N. As before, we have

Rβ
|hi (v)|µ̄a0i ≤ βii+1 |v|,
whenever v ∈ L1µ̄L , i ≤ m, while |hi (v)| ≤ kvk∞ whenever v ∈ L∞ (AL ) and i ≤ m. So we can define
Pm
T ∈ Tµ̄L ,µ̄ by setting T v = i=0 hi (v)χa0i for every v ∈ Mµ̄1,∞
L
, and get
u 4 ũ = T u∗ 4 u∗ . Q
Q

(f ) If (A, µ̄) is a measure algebra and u ≥ 0 in Mµ̄1,∞ , then u 4 u∗ . P

P This time I seek to copy the ideas
of (d); there is a new obstacle to circumvent, since (A, µ̄) might not be localizable. Set
α0 = inf{α : α ≥ 0, µ̄[[u > α]] < ∞}, e = [[u > α0 ]].
−n
Then e = supn∈N [[u > α0 + 2 ]] is a countable supremum of elements of finite measure, so the principal
ideal Ae , with its induced measure µ̄e , is σ-finite. Now let hun in∈N be a non-decreasing sequence in S(A)
with u0 ≥ 0 and supn∈N un = u; set ũ = u × χe and ũn = un × χe, regarded as members of S(Ae ), for each
n. In this case
ũn 4 ũ∗n 4 u∗
for every n. Because (Ae , µ̄e ) is σ-finite, therefore localizable, 373N tells us that ũ 4 u∗ .
Let S ∈ Tµ̄L ,µ̄e be such that Su∗ = ũ. As in part (e), choose a non-principal ultrafilter F on N and set
1 Rk
h(v) = limk→F 0
v
k

for v ∈ Mµ̄1,∞
L
. Now define T : Mµ̄1,∞
L
→ Mµ̄1,∞ by setting
T v = Sv + h(v)χ(1 \ e),
432 Linear operators between function spaces 373O

here regarding Sv as a member of Mµ̄1,∞ . (I am taking it to be obvious that Mµ̄1,∞ e

can be identified with
{w × χe : w ∈ Mµ̄1,∞ }.) Then it is easy to see that T ∈ Tµ̄L ,µ̄ . Also u ≤ T u∗ , because
h(u∗ ) = inf{α : µ̄L [[u∗ > α]] < ∞} = α0 ,
while u × χ(1 \ e) ≤ α0 χ(1 \ e). So we get u 4 T u∗ 4 u∗ . Q Q
R t Rt
(g) Now suppose that u, v ≥ 0 in Mµ̄1,∞ , that 0 u∗ ≥ 0 v ∗ for every t ≥ 0, and that v is of the form
Pn L

i=1 αi χai where α1 > . . . > αn > 0, a1 , . . . , an ∈ AL are disjoint and µ̄L ai < ∞ for each i. Then v 4 u.
P Induce on n. If n = 0 then v = 0 and the result is trivial. For the inductive step to n ≥ 1, if v ∗ ≤ u∗ we
P
have
v ∼ v ∗ 4 u∗ ∼ u,
Rt
using (b), (d) and (f) above. Otherwise, look at φ(t) = 1t 0 u∗ for t > 0. We have
1 Rt
φ(t) ≥ 0
v ∗ = α1
t

for t ≤ β = µ̄a1 , while limt→∞ φ(t) < α1 , because (limt→∞ φ(t))χ1 ≤ u∗ and v ∗ ≤ α1 χ1 and v ∗ 6≤ u∗ .
Becaasue φ is continuoue, there is a γ ≥ β such that φ(γ) = α1 . Define T0 ∈ Tµ̄L ,µ̄L by setting
1 Rγ • •
T0 w = ( 0
w)χ [0, γ[ + (w × χ [γ, ∞[ )
γ

for every w ∈ Mµ̄1,∞

L
. Then T0 u∗ 4 u∗ ∼ u, and
1 Rγ
T0 u∗ × χ [0, γ[ = ( u∗ )χ [0, γ[ = α1 χ [0, γ[ .
• • •

γ 0
Rt Rt
We need to know that 0
T0 u∗ ≥ 0
v ∗ for every t; this is because
Z t Z t
T0 u∗ = α1 t ≥ v ∗ whenever t ≤ γ,
0 0
Z γ Z t Z t Z t
= T0 u∗ + T0 u∗ = u∗ ≥ v ∗ whenever t ≥ γ.
0 γ 0 0

Set
u1 = T0 u∗ × χ [β, ∞[ , v1 = v ∗ × χ [β, ∞[ .
• •

Then u∗1 , v1∗ are just translations of T0 u∗ , v ∗ to the left, so that

Rt R β+t R β+t R β+t R β+t Rt
0
u∗1 = T0 u∗ = 0 T0 u∗ − α1 β ≥ 0 v ∗ − α1 β = β v ∗ = 0 v1∗
β
Pn • Pi
for every t ≥ 0. Also v1 = i=2 αi χ [βi−1 , βi [ where βi = j=1 µ̄aj for each j. So by the inductive
hypothesis, v1 4 u1 .
Let S ∈ Tµ̄L ,µ̄L be such that Su1 = v1 , and define T ∈ Tµ̄L ,µ̄L by setting
• • •
T w = w × χ [0, β[ + S(w × χ [β, ∞[ ) × χ [β, ∞[
for every w ∈ Mµ̄1,∞
L ,µ̄L
. Then T T0 u∗ = v ∗ , so v ∼ v ∗ 4 u∗ ∼ u, as required. Q
Q
R t R t
(h) We are nearly home. If u, v ≥ 0 in Mµ̄1,∞ L
and 0 v ∗ ≤ 0 u∗ for every t ≥ 0, then v 4 u. P
P Let
f +
hvn in∈N be a non-decreasing sequence in S(AL ) with supremum v. Then vn∗ ≤ v ∗ for each n, so (g) tells
us that vn 4 u for every n. By 373N, for the last time, v 4 u. Q Q
(i) Finally, suppose that (A, µ̄) and (B, ν̄) are arbitrary measure algebras and that u ∈ Mµ̄1,∞ , v ∈ Mν̄1,∞
Rt Rt
are such that 0 v ∗ ≤ 0 u∗ for every t ≥ 0. By (b), v 4 |v|; by (f), |v| 4 |v|∗ ; by 373Db, |v|∗ = v ∗ ; by (h)
of this proof, v ∗ 4 u∗ ; by (d), u∗ = |u|∗ 4 |u|; and by (b) again, |u| 4 u.

373P Theorem Let (A, µ̄) be a measure algebra and (B,Rν̄) a semi-finite
R ∗ measure algebra. Then for
1,∞ 0 ∗
any u ∈ Mµ̄ and v ∈ Mν̄ , there is a T ∈ T = Tµ̄,ν̄ such that T u × v = u × v .
373P Decreasing rearrangements 433

proof (a) It is convenient to dispose immediately of some elementary questions.

R R
(i) We need only find a T ∈ T such that |T u × v| ≥ u∗ × v ∗ . P P Take v0 ∈ L∞ (B) such that
1,∞
|T u × v| = v0 × T u × v and kv0 k∞ ≤ 1, and set T1 w = v0 × T w for w ∈ Mµ̄ ; then T1 ∈ T and
R R R R
T1 u × v = |T u × v| ≥ u∗ × v ∗ ≥ T1 u × v
by 373J. Q
Q
R R
(ii) Consequently it will be enough to consider v ≥ 0, since of course |T u × v| = |T u × |v||, while
|v|∗ = v ∗ .
R R
(iii) It will be enough to consider u = u∗ . P
P If we can find T ∈ Tµ̄L ,ν̄ such that T u∗ ×v = (u∗ )∗ ×v ∗ ,
then we know from 373O that there is an S ∈ Tµ̄,µ̄L such that Su = u∗ , so that T S ∈ T and
R R R
T Su × v = (u∗ )∗ × v ∗ = u∗ × v ∗ . Q
Q

(iv) It will be enough to consider localizable (B, ν̄). P P Assuming that v ≥ 0, following (ii) above, set
e = [[v > 0]] = supn∈N [[v > 2−n ]], and let ν̄e be the restriction of ν̄ to the principal ideal Be generated by
e. Then if we write ṽ for the member of L0 (Be ) corresponding to v (so that [[ṽ > α]] = [[v > α]] for every
∗ ∗
α
R > 0), ṽ = R v∗ . Also (Be , ν̄e ) is σ-finite, therefore localizable. Now if we can find T ∈ Tµ̄,ν̄e such that
T u × ṽ = u × ṽ ∗ , then ST will belong to Tµ̄,ν̄ , where S : L0 (Be ) → L0 (B) is the canonical embedding
defined by the formula

[[Sw > α]] = [[w > α]] if α ≥ 0,

= [[w > α]] ∪ (1 \ e) if α < 0,
and
R R R R
ST u × v = T u × ṽ = u∗ × ṽ ∗ = u∗ × v ∗ . Q
Q

(b) So let us suppose henceforth that µ̄ = µ̄L , u = u∗ is the equivalence class of a non-increasing
non-negative function, v ≥ 0 and (B, ν̄) is localizable.
For n, i ∈ N set
bni = [[v > 2−n i]], βni = ν̄bni , cni = bni \ bn,i+1 , γni = ν̄cni = βni − βn,i+1
(because βni < ∞ if i > 0; this is really where I use the hypothesis that v ∈ M 0 ). For n ∈ N set
Kn = {i : i ≥ 1, γni > 0},

X ¡ 1 Z βni ¢
Tn w = w χcni
γni βn,i+1
i∈Kn

for w ∈ Mµ̄1,∞
L
; this is defined in L0 (B) because Kn is countable and hcni ii∈N is disjoint. Of course Tn :
1,∞
Mµ̄L → L (B) is linear. If w ∈ L∞ (AL ) then
0

¯ R βni ¯
kTn wk∞ = supi∈Kn ¯ w¯ ≤ kwk∞ ,
1
γni βn,i+1

and if w ∈ L1µ̄L then

P ¯ 1 R βni ¯ P ¯R βni ¯
kTn wk1 = i∈Kn γ
¯
βn,i+1
w¯ν̄cni = i∈Kn
¯
βn,i+1
w¯ ≤ kwk1 ;
ni

so Tn w ∈ Mν̄1,∞ for every w ∈ Mµ̄1,∞

L
, and Tn ∈ T . It will be helpful to observe that
R R βni
cni
Tn w = βn,i+1
w

whenever i ≥ 1, since if i ∈
/ Kn then both sides are 0.
Note next that for every n, i ∈ N,
bni = bn+1,2i , βni = βn+1,2i , cni = cn+1,2i ∪ cn+1,2i+1 , γni = γn+1,2i + γn+1,2i+1 ,
434 Linear operators between function spaces 373P

so that, for i ≥ 1,
R R βni R
cni
Tn u = βn,i+1
u= cni
Tn+1 u.

This means that if T is any cluster

R point of hTn in∈N in T for the very
R weak operator topology (and such
a cluster point exists, by 373L), cmi T u must be a cluster point of h cmi Tn uin∈N , and therefore equal to
R
T u, for every m ∈ N, i ≥ 1.
cmi m
Consequently, if m ∈ N,

Z ∞ Z
X ∞
X Z
−m
|T u × v| ≥ |T u| × v ≥ 2 i |T u|
i=0 cmi i=0 cmi

(because cmi ⊆ [[v > 2−m i]])

∞
X Z ∞
X Z
≥ 2−m i| T u| = 2−m i Tm u
i=1 cmi i=1 cmi

X∞ Z βmi Z
−m
= 2 i u≥ u × (v ∗ − 2−m χ1)+
i=0 βm,i+1

because
[βm,i+1 , βmi ]• ⊆ [[v ∗ ≤ 2−m (i + 1)]] = [[(v ∗ − 2−m χ1)+ ≤ 2−m i]]
for each i ∈ N. But letting m → ∞, we have
R R R
|T u × v| ≥ limm→∞ u × (v ∗ − 2−m χ1)+ = u × v∗
because hu × (v ∗ − 2−m χ1)+ im∈N is a non-decreasing sequence with supremum u × v ∗ . In view of the
reductions in (a) above, this is enough to complete the proof.

373Q Corollary Let (A, µ̄) be a measure algebra, (B, ν̄) a semi-finite measure algebra, u ∈ Mµ̄1,∞ and
v ∈ Mν̄0,∞ . Then
R R R
u∗ × v ∗ = sup{ |T u × v| : T ∈ Tµ̄,ν̄ } = sup{ T u × v : T ∈ Tµ̄,ν̄ }.

proof There is a non-decreasing sequence hcn in∈N in B such that ν̄cn < ∞ for every n and v ∗ = supn∈N (v ×
χcn )∗ . P
P For each rational q > 0, we can find a countable non-empty set Bq ⊆ B such that
b ⊆ [[|v| > q]], ν̄b < ∞ for every b ∈ Bq ,

supb∈Bq ν̄b = ν̄[[|v| > q]]

S
(because (B, ν̄) is semi-finite). Let hbn in∈N be a sequence running over q∈Q,q>0 Bq and set cn = supi≤n bi ,
vn = v × χcn for each n. Then h|vn |in∈N and hvn∗ in∈N are non-decreasing and supn∈N vn∗ ≤ v ∗ in L0 (AL ).
But in fact supn∈N vn∗ = v ∗ , because
µ̄L [[v ∗ > q]] = µ̄[[|v| > q]] = supn∈N µ̄[[vn > q]] = supn∈N µ̄L [[vn∗ > q]] = µ̄L [[supn∈N vn∗ > q]]
for every rational q > 0, by 373Da. Q Q R R
For each n ∈ N we have a Tn ∈ Tµ̄,ν̄ such that Tn u × vn = u∗ × vn∗ (373P). Set Sn w = Tn w × χcn for
n ∈ N, w ∈ Mµ̄1,∞ ; then every Sn belongs to Tµ̄,ν̄ , so
Z Z Z
sup{ T u × v : T ∈ Tµ̄,µ̄ } ≥ sup Sn u × v = sup Tn u × vn
n∈N n∈N
Z Z
= sup u × vn = u∗ × v ∗
∗ ∗
n∈N
Z Z
≥ sup{ |T u × v| : T ∈ Tµ̄,µ̄ } ≥ sup{ T u × v : T ∈ Tµ̄,µ̄ }

by 373J, as usual.
373S Decreasing rearrangements 435

373R Order-continuous operators: Proposition Let (A, µ̄) be a measure algebra, (B, ν̄) a local-
(0) ×
izable measure algebra, and T0 ∈ T (0) = Tµ̄,ν̄ . Then there is a T ∈ T × = Tµ̄,ν̄ extending T0 . If (A, µ̄) is
semi-finite, T is uniquely defined.
proof (a) Suppose first that T0 ∈ T (0) is non-negative, regarded as a member of L∼ (Mµ̄1,0 ; Mν̄1,0 ). In this
case T0 has an extension to an order-continuous positive linear operator T : Mµ̄1,∞ → L0 (B) defined by
saying that T w = sup{T0 u : u ∈ Mµ̄1,0 , 0 ≤ u ≤ w} for every w ≥ 0 in Mµ̄1,∞ . P
P I use 355F. Mµ̄1,0 is a solid
linear subspace of Mµ̄ . T0 is order-continuous when its codomain is taken to be Mν̄1,0 , as noted in 371Gb,
1,∞

and therefore if its codomain is taken to be L0 (B), because M 1,0 is a solid linear subspace in L0 , so the
embedding is order-continuous. If w ≥ 0 in Mµ̄1,∞ , let γ ≥ 0 be such that u1 = (w − γχ1)+ is integrable. If
u ∈ Mµ̄1,0 and 0 ≤ u ≤ w, then (u − γχ1)+ ≤ u1 , so
T0 u = T0 (u − γχ1)+ + T0 (u ∧ γχ1) ≤ T0 u1 + γχ1 ∈ L0 (B).
Thus {T0 u : u ∈ Mν̄1,0 , 0 ≤ u ≤ w} is bounded above in L0 (B), for any w ≥ 0 in Mµ̄1,∞ . L0 (B) is Dedekind
complete, because (B, ν̄) is localizable, so sup{T0 u : 0 ≤ u ≤ w} is defined in L0 (B); and this is true for
every w ∈ (Mµ̄1,∞ )+ . Thus the conditions of 355F are satisfied and we have the result. QQ
(b) Now suppose that T0 is any member of T (0) . Then T0 has an extension to a member of T × . P P |T0 |,
T0+ = 21 (|T0 | + T0 ) and T0− = 12 (|T0 | − T0 ), taken in L∼ (Mµ̄1,0 ; Mν̄1,0 ), all belong to T (0) (371G), so have
extensions S, S1 and S2 to order-continuous positive linear operators from Mµ̄1,∞ to L0 (B) as defined in (a).
Now for any w ∈ L1µ̄ ,
kSwk1 = k|T0 |wk1 ≤ kwk1 ,
∞
and for any w ∈ L (A),
|Sw| ≤ S|w| = sup{|T0 |u : u ∈ Mµ̄1,0 , 0 ≤ u ≤ w} ≤ kwk∞ χ1,
so kSwk∞ ≤ kwk∞ . Thus S ∈ T ; similarly, S1 and S2 can be regarded as operators from Mµ̄1,∞ to Mν̄1,∞ ,
and as such belong to T . Next, for w ≥ 0 in Mµ̄1,∞ ,

S1 w + S2 w = sup{T0+ u : u ∈ Mµ̄1,0 , 0 ≤ u ≤ w} + sup{T0− u : u ∈ Mµ̄1,0 , 0 ≤ u ≤ w}

= sup{T0+ u + T0− u : u ∈ Mµ̄1,0 , 0 ≤ u ≤ w} = Sw.
But this means that
S = S1 + S2 ≥ |S1 − S2 |
and T = S1 − S2 ∈ T , by 373Bc; while of course T extends T0+ − T0− = T0 . Finally, because S1 and S2 are
order-continuous, T ∈ L× (Mµ̄1,∞ ; Mν̄1,∞ ), so T ∈ T × . Q
Q
(c) If (A, µ̄) is semi-finite, then Mµ̄1,0 is order-dense in Mµ̄1,∞ (because it includes L1µ̄ , which is order-dense
in L0 (A)); so that the extension T is unique, by 355F(iii).

373S Adjoints in T (0) : Theorem Let (A, µ̄) and (B, ν̄) be measure algebras, and T any member of
(0) (0) R R
Then there is a unique operator T 0 ∈ Tν̄,µ̄ such that a T 0 (χb) = b T (χa) for every a ∈ Af , b ∈ Bf ,
Tµ̄,ν̄ .
R R R
and now u × T 0 v = T u × v whenever u ∈ Mµ̄1,0 , v ∈ Mν̄1,0 are such that u∗ × v ∗ < ∞.
proof (a) For each v ∈ Mν̄1,0 we can define T 0 v ∈ Mµ̄1,0 by the formula
R R
a
T 0v = T (χa) × v
R R
for every a ∈ Af . P
P Set θa = T (χa) × v for each a ∈ Af ; because (χa)∗ × v ∗ < ∞, theR integral is defined
and finite (373J). Of course θ : Af → R is additive because χ is additive and T , × and are linear. Also
Rt
limt↓0 supµ̄a≤t |θa| ≤ limt↓0 0
v ∗ = 0,

1 1
Rt
limt→∞ supµ̄a≤t |θa| ≤ limt→∞ t 0
v∗ = 0
t
436 Linear operators between function spaces 373S
R
because v ∈ Mν̄1,0 , so v ∗ ∈ Mµ̄1,0
L
. By 373Ha, there is a unique T 0 v ∈ Mµ̄1,0 such that a
T 0 v = θa for every
f
a∈A .Q Q
(0)
(b) Because the formula uniquely determines T 0 v, we see that T 0 : Mν̄1,0 → Mµ̄1,0 is linear. Now T 0 ∈ Tν̄,µ̄ .
P (i) If v ∈ L1ν̄ , then (because T 0 v ∈ Mµ̄1,0 ) |T 0 v| = supa∈Af |T 0 v| × χa, and
P
Z Z Z Z
kT 0 vk1 = |T 0 v| = sup |T 0 v| = sup ( T 0 v − T 0 v)
a∈Af a b,c∈Af b c
Z Z
= sup T (χb − χc) × v ≤ sup (χb − χc)∗ × v ∗
b,c∈Af b,c∈Af
Z
= v ∗ = kvk1 .

(ii) Now suppose that v ∈ L∞ (B) ∩ Mν̄1,0 , and set γ = kvk∞ . ?? If a = [[|T 0 v| > γ]] 6= 0, then T 0 v 6= 0 so
v 6= 0 and γ > 0 and µ̄a < ∞, because T 0 v ∈ Mµ̄1,0 . Set b = [[(T 0 v)+ > γ]], c = [[(T 0 v)− > γ]]; then
Z Z Z Z
γ µ̄a < |T 0 v| = T 0 v − T 0 v = T (χb − χc) × v
a b c
≤ γkT (χb − χc)k1 ≤ γkχb − χck1 = γ µ̄a,
X Thus [[|T 0 v| > γ]] = 0 and kT 0 vk∞ ≤ γ = kvk∞ .
which is impossible. X
(0)
Putting this together with (i), we see that T 0 ∈ Tν̄,µ̄ . Q
Q
(0)
(c) Let |T | be the modulus of T in L∼ (Mµ̄1,0 ; Mν̄1,0 ), so that |T | ∈ Tµ̄,µ̄ , by 371Gb. If u ≥ 0 in Mµ̄1,0 , v ≥ 0
R
in Mν̄1,0 are such that u∗ × v ∗ < ∞, let R hun in∈N be a non-decreasing
R sequence in S(Af )+ with supremum
u. In this case |T |u = supn∈N |T |un , so |T |u × v = supn∈N |T |un × v and
R R R
| Tu × v − T un × v| ≤ |T |(u − un ) × v → 0
as n → ∞, because
R R
|T |u × v ≤ u∗ × v ∗ < ∞.
At the same time,
R R R
| u × T 0v − un × T 0 v| ≤ (u − un ) × |T 0 v| → 0
R R
because u × |T 0 v| ≤ u∗ × v ∗ < ∞. So
R R R R
T u × v = limn→∞ T un × v = limn→∞ un × T 0 v = u × T 0 v,
the middle equality being valid because each un is a linear
R combination
R of characteristic functions.
Because T Rand T 0 are linear, it follows at once that u × T 0 v = T u × v whenever u ∈ Mµ̄1,0 , v ∈ Mν̄1,0
are such that u∗ × v ∗ < ∞.
(d) Finally, to see that T 0 is uniquely defined by the formula in the statement of the theorem, observe
that this surely defines T 0 (χb) for every b ∈ Bf , by the remarks in (a). Consequently it defines T 0 on S(Bf ).
(0)
Since S(Bf ) is order-dense in Mν̄1,0 , and any member of Tν̄,µ̄ must belong to L× (Mν̄1,0 ; Mµ̄1,0 ) (371Gb), the
restriction of T 0 to S(Bf ) determines T 0 (355J).

×
373T Corollary Let (A, µ̄) and (B, ν̄) be localizable measure algebras. Then for any T ∈ Tµ̄,ν̄ there is a
R R R
×
unique T 0 ∈ Tν̄,µ̄ such that u×T 0 v = T u×v whenever u ∈ Mµ̄1,∞ , v ∈ Mν̄1,∞ are such that u∗ ×v ∗ < ∞.
(0) (0) R
proof The restriction T ¹Mµ̄1,0 belongs to Tµ̄,ν̄ (373Bb), so there is a unique S ∈ Tν̄,µ̄ such that u × Sv =
R R
T u × v whenever u ∈ Mµ̄1,0 , v ∈ Mν̄1,0 are such that u∗ × v ∗ < ∞ (373S). Now there is a unique T 0 ∈ Tν̄,µ̄
×
1,∞ 1,∞ R ∗ ∗ R 0
R
extending S (373R). If u ≥ 0 in Mµ̄ , v ≥ 0 in Mν̄ are such that u ×v < ∞, then u×T v = T u×v.
P
P If T ≥ 0, then both are
R
sup{ u0 × T 0 v0 : u0 ∈ Mµ̄1,0 , v ∈ Mν̄1,0 , 0 ≤ u0 ≤ u, 0 ≤ v0 ≤ v}
373Xi Decreasing rearrangements 437

because both T and T 0 are (order-)continuous. In general, we can apply the same argument to T + and
T − , taken in L∼ (Mµ̄1,∞ ; Mν̄1,∞ ), since these belong to Tµ̄,ν̄
×
, by 373B and 355H, and we shall surely have
R R
0 + 0 − 0
T = (T )R − (T ) . Q Q As in 373S, it follows that u × T v = T u × v whenever u ∈ Mµ̄1,∞ , v ∈ Mν̄1,∞ are
0

such that u∗ × v ∗ < ∞.

373U Corollary Let (A, µ̄) and (B, ν̄) be localizable measure algebras, and π : A → B an order-
×
continuous measure-preserving Boolean homomorphism. Then the associated map T ∈ Tµ̄,ν̄ (373Bd) has an
×
R f f
adjoint P ∈ Tν̄,µ̄ defined by the formula a P (χb) = ν̄(b ∩ πa) for a ∈ A , b ∈ B .
proof The adjoint P = T 0 must have the property that
R R R R
a
P (χb) = χa × P (χb) = T (χa) × χb = χ(πa) × χb = ν̄(πa ∩ b)
×
for every a ∈ Af , b ∈ Bf . To see that this defines P uniquely, let S ∈ Tν̄,µ̄ be any other operator with the
same property. By 373Hb, S(χb) = P (χb) for every b ∈ B , so S and P agree on S(Bf ). Because both P
f

and S are supposed to belong to L× (Mν̄1,∞ ; Mµ̄1,∞ ), and S(Bf ) is order-dense in Mν̄1,∞ , S = P , by 355J.

373X Basic exercises (a) Let (A, µ̄) and (B, ν̄) be measure algebras, and π : A → B a ring ho-
momorphism such that ν̄πa ≤ µ̄a for every a ∈ A. (i) Show that there is a unique T ∈ Tµ̄,ν̄ such that
T (χa) = χ(πa) for every a ∈ A, and that T is a Riesz homomorphism. (ii) Show that T is (sequentially)
order-continuous iff π is.

> (b) Let (A, µ̄) and (B, µ̄) be measure algebras, and φ : R → R a convex function such that φ(0) ≤ 0.
Show that if T ∈ Tµ̄,ν̄ and T ≥ 0, then φ̄(T u) ≤ T (φ̄(u)) whenever u ∈ Mµ̄1,∞ is such that φ̄(u) ∈ Mµ̄1,∞ .
(Hint: 233J, 365Rb.)

(c) Let (A, µ̄) be a measure algebra. Show that if w ∈ L∞ (A) and kwk∞ ≤ 1 then u 7→ u × w : Mµ̄1,∞ →
Mµ̄1,∞ belongs to Tµ̄,µ̄
×
.

(d) Let (A, µ̄) and (B, ν̄) be measure algebras. Show that if hai ii∈I , hbi ii∈I are disjoint families in A, B
respectively, and hTi ii∈I is any family in Tµ̄,ν̄ , and either I is countable or B is Dedekind complete, then
1,∞
we have an operator T ∈ Tµ̄,ν̄ such that T u × χbi = Ti (u × χai ) × χbi for every u ∈ Mµ̄,ν̄ , i ∈ I.

> (e) Let I, J be sets and write µ = µ̄, ν = ν̄ for counting measure on I, J respectively. Show that
×
there
P is a natural one-to-one correspondence
P between Tµ̄,ν̄ and the set of matrices haij ii∈I,j∈J such that
i∈I |a ij | ≤ 1 for every j ∈ J, j∈J |a ij | ≤ 1 for every i ∈ I.

>(f ) Let (X, Σ, µ) and (Y, T, ν) be σ-finite measure spaces, with measure algebras (A,R µ̄) and (B, ν̄), and
product measure λ on X ×RY . Let h : X × Y → R be a measurable function such that |h(x, y)|dx ≤ 1 for
ν-almost every y ∈ Y and |h(x, y)|dy ≤ 1 for µ-almost every x ∈ X. Show that R there is a corresponding
×
T ∈ Tµ̄,ν̄ defined by writing T (f • ) = g • whenever f ∈ L1 (µ) + L∞ (µ) and g(y) = h(x, y)f (x)dx for almost
every y.

> (g) Let µ beR Lebesgue measure on R, and (A, µ̄) its measure algebra. Show that for any µ-integrable
×
function h with |h|dµ ≤ 1 we have a corresponding T ∈ Tµ̄,µ̄ defined by setting T (f • ) = (h ∗ f )• whenever
1 ∞
g ∈ L (µ) + L (µ), writing h ∗ f for the convolution of h and f (255E). Explain how this may be regarded
as a special case of 373Xf.

> (h) Let (Ω, Σ, µ) be a probability space and X ∈ L0 (µ) a non-negative real-valued random variable on
Ω; let νX be its distribution (271C). Write u = X • ∈ L0 (µ) ∼
= L0µ̄ , where (A, µ̄) is the measure algebra of
(Ω, Σ, µ). Show that µ̄L [[u > α]] = Pr(X > α) for every α, so that each of u∗ , νX is uniquely determined
∗

by the other.

(i) Let (A, µ̄) and (B, ν̄) be measure algebras, and π : A → B a measure-preserving Boolean homomor-
phism; let T : Mµ̄1,∞ → Mν̄1,∞ be the corresponding operator (373Bd). Show that (T u)∗ = u∗ for every
u ∈ Mµ̄1,∞ .
438 Linear operators between function spaces 373Xj

(j) Let (A, µ̄) be a totally finite measure algebra, and A a subset of L1µ̄ . Show that the following
are equiveridical: (i) A is uniformly integrable; (ii) {u∗ : u ∈ A} is uniformly integrable in L1µ̄L ; (iii)
Rt
limt↓0 supu∈A 0 u∗ = 0.

(l) Let (A, µ̄) be a measure algebra, and A ⊆ (Mµ̄0 )+ a non-empty downwards-directed set. Show that
(inf A)∗ = inf u∈A u∗ in L0 (AL ).
R1
(k) Let (A, µ̄) be a measure algebra. Show that kuk1,∞ = 0
u∗ for every u ∈ M 1,∞ (A, µ̄).

(m) Let (A, µ̄) and (B, ν̄) be measure algebras, and φ a Young’s function (369Xc). Write Uφ,µ̄ ⊆ L0 (A),
Uφ,ν̄ ⊆ L0 (B) for the corresponding Orlicz spaces. (i) Show that if T ∈ Tµ̄,ν̄ and u ∈ Uφ,µ̄ , then T u ∈ Uφ,ν̄
and kT ukφ ≤ kukφ . (ii) Show that u ∈ Uφ,µ̄ iff u∗ ∈ Uφ,µ̄L , and in this case kukφ = ku∗ kφ .

> (n) Let (A, µ̄) be a measure algebra and (B, ν̄) a totally finite measure algebra. Show that if A ⊆ L1µ̄
is uniformly integrable, then {T u : u ∈ A, T ∈ Tµ̄,ν̄ } is uniformly integrable in L1ν̄ .

(o) (i) Give examples of u, v ∈ L1 (AL ) such that (u + v)∗ 6≤ u∗ + v ∗ . (ii) Show that if (A, µ̄) is any
Rt Rt
measure algebra and u, v ∈ Mµ̄0,∞ , then 0 (u + v)∗ ≤ 0 u∗ + v ∗ for every t ≥ 0.

(p) Let (A, µ̄) and (B, ν̄) be two measure algebras. For u ∈ Mµ̄1,0 , w ∈ Mν̄∞,1 set
R (0)
ρuw (S, T ) = | (Su − T u) × w| for all S, T ∈ T (0) = Tµ̄,ν̄ .
The topology generated by the pseudometrics ρuw is the very weak operator topology on T (0) . Show
that T (0) is compact in this topology.
(0)
(q) Let (A, µ̄) and (B, ν̄) be measure algebras and let u ∈ Mµ̄1,0 . (i) Show that B = {T u : T ∈ Tµ̄,ν̄ } is
compact for the topology Ts (Mν̄1,0 , Mν̄∞,1 ). (ii) Show that any non-decreasing sequence in B has a supremum
in L0 (B) which belongs to B.

(r) Let (A, µ̄) and (B, ν̄) be measure algebras, and u ∈ Mµ̄1,0 , v ∈ Mν̄1,0 . Show that the following are
(0) Rt Rt
equiveridical: (i) there is a T ∈ Tµ̄,ν̄ such that T u = v; (ii) 0 u∗ ≤ 0 v ∗ for every t ≥ 0.

(s) Let (A, µ̄) and (B, ν̄) be measure algebras. Suppose that u1 , u2 ∈ Mµ̄1,∞ and v ∈ Mν̄1,∞ are such
Rt Rt
that 0 v ∗ ≤ 0 (u1 + u2 )∗ for every t ≥ 0. Show that there are v1 , v2 ∈ Mν̄1,∞ such that v1 + v2 = v and
Rt ∗ Rt ∗
v ≤ 0 ui for both i, every t ≥ 0.
0 i

∞
R
R > (t) Set g(t) = t/(t + 1) for t ≥ 0, and set v = g , u = χ[0, 1] ∈ L (AL ). Show that
• •
u∗ × v ∗ = 1 >
T u × v for every T ∈ Tµ̄L ,µ̄L .

(0) (0)
(u) Let (A, µ̄) and (B, ν̄) be measure algebras, and for T ∈ Tµ̄,ν̄ define T 0 ∈ Tν̄,µ̄ as in 373S. Show that
00
T = T.
(0) (0)
(v) Let (A, µ̄) and (B, ν̄) be measure algebras, and give Tµ̄,ν̄ , Tν̄,µ̄ their very weak operator topologies
(0) (0)
(373Xp). Show that the map T 7→ T 0 : Tµ̄,ν̄ → Tν̄,µ̄ is an isomorphism for the convex, order and topological
structures of the two spaces. (By the ‘convex structure’ of a convex set C in a linear space I mean the
operation (x, y, t) 7→ tx + (1 − t)y : C × C × [0, 1] → C.)

373Y Further exercises (a) Let (A, µ̄) be the measure algebra of Lebesgue measure on [0, 1]. Set
u = f • and v = g • in L0 (A), where f (t) = t, g(t) = 1 − 2|t − 21 | for t ∈ [0, 1]. Show that u∗ = v ∗ ,
but that there is no measure-preserving Boolean homomorphism π : A → A such that Tπ v = u, writing
Tπ : L0 (A) → L0 (A) for the operator induced by π, as in 364R. (Hint: show that {[[v > α]] : α ∈ R} does
not τ -generate A.)
373 Notes Decreasing rearrangements 439

(b) Let (A, µ̄) be a totally finite homogeneous measure algebra of uncountable Maharam type. Let u,
v ∈ (Mµ̄1,∞ )+ be such that u∗ = v ∗ . Show that there is a measure-preserving automorphism π : A → A such
that Tπ u = v.
Rt Rt
(c) Let u, v ∈ Mµ̄1,∞ be such that u = u∗ , v = v ∗ and 0 v ≤ 0 u for every t ≥ 0. Show that there is
L
Rt Rt
a non-negative T ∈ Tµ̄L ,µ̄L such that T u = v and 0 T w ≤ 0 w for every w ≥ 0 in M 1,∞ . Show that any
such T must belong to Tµ̄×L ,µ̄L .

(d) Let (A, µ̄) and (B, ν̄) be measure algebras, and u ∈ Mµ̄1,∞ . (i) Suppose that w ∈ S(Bf ). Show
directly (without
R quoting the result of 373O, but R possibly using some of the ideas of the proof) that for
every γ < u∗ ×w∗ there is a T ∈ Tµ̄,ν̄ such that T u×w ≥ γ. (ii) Suppose that (B, ν̄) is localizable and that
R R
v ∈ Mν̄1,∞ \ {T u : T ∈ Tµ̄,ν̄ }. Show that there is a w ∈ S(Bf ) such that v × w > sup{ T u × w : T ∈ Tµ̄,ν̄ }.
(Hint: use 373M and the Hahn-Banach theorem in the following form: if U is a linear space with the
topology Ts (U, V ) defined by a linear subspace V of L(U ; R), C ⊆ U is a non-empty closed convex set, and
v ∈ U \ C, then there is an f ∈ V such that f (v) > supu∈C f (u).) (iii) Hence prove 373O for localizable
(B, ν̄). (iv) Now prove 373O for general (B, ν̄).

(e) (i) Define v ∈ L∞ (AL ) as in 373Xt. Show that there is no T ∈ Tµ̄×L ,µ̄L such that T v = v ∗ . (ii) Set
h(t) = 1 + max(0, sint t ) for t > 0, w = h• ∈ L∞ (AL ). Show that there is no T ∈ Tµ̄×L ,µ̄L such that T w∗ = w.
×
(f ) Let (A, µ̄) be the measure algebra of Lebesgue measure on [0, 1]. Show that Tµ̄,µ̄L = Tµ̄,µ̄ L
can be
×
identified, as convex ordered space, with Tµ̄L ,µ̄ , and that this is a proper subset of Tµ̄L ,µ̄ .

(g) Show that the adjoint operation of 373T is not as a rule continuous for the very weak operator
× ×
topologies of Tµ̄,ν̄ , Tν̄,µ̄ .

373 Notes and comments 373A-373B are just alternative expressions of concepts already treated in 371F-
371H. My use of the simpler formula Tµ̄,ν̄ symbolizes my view that T , rather than T (0) or T × , is the most
natural vehicle for these ideas; I used T (0) in §§371-372 only because that made it possible to give theorems
which applied to all measure algebras, without demanding localizability (compare 371Gb with 373Bc).
The obvious examples of operators in T are those derived from measure-preserving Boolean homomor-
phisms, as in 373Bd, and their adjoints (373U). Note that the latter include conditional expectation oper-
ators. In return, we find that operators in T share some of the characteristic properties of the operators
derived from Boolean homomorphisms (373Bb, 373Xb, 373Xm). Other examples are multiplication op-
erators (373Xc), operators obtained by piecing others together (373Xd) and kernel operators of the type
described in 373Xe-373Xf, including convolution operators (373Xg). (For a general theory of kernel opera-
tors, see §376 below.)
Most of the section is devoted to the relationships between the classes T of operators and the ‘decreasing
rearrangements’ of 373C. If you like, the decreasing rearrangement u∗ of u describes the ‘distribution’ of |u|
(373Xh); but for u ∈ / M 0 it loses some information (373Xt, 373Ye). It is important to be conscious that
even when u ∈ L (AL ), u∗ is not necessarily obtained by ‘rearranging’ the elements of the algebra AL by a
0

measure-preserving automorphism (which would, of course, correspond to an automorphism of the measure

space ([0, ∞[ , µL ), by 344C). I will treat ‘rearrangements’ of this narrower type in the next section; for the
moment, see 373Ya. Apart from this, the basic properties of decreasing rearrangements are straightforward
enough (373D-373F). The only obscure area concerns the relationship between (u + v)∗ and u∗ , v ∗ (see
373Xo).
In 373G I embark on results involving both decreasing rearrangements and operators in T , leading to the
characterization of the sets {T u : T ∈ T } in 373O. In one direction this is easy, and is the content of 373G.
In the other direction it depends on a deeper analysis, and the easiest method seems to be through studying
the ‘very weak operator topology’ on T (373K-373L), even though this is an effective tool only when one
of the algebras involved is localizable (373L). A functional analyst is likely to feel that the method is both
natural and illuminating; but from the point of view of a measure theorist it is not perfectly satisfactory,
because it is essentially non-constructive. While it tells us that there are operators T ∈ T acting in the
required ways, it gives only the vaguest of hints concerning what they actually look like.
440 Linear operators between function spaces 373 Notes

Of course the very weak operator topology is interesting in its own right; and see R t also 373Xp-373Xq.
Rt
The proof of 373O can be thought of as consisting of three steps. Given that 0 v ∗ ≤ 0 u∗ for every t,
then I set out to show that v is expressible as T1 v ∗ (parts (c)-(d) of the proof), that v ∗ is expressible as
T2 u∗ (part (g)) and that u∗ is expressible as T3 u (parts (e)-(f)), each Ti belonging to an appropriate T .
In all three steps the general case follows easily from the case of u, v ∈ S(A), S(B). If we are willing to
use a more sophisticated version of the Hahn-Banach theorem than those given in 3A5A and 363R, there is
an alternative route (373Yd). I note that the central step above, from u∗ to v ∗ , can be performed with an
order-continuous T2 (373Yc), but that in general neither of the other steps can (373Ye), so that we cannot
use T × in place of T here.
A companion result to 373O, in that it also shows thatR {T u : T ∈ T } is large enough to reach natural
bounds, is 373P; given u and v, we can find T such that T u × v is as large as possible. In this form the
result is valid only for v ∈ M (0) (373Xt). But if we do not demand that the supremum should be attained,
we can deal with other v (373Q).
We already know that every operator in T (0) is a difference of order-continuous operators, just because
M 1,0 has an order-continuous norm (371Gb). It is therefore not surprising that members of T (0) can be
extended to members of T × , at least when the codomain Mν̄1,∞ is Dedekind complete (373R). It is also very
natural to look for a correspondence between Tµ̄,ν̄ and Tν̄,µ̄ , because if T ∈ Tµ̄,ν̄ we shall surely have an
adjoint operator (T ¹L1µ̄ )0 from (L1ν̄ )∗ to (L1µ̄ )∗ , and we can hope that this will correspond to some member
of Tν̄,µ̄ . But when we come to the details, the normed-space properties of a general member of T are not
enough (373Yf), and we need some kind of order-continuity. For members of T (0) this is automatically
present (373S), and now the canonical isomorphism between T (0) and T × gives us an isomorphism between
× ×
Tµ̄,ν̄ and Tν̄,µ̄ when µ̄ and ν̄ are localizable (373T).

374 Rearrangement-invariant spaces

As is to be expected, many of the most important function spaces of analysis are symmetric in various
ways; in particular, they share the symmetries of the underlying measure algebras. The natural expression
of this is to say that they are ‘rearrangement-invariant’ (374E). In fact it turns out that in many cases
they have the stronger property of ‘T -invariance’ (374A). In this section I give a brief account of the most
important properties of these two kinds of invariance. In particular, T -invariance is related to a kind of
transfer mechanism, enabling us to associate function spaces on different measure algebras (374B-374D).
As for rearrangement-invariance, the salient fact is that on the most important measure algebras many
rearrangement-invariant spaces are T -invariant (374K, 374M).

374A T -invariance: Definitions Let (A, µ̄) be a measure algebra. Recall that I write
Mµ̄1,∞ = L1µ̄ + L∞ (A) ⊆ L0 (A),

Mµ̄∞,1 = L1µ̄ ∩ L∞ (A),

Mµ̄0,∞ = {u : u ∈ L0 (A), inf α>0 µ̄[[|u| > α]] < ∞},

(369N, 373C).

(a) I will say that a subset A of Mµ̄1,∞ is T -invariant if T u ∈ A whenever u ∈ A and T ∈ T = Tµ̄,µ̄
(definition: 373Aa).

(b) I will say that an extended Fatou norm τ on L0 is T -invariant or fully symmetric if τ (T u) ≤ τ (u)
whenever u ∈ Mµ̄1,∞ and T ∈ T .

(c) As in §373, I will write (AL , µ̄L ) for the measure algebra of Lebesgue measure on [0, ∞[, and u∗ ∈ Mµ̄0,∞
L

for the decreasing rearrangement of any u belonging to any Mµ̄0,∞ (373C).

374C Rearrangement-invariant spaces 441

374B The first step is to show that the associate of a T -invariant norm is T -invariant.
Theorem Let (A, µ̄) be a semi-finite measure algebra and τ a T -invariant extended Fatou norm on L0 (A).
Let Lτ be the Banach lattice defined from τ (369G), and τ 0 the associate extended Fatou norm (369H-369I).
Then
(i) Mµ̄∞,1 ⊆ Lτ ⊆ Mµ̄1,∞ ;
R
(ii) τ 0 is also T -invariant, and u∗ × v ∗ ≤ τ (u)τ 0 (v) for all u, v ∈ Mµ̄0,∞ .

proof (a) I check first that Lτ ⊆ Mµ̄0,∞ . P

P Take any u ∈ L0 (A) \ Mµ̄0,∞ . There is surely some w > 0 in Lτ ,
and we can suppose that w = χa for some a of finite measure. Now, for any n ∈ N,
(|u| ∧ nχ1)∗ = nχ1 ≥ nw∗
in L0 (AL ), because µ̄[[|u| > n]] = ∞. So there is a T ∈ Tµ̄,µ̄ such that T (|u| ∧ nχ1) = nw, by 373O, and
τ (u) ≥ τ (|u| ∧ nχ1) ≥ τ (T (|u| ∧ nχ1)) = τ (nw) = nτ (w).
As n is arbitrary, τ (u) = ∞. As u is arbitrary, Lτ ⊆ Mµ̄0,∞ . Q
Q
R ∗
(b) Next, u × v ∗ ≤ τ (u)τ 0 (v) for every u, v ∈ Mµ̄0,∞ . PP If u ∈ Mµ̄1,∞ , then

Z Z
u∗ × v ∗ = sup{ |T u × v| : T ∈ Tµ̄,µ̄ }

(373Q)
≤ sup{τ (T u)τ 0 (v) : T ∈ Tµ̄,µ̄ } = τ (u)τ 0 (v).

Generally, setting un = |u| ∧ nχ1, hu∗n in∈N is a non-decreasing sequence with supremum u∗ (373Db, 373Dh),
so
R R
u∗ × v ∗ = supn∈N u∗n × v ∗ ≤ supn∈N τ (un )τ 0 (v) = τ (u)τ 0 (v). Q
Q

(c) Consequently, Lτ ⊆ Mµ̄1,∞ . P

P If A = {0}, this is trivial. Otherwise, take u ∈ Lτ . There is surely
0
some non-zero a such that τ (χa) < ∞; now, setting v = χa,
R µ̄a R
0
u∗ = u∗ × v ∗ ≤ τ (u)τ 0 (v) < ∞

by (b) above. But this means that u∗ ∈ Mµ̄1,∞ , so that u ∈ Mµ̄1,∞ (373F(b-ii)). Q
Q

P Suppose that v ∈ Mµ̄0,∞ , T ∈ Tµ̄,µ̄ , u ∈ L0 (A) and τ (u) ≤ 1. Then

(d) Next, τ 0 is T -invariant. P
u ∈ Mµ̄1,∞ , by (c), so
R R
|u × T v| ≤ u∗ × v ∗ ≤ τ (u)τ 0 (v) ≤ τ 0 (v),
using 373J for the first inequality. Taking the supremum over u, we see that τ 0 (T v) ≤ τ 0 (v); as T and v are
arbitrary, τ 0 is T -invariant. Q
Q
0
(e) Finally, putting (d) and (c) together, Lτ ⊆ Mµ̄1,∞ , so that Lτ ⊇ Mµ̄∞,1 , using 369J and 369O.

374C For any T -invariant extended Fatou norm on L0 (AL ) there are corresponding norms on L0 (A)
for any semi-finite measure algebra, as follows.
Theorem Let θ be a T -invariant extended Fatou norm on L0 (AL ), and (A, µ̄) a semi-finite measure algebra.
(a) There is a T -invariant extended Fatou norm τ on L0 (A) defined by setting

τ (u) = θ(u∗ ) if u ∈ Mµ̄0,∞ ,

= ∞ if u ∈ L0 (A) \ Mµ̄0,∞ .

(b) Writing θ0 , τ 0 for the associates of θ and τ , we now have

442 Linear operators between function spaces 374C

τ 0 (v) = θ0 (v ∗ ) if v ∈ Mµ̄0,∞ ,
= ∞ if v ∈ L0 (A) \ Mµ̄0,∞ .

(c) If θ is an order-continuous norm on the Banach lattice Lθ , then τ is an order-continuous norm on Lτ .

proof (a)(i) The argument seems to run better if I use a different formula to define τ : set
R
τ (u) = sup{ |u × T w| : T ∈ Tµ̄L ,µ̄ , w ∈ L0 (AL ), θ0 (w) ≤ 1}

for u ∈ L0 (A). (By 374B, w ∈ Mµ̄1,∞ whenever θ0 (w) ≤ 1, so there is no difficulty in defining T w.) Now
τ (u) = θ(u∗ ) for every u ∈ Mµ̄0,∞ . P
P (α) If w ∈ L0 (AL ) and θ0 (w) ≤ 1, then w ∈ Mµ̄1,∞
L
, by 374B(i), so
there is an S ∈ Tµ̄L ,µ̄L such that Sw = w∗ (373O). Accordingly θ0 (w∗ ) ≤ θ0 (w) (because θ0 is T -invariant,
by 374B); now
R R
|u × T w| ≤ u∗ × w∗ ≤ θ(u∗ )θ0 (w∗ ) ≤ θ(u∗ )θ0 (w) ≤ θ(u∗ );
as w is arbitrary, τ (u) ≤ θ(u∗ ). (β) If w ∈ L0 (AL ) and θ0 (w) ≤ 1, then

Z Z
∗
|u × w| ≤ (u∗ )∗ × w∗

(373E)
Z Z
∗ ∗
= u × w = sup{ |u × T w| : T ∈ Tµ̄L ,µ̄L }

(373Q)
≤ τ (u).

But because θ is the associate of θ0 (369I(ii)), this means that θ(u∗ ) ≤ τ (u). Q
Q
(ii) Now τ is an extended
R Fatou norm on L0 (A). P P Of the conditions in 369F, (i)-(iv) are true just
because τ (u) = supv∈B |u × v| for some set B ⊆ L0 . As for (v) and (vi), observe that if u ∈ Mµ̄∞,1 then
u∗ ∈ Mµ̄∞,1
L
(373F(b-iv)), so that τ (u) = θ(u∗ ) < ∞, by 374B(i), while also
u 6= 0 =⇒ u∗ 6= 0 =⇒ τ (u) = θ(u∗ ) > 0.
As Mµ̄∞,1 is order-dense in L0 (A) (this is where I use the hypothesis that (A, µ̄) is semi-finite), 369F(v)-(vi)
are satisfied, and τ is an extended Fatou norm. Q Q
P Take u ∈ Mµ̄1,∞ and T ∈ Tµ̄,µ̄ . There are S0 ∈ Tµ̄L ,µ̄ and S1 ∈ Tµ̄,µ̄L such that
(iii) τ is T -invariant. P
S0 u∗ = u, S1 T u = (T u)∗ (373O); now S1 T S0 ∈ Tµ̄L ,µ̄L (373Be), so
τ (T u) = θ((T u)∗ ) = θ(S1 T S0 u∗ ) ≤ θ(u∗ ) = τ (u)
because θ is T -invariant. Q
Q
(iv) We can now return to the definition of τ . I have already remarked that τ (u) = θ(u∗ ) if u ∈ Mµ̄0,∞ .
For other u, we must have τ (u) = ∞ just because τ is a T -invariant extended Fatou norm (374B(i)). So the
definitions in the statement of the theorem and (i) above coincide.

(b) We surely have τ 0 (v) = ∞ if v ∈ L0 (A) \ Mµ̄0,∞ , by 374B, because τ 0 , like τ , is a T -invariant extended
Fatou norm. So take v ∈ Mµ̄0,∞ .

(i) If u ∈ L0 (A) and τ (u) ≤ 1, then

R R
|v × u| ≤ v ∗ × u∗ ≤ θ0 (v ∗ )θ(u∗ ) = θ0 (v ∗ )τ (u) ≤ θ0 (v ∗ );
as u is arbitrary, τ 0 (v) ≤ θ0 (v ∗ ).
(ii) If w ∈ L0 (AL ) and θ(w) ≤ 1, then
374D Rearrangement-invariant spaces 443

Z Z Z
∗ ∗ ∗
|v × w| ≤ v × w = sup{ |v × T w| : T ∈ Tµ̄L ,µ̄ }

(373Q)
≤ sup{τ 0 (v)τ (T w) : T ∈ Tµ̄L ,µ̄ } = sup{τ 0 (v)θ((T w)∗ ) : T ∈ Tµ̄L ,µ̄ }
≤ sup{τ 0 (v)θ(ST w) : T ∈ Tµ̄L ,µ̄ , S ∈ Tµ̄,µ̄L }
(because, given T , we can find an S such that ST w = (T w)∗ , by 373O)
≤ sup{τ 0 (v)θ(T w) : T ∈ Tµ̄L ,µ̄L } ≤ τ 0 (v).

As w is arbitrary, θ0 (v ∗ ) ≤ τ 0 (v) and the two are equal. This completes the proof of (b).
(c)(i) The first step is to note that Lτ ⊆ Mµ̄0 . P
P?? Suppose that u ∈ Lτ \Mµ̄0 , that is, that µ̄[[|u| > α]] = ∞
for some α > 0. Then u ≥ αχ1 in L (AL ), so L∞ (AL ) ⊆ Lθ . For each n ∈ N, set vn = χ [n, ∞[ . Then
∗ 0 •

∗
vn = v0 , so we can find a Tn ∈ Tµ̄L ,µ̄L such that Tn vn = v0 (373O), and θ(vn ) ≥ θ(v0 ) for every n. But as
hvn in∈N is a decreasing sequence with infimum 0, this means that θ is not an order-continuous norm. X XQQ
(ii) Now suppose that A ⊆ Lτ is non-empty and downwards-directed and has infimum 0. Then
inf u∈A µ̄[[u > α]] = 0 for every α > 0 (put 364Nb and 321F together). But this means that B = {u∗ : u ∈ A}
must have infimum 0; since B is surely downwards-directed, inf v∈B θ(v) = 0, that is, inf u∈A τ (u) = 0. As A
is arbitrary, τ is an order-continuous norm.

374D What is more, every T -invariant extended Fatou norm can be represented in this way.
Theorem Let (A, µ̄) be a semi-finite measure algebra, and τ a T -invariant extended Fatou norm on L0 (A).
Then there is a T -invariant extended Fatou norm θ on L0 (AL ) such that τ (u) = θ(u∗ ) for every u ∈ Mµ̄0,∞ .
proof I use the method of 374C. If A = {0} the result is trivial; assume that A 6= {0}.
(a) Set
R
θ(w) = sup{ |w × T v| : T ∈ Tµ̄,µ̄L , v ∈ L0 (A), τ 0 (v) ≤ 1}
for w ∈ L0 (AL ). Note that
R
θ(w) = sup{ w∗ × v ∗ : v ∈ L0 (A), τ 0 (v) ≤ 1}
for every w ∈ Mµ̄0,∞
L
, by 373J and 373Q again.
θ is an extended Fatou norm on L0 (AL ). P P As in 374C, the conditions 369F(i)-(iv) are Relementary. If
w > 0 in L0 (AL ), take any v ∈ L0 (A) such that 0 < τ 0 (v) ≤ 1; then w∗ × v ∗ 6= 0 so θ(w) ≥ w∗ × v ∗ > 0.
So 369F(v) is satisfied. As for 369F(vi), if w > 0 in L0 (AL ), take a non-zero a ∈ A of finite measure such
that α = τ (χa) < ∞. Let β > 0, b ∈ AL be such that 0 < µ̄L b ≤ µ̄a and βχb ≤ w; then
R R
θ(χb) = supτ 0 (v)≤1 (χb)∗ × v ∗ ≤ supτ 0 (v)≤1 (χa)∗ × v ∗ ≤ τ (χa) < ∞
by 374B(ii). So θ(βχb) < ∞ and 369F(vi) is satisfied. Thus θ is an extended Fatou norm. Q
Q
P If T ∈ Tµ̄L ,µ̄L and w ∈ Mµ̄1,∞
(b) θ is T -invariant. P L
, then
R R
θ(T w) = supτ 0 (v)≤1 (T w)∗ × v ∗ ≤ supτ 0 (v)≤1 w∗ × v ∗ = θ(w)
by 373G and 373I. Q
Q
(c) θ(u∗ ) = τ (u) for every u ∈ Mµ̄0,∞ . P
P We have
R R
τ (u) = supτ 0 (v)≤1 |u × v| ≤ supτ 0 (v)≤1 u∗ × v ∗ ≤ τ (u),
using 369I, 373E and 374B. So
R
θ(u∗ ) = supτ 0 (v)≤1 u∗ × v ∗ = τ (u)
by the remark in (a) above. Q
Q
444 Linear operators between function spaces 374E

374E I turn now to rearrangement-invariance. Let (A, µ̄) be a measure algebra.

(a) I will say that a subset A of L0 = L0 (A) is rearrangement-invariant if Tπ u ∈ A whenever u ∈ A

and π : A → A is a measure-preserving Boolean automorphism, writing Tπ : L0 → L0 for the isomorphism
corresponding to π (364R).

(b) I will say that an extended Fatou norm τ on L0 is rearrangement-invariant if τ (Tπ u) = τ (u)
whenever u ∈ L0 and π : A → A is a measure-preserving automorphism.

374F Remarks (a) If (A, µ̄) is a semi-finite measure algebra and π : A → A is a sequentially order-
continuous measure-preserving Boolean homomorphism, then Tπ ¹Mµ̄1,∞ belongs to Tµ̄,µ̄ ; this is obvious
from the definition of M 1,∞ = L1 + L∞ and the basic properties of Tπ (364R). Accordingly, any T -
invariant extended Fatou norm τ on L0 (A) must be rearrangement-invariant, since (by 374B) we shall have
/ Mµ̄1,∞ . Similarly, any T -invariant subset of Mµ̄1,∞ will be rearrangement-
τ (u) = τ (Tπ (u)) = ∞ when u ∈
invariant.

(b) I seek to describe cases in which rearrangement-invariance implies T -invariance. This happens only
for certain measure algebras; in order to shorten the statements of the main theorems I introduce a special
phrase.

374G Definition I say that a measure algebra (A, µ̄) is quasi-homogeneous if for any non-zero a,
b ∈ A there is a measure-preserving Boolean automorphism π : A → A such that πa ∩ b 6= 0.

374H Proposition Let (A, µ̄) be a semi-finite measure algebra. Then the following are equiveridical:
(i) (A, µ̄) is quasi-homogeneous;
(ii) either A is purely atomic and every atom of A has the same measure or there is a κ ≥ ω such that
the principal ideal Aa is homogeneous, with Maharam type κ, for every a ∈ A of non-zero finite measure.
proof (i)⇒(ii) Suppose that (A, µ̄) is quasi-homogeneous.
α) Suppose that A has an atom a. In this case, for any b ∈ A \ {0} there is an automorphism π of
(α
(A, µ̄) such that πa ∩ b 6= 0; now πa must be an atom, so πa = πa ∩ b and πa is an atom included in b. As b
is arbitrary, A is purely atomic; moreover, if b is an atom, then it must be equal to πa and therefore of the
same measure as a, so all atoms of A have the same measure.
β ) Now suppose that A is atomless. In this case, if a ∈ A has finite non-zero measure, Aa is homo-
(β
geneous. PP?? Otherwise, there are non-zero b, c ⊆ a such that the principal ideals Ab , Ac are homogeneous
and of different Maharam types, by Maharam’s theorem (332B, 332H). But now there is supposed to be an
automorphism π such that πb ∩ c 6= 0, in which case Ab , Aπb , Aπb∩c and Ac must all have the same Maharam
type. X
XQ Q
Consequently, if a, b ∈ A are both of non-zero finite measure, the Maharam types of Aa , Aa∪b and Ab
must all be the same infinite cardinal κ.
(ii)⇒(i) Assume (ii), and take a, b ∈ A \ {0}. If a ∩ b 6= 0 we can take π to be the identity automorphism
and stop. So let us suppose that a ∩ b = 0.
α) If A is purely atomic and every atom has the same measure, then there are atoms a0 ⊆ a, b0 ⊆ b.
(α
Set

πc = c if c ⊇ a0 ∪ b0 or c ∩ (a0 ∪ b0 ) = 0,
= c 4 (a0 ∪ b0 ) otherwise.
Then it is easy to check that π is a measure-preserving automorphism of A such that πa0 = b0 , so that
πa ∩ b 6= 0.
(ββ ) If Ac is Maharam-type-homogeneous with the same infinite Maharam type κ for every non-zero
c of finite measure, set γ = min(1, µ̄a, µ̄b) > 0. Because A is atomless, there are a0 ⊆ a, b0 ⊆ b with
µ̄a0 = µ̄b0 = γ (331C). Now Aa0 , Ab0 are homogeneous with the same Maharam type and the same
374J Rearrangement-invariant spaces 445

magnitude, so by Maharam’s theorem (331I) there is a measure-preserving isomorphism π0 : Aa0 → Ab0 .

Define π : A → A by setting
πc = (c \ (a0 ∪ b0 )) ∪ π0 (c ∩ a0 ) ∪ π0−1 (c ∩ b0 );
then it is easy to see that π is a measure-preserving automorphism of A and that πa ∩ b 6= 0.
Remark We shall return to these ideas in Chapter 38. In particular, the construction of π from π0 in the
←−−−−
last part of the proof will be of great importance; in the language of 381G, π = (a0 π0 b0 ).

374I Corollary Let (A, µ̄) be a quasi-homogeneous semi-finite measure algebra. Then
(a) whenever a, b ∈ A have the same finite measure, the principal ideals Aa , Ab are isomorphic as measure
algebras;
(b) there is a subgroup Γ of the additive group R such that (α) µ̄a ∈ Γ whenever a ∈ A and µ̄a < ∞ (β)
whenever a ∈ A, γ ∈ Γ and 0 ≤ γ ≤ µ̄a then there is a c ⊆ a such that µ̄c = γ.
proof If A is purely atomic, with all its atoms of measure γ0 , set Γ = γ0 Z, and the results are elementary.
If A is atomless, set Γ = R; then (a) is a consequence of Maharam’s theorem, and (b) is a consequence of
331C, already used in the proof of 374H.

374J Lemma Let (A, µ̄) be a quasi-homogeneous semi-finite measure algebra and u, v ∈ Mµ̄0,∞ . Let
Aut be the group of measure-preserving automorphisms of A. Then
R R
u∗ × v ∗ = supπ∈Aut |u × Tπ v|,
where Tπ : L0 (A) → L0 (A) is the isomorphism corresponding to π.
f
proof (a) Suppose first that u, v are non-negativeP and belong to S(AP ), where Af is the ring {a : µ̄a < ∞},
m n
as usual. Then they can be expressed as u = i=0 αi χai , v = j=0 βj χbj where α0 ≥ . . . αm ≥ 0,
β0 ≥ . . . ≥ βn ≥ 0, a0 , . . . , am are disjoint and of finite measure, and b0 , . . . , bn are disjoint and of finite
measure. Extending each list by a final term having a coefficient of 0, if need be, we may suppose that
supi≤m ai = supj≤n bj .
Let (t0 , . . . , ts ) enumerate in ascending order the set
Pk Pk
{0} ∪ { i=0 µ̄ai : k ≤ m} ∪ { j=0 µ̄bj : k ≤ n}.
Pm Pn
Then every tr belongs to the subgroup Γ of 374Ib, and ts = i=0 µ̄ai = j=0 µ̄bj . For 1 ≤ r ≤ s let k(r),
Pk(r) Pl(r) P
l(r) be minimal subject to the requirements tr ≤ i=0 µ̄ai , tr ≤ j=0 µ̄bj . Then µ̄ai = k(r)=i tr − tr−1 ,
so (using 374Ib) we can find a disjoint family hcr i1≤r≤s such that cr ⊆ ak(r) and µ̄cr = tr − tr−1 for each
r. Similarly, there is a disjoint family hdr i1≤r≤s such that dr ⊆ bl(r) and µ̄dr = tr − tr−1 for each r. Now
the principal ideals Acr , Adr are isomorphic for every r, by 374Ia; let πr : Adr → Acr be measure-preserving
isomorphisms. Define π : A → A by setting
πa = (a \ sup1≤r≤s dr ) ∪ sup1≤r≤s πr (a ∩ dr );
because
supr≤s cr = supi≤m ai = supj≤n bj = supr≤s dr ,
π : A → A is a measure-preserving automorphism.
Now
Ps Ps
u = r=1 αk(r) χcr , v= r=1 βl(r) χdr ,
Ps Ps
u∗ = v∗ =
• •
r=1 αk(r) χ [tr−1 , tr [ , r=1 βl(r) χ [tr−1 , tr [ ,
so
R Ps Ps R
u × Tπ v = r=1
αk(r) βl(r) µ̄cr = r=1
αk(r) βl(r) (tr − tr−1 ) = u∗ × v ∗ .

(b) Now take any u0 , v0 ∈ Mµ̄0,∞ . Set

A = {u : u ∈ S(Af ), 0 ≤ u ≤ |u0 |}, B = {v : v ∈ S(Af ), 0 ≤ v ≤ |v0 |}.
446 Linear operators between function spaces 374J

Then A is an upwards-directed set with supremum |u0 |, because (A, µ̄) is semi-finite, so {u∗ : u ∈ A} is an
upwards-directed set with supremum |u0 |∗ = u∗0 (373Db, 373Dh). Similarly {v ∗ : v ∈ B} is upwards-directed
and has supremum v0∗ , so
R {u
∗
× v ∗ : u ∈ A, v ∈ B} is upwards-directed and
R has supremum u∗0 × v0∗ .
Consequently, if γ < u0 × v0 , there are u ∈ A, v ∈ B such that γ ≤ u × v ∗ . Now, by (a), there is a
∗ ∗ ∗

π ∈ Aut such that

R R R
γ≤ u × Tπ v ≤ |u0 | × Tπ |v0 | = |u0 × Tπ v0 |
because Tπ is a Riesz homomorphism. As γ is arbitrary,
R R
u∗0 × v0∗ ≤ supπ∈Aut |u0 × Tπ v0 |.
But the reverse inequality is immediate from 373J.

374K Theorem Let (A, µ̄) be a quasi-homogeneous semi-finite measure algebra, and τ a rearrangement
-invariant extended Fatou norm on L0 = L0 (A). Then τ is T -invariant.
proof Write τ 0 for the associate of τ . Then 374J tells us that for any u, v ∈ Mµ̄0,∞ ,
R R
u∗ × v ∗ = supπ∈Aut |Tπ u × v| ≤ supπ∈Aut τ (Tπ u)τ 0 (v) = τ (u)τ 0 (v),
writing u∗ , v ∗ for the decreasing rearrangements of u and v, and Aut for the group of measure-preserving
automorphisms of (A, µ̄). But now, if u ∈ Mµ̄1,∞ and T ∈ Tµ̄,µ̄ ,

Z
τ (T u) = sup{ |T u × v| : τ 0 (v) ≤ 1}

(by 369I)
Z
≤ sup{ u∗ × v ∗ : τ 0 (v) ≤ 1}

(by 373J)
≤ τ (u).

As T , u are arbitrary, τ is T -invariant.

374L Lemma Let R(A, µ̄) be a quasi-homogeneous semi-finite measure algebra. Suppose that u, v ∈
(Mµ̄0,∞ + ∗ ∗
R ) are such that u × v = ∞. Then there is a measure-preserving automorphism π : A → A such
that u × Tπ v = ∞.
proof I take three cases separately.
R
(a) Suppose that A is purely atomic. Then it is surely infinite, since otherwise u∗ × v ∗ could not be
infinite. Let γ be the common measure of its atoms. For each n ∈ N, set
αn = inf{α : α ≥ 0, µ̄[[u > α]] ≤ 2n γ}.
Then hαn in∈N is non-increasing, and
µ̄[[u > αn ]] ≤ 2n γ ≤ µ̄[[u ≥ αn ]].
We can therefore choose a sequence hãn in∈N in A inductively so that
[[u > αn ]] ⊆ ãn ⊆ [[u ≥ αn ]], µ̄ãn = 2n γ, ãn ⊆ ãn+1 ,
for each n. Now if αn+1 ≤ α < αn , 2n γ < µ̄[[u > α]] ≤ 2n+1 γ. So if we set
£ £•
ũ = kuk∞ χ [0, γ[ ∨ supn∈N αn χ 2n γ, 2n+1 γ ,
•

then u∗ ≤ ũ in L∞ (AL ). Set an = ãn+1 \ ãn for each n; then han in∈N is disjoint and
µ̄an = 2n γ, an ⊆ [[u ≥ αn+1 ]]
for each n.
374L Rearrangement-invariant spaces 447

Similarly, we can find a non-increasing sequence hβn in∈N in [0, ∞[ and a disjoint sequence hbn in∈N in A
such that
µ̄bn = 2n γ, bn ⊆ [[v ≥ βn+1 ]]
for each n, while
£ £•
v ∗ ≤ ṽ = kvk∞ χ [0, γ[ ∨ supn∈N αn χ 2n γ, 2n+1 γ
•

in L∞ (AL ). R
Now we are supposing that u∗ × v ∗ = ∞, so we must have
R P∞
∞= ũ × ṽ = γkuk∞ kvk∞ + n=0
2n γαn βn .
Because 2n+1 αn+1 βn+1 ≤ 2 · 2n αn βn for each n, we must have
P∞ 2n+1
n=0 2 α2n+1 β2n+1 = ∞.
At this point, recall that we are dealing with a purely atomic algebra in which every
S atom has measure
γ. Let An , Bn be the sets of atoms included in an , bn for each n, and A = n∈N An ∪ Bn . Then
#(An ) = #(Bn ) = 2n for eachSn. We therefore have S a bijection φ : A → A such that φ[B2n ] = A2n for
every n. (The point is that A \ n∈N A2n and A \ n∈N B2n are both countably infinite.) Define π : A → A
by setting
πc = (c \ sup A) ∪ supa∈A,a ⊆ c φa.
Then π is well-defined (because A is countable), and it is easy to check that it is a measure-preserving Boolean
automorphism (because it is just a permutation of the atoms); and πb2n = a2n for every n. Consequently
R P∞ P∞
u × Tπ v ≥ n=0
α2n+1 β2n+1 µ̄a2n = n=0
22n γα2n+1 β2n+1 = ∞.
So we have found a suitable automorphism.
(b) Next, consider the case in which (A, µ̄) is atomless and of finite magnitude γ. Of course γ > 0. For
each n ∈ N set
αn = inf{α : α ≥ 0, µ̄[[u > α]] ≤ 2−n γ}.
Then
£ £•
u∗ ≤ supn∈N αn+1 χ 2−n−1 γ, 2−n γ .
Also
µ̄[[u > αn ]] ≤ 2−n γ ≤ µ̄[[u ≥ αn ]]
for each n, so we can choose inductively a decreasing sequence hãn in∈N such that
[[u > αn ]] ⊆ ãn ⊆ [[u ≥ αn ]]
and µ̄ãn = 2 γ for each n. Set an = ãn \ ãn+1 ; then han in∈N is disjoint and µ̄an = 2−n−1 γ, an ⊆ [[u ≥ αn ]]
−n

for each n.
In the same way, we can find hβn in∈N , hbn in∈N such that hbn in∈N is a£ disjoint sequence in A, µ̄bn = 2−n−1 γ
£ −n−1
∗ •
and bn ⊆ [[v ≥ βn ]] for each n, and v ≤ supn∈N βn+1 χ 2 γ, 2−n γ .
Now all the principal ideals Aan , Abn are homogeneous and of the same Maharam type, so there are
measure-preserving isomorphisms πn : Abn → Aan . Define π : A → A by setting πc = supn∈N πn (c ∩ an );
then π is a measure-preserving automorphism of A, and πbn = an for each n. Since u × χan ≥ αn χan ,
v × χbn ≥ βn χbn for each n,
R P∞
u × Tπ v ≥ n=0
2−n−1 γαn βn ;
but on the other hand,
R P∞ R
u∗ × v ∗ ≤ n=0
2−n−1 γαn+1 βn+1 ≤ 2 u × Tπ v.
R
So u × Tπ v = ∞.
(c) Thirdly, consider the case in which A is atomless and not totally finite; take κ to be the common
Maharam type of all the principal ideals Aa where 0 < µ̄a < ∞. In this case, set
448 Linear operators between function spaces 374L

αn = inf{α : µ̄[[u > α]] ≤ 2n }, βn = inf{α : µ̄[[v > α]] ≤ 2n }

for each n ∈ Z. This time
£ £• £ £•
u∗ ≤ supn∈Z αn χ 2n , 2n+1 , v ∗ ≤ supn∈Z βn χ 2n , 2n+1 .
There are disjoint families han in∈Z , hbn in∈Z such that µ̄an = µ̄bn = 2n for each n and
u ≥ supn∈Z αn+1 χan , v ≥ supn∈Z βn+1 χbn .
(This time, start by fixing ã0 such that µ̄ã0 = 1 and [[u > α0 ]] ⊆ ã0 ⊆ [[u ≥ α0 ]], and choose ãn+1 ⊇ ãn for
n ≥ 0, ãn−1 ⊆ ãn for n ≤ 0.)
Set d∗ = supn∈Z an ∪ supn∈Z bn . Then
d1 = d∗ \ supn∈Z a2n , d2 = d∗ \ supn∈Z b2n
both have magnitude ω and Maharam type κ. So there is a measure-preserving isomorphism π̃ : Ad2 → Ad1
(332J). At the same time, for each n ∈ Z there is a measure-preserving isomorphism πn : Ab2n → Aa2n . So
once again we can assemble these to form a measure-preserving automorphism π : A → A, defined by the
formula
πc = (c \ d∗ ) ∪ π̃(c ∩ d2 ) ∪ supn∈Z πn (c ∩ b2n ).
Just as in (a) and (b) above,
R P∞
u × Tπ v ≥ n=−∞
22n α2n+1 β2n+1 ,
while
R P∞
u∗ × v ∗ ≤ n=−∞
2n αn βn
is infinite. Because
22n+2 α2n+2 β2n+2 + 22n+1 α2n+1 β2n+1 ≤ 6 · 22n α2n+1 β2n+1
for every n,
R 1 R
u × Tπ v ≥ u∗ × v ∗ = ∞.
6
Thus we have a suitable π in any of the cases allowed by 374H.

374M Proposition Let (A, µ̄) be a quasi-homogeneous localizable measure algebra, and U ⊆ L0 =
0
L (A) a solid linear subspace which, regarded as a Riesz space, is perfect. If U is rearrangement-invariant
and Mµ̄∞,1 ⊆ U ⊆ Mµ̄1,∞ , then U is T -invariant.
proof Set V = {v : u × v ∈ L1 for every u ∈ U }, so that V is a solid linear subspace of L0 which can be
identified with U × (369C), and U becomes {u : u × v ∈ L1 for every v ∈ V }; note that Mµ̄∞,1 ⊆ V ⊆ Mµ̄1,∞
(using 369Q). R
If u ∈ UR + , v ∈ V + and π : A → A is a measure-preserving automorphism, then Tπ u ∈ U , so v×Tπ u < ∞;
by 374L, u∗ × v ∗ is finite. But this means that if u ∈ U , v ∈ V and T ∈ Tµ̄,µ̄ ,
R R
|T u × v| ≤ u∗ × v ∗ < ∞.
As v is arbitrary, T u ∈ U ; as T and u are arbitrary, U is T -invariant.

374X Basic exercises > (a) Let (A, µ̄) be a measure algebra and A ⊆ Mµ̄1,∞ a T -invariant set. (i)
Show that A is solid. (ii) Show that if A is a linear subspace and not {0}, then it includes Mµ̄∞,1 . (iii)
Rt Rt
Show that if u ∈ A, v ∈ Mµ̄0,∞ and 0 v ∗ ≤ 0 u∗ for every t > 0, then v ∈ A. (iv) Show that if (B, ν̄) is
any other measure algebra, then B = {T u : u ∈ A, T ∈ Tµ̄,ν̄ } and C = {v : v ∈ Mν̄1,∞ , T v ∈ A for every
T ∈ Tν̄,µ̄ } are T -invariant subsets of Mν̄1,∞ , and that B ⊆ C. Give two examples in which B ⊂ C. Show
that if (A, µ̄) = (AL , µ̄L ) then B = C.

>(b) Let (A, µ̄) be a measure algebra. Show that the extended Fatou norm k kp on L0 (A) is T -invariant
for every p ∈ [1, ∞]. (Hint: 371Gd.)
374Yb Rearrangement-invariant spaces 449

(c) Let (A, µ̄) and (B, ν̄) be semi-finite measure algebras, and φ a Young’s function (369Xc). Let τφ ,
τ̃φ be the corresponding Orlicz norms on L0 (A), L0 (B). Show that τ̃φ (T u) ≤ τφ (u) for every u ∈ L0 (A),
T ∈ Tµ̄,ν̄ . (Hint: 369Xn, 373Xm.) In particular, τφ is T -invariant.

(d) Show that if (A, µ̄) is a semi-finite measure algebra and τ is a T -invariant extended Fatou norm on
L0 (A), then the Banach lattice Lτ defined from τ is T -invariant.

(e) Let (A, µ̄) be a semi-finite measure algebra and τ a T -invariant extended Fatou norm on L0 which is
an order-continuous norm on Lτ . Show that Lτ ⊆ Mµ̄1,0 .

(f ) Let θ be a T -invariant extended Fatou norm on L0 (AL ) and (A, µ̄), (B, ν̄) two semi-finite measure
algebras. Let τ1 , τ2 be the extended Fatou norms on L0 (A), L0 (B) defined from θ by the method of 374C.
Show that τ2 (T u) ≤ τ1 (u) whenever u ∈ Mµ̄1,∞ and T ∈ Tµ̄,ν̄ .

1 R
>(g) Let (A, µ̄) be a semi-finite measure algebra, not {0}, and set τ (u) = sup0<µ̄a<∞ √ |u| for
µ̄a a
0
u ∈ L (A). Show that τ is a T -invariant extended Fatou norm. Find examples of (A, µ̄) for which τ is, and
is not, order-continuous on Lτ .

(h) Let (A, µ̄) and (B, ν̄) be semi-finite measure algebras and τ a T -invariant extended Fatou norm on
L0 (A). (i) Show that there is a T -invariant extended Fatou norm θ on L0 (B) defined by setting θ(v) =
sup{τ (T v) : T ∈ Tν̄,µ̄ } for v ∈ Mν̄1,∞ . (ii) Show that θ0 (w) = sup{τ 0 (T w) : T ∈ Tν̄,µ̄ } for every w ∈ Mν̄1,∞ .
(iii) Show that when (A, µ̄) = (AL , µ̄L ) then θ(v) = τ (v ∗ ) for every v ∈ Mν̄0,∞ . (iv) Show that when
(B, ν̄) = (AL , µ̄L ) then τ (u) = θ(u∗ ) for every u ∈ Mµ̄0,∞ .

(i) Let (A, µ̄) be a semi-finite measure algebra and τ an extended Fatou norm on L0 = L0 (A). Suppose
that Lτ is a T -invariant subset of L0 . Show that there is a T -invariant extended Fatou norm τ̃ which is
equivalentR to τ in the sense that, for some M > 0, τ̃ (u) ≤ M τ (u) ≤ M 2 τ̃ (u) for every 0
R ∗ u ∈ ∗L . (Hint: show
∗ ∗ τ τ0
first that u × v < ∞ for every u ∈ L and v ∈ L , then that supτ (u)≤1,τ 0 (v)≤1 u × v < ∞.)

(j) Suppose that τ is a T -invariant extended Fatou norm on L0 (AL ), and that 0 < w = w∗ ∈ Mµ̄1,∞ L
. Let
(A, µ̄) be any semi-finite measure algebra. Show that the function u 7→ τ (w × u∗ ) extends to a T -invariant
extended Fatou norm θ on L0 (A). (Hint: τ (w × u∗ ) = sup{τ (w × T u) : T ∈ Tµ̄,µ̄L } for u ∈ Mµ̄1,∞
L
.) (When
τ = k kp these norms are called Lorentz norms; see Lindenstrauss & Tzafriri 79, p. 121.)

(k) Let (A, µ̄) be PN with counting measure. Identify L0 (A) with RN . Let U be {u : u ∈ RN , {n : u(n) 6=
0} is finite}. Show that U is a perfect Riesz space, and is rearrangement-invariant but not T -invariant.

(l) Let (A, µ̄) be an atomless quasi-homogeneous localizable measure algebra, and U ⊆ L0 (A) a rearrange-
ment-invariant solid linear subspace which is a perfect Riesz space. Show that U ⊆ Mµ̄1,∞ and that U is T -
invariant. (Hint: assume U 6= {0}. Show that (i) χa ∈ U whenever µ̄a < ∞ (ii) V = {v : v×u ∈ L1 ∀ u ∈ U }
is rearrangement-invariant (iii) U , V ⊆ M 1,∞ .)

374Y Further exercises (a) Let (A, µ̄) be a localizable measure algebra and U ⊆ Mµ̄1,∞ a non-zero
T -invariant Riesz subspace which, regarded as a Riesz space, is perfect. (i) Show that U includes Mµ̄∞,1 .
(ii) Show that its dual {v : v ∈ L0 , vR× u ∈ L1 ∀ u ∈ U } (which in this exercise I will denote by U × ) is also
T -invariant, and is {v : v ∈ Mµ̄0,∞ , u∗ × v ∗ < ∞ ∀ u ∈ U }. (iii) Show that for any localizable measure
algebra (B, ν) the set V = {v : v ∈ Mν̄1,∞ , T v ∈ U ∀ T ∈ Tν̄,µ̄ } is a perfect Riesz subspace of L0 (B), and
that V × = {v : v ∈ Mν̄1,∞ , T v ∈ U × ∀ T ∈ Tν̄,µ̄ }. (iv) Show that if, in (i)-(iii), (A, µ̄) = (AL , µ̄L ), then
V = {v : v ∈ M 0,∞ , v ∗ ∈ U }. (v) Show that if, in (iii), (B, ν̄) = (AL , µ̄L ), then U = {u : u ∈ M 0,∞ , u∗ ∈ V }.

(b) Let (A, µ̄) be a semi-finite measure algebra, and suppose that 1 ≤ q ≤ p < ∞. Let wpq ∈ L0 (AL ) be
the equivalence class of the function t 7→ t(q−p)/p . (i) Show that for any u ∈ L0 (A),
R R∞
wpq × (u∗ )q = p 0
tq−1 (µ̄[[|u| > t]])q/p dt.
450 Linear operators between function spaces 374Yb

(ii) Show that we have an extended Fatou norm k kp,q on L0 (A) defined by setting
¡ R∞ ¢1/q
kukp,q = p 0 tq−1 (µ̄[[|u| > t]])q/p dt
1/q
for every u ∈ L0 (A). (Hint: use 374Xj with w = wpq , k k = k kq .) (iii) Show that if (B, ν̄) is another
measure algebra and T ∈ Tµ̄,ν̄ , then kT ukp,q ≤ kukp,q for every u ∈ Mµ̄1,∞ . (iv) Show that k kp,q is an
order-continuous norm on Lk kp,q .

(c) Let (A, µ̄) be a homogeneous measure algebra of uncountable Maharam type, and u, v ≥ 0 in Mµ̄0
such that u∗ = v ∗ . Show that there is a measure-preserving automorphism π of A such that Tπ u = v, where
Tπ : L0 (A) → L0 (A) is the isomorphism corresponding to π.

(d) In L0 (AL ) let u be the equivalence class of the function f (t) = te−t . Show that there is no Boolean
automorphism π of AL such that Tπ u = u∗ . (Hint: show that AL is τ -generated by {[[u∗ > α]] : α > 0}.)

(e) Let (A, µ̄) be a quasi-homogeneous semi-finite measure algebra and C ⊆ L0 (A) a solid convex order-
closed rearrangement-invariant set. Show that C ∩ Mµ̄1,∞ is T -invariant.

374 Notes and comments I gave this section the title ‘rearrangement-invariant spaces’ because it looks
good on the Contents page, and it follows what has been common practice since Luxemburg 67b; but
actually I think that it’s T -invariance which matters, and that rearrangement-invariant spaces are significant
largely because the important ones are T -invariant. The particular quality of T -invariance which I have
tried to bring out here is its transferability from one measure algebra (or measure space, of course) to
another. This is what I take at a relatively leisurely pace in 374B-374D and 374Xf, and then encapsulate
in 374Xh and 374Ya. The special place of the Lebesgue algebra (AL , µ̄L ) arises from its being more or less
the simplest algebra over which every T -invariant set can be described; see 374Xa.
I don’t think this section is particularly easy, and (as in §373) there are rather a lot of unattractive names
in it; but once one has achieved a reasonable familiarity with the concepts, the techniques used can be seen
to amount to half a dozen ideas – non-trivial ideas, to be sure – from §§369 and 373. From §369 I take
concepts of duality: the symmetric relationship between a perfect Riesz space U ⊆ L0 and the representation
of its dual (369C-369D), and the notion of associate extended Fatou norms (369H-369K). From §373 I take
the idea of ‘decreasing rearrangement’ and theorems guaranteeing the existence of useful members of Tµ̄,ν̄
(373O-373Q). The results of the present section all depend on repeated use of these facts, assembled in a
variety of patterns.
There is one new method here, but an easy one: the construction of measure-preserving automorphisms
by joining isomorphisms together, as in the proofs of 374H and 374J. I shall return to this idea, in greater
generality and more systematically investigated, in §381. I hope that the special cases here will give no
difficulty.
While T -invariance is a similar phenomenon for both extended Fatou norms and perfect Riesz spaces
(see 374Xh, 374Ya), the former seem easier to deal with. The essential difference is I think in 374B(i);
with a T -invariant extended Fatou norm, we are necessarily confined to M 1,∞ , the natural domain of the
methods used here. For perfect Riesz spaces we have examples like RN ∼ = L0 (PN) and its dual, the space of
eventually-zero sequences (374Xk); these are rearrangement-invariant but not T -invariant, as I have defined
it. This problem does not arise over atomless algebras (374Xl).
I think it is obvious that for algebras which are not quasi-homogeneous (374G) rearrangement-invariance
is going to be of limited interest; there will be regions between which there is no communication by means
of measure-preserving automorphisms, and the best we can hope for is a discussion of quasi-homogeneous
components, if they exist, corresponding to the partition of unity used in the proof of 332J. There is a
special difficulty concerning rearrangement-invariance in L0 (AL ): two elements can have the same decreas-
ing rearrangement without being rearrangements of each other in the strict sense (373Ya, 374Yd). The
phenomenon of 373Ya is specific to algebras of countable Maharam type (374Yc). You will see that some of
the labour of 374L is because we have to make room for the pieces to move in. 374J is easier just because
in that context we can settle for a supremum, rather than an actual infinity, so the rearrangement needed
(part (a) of the proof) can be based on a region of finite measure.
375C Kwapien’s theorem 451

375 Kwapien’s theorem

In §368 and the first part of §369 I examined maps from various types of Riesz space into L0 spaces.
There are equally striking results about maps out of L0 spaces. I start with some relatively elementary facts
about positive linear operators from L0 spaces to Archimedean Riesz spaces in general (375A-375D), and
then turn to a remarkable analysis, due essentially to S.Kwapien, of the positive linear operators from a
general L0 space to the L0 space of a semi-finite measure algebra (375I), with a couple of simple corollaries.

375A Theorem Let A be a Dedekind σ-complete Boolean algebra and W an Archimedean Riesz space.
If T : L0 (A) → W is a positive linear operator, it is sequentially order-continuous.
proof (a) The first step is to observe that if hun in∈N is any non-increasing sequence in L0 = L0 (A)
with infimum 0, and ² > 0, then {n(un − ²u0 ) : n ∈ N} is bounded above in L0 . P P For k ∈ N set
ak = supn∈N [[n(un − ²u0 ) > k]]; set a = inf k∈N ak . ?? Suppose, if possible, that a 6= 0. Because un ≤ u0 ,
n(un − ²u0 ) ≤ nu0 for every n and
a ⊆ a0 ⊆ [[u0 > 0]] = [[²u0 > 0]] = supn∈N [[²u0 − un > 0]].
So there is some m ∈ N such that a0 = a ∩ [[²u0 − um > 0]] 6= 0. Now, for any n ≥ m, any k ∈ N,
a0 ∩ [[n(un − ²u0 ) > k]] ⊆ [[²u0 − um > 0]] ∩ [[um − ²u0 > 0]] = 0.
But a0 ⊆ supn∈N [[n(un − ²u0 ) > k]], so in fact
a0 ⊆ supn≤m [[n(un − ²u0 ) > k]] = [[v > k]],
where v = supn≤m n(un − ²u0 ). And this means that inf k∈N [[v > k]] ⊇ a0 6= 0, which is impossible. X
X
Accordingly a = 0; by 364Ma, {n(un − ²u0 ) : n ∈ N} is bounded above. Q
Q
(b) Now suppose that hun in∈N is a non-increasing sequence in L0 with infimum 0, and that w ∈ W is a
lower bound for {T un : n ∈ N}. Take any ² > 0. By (a), {n(un − ²u0 ) : n ∈ N} has an upper bound v in L0 .
Because T is positive,
1 1
w ≤ T un = T (un − ²u0 ) + T (²u0 ) ≤ T ( v) + T (²u0 ) = T v + ²T u0
n n
for every n ≥ 1. Because W is Archimedean, w ≤ ²T u0 . But this is true for every ² > 0, so (again because
W is Archimedean) w ≤ 0. As w is arbitrary, inf n∈N T un = 0. As hun in∈N is arbitrary, T is sequentially
order-continuous (351Gb).

375B Proposition Let A be an atomless Dedekind σ-complete Boolean algebra. Then L0 (A)× = {0}.
proof ?? Suppose, if possible, that h : L0 (A) → R is a non-zero order-continuous positive linear functional.
Then there is a u > 0 in L0 such that h(v) > 0 whenever 0 < v ≤ u (356H). Because A is atomless, there is
a disjoint sequence han in∈N such that an ⊆ [[u > 0]] for each n, so that un = u × χan > 0, while um ∧ un = 0
if m 6= n. Now however
v = supn∈N n(h(un ))−1 un
is defined in L0 , by 368K, and h(v) ≥ n for every n, which is impossible. X
X

375C Theorem Let A be a Dedekind complete Boolean algebra, W an Archimedean Riesz space, and
T : L0 (A) → W an order-continuous Riesz homomorphism. Then V = T [L0 (A)] is an order-closed Riesz
subspace of W .
proof The kernel U of T is a band in L0 = L0 (A) (352Oe), and must be a projection band (353I), because
L0 is Dedekind complete (364O). Since U + U ⊥ = L0 , T [U ] + T [U ⊥ ] = V , that is, T [U ⊥ ] = V ; since
U ∩ U ⊥ = {0}, T is an isomorphism between U ⊥ and V . Now suppose that A ⊆ V is upwards-directed and
has a least upper bound w ∈ W . Then B = {u : u ∈ U ⊥ , T u ∈ A} is upwards-directed and T [B] = A. The
point is that B is bounded above in L0 . P
P?? If not, then {u+ : u ∈ B} cannot be bounded above, so there
is a u0 > 0 in L such that nu0 = supu∈B nu0 ∧ u+ for every n ∈ N (368A). Since B ⊆ U ⊥ , u0 ∈ U ⊥ and
0

T u0 > 0. But now, because T is an order-continuous Riesz homomorphism,

452 Linear operators between function spaces 375C

nT u0 = supu∈B T (nu0 ∧ u+ ) = supv∈A nT u0 ∧ v + ≤ w+

for every n ∈ N, which is impossible. X
XQQ
Set u∗ = sup B; then T u∗ = sup A = w and w ∈ V . As A is arbitrary, V is order-closed.

375D Corollary Let W be an Archimedean Riesz space and V an order-dense Riesz subspace which is
isomorphic to L0 (A) for some Dedekind complete Boolean algebra A. Then V = W .
proof Apply 375C to an isomorphism T : L0 (A) → V to see that V is order-closed in W .

375E I come now to the deepest result of this section, concerning positive linear operators from L0 (A)
to L0 (B) where B is a measure algebra. I approach through a couple of lemmas which are striking enough
in their own right.
The following temporary definition will be useful.
Definition Let A and B be Boolean algebras. I will say that a function φ : A → B is a σ-subhomomor-
phism if
φ(a ∪ a0 ) = φ(a) ∪ φ(a0 ) for all a, a0 ∈ A,
inf n∈N φ(an ) = 0 whenever han in∈N is a non-increasing sequence in A with infimum 0.
Now we have the following easy facts.

375F Lemma Let A and B be Boolean algebras and φ : A → B a σ-subhomomorphism.

(a) φ(0) = 0, φ(a) ⊆ φ(a0 ) whenever a ⊆ a0 , and φ(a) \ φ(a0 ) ⊆ φ(a \ a0 ) for every a, a0 ∈ A.
(b) If µ̄, ν̄ are measures such that (A, µ̄) and (B, ν̄) are totally finite measure algebras, then for every
² > 0 there is a δ > 0 such that ν̄φ(a) ≤ ² whenever µ̄a ≤ δ.
proof (a) This is elementary. Set every an = 0 in the second clause of the definition 375E to see that
φ(0) = 0. The other two parts are immediate consequences of the first clause.
(b) (Compare 232B, 327Bb.) ?? Suppose, if possible, otherwise. Then for every n ∈ N there is an an ∈ A
such that µ̄an ≤ 2−n and ν̄φ(an ) ≥ ². Set cn = supi≥n ai for each n; then hcn in∈N is non-increasing and has
infimum 0 (since µ̄cn ≤ 2−n+1 for each n), but ν̄φ(cn ) ≥ ² for every n, so inf n∈N φcn cannot be 0. X
X

375G Lemma Let (A, µ̄) and (B, ν̄) be totally finite measure algebras and φ : A → B a σ-sub-
homomorphism. Then for every non-zero b0 ∈ B there are a non-zero b ⊆ b0 and an m ∈ N such that
b ∩ inf j≤m φ(aj ) = 0 whenever a0 , . . . , am ∈ A are disjoint.
proof (a) Suppose first that A is atomless and that µ̄1 = 1.
Set ² = 51 ν̄b0 and let m ≥ 1 be such that ν̄φ(a) ≤ ² whenever µ̄a ≤ m 1
. We need to know that
1 m 1 1 1
(1 − m ) ≤ 2 ; this is because (if m ≥ 2) ln m − ln(m − 1) ≥ m , so m ln(1 − m ) ≤ −1 ≤ − ln 2.
Set
C = {inf j≤m φ(aj ) : a0 , . . . , am ∈ A are disjoint}.
?? Suppose, if possible, that b0 ⊆ sup C. Then there are c0 , . . . , ck ∈ C such that ν̄(b0 ∩ supi≤k ci ) ≥ 4².
For each i ≤ k choose disjoint ai0 , . . . , aim ∈ A such that ci = inf j≤m φ(aij ). Let D be the set of atoms of
the finite subalgebra of A generated by {aij : i ≤ k, j ≤ m}, so that D is a finite partition of unity in A,
and every aij is the join of the members of D it includes. Set p = #(D), and for each d ∈ D take a maximal
1 1
disjoint set Ed ⊆ {e : e ⊆ d, µ̄e = pm }, so that µ̄(d \ sup Ed ) < pm ; set
S
d∗ = 1 \ sup( d∈D Ed ) = supd∈D (d \ sup Ed ),
1 1 1
so that µ̄d∗ is a multiple of pm and is less than m . Let E ∗ be a disjoint set of elements of measure pm with
∗ ∗
S 1
union d , and take E = E ∪ d∈D Ed , so that E is a partition of unity in A, µ̄e = pm for every e ∈ E, and
aij \ d∗ is the join of the members of E it includes for every i ≤ k, j ≤ m.
Set
(mp)!
K = {K : K ⊆ E, #(K) = p}, M = #(K) = .
p!(mp−p)!
375H Kwapien’s theorem 453

1
For every K ∈ K, µ̄(sup K) = m so ν̄φ(sup K) ≤ ². So if we set
P
v = K∈K χφ(sup K),
R
v ≤ ²M . On the other hand,
ν̄(b0 ∩ supi≤k ci ) ≥ 4², ν̄φ(d∗ ) ≤ ²,
so ν̄b1 ≥ 3², where
b1 = b0 ∩ supi≤k ci \ φ(d∗ ).
R
Accordingly v ≤ 31 M ν̄b1 and
b2 = b1 ∩ [[v < 12 M ]]
is non-zero.
Because b2 ⊆ b1 , there is an i ≤ k such that b2 ∩ ci 6= 0. Now
b2 ∩ ci ⊆ ci \ φ(d∗ ) = inf j≤m φ(aij ) \ φ(d∗ ) ⊆ inf j≤m φ(aij \ d∗ ).
But every aij \ d∗ is the join of the members of E it includes, so

b2 ∩ ci ⊆ inf φ(aij \ d∗ ) ⊆ inf φ(sup{e : e ∈ E, e ⊆ aij })

j≤m j≤m

= inf sup{φ(e) : e ∈ E, e ⊆ aij }

j≤m

= sup{ inf φ(ej ) : e0 , . . . , em ∈ E and ej ⊆ aij for every j}.

j≤m

So there are e0 , . . . , em ∈ E such that ej ⊆ aij for each j and b3 = b2 ∩ inf j≤m φ(ej ) 6= 0. Because
ai0 , . . . , aim are disjoint, e0 , . . . , em are distinct; set J = {e0 , . . . , em }. Then whenever K ∈ K and K∩J 6= ∅,
b3 ⊆ φ(sup K).
So let us calculate the size of K1 = {K : K ∈ K, K ∩ J 6= ∅}. This is

(mp−m−1)! ¡ (mp−p)(mp−p−1)...(mp−p−m) ¢
M− =M 1−
p!(mp−p−m−1)! mp(mp−1)...(mp−m)
¡ mp−p m+1 ¢ 1
≥M 1−( ) ≥ M.
mp 2

But this means that b3 ⊆ [[v ≥ 21 M ]], while also b3 ⊆ [[v < 12 M ]]; which is surely impossible. X
X
Accordingly b0 6⊆ sup C, and we can take b = b0 \ sup C.
(b) Now for the general case. Let A be the set of atoms of A, and set d = 1 \ sup A. Then Ad is atomless,
so there are a non-zero b1 ⊆ b0 and an n ∈ N such that b1 ∩ inf j≤n φ(aj ) = 0 whenever a0 , . . . , an ∈ Ad are
disjoint. P P If µ̄d > 0 this follows from (a), if we apply it to φ¹ Ad and (µ̄d)−1 µ̄¹ Ad . If µ̄d = 0 then we can
just take b1 = b0 , n = 0. Q Q
Let δ > 0 be such that ν̄φ(a) < ν̄b1 whenever µ̄a ≤ δ. Let A1 ⊆ A be a finite set such that µ̄(sup A1 ) ≥
µ̄(sup A) − δ, and set r = #(A), d∗ = sup(A \ A1 ). Then µ̄d∗ ≤ δ so b = b1 \ φ(d∗ ) 6= 0. Try m = n + r.
If a0 , . . . , am are disjoint, then at most r of them can meet sup A1 , so (re-ordering if necessary) we can
suppose that a0 , . . . , an are disjoint from sup A1 , in which case aj \ d∗ ⊆ d for each j ≤ m. But in this case
(because b ∩ φ(d∗ ) = 0)
b ∩ inf j≤m φ(aj ) ⊆ b ∩ inf j≤n φ(aj ) = b ∩ inf j≤n φ(aj ∩ d) = 0
by the choice of n and b1 .
Thus in the general case also we can find appropriate b and m.

375H Lemma Let (A, µ̄) and (B, ν̄) be totally finite measure algebras and φ : A → B a σ-subhomo-
morphism. Then for every non-zero b0 ∈ B there are a non-zero b ⊆ b0 and a finite partition of unity C ⊆ A
such that a 7→ b ∩ φ(a ∩ c) is a ring homomorphism for every c ∈ C.
proof By 375G, we can find b1 , m such that 0 6= b1 ⊆ b0 and b1 ∩ inf j≤m φ(aj ) = 0 whenever a0 , . . . , am ∈
A are disjoint. Do this with the smallest possible m. If m = 0 then b1 ∩ φ(1) = 0, so we can take
454 Linear operators between function spaces 375H

b = b1 , C = {1}. Otherwise, because m is minimal, there must be disjoint c1 , . . . , cm ∈ A such that

b = b1 ∩ inf 1≤j≤m φ(cj ) 6= 0. Set c0 = 1 \ sup1≤j≤m cj , C = {c0 , c1 , . . . , cm }; then C is a partition of unity
in A. Set πj (a) = b ∩ φ(a ∩ cj ) for each a ∈ A, j ≤ m. Then we always have πj (a ∪ a0 ) = πj (a) ∪ πj (a0 ) for
all a, a0 ∈ A, because φ is a subhomomorphism.
To see that every πj is a ring homomorphism, we need only check that πj (a ∩ a0 ) = 0 whenever a ∩ a0 = 0.
(Compare 312H(iv).) In the case j = 0, we actually have π0 (a) = 0 for every a, because b ∩ φ(c0 ) =
b1 ∩ inf 0≤j≤m φ(cj ) = 0 by the choice of b1 and m. When 1 ≤ j ≤ m, if a ∩ a0 = 0, then
πj (a) ∩ πj (a0 ) = b1 ∩ inf 1≤i≤m,i6=j φ(cj ) ∩ φ(a) ∩ φ(a0 )
is again 0, because a, a0 , c1 , . . . , cj−1 , cj+1 , . . . , cm are disjoint. So we have a suitable pair b, C.

375I Theorem Let A be any Dedekind σ-complete Boolean algebra and (B, ν̄) a semi-finite measure
algebra. Let T : L0 (A) → L0 (B) be a positive linear operator. Then we can find B, hAb ib∈B such that B
is a partition of unity in B, each Ab is a finite partition of unity in A, and u 7→ T (u × χa) × χb is a Riesz
homomorphism for every b ∈ B, a ∈ Ab .
proof (a) Write B ∗ for the set of potential members of B; that is, the set of those b ∈ B such that
there is a finite partition of unity A ⊆ A such that Tab is a Riesz homomorphism for every a ∈ A, writing
Tab (u) = T (u × χa) × χb. If I can show that B ∗ is order-dense in B, this will suffice, since there will then
be a partition of unity B ⊆ B ∗ .
(b) So let b0 be any non-zero member of B; I seek a non-zero member of B ∗ included in b0 . Of course
there is a non-zero b1 ⊆ b0 withR ν̄b1 < ∞. Let γ > 0 be such that b2 = b1 ∩ [[T (χ1) ≤ γ]] is non-zero. Define
R
µ : A → [0, ∞[ by setting µa = b2 T (χa) for every a ∈ A. Then µ is countably additive, because χ, T and
are all additive and sequentially order-continuous (using 375A). Set N = {a : µa = 0}; then N is a σ-ideal
of A, and (C, µ̄) is a totally finite measure algebra, where C = A/N and µ̄a• = µa for every a ∈ A (just as
in 321H).
(c) We have a function φ from C to the principal ideal Bb2 defined by saying that φa• = b2 ∩ [[T (χa) > 0]]
P If a1 , a2 ∈ A are such that a•1 = a•2 in C, this means that a1 4 a2 ∈ N ; now
for every a ∈ A. P

[[T (χa1 ) > 0]] 4 [[T (χa2 ) > 0]] ⊆ [[|T (χa1 ) − T (χa2 )| > 0]]
⊆ [[T (|χa1 − χa2 |) > 0]] = [[T χ(a1 4 a2 ) > 0]]
R
is disjoint from b2 because b2 T χ(a1 4 a2 ) = 0. Accordingly b2 ∩ [[T (χa1 ) > 0]] = b2 ∩ [[T (χa2 ) > 0]] and we
can take this common value for φ(a•1 ) = φ(a•2 ). Q
Q
(d) Now φ is a σ-subhomomorphism. P
P (i) For any a1 , a2 ∈ A we have
[[T χ(a1 ∪ a2 ) > 0]] = [[T (χa1 ) > 0]] ∪ [[T (χa2 ) > 0]]
because
T (χa1 ) ∨ T (χa2 ) ≤ T χ(a1 ∪ a2 ) ≤ T (χa1 ) + T (χa2 ).
So φ(c1 ∪ c2 ) = φ(c1 ) ∪ φ(c2 ) for all c1 , c2 ∈ C. (ii) If hcn in∈N is a non-increasing sequence in C with infimum
0, choose an ∈ A such that a•n = cn for each n, and set ãn = inf i≤n ai \ inf i∈N ai for each n; then ã•n = cn so
φ(cn ) = [[T (χãn ) > 0]] for each n, while hãn in∈N is non-increasing and inf n∈N ãn = 0. ?? Suppose, if possible,
that b0 = inf n∈N φ(cn ) 6= 0; set ² = 21 ν̄b0 . Then ν̄(b2 ∩ [[T (χãn ) > 0]]) ≥ 2² for every n ∈ N. For each n,
take αn > 0 such that ν̄(b2 ∩ [[T (χãn ) > αn ]]) ≥ ². Then u = supn∈N nαn−1 χãn is defined in L0 (A) (because
supn∈N [[nαn−1 χãn > k]] ⊆ ãm if k ≥ maxi≤m iαi−1 , so inf k∈N supn∈N [[nαn−1 χãn > k]] = 0). But now
ν̄(b2 ∩ [[T u > n]]) ≥ ν̄(b2 ∩ [[T (χãn ) > αn ]]) ≥ ²
for every n, so inf n∈N [[T u > n]] 6= 0, which is impossible. X
X Thus inf n∈N φ(cn ) = 0; as hcn in∈N is arbitrary,
φ is a σ-subhomomorphism. Q Q
(e) By 375H, there are a non-zero b ∈ Bb2 and a finite partition of unity C ⊆ C such that d 7→ b ∩ φ(d ∩ c)
is a ring homomorphism for every c ∈ C. There is a partition of unity A ⊆ A, of the same size as C, such
that C = {a• : a ∈ A}. Now Tab is a Riesz homomorphism for every a ∈ A. P P It is surely a positive linear
375Xc Kwapien’s theorem 455

operator. If u1 , u2 ∈ L0 (A) and u1 ∧ u2 = 0, set ei = [[ui > 0]] for each i, so that e1 ∩ e2 = 0. Observe that
ui = supn∈N ui ∧ nχei , so that
[[Tab ui > 0]] = supn∈N [[Tab (ui ∧ nχei ) > 0]] ⊆ [[Tab (χei ) > 0]] = b ∩ [[T χ(ei ∩ a) > 0]]
for both i (of course Tab , like T , is sequentially order-continuous). But this means that

[[Tab u1 > 0]] ∩ [[Tab u2 > 0]] ⊆ b ∩ [[T χ(e1 ∩ a) > 0]] ∩ [[T χ(e2 ∩ a) > 0]]
= b ∩ φ(e•1 ∩ a• ) ∩ φ(e•2 ∩ a• ) = 0

because a• ∈ C, so d →7 φ(d ∩ a• ) is a ring homomorphism, while e•1 ∩ e•2 = 0. So Tab u1 ∧ Tab u2 = 0. As u1

and u2 are arbitrary, Tab is a Riesz homomorphism (352G(iv)). QQ
(f ) Thus b ∈ B ∗ . As b0 is arbitrary, B ∗ is order-dense, and we’re home.

375J Corollary Let A be a Dedekind σ-complete Boolean algebra and U a Dedekind complete Riesz
space such that U × separates the points of U . If T : L0 (A) → U is a positivePlinear operator, there is a
0 ∞
sequence hTn iP
n∈N of Riesz homomorphisms from L (A) to U such that T = n=0 Tn , in the sense that
n 0
T u = supn∈N i=0 Ti u for every u ≥ 0 in L (A).
proof By 369A, U can be embedded as an order-dense Riesz subspace of L0 (B) for some localizable measure
algebra (B, ν̄); being Dedekind complete, it is solid in L0 (B) (353K). Regard T as an Q operator from L0 (A)
to L (B), and take B, hAb ib∈B as in 375I. Note that L (B) can be identified with b∈B L0 (Bb ) (364S,
0 0

322K). For each b ∈ B let fb : Ab → N be an injection. If b ∈ B and n ∈ fb [Ab ], set Tnb (u) = χb × T (u × χa);
otherwiseP set Tnb = 0. Then Tnb : L0 (A) → L0 (Bb ) is a Riesz homomorphism; because Ab is a finite partition
∞
of unity, n=0 Tnb u = χb × T u for every u ∈ L0 (A). But this means that if we set Tn u = hTnb uib∈B ,
Q ∼ L0 (B)
Tn : L0 (A) → b∈B L0 (Bb ) =
P∞
is a Riesz homomorphism for each n; and T = n=0 Tn . Of course every Tn is an operator from L0 (A) to
U because |Tn u| ≤ T |u| ∈ U for every u ∈ L0 (A).

375K Corollary (a) If A is a Dedekind σ-complete Boolean algebra, (B, ν̄) is a semi-finite measure
algebra, and there is any non-zero positive linear operator from L0 (A) to L0 (B), then there is a non-trivial
sequentially order-continuous ring homomorphism from A to B.
(b) If (A, µ̄) and (B, ν̄) are homogeneous probability algebras and τ (A) > τ (B), then L∼ (L0 (A); L0 (B)) =
{0}.
proof (a) It is probably quickest to look at the proof of 375I: starting from a non-zero positive linear
operator T : L0 (A) → L0 (B), we move to a non-zero σ-subhomomorphism φ : A/N → B and thence to
a non-zero ring homomorphism from A/N to B, corresponding to a non-zero ring homomorphism from A
to B, which is sequentially order-continuous because it is dominated by φ. Alternatively, quoting 375I, we
have a non-zero Riesz homomorphism T1 : L0 (A) → L0 (B), and it is easy to check that a 7→ [[T (χa) > 0]] is
a non-zero sequentially order-continuous ring homomorphism.
(b) Use (a) and 331J.

375X Basic exercises (a) Let A be a Dedekind complete Boolean algebra and W an Archimedean
Riesz space. Let T : L0 (A) → W be a positive linear operator. Show that T is order-continuous iff
T χ : A → W is order-continuous.

(b) Let A be an atomless Dedekind σ-complete Boolean algebra and W a Banach lattice. Show that the
only order-continuous positive linear operator from L0 (A) to W is the zero operator.

(c) Let A be a Dedekind complete Boolean algebra and W an Archimedean Riesz space. Let T : L0 (A) →
W be an order-continuous Riesz homomorphism such that T [L0 (A)] is order-dense in W . Show that T is
surjective.
456 Linear operators between function spaces 375Xd

(d) Let A and B be Boolean algebras and φ : A → B a σ-subhomomorphism as defined in 375E. Show
that φ is sequentially order-continuous.

> (e) Let A be the measure algebra of Lebesgue measure on [0, 1] and G the regular open algebra of
R. (i) Show that there is no non-zero positive linear operator from L0 (G) to L0 (A). (Hint: suppose
T : L0 (G) → L0 (A) were such an operator. Reduce to the case T (χ1) ≤ χ1. Let R hbn in∈N enumerate
R an
order-dense subset of G (316Yn). For each n ∈ N take non-zero b0n ⊆ bn such that T (χb0n ) ≤ 2−n−2 T (χ1)
and consider T χ(supn∈N b0n ).) (ii) Show that there is no non-zero positive linear operator from L0 (A) to
L0 (G). (Hint: suppose T : L0 (A) → L0 (G) were such an operator. For each n ∈ N choose an ∈ A,
αn >P0 such that µ̄an ≤ 2−n and if bn ⊆ [[T (χ1) > 0]] then bn ∩ [[T (χan ) > αn ]] 6= 0. Consider T u where
∞
u = n=0 nαn−1 χan .)

(f ) In 375J, show that for any u ∈ L0 (A)

Pm
inf n∈N supm≥n [[|T u − i=0 Ti u| > 0]] = 0.

> (g) Prove directly, without quoting 375E-375K, that if A is a Dedekind σ-complete Boolean algebra
then every positive linear functional from L0 (A) to R is a finite sum of Riesz homomorphisms.

375Y Further exercises (a) Show that the following are equiveridical: (i) there is a purely atomic
probability space (X, Σ, µ) such that Σ = PX and µ{x} = 0 for every x ∈ X; (ii) there are a set X and
a Riesz homomorphism f : RX → R which is not order-continuous; (iii) there are a Dedekind complete
Boolean algebra A and a positive linear operator f : L0 (A) → R which is not order-continuous; (iv) there
are a Dedekind complete Boolean algebra A and a sequentially order-continuous Boolean homomorphism
π : A → {0, 1} which is not order-continuous; (v) there are a Dedekind complete Riesz space U and
a sequentially order-continuous Riesz homomorphism f : U → R which is not order-continuous; *(vi)
there are an atomless Dedekind complete Boolean algebra A and a sequentially order-continuous Boolean
homomorphism π : A → {0, 1} which is not order-continuous. (Compare 363S.)

(b) Give an example of an atomless Dedekind σ-complete Boolean algebra A such that L0 (A)∼ 6= {0}.

(c) Let A, B be Dedekind σ-complete Boolean algebras of which B is weakly σ-distributive. Let
T : L0 (A) → L0 (B) be a positive linear operator. Show that a 7→ [[T (χa) > 0]] : A → B is a σ-subho-
momorphism.

(d) Let (A, µ̄) be a localizable measure algebra and U a Riesz space such that U × separates the points
of U . Suppose that T : L0 (A) → U is an order-continuous positive linear operator. Show that T [L0 (A)] is
order-closed.

(e) Let A and B be Dedekind complete Boolean algebras, and φ : A → B an σ-subhomomorphism such
that φ1A = 1B . Show that there is a sequentially order-continuous Boolean homomorphism π : A → B such
that πa ⊆ φa for every a ∈ A.

(f ) Let G be the regular open algebra of R, and L0 = L0 (G). Give an example of a non-zero positive
linear operator T : L0 → L0 such that there is no non-zero Riesz homomorphism S : L0 → L0 with S ≤ T .

375Z Problem Let G be the regular open algebra of R, and L0 = L0 (G). If T : L0 → L0 is a positive
linear operator, must T [L0 ] be order-closed?

375 Notes and comments Both this section, and the earlier work on linear operators into L0 spaces,
can be regarded as describing different aspects of a single fact: L0 spaces are very large. The most explicit
statements of this principle are 368E and 375D: every Archimedean Riesz space can be embedded into a
Dedekind complete L0 space, but no such L0 space can be properly embedded as an order-dense Riesz
subspace of any other Archimedean Riesz space. Consequently there are many maps into L0 spaces (368B).
But by the same token there are few maps out of them (375B, 375Kb), and those which do exist have a
variety of special properties (375A, 375I).
376A Kernel operators 457

The original version of Kwapien’s theorem (Kwapien 73) was the special case of 375I in which A is the
Lebesgue measure algebra. The ideas of the proof here are mostly taken from Kalton, Peck & Roberts
84. I have based my account on the concept of ‘subhomomorphism’ (375E); this seems to be an effective
tool when B is weakly (σ, ∞)-distributive (375Yc), but less useful in other cases. The case B = {0, 1},
L0 (B) ∼
= R is not entirely trivial and is worth working through on its own (375Xg).
I mention 375C for the sake of its corollary 375D, but have to admit that I am not sure it is the best
possible result. For the cases of principal interest to a measure theorist, there is something a good deal
stronger (375Yd). Further questions concern possible relaxations of the hypotheses of 375B. One has a
straightforward resolution (375Yb); others can be reduced to the Banach-Ulam problem by the techniques
of 363S (375Ya).

376 Kernel operators

The theory of linear integral equations is in large part the theory of operators T defined from formulae
of the type
R
(T f )(y) = k(x, y)f (x)dx
for some function k of two variables. I make no attempt to study the general theory here. However, the
concepts developed in this book make it easy to discuss certain aspects of such operators defined between
the ‘function spaces’ of measure theory, meaning spaces of equivalence classes of functions, and indeed allow
us to do some of the work in the abstract theory of Riesz spaces, omitting all formal mention of measures
(376D, 376H, 376P). I give a very brief account of two theorems characterizing kernel operators in the
abstract (376E, 376H), with corollaries to show the form these theorems can take in the ordinary language
of integral kernels (376J, 376N). To give an idea of the kind of results we can hope for in this area, I go a
bit farther with operators with domain L1 (376Mb, 376P, 376S).
I take the opportunity to spell out versions of results from §253 in the language of this volume (376B-
376C).

376A Kernel operators To give an idea of where this section is going, I will try to describe the central
idea in a relatively concrete special case. Let (X, Σ, µ) and (Y, T, ν) be σ-finite measure spaces; you can
take them both to be R [0, 1] with Lebesgue measure if you like. Let λ be the product measure on X ×Y.
1 ∞
If k ∈ L
R (λ), then k(x, y)dx is defined for almost every y, by Fubini’s theorem; so if f ∈ L (µ) then
g(y) = k(x, y)f (x)dx is defined for almost every y. Also
R R
g(y)dy = k(x, y)f (x)dxdy
is defined, because (x, y) 7→ k(x, y)f (x) is λ-virtually measurable, defined λ-a.e. and is dominated by a
multiple of the integrable function k. Thus k defines a function from L∞ (µ) to L1 (ν). Changing f on a set
of measure 0 will not change g, so we can think of this as an operator from L∞ (µ) to L1 (ν); and of course we
can move immediately to the equivalence class of g in L1 (ν), so getting an operator Tk from L∞ (µ) to L1 (ν).
This operatorRis plainly linear; also it is easy to check that ±Tk ≤ T|k| , so that Tk ∈ L∼ (L∞ (µ); L1 (ν)), and
that kTk k ≤ |k|. Moreover, changing k on a λ-negligible set does not change Tk , so that in fact we can
speak of Tw for any w ∈ L1 (λ).
I think it is obvious, even before investigating them, that operators representable in this way will be
important. We can immediately ask what their properties will be and whether there is any straightforward
way of recognising them. We can look at the properties of the map w 7→ Tw : L1 (λ) → L∼ (L∞ (µ); L1 (ν)).
And we can ask what happens when L∞ (µ) and L1 (ν) are replaced by other function spaces, defined by
extended Fatou norms or otherwise. Theorems R 376E and 376H answer questions of this kind.
It turns out that the formula g(y) = k(x, y)f (x)dx gives rise to a variety of technical problems, and
it is much easier to characterize T u in terms of its action on the dual. In the language of the special case
above, if h ∈ L∞ (ν), then we shall have
R R
k(x, y)f (x)h(y)d(x, y) = g(y)h(y)dy;
458 Linear operators between function spaces 376A
R
since g • ∈ L1 (ν) is entirely determined by the integrals
R g(y)h(y)dy as h runs over L∞ (ν), we can define
the operator T in terms of the functional (f, h) 7→ k(x, y)f (x)h(y)d(x, y). This enables us to extend the
results from the case of σ-finite spaces to general strictly localizable spaces; perhaps more to the point in the
present context, it gives them natural expressions in terms of function spaces defined from measure algebras
rather than measure spaces, as in 376E.
Before going farther along this road, however, I give a couple of results relating the theorems of §253 to
the methods of this volume.

376B The canonical map L0 × L0 → L0 : Proposition Let (A, µ̄) and (B, ν̄) be semi-finite measure
algebras, and (C, λ̄) their localizable measure algebra free product (325E). Then we have a bilinear map
(u, v) 7→ u ⊗ v : L0 (A) × L0 (B) → L0 (C) with the following properties.
(a) For any u ∈ L0 (A), v ∈ L0 (B), α ∈ R,
[[u ⊗ χ1B > α]] = [[u > α]] ⊗ 1B , [[χ1A ⊗ v > α]] = 1A ⊗ [[v > α]]
where for a ∈ A, b ∈ B I write a ⊗ b for the corresponding member of A ⊗ B (315M), identified with a
subalgebra of C (325Dc).
(b)(i) For any u ∈ L0 (A)+ , the map v 7→ u ⊗ v : L0 (B) → L0 (C) is an order-continuous multiplicative
Riesz homomorphism.
(ii) For any v ∈ L0 (B)+ , the map u 7→ u ⊗ v : L0 (A) → L0 (C) is an order-continuous multiplicative
Riesz homomorphism.
(c) In particular, |u ⊗ v| = |u| ⊗ |v| for all u ∈ L0 (A), v ∈ L0 (B).
(d) For any u ∈ L0 (A)+ and v ∈ L0 (B)+ , [[u ⊗ v > 0]] = [[u > 0]] ⊗ [[v > 0]].
proof The canonical maps a 7→ a ⊗ 1B , b 7→ 1A ⊗ b from A, B to C are order-continuous Boolean
homomorphisms (325Da), so induce order-continuous multiplicative Riesz homomorphisms from L0 (A) and
L0 (B) to L0 (C) (364R); write ũ, ṽ for the images of u ∈ L0 (A), v ∈ L0 (B). Observe that |ũ| = |u|∼ ,
|ṽ| = |v|∼ and (χ1A )∼ = (χ1B )∼ = χ1C . Now set u ⊗ v = ũ × ṽ. The properties listed in (a)-(c) are just a
matter of putting the definition in 364Ra together with the fact that L0 (C) is an f -algebra (364E). As for
[[u ⊗ v > 0]] = [[ũ × ṽ > 0]], this is (for non-negative u, v) just
[[ũ > 0]] ∩ [[ṽ > 0]] = ([[u > 0]] ⊗ 1B ) ∩ (1A ⊗ [[v > 0]]) = [[u > 0]] ⊗ [[v > 0]].

376C For L1 spaces we have a similar result, with additions corresponding to the Banach lattice
structures of the three spaces.
Theorem Let (A, µ̄) and (B, ν̄) be semi-finite measure algebras with localizable measure algebra free product
(C, λ̄).
(a) If u ∈ L1µ̄ = L1 (A, µ̄) and v ∈ L1ν̄ = L1 (B, ν̄) then u ⊗ v ∈ L1λ̄ = L1 (C, λ̄) and
R R R
u⊗v = u v, ku ⊗ vk1 = kuk1 kvk1 .
(b) Let W be a Banach space and φ : L1µ̄ × L1ν̄ → W a bounded bilinear map. Then there is a unique
bounded linear operator T : L1λ̄ → W such that T (u⊗v) = φ(u, v) for all u ∈ L1µ̄ and v ∈ L1ν̄ , and kT k = kφk.
(c) Suppose, in (b), that W is a Banach lattice. Then
(i) T is positive iff φ(u, v) ≥ 0 for all u, v ≥ 0;
(ii) T is a Riesz homomorphism iff u 7→ φ(u, v0 ) : L1µ̄ → W , v 7→ φ(u0 , v) : L1ν̄ → W are Riesz
homomorphisms for all v0 ≥ 0 in L1ν̄ and u0 ≥ 0 in L1µ̄ .
proof (a) I refer to the proof of 325D. Let (X, Σ, µ) and (Y, T, ν) be the Stone spaces of (A, µ̄) and (B, ν̄)
(321K), so that (C, λ̄) can be identified with the measure algebra of the c.l.d. product measure λ on X × Y
(part (a) of the proof of 325D), and L1µ̄ , L1ν̄ , L1λ̄ can be identified with L1 (µ), L1 (ν) and L1 (λ) (365B). Now
if f ∈ L0 (µ) and g ∈ L0 (ν) then f ⊗ g ∈ L0 (λ) (253Cb), and it is easy to check that (f ⊗ g)• ∈ L0 (λ̄)
corresponds to f • ⊗ g • as defined in 376B. (Look first at the cases in which one of f , g is a constant function
with
R value R1.) RBy 253E, we have a canonical map (f • , g • ) 7→ (f ⊗ g)• from L1 (µ) × L1 (ν) 1
R to L (λ),R with
R
f ⊗ g = f g (253D); so that if u ∈ L1µ̄ and v ∈ L1ν̄ we must have u ⊗ v ∈ L1λ̄ , with u ⊗ v = u v.
As in 253E, it follows that ku ⊗ vk1 = kuk1 kvk1 .
376D Kernel operators 459

(b) In view of the situation described in (a) above, this is now just a translation of the same result about
L1 (µ), L1 (ν) and L1 (λ), which is Theorem 253F.
(c) Identifying the algebraic free product A ⊗ B with its canonical image in C (325Dc), I write (A ⊗ B)f
for {c : c ∈ A ⊗ B, λ̄c < ∞}, so that (A ⊗ B)f is a subring of C. Recall that any member of A ⊗ B is
expressible as supi≤n ai ⊗ bi where a0 , . . . , an are disjoint (315Na); evidently this will belong to (A ⊗ B)f
iff µ̄ai · ν̄bi is finite for every i.
The next fact to lift from previous theorems is in part (e) of the proof of 253F: the linear span M of
{χ(a ⊗ b) : a ∈ Af , b ∈ Bf } is norm-dense in L1λ̄ . Of course M can also be regarded as the linear span of
{χc : c ∈ (A ⊗ B)f }, or S(A ⊗ B)f . (Strictly speaking, this last remark relies on 361J; the identity map from
(A ⊗ B)f to C induces an injective Riesz homomorphism from S(A ⊗ B)f into S(C) ⊆ L0 (C). To see that
χc ∈ M for every c ∈ (A ⊗ B)f , we need to know that c can be expressed as a disjoint union of members of
A ⊗ B, as noted above.)
(i) If T is positive then of course φ(u, v) = T (u ⊗ v) ≥ 0 whenever u, v ≥ 0, since u ⊗ v ≥ 0. On
the other hand, if φ is non-negative on U + × V + , then, in particular, T χ(a ⊗ b) = φ(χa, χb) ≥ 0 whenever
µ̄a· ν̄b < ∞. Consequently T (χc) ≥ 0 for every c ∈ (A⊗B)f and T w ≥ 0 whenever w ≥ 0 in M ∼ = S(A⊗B)f ,
as in 361Ga.
Now this means that T |w| ≥ 0 whenever w ∈ M . But as M is norm-dense in L1λ̄ , w 7→ T |w| is continuous
and W + is closed, it follows that T |w| ≥ 0 for every w ∈ L1λ̄ , that is, that T is positive.
(ii) If T is a Riesz homomorphism then of course u 7→ φ(u, v0 ) = T (u ⊗ v0 ), v 7→ φ(u0 , v) = T (u0 ⊗ v)
are Riesz homomorphisms for v0 , u0 ≥ 0. On the other hand, if all these maps are Riesz homomorphisms,
then, in particular,

T χ(a ⊗ b) ∧ T χ(a0 ⊗ b0 ) = φ(χa, χb) ∧ φ(χa0 , χb0 )

≤ φ(χa, χb + χb0 ) ∧ φ(χa0 , χb + χb0 )
= φ(χa ∧ χa0 , χb + χb0 ) = 0

whenever a, a0 ∈ Af , b, b0 ∈ Bf and a ∩ a0 = 0. Similarly, T χ(a ⊗ b) ∧ T χ(a0 ⊗ b0 ) = 0 if b ∩ b0 = 0. But this

means that T χc ∧ T χc0 = 0 whenever c, c0 ∈ (A ⊗ B)f and c ∩ c0 = 0. P P Express c, c0 as supi≤m ai ⊗ bi ,
supj≤n aj ⊗ bj where ai , aj , bi , bj all have finite measure. Now if i ≤ m, j ≤ n, (ai ∩ a0j ) ⊗ (bi ∩ b0j ) =
0 0 0 0

(ai ⊗bi ) ∩ (a0j ⊗b0j ) = 0, so one of ai ∩ a0j , bi ∩ b0j must be zero, and in either case T χ(ai ⊗bi )∧T χ(a0j ⊗b0j ) = 0.
Accordingly

Xm n
X
T χc ∧ T χc0 ≤ ( T χ(ai ⊗ bi )) ∧ ( T χ(a0j × b0j ))
i=0 j=0
X
≤ T χ(ai ⊗ bi ) ∧ T χ(a0j ⊗ b0j ) = 0,
i≤m,j≤n

using 352Fa for the second inequality. Q Q

This implies that T ¹M must be a Riesz homomorphism (361Gc), that is, T |w| = |T w| for all w ∈ M .
Again because M is dense in L1λ̄ , T |w| = |T w| for every w ∈ L1λ̄ , and T is a Riesz homomorphism.

376D Abstract integral operators: Definition The following concept will be used repeatedly in
the theorems below; it is perhaps worth giving it a name. Let U be a Riesz space and V a Dedekind
complete Riesz space, so that L× (U ; V ) is a Dedekind complete Riesz space (355H). If f ∈ U × and v ∈ V
write Pf v u = f (u)v for each u ∈ U ; then Pf v ∈ L× (U ; V ). P
P If f ≥ 0 in U × and v ≥ 0 in V × then
Pf v is a positive linear operator from U to V which is order-continuous because if A ⊆ U is non-empty,
downwards-directed and has infimum 0, then (as V is Archimedean)
inf u∈A Pf v (u) = inf u∈A f (u)v = 0.
Of course (f, g) 7→ Pf g is bilinear, so Pf v ∈ L× (U ; V ) for every f ∈ U × , v ∈ V . Q
Q Now I call a linear
operator from U to V an abstract integral operator if it is in the band of L× (U ; V ) generated by
{Pf v : f ∈ U × , v ∈ V }.
460 Linear operators between function spaces 376D

The first result describes these operators when U , V are expressed as subspaces of L0 (A), L0 (B) for
measure algebras A, B and V is perfect.

376E Theorem Let (A, µ̄) and (B, ν̄) be semi-finite measure algebras, with localizable measure algebra
free product (C, λ̄), and U ⊆ L0 (A), V ⊆ L0 (B) order-dense Riesz subspaces. Write W for the set of
those w ∈ L0 (C) such that w × (u ⊗ v) is integrable for every u ∈ U , v ∈ V . Then we have an operator
w 7→ Tw : W → L× (U ; V × ) defined by setting
R
Tw (u)(v) = w × (u ⊗ v)
for every w ∈ W , u ∈ U and v ∈ V . The map w 7→ Tw is a Riesz space isomorphism between W and the
band of abstract integral operators in L× (U ; V × ).
×
proof (a) The first thing to check is that the formula offered does
R define a member Tw (u) of V for any
w ∈ W, u ∈ U. P P Of course Tw (u) isR a linear operator because is linear and ⊗ and × are bilinear. It
belongs to V ∼ because, writing g(v) = |w|×(|u|⊗v), g is a positive linear operator and |Tw (u)(v)| ≤ g(|v|)
for every v. (I am here using 376Bc
R to see that |w × (u ⊗ v)| = |w| × (|u| ⊗ |v|).) Also g ∈ V × because
v 7→ |u| ⊗ v, w 7→ |w| × w and are all order-continuous; so Tw (u) also belongs to V × . Q
0 0
Q
(b) Next, for any given w ∈ W , the map Tw : U → V × is linear (again because ⊗ and × are bilinear). It
is helpful to note that W is a solid linear subspace of L0 (C). Now if w ≥ 0 in W , then Tw ∈ L× (U ; V × ). P
P
If u, v ≥ 0 then u ⊗ v ≥ 0, w × (u ⊗ v) ≥ 0 and Tw (u)(v) ≥ 0; as v is arbitrary, Tw (u) ≥ 0 whenever u ≥ 0;
as u is arbitrary, Tw is positive. If A ⊆ U is non-empty, downwards-directed and has infimum 0, then Tw [A]
is downwards-directed, and for any v ∈ V +
R
(inf Tw [A])(v) = inf u∈A Tw (u)(v) = inf u∈A w × (u ⊗ v) = 0
because u 7→ u ⊗ v is order-continuous. So inf Tw [A] = 0; as A is arbitrary, Tw is order-continuous. Q
Q
For general w ∈ W , we now have Tw = Tw+ − Tw− ∈ L× (U ; V × ).
(c) Ths shows that w 7→ Tw is a map from W to L× (U ; V × ). Running through the formulae once again,
it is linear, positive and order-continuous; this last because, given a non-empty downwards-directed C ⊆ W
with infimum 0, then for any u ∈ U + , v ∈ V +
R
(inf w∈C Tw )(u)(v) ≤ inf w∈C w × (u ⊗ v) = 0
R
(because and × are order-continuous); as v is arbitrary, (inf w∈C Tw )(u) = 0; as u is arbitrary, inf w∈C Tw =
0.
(d)R All this is easy, being nothing but a string of applications of the elementary properties of ⊗, ×
and . But I think a new idea is needed for the next fact: the map w 7→ Tw : W → L× (U ; V × ) is
a Riesz homomorphism. P P Write D for the set of those d ∈ C such that Tw ∧ Tw0 = 0 whenever w,
w0 ∈ W + , [[w > 0]] ⊆ d and [[w0 > 0]] ⊆ 1C \ d. (i) If d1 , d2 ∈ D, w, w0 ∈ W + , [[w > 0]] ⊆ d1 ∪ d2 and
[[w0 > 0]] ∩ (d1 ∪ d2 ) = 0, then set w1 = w × χd1 , w2 = w − w1 . In this case
[[w1 > 0]] ⊆ d1 , [[w2 > 0]] ⊆ d2 ,
so
Tw1 ∧ Tw0 = Tw2 ∧ Tw0 = 0, Tw ∧ Tw0 ≤ (Tw1 ∧ Tw0 ) + (Tw2 ∧ Tw0 ) = 0.
0
As w, w are arbitrary, d1 ∪ d2 ∈ D. Thus D is closed under ∪ . (ii) The symmetry of the definition of
D means that 1C \ d ∈ D whenever d ∈ D. (iii) Of course 0 ∈ D, just because Tw = 0 if w ∈ W + and
[[w > 0]] = 0; so D is a subalgebra of C. (iv) If D ⊆ D is non-empty and upwards-directed, with supremum c
in C, and if w, w0 ∈ W + are such that [[w > 0]] ⊆ c, [[w0 > 0]] ∩ c = 0, then consider {w × χd : d ∈ D}. This is
upwards-directed, with supremum w; so Tw = supd∈D Tw×χd , because the map q 7→ Tq is order-continuous.
Also Tw×χd ∧ Tw0 = 0 for every d ∈ D, so Tw ∧ Tw0 = 0. As w, w0 are arbitrary, c ∈ D; as D is arbitrary,
D is an order-closed subalgebra of C. (v) If a ∈ A and w, w0 ∈ W + are such that [[w > 0]] ⊆ a ⊗ 1B ,
[[w0 > 0]] ∩ (a ⊗ 1B ) = 0, then any u ∈ U + is expressible as u1 + u2 where u1 = u × χa, u2 = u × χ(1A \ a).
Now
R R
Tw (u2 )(v) = w × (u2 ⊗ v) = w × χ(a ⊗ 1B ) × (u ⊗ v) × χ((1A \ a) ⊗ 1B ) = 0
376E Kernel operators 461

for every v ∈ V , so Tw (u2 ) = 0. Similarly, Tw0 (u1 ) = 0. But this means that
(Tw ∧ Tw0 )(u) ≤ Tw (u2 ) + Tw0 (u1 ) = 0.
As u is arbitrary, Tw ∧ Tw0 = 0; as w and w0 are arbitrary, a ⊗ 1B ∈ D. (vi) Now suppose that b ∈ B and
that w, w0 ∈ W + are such that [[w > 0]] ⊆ 1A ⊗ b, [[w0 > 0]] ∩ (1A ⊗ b) = 0. If u ∈ U + , v ∈ V + then
R R
(Tw ∧ Tw0 )(u)(v) ≤ w × (u ⊗ (v × χ(1B \ b))) + w0 × (u ⊗ (v × χb)) = 0.
As u, v are arbitrary, Tw ∧ Tw0 = 0; as w and w0 are arbitrary, 1A ⊗ b ∈ D. (vii) This means that D is
an order-closed subalgebra of C including A ⊗ B, and is therefore the whole of C (325D(c-ii)). (viii) Now
take any w, w0 ∈ W such that w ∧ w0 = 0, and consider c = [[w > 0]]. Then [[w0 > 0]] ⊆ 1C \ c and c ∈ D, so
Tw ∧ Tw0 = 0. This is what we need to be sure that w 7→ Tw is a Riesz homomorphism (352G). Q Q
(e) The map w 7→ Tw is injective. P
P (i) If w > 0 in W , then consider
A = {a : a ∈ A, ∃ u ∈ U, χa ≤ u}, B = {b : b ∈ B, ∃ v ∈ V, χb ≤ v}.
0 0
Because U and V are order-dense in L (A) and L (B) respectively, RA and B are order-dense
R in A and B.
Also both are upwards-directed. So supa∈A,b∈B a ⊗ b = 1C and 0 < w = supa∈A,b∈B a⊗b w. Take a ∈ A,
R
b ∈ B such that a⊗b w > 0; then there are u ∈ U , v ∈ V such that χa ≤ u, χb ≤ v, so that
R
Tw (u)(v) ≥ a⊗b
w>0
and Tw > 0. (ii) For general non-zero w ∈ W , we now have |Tw | = T|w| > 0 so Tw 6= 0. Q
Q
Thus w 7→ Tw is an order-continuous injective Riesz homomorphism.
(f ) Write W̃ for {Tw : w ∈ W }, so that W̃ is a Riesz subspace of L× (U ; V × ) isomorphic to W , and
c
W for the band it generates in L× (U ; V × ). Then W̃ is order-dense in W c. P P Suppose that S > 0 in
c = W̃
W ⊥⊥
(353Ba). Then S ∈ ⊥
/ W̃ , so there is a w ∈ W such that S ∧ Tw > 0. Set w1 = w ∧ χ1C . Then
w = supn∈N w ∧ nw1 , so Tw = supn∈N Tw ∧ nTw1 and R = S ∧ Tw1 > 0.
Set U1 = U ∩ L1 (A, µ̄). Because U is an order-dense Riesz subspace of L0 (A), U1 is an order-dense Riesz
subspace of L1µ̄ = L1 (A, µ̄), therefore also norm-dense. Similarly V1 = V ∩ L1 (B, ν̄) is a norm-dense Riesz
subspace of L1ν̄ = L1 (B, ν̄). Define φ0 : U1 × V1 → R by setting φ0 (u, v) = R(u)(v) for u ∈ U1 , v ∈ V1 . Then
φ0 is bilinear, and

|φ0 (u, v)| = |R(u)(v)| ≤ |R(u)|(|v|) ≤ R(|u|)(|v|) ≤ Tw1 (|u|)(|v|)

Z Z
= w1 × (|u| ⊗ |v|) ≤ |u| ⊗ |v| = kuk1 kvk1

for all u ∈ U1 , v ∈ V1 , because 0 ≤ R ≤ Tw1 in L× (U ; V × ). Because U1 , V1 are norm-dense in L1µ̄ , L1ν̄

respectively, φ0 has a unique extension to a continuous bilinear map φ : L1µ̄ × L1ν̄ → R. (To reduce this to
standard results on linear operators, think of R as a function from U1 to V1∗ ; since every member of V1∗
has a unique extension to a member of (L1ν̄ )∗ , we get a corresponding function R1 : U1 → (L1ν̄ )∗ which is
continuous and linear, so has a unique extension to a continuous linear operator R2 : L1µ̄ → (L1ν̄ )∗ , and we
set φ(u, v) = R2 (u)(v).)
By 376C, there is a unique h ∈ (L1λ̄ )∗ = L1 (C, λ̄)∗ such that h(u ⊗ v) = φ(u, v) for every u ∈ L1µ̄ , v ∈ L1ν̄ .
Because (C, λ̄) is localizable, this h corresponds to a w0 ∈ L∞ (C) (365Jc), and
R
w0 × (u ⊗ v) = h(u ⊗ v) = φ0 (u, v) = R(u)(v)
for every u ∈ U1 , v ∈ V1 .
Because U1 is norm-dense in L1µ̄ , U1+ is dense in (L1µ̄ )+ , and similarly V1+ is dense in (L1ν̄ )+ , so U1+ × V1+
is dense in (L1µ̄ )+ × (L1ν̄ )+ ; now φ0 is non-negative on U1+ × V1+ , so φ (being continuous) is non-negative on
(L1µ̄ )+ ×(L1ν̄ )+ . By 376Cc, h ≥ 0 in (L1λ̄ )∗ and w0 ≥ 0 in L∞ (C). In the same way, because φ0 (u, v) ≤ Tw (u)(v)
for u ∈ U1+ and v ∈ V1+ , w0 ≤ w1 ≤ w in L0 (C), so w0 ∈ W . We have
R
Tw0 (u)(v) = w0 × (u ⊗ v) = R(u)(v)
for all u ∈ U1 , v ∈ V1 . If u ∈ U1+ , then Tw0 (u) and R(u) are both order-continuous, so must be identical, since
V1 is order-dense in V . This means that Tw0 and R agree on U1 . But as both are themselves order-continuous
462 Linear operators between function spaces 376E

linear operators, and U1 is order-dense in U , they must be equal.

c , therefore order-dense
Thus 0 < Tw0 ≤ S in L× (U ; V × ). As S is arbitrary, W̃ is quasi-order-dense in W
(353A). Q
Q

(g) Because w 7→ Tw : W 7→ W̃ is an injective Riesz homomorphism, we have an inverse map Q :

W̃ → L0 (C), setting Q(Tw ) = w; this is a Riesz homomorphism, and it is order-continuous because W is
solid in L0 (C), so that the embedding W ⊆ L0 (C) is order-continuous. By 368B, Q has an extension to
an order-continuous Riesz homomorphism Q̃ : W c → L0 (C). Because Q(S) > 0 whenever S > 0 in W̃ ,
c
Q̃(S) > 0 whenever S > 0 in W , so Q̃ is injective. Now Q̃(S) ∈ W for every S ∈ W c. PP It is enough
to look at non-negative S. In this case, Q̃(S) must be sup{Q̃(Tw ) : w ∈ W, Tw ≤ S} = sup C, where
C = {w : Tw ≤ S} ⊆ W . Take u ∈ U + , v ∈ V + . Then {w × (u ⊗ v) : w ∈ C} is upwards-directed, because
C is, and
R
supw∈C w × (u ⊗ v) = supw∈C Tw (u)(v) ≤ S(u)(v) < ∞.

So Q̃(S) × (u ⊗ v) = supw∈C w × (u ⊗ v) belongs to L1λ̄ (365Df). As u and v are arbitrary, Q̃(S) ∈ W . Q

Q

c and Q̃ = Q, that is, that w 7→ Tw : W 7→ W

(h) Of course this means that W̃ = W c is a Riesz space
isomorphism.

c as the band Z of abstract integral operators in

(i) I have still to check on the identification of W
× × × ×
L (U ; V ). Write Pf g (u) = f (u)g for f ∈ U , g ∈ V and u ∈ U .
Set
U # = {u : u ∈ L0 (A), u × u0 ∈ L1µ̄ for every u0 ∈ U },

V # = {v : v ∈ L0 (B), v × v 0 ∈ L1ν̄ for every v 0 ∈ V }.

R
From 369C we know that if we set fu (u0 ) = u × u0 for u ∈ U # and u0 ∈ U , then fu ∈ U × for every u ∈ U # ,
and u 7→Rfu is an isomorphism between U # and an order-dense Riesz subspace of U × . Similarly, setting
gv (v 0 ) = v × v 0 for v ∈ V # and v 0 ∈ V , v 7→ gv is an isomorphism between V # and an order-dense Riesz
subspace of V × .
If u ∈ U # , v ∈ V # then
R R R R
(u ⊗ v) × (u0 ⊗ v 0 ) = (u × u0 ) ⊗ (v × v 0 ) = ( u × u0 )( v × v 0 ) = fu (u0 )gv (v 0 )

for every u0 ∈ U , v 0 ∈ V , so u ⊗ v ∈ W and Tu⊗v = Pfu gv .

Now take f ∈ (U × )+ and g ∈ (V × )+ . Set A = {u : u ∈ U # , u ≥ 0, fu ≤ f } and B = {v : v ∈ V # , v ≥
0, gv ≤ g}. These are upwards-directed, so C = {u ⊗ v : u ∈ A, v ∈ B} is upwards-directed in L0 (C).
Because {fu : u ∈ U # } is order-dense in U × , f = supu∈A fu ; by 355Ed, f (u0 ) = supu∈A fu (u0 ) for every
u0 ∈ U + . Similarly, g(v 0 ) = supv∈B fv (v 0 ) for every v 0 ∈ V + .
?? Suppose, if possible, that C is not bounded above in L0 (C). Because C and L0 (C) are Dedekind
complete,
c = inf n∈N supu∈A,v∈B [[u ⊗ v ≥ n]]

must be non-zero (364Ma). Because U and V are order-dense in L0 (A), L0 (B) respectively,
1A = sup{[[u0 > 0]] : u0 ∈ U }, 1B = sup{[[v 0 > 0]] : v 0 ∈ V },
R
and there are u0 ∈ U + , v 0 ∈ V + such that c ∩ [[u0 > 0]] ⊗ [[v 0 > 0]] 6= 0, so that c u0 ⊗ v 0 > 0. But now, for
any n ∈ N,
376E Kernel operators 463

f (u0 )g(v 0 ) ≥ sup fu (u0 )gv (v 0 )

u∈A,v∈B
Z
= sup (u ⊗ v) × (u0 ⊗ v 0 )
u∈A,v∈B
Z
≥ sup ((u ⊗ v) ∧ nχc) × (u0 ⊗ v 0 )
u∈A,v∈B
Z
= sup ((u ⊗ v) ∧ nχc) × (u0 ⊗ v 0 )
u∈A,v∈B
R 0 0
(because w 7→ w × (u ⊗ v ) is order-continuous)
Z Z
= (nχc) × (u0 ⊗ v 0 ) = n u0 ⊗ v 0 ,
c

which is impossible. X
X
Thus C is bounded above in L0 (C), and has a supremum w ∈ L0 (C). If u0 ∈ U + , v 0 ∈ V + then
Z Z
0 0
w × (u ⊗ v ) = sup (u ⊗ v) × (u0 ⊗ v 0 )
u∈A,v∈B

= sup fu (u0 )gv (v 0 ) = f (u0 )g(v 0 ) = Pf g (u0 )(v 0 ).

u∈A,v∈B

Thus w ∈ W and
c.
Pf g = Tw ∈ W̃ ⊆ W
c for every f ∈ U × ,
And this is true for any non-negative f ∈ U × , g ∈ V × . Of course it follows that Pf g ∈ W
c is a band, it must include Z.
g ∈ V × ; as W
c ⊆ Z. P
(j) Finally, W P Since Z = Z ⊥⊥ , it is enough to show that W c ∩ Z ⊥ = {0}. Take any T > 0 in
c . There are u0 ∈ U + , v 0 ∈ V + such that T (u0 )(v 0 ) > 0. So there is a v ∈ V # such that 0 ≤ gv ≤ T (u0 )
W 0 R0 0 0 0
and gv (v00 ) > 0, that is, v × v00 > 0. Because V is order-dense in L0 (B), there is a v10 ∈ V such that
0 < v10 ≤ v00 × χ[[v > 0]], so that
R
0< v × v10 = gv (v10 ) ≤ T (u00 )(v10 )
and [[v10 > 0]] ⊆ [[v > 0]].
Now consider the functional u0 7→ h(u0 ) = T (u0 )(v10 ) : U → R. This belongsR to (U × )+ and h(u00 ) > 0,
so there is a u ∈ U such that 0 ≤ fu ≤ h and fu (u0 ) > 0. This time, u × u00 > 0 so (because U is
# 0

order-dense in L0 (A)) there is a u01 ∈ U such that h(u01 ) > 0 and [[u01 > 0]] ⊆ [[u > 0]].
We can express T as Tw where w ∈ W + . In this case, we have
R
w × (u01 ⊗ v10 ) = T (u01 )(v10 ) = h(u01 ) > 0,
so

0 6= [[w > 0]] ∩ [[u01 ⊗ v10 > 0]] = [[w > 0]] ∩ ([[u01 > 0]] ⊗ [[v10 > 0]])
⊆ [[w > 0]] ∩ ([[u > 0]] ⊗ [[v > 0]]) = [[w > 0]] ∩ [[u ⊗ v > 0]],

and w ∧ (u ⊗ v) > 0, so
Tw ∧ Pfu gv = Tw ∧ Tu⊗v = Tw∧(u⊗v) > 0.

Thus T ∈ c ∩ Z ⊥ = {0} and W

/ Z ⊥ . Accordingly W c ⊆ Z ⊥⊥ = Z. Q Q
c
Since we already know that Z ⊆ W , this completes the proof.
464 Linear operators between function spaces 376F

376F Corollary Let (A, µ̄) and (B, ν̄) be localizable measure spaces, with localizable measure algebra
free product (C, λ̄). Let U ⊆ L0 (A), V ⊆ L0 (B) be perfect order-dense solid linear subspaces, and T : U → V
a linear operator. Then the following are equiveridical:
(i) T is an abstract integral operator;
R R
(ii) there is a w ∈ L0 (C) such that w × (u ⊗ v 0 ) is defined and equal to T u × v 0 whenever u ∈ U and
v 0 ∈ L0 (B) is such that v 0 × v is integrable for every v ∈ V .
proof Setting V # = {v 0 : v 0 ∈ L0 (B), v × v 0 ∈ L1 for every v ∈ V }, we know that we can identify V # with
V × and V with (V # )× (369C). So the equivalence of (i) and (ii) is just 376E applied to V # in place of V .

376G Lemma Let U be a Riesz space, V an Archimedean Riesz space, T : U → V a linear operator,
f ∈ (U ∼ )+ and e ∈ V + . Suppose that 0 ≤ T u ≤ f (u)e for every u ∈ U + . Then if hun in∈N is a sequence
in U such that limn→∞ g(un ) = 0 whenever g ∈ U ∼ and |g| ≤ f , hT un in∈N order*-converges to 0 in V
(definition: 367A).
proof Let Ve be the solid linear subspace of V generated by e; then T u ∈ Ve for every u ∈ U . We can identify
Ve with an order-dense and norm-dense Riesz subspace of C(X), where X is a compact Hausdorff space,
with e corresponding to χX (353M). For x ∈ X, set gx (u) = (T u)(x) for every u ∈ U ; then 0 ≤ gx (u) ≤ f (u)
for u ≥ 0, so |gx | ≤ f and limn→∞ (T un )(x) = 0. As x is arbitrary, hT un in∈N order*-converges to 0 in C(X),
by 367L, and therefore in Ve , because Ve is order-dense in C(X) (367F). But Ve , regarded as a subspace of
V , is solid, so 367F also tells us that hT un in∈N order*-converges to 0 in V .

376H Theorem Let U be a Riesz space and V a weakly (σ, ∞)-distributive Dedekind complete Riesz
space (definition: 368N). Suppose that T ∈ L× (U ; V ). Then the following are equiveridical:
(i) T is an abstract integral operator;
(ii) whenever hun in∈N is an order-bounded sequence in U + and limn→∞ f (un ) = 0 for every f ∈ U × ,
then hT un in∈N order*-converges to 0 in V ;
(iii) whenever hun in∈N is an order-bounded sequence in U and limn→∞ f (un ) = 0 for every f ∈ U × , then
hT un in∈N order*-converges to 0 in V .
proof For f ∈ U × , v ∈ V and u ∈ U set Pf v (u) = f (u)v. Write Z ⊆ L× (U ; V ) for the space of abstract
integral operators.
(a)(i)⇒(iii) Suppose that T ∈ Z + , and that hun in∈N is an order-bounded sequence in U such that
limn→∞ f (un ) = 0 for every f ∈ U × . Note that {Pf v : f ∈ U ×+ , v ∈ V + } is upwards-directed, so that
T = sup{T ∧ Pf v : f ∈ U ×+ , v ∈ V + } (352Va).
Take u∗ ∈ U + such that |un | ≤ u∗ for every n, and set w = inf n∈N supm≥n T um , which is defined because
|T un | ≤ T u∗ for every n. Now w ≤ (T − Pf v )+ (u∗ ) for every f ∈ U ×+ , v ∈ V + . P
P Setting T1 = T ∧ Pf v ,
w0 = (T − Pf v )+ (u∗ ) we have
T un − T1 un ≤ |T − T1 |(u∗ ) = (T − Pf v )+ (u∗ ) = w0
for every n ∈ N, so T un ≤ w0 + T1 un . On the other hand, 0 ≤ T1 u ≤ f (u)v for every u ∈ U + , so by 376G
we must have inf n∈N supm≥n T1 um = 0. Accordingly
w ≤ w0 + inf n∈N supm≥n T1 um = w0 . Q
Q
But as inf{(T − Pf v )+ : f ∈ U ×+ , v ∈ V + } = 0, w ≤ 0. Similarly (or applying the same argument to
h−un in∈N ), supn∈N inf n∈N T un ≥ 0 and hT un in∈N order*-converges to zero.
For general T ∈ Z, this shows that hT + un in∈N and hT − un in∈N both order*-converge to 0, so hT un in∈N
order*-converges to 0, by 367C. As hun in∈N is arbitrary, (iii) is satisfied.
(b)(iii)⇒(ii) is trivial.
(c)(ii)⇒(i) ?? Now suppose, if possible, that (ii) is satisfied, but that T ∈/ Z. Because L× (U ; V ) is
Dedekind complete (355H), Z is a projection band (353I), so T is expressible as T1 + T2 where T1 ∈ Z,
T2 ∈ Z ⊥ and T2 6= 0. At least one of T2+ , T2− is non-zero; replacing T by −T if need be, we may suppose
that T2+ > 0.
376I Kernel operators 465

Because T2+ , like T , belongs to L× (U ; V ), its kernel U0 is a band in U , which cannot be the whole of U ,
and there is a u0 > 0 in U0⊥ . In this case T2+ u0 > 0; because T2+ ∧ (T2− + |T1 |) = 0, there is a u1 ∈ [0, u0 ]
such that T2+ (u0 − u1 ) + (T2− + |T1 |)(u1 ) 6≥ T2+ u0 , so that
T u1 ≥ T2 u1 − |T1 |(u1 ) 6≤ 0
and T u1 6= 0. Now this means that the sequence (T u1 , T u1 , . . . ) is not order*-convergent to zero, so there
must be some f ∈ U × such that (f (u1 ), f (u1 ), . . . ) does not converge to 0, that is, f (u1 ) 6= 0; replacing f
by |f | if necessary, we may suppose that f ≥ 0 and that f (u1 ) > 0.
By 356H, there is a u2 such that 0 < u2 ≤ u1 and g(u2 ) = 0 whenever g ∈ U × and g ∧ f = 0. Because
0 < u2 ≤ u0 , u2 ∈ U0⊥ and v0 = T2+ u2 > 0. Consider Pf v0 ∈ Z. Because T2 ∈ Z ⊥ , T2+ ∧ Pf v0 = 0; set
S = Pf v0 + T2− , so that T2+ ∧ S = 0. Then
inf u∈[0,u2 ] T2+ (u2 − u) + Su = 0, supu∈[0,u2 ] T2+ u − Su = v0
(use 355Ec for the first equality, and then subtract both sides from v0 ). Now Su ≥ f (u)v0 for every u ≥ 0,
so that for any ² > 0
supu∈[0,u2 ],f (u)≥² T2+ u − Su ≤ (1 − ²)v0
and accordingly
supu∈[0,u2 ],f (u)≤² T2+ u = v0 ,
since the join of these two suprema is surely at least v0 , while the second is at most v0 . Note also that
v0 = supu∈[0,u2 ],f (u)≤² T2+ u = sup0≤u0 ≤u≤u2 ,f (u)≤² T2 u0 = sup0≤u0 ≤u2 ,f (u0 )≤² T2 u0 .
For k ∈ N set Ak = {u : 0 ≤ u ≤ u2 , f (u) ≤ 2−k }. We know that
Bk = {supu∈I T2 u : I ⊆ Ak is finite}
is an upwards-directed set with supremum v0 for each k. Because V is weakly (σ, ∞)-distributive, we can
find a sequence hvk0 ik∈N such that vk0 ∈ Bk for every k and v1 = inf k∈N vk0 > 0. For each k let Ik ⊆ Ak be a
finite set such that vk0 = supu∈Ik T2 u.
Because each Ik is finite, we can build a sequence hu0n in∈N in [0, u2 ] enumerating each in turn, so that
limn→∞ f (u0n ) = 0 (since f (u) ≤ 2−k if u ∈ Ik ) while supm≥n T2 u0m ≥ v1 for every n (since {u0m : m ≥ n}
always includes some Ik ). Now hT2 u0n in∈N does not order*-converge to 0.
However, limn→∞ g(u0n ) = 0 for every g ∈ U × . P P Express |g| as g1 + g2 where g1 belongs to the band
of U × generated by f and g2 ∧ f = 0 (353Hc). Then g2 (u0n ) = g2 (u2 ) = 0 for every n, by the choice of u2 .
Also g1 = supn∈N g1 ∧ nf (352Vb); so, given ² > 0, there is an m ∈ N such that (g1 − mf )+ (u2 ) ≤ ² and
(g1 − mf )+ (u0n ) ≤ ² for every n ∈ N. But this means that
|g(u0n )| ≤ |g|(u0n ) ≤ ² + mf (u0n )
for every n, and lim supn→∞ |g(u0n )| ≤ ²; as ² is arbitrary, limn→∞ g(u0n ) = 0. Q Q
0
Now, however, part (a) of this proof tells us that hT1 un in∈N is order*-convergent to 0, because T1 ∈ Z,
while hT u0n in∈N is order*-convergent to 0, by hypothesis; so hT2 u0n in∈N = hT u0n − T1 u0n in∈N order*-converges
to 0. X
X
This contradiction shows that every operator satisfying the condition (ii) must be in Z.

376I The following elementary remark will be useful for the next corollary and also for Theorem 376S.

Lemma Let (X, Σ, µ) be a σ-finite measure space and U an order-dense solid linear subspace of L0 (µ). Then
there is a non-decreasing sequence hXn in∈N of measurable subsets of X, with union X, such that χXn• ∈ U
for every n ∈ N.

proof Write A for the measure algebra of µ, so that L0 (µ) can be identified with L0 (A) (364Jc). A = {a :
a ∈ A \ {0}, χa ∈ U } is order-dense in A, so includes a partition of unity hai ii∈I . Because µ is σ-finite, A is
ccc (322G) and I isScountable, so we canS take I to be a subset of N. Choose Ei ∈ Σ such that Ei = ai for
•

i ∈ I; set E = X \ i∈I Ei , Xn = E ∪ i∈I,i≤n Ei for n ∈ N.

466 Linear operators between function spaces 376J

376J Corollary Let (X, Σ, µ) and (Y, T, ν) be σ-finite measure spaces, with product measure λ on
X × Y . Let U ⊆ L0 (µ), V ⊆ L0 (ν) be perfect order-dense solid linear subspaces, and T : U → V a linear
operator. Write U = {f : f ∈ L0 (µ), f • ∈ U }, V# = {h : h ∈ L0 (ν), h• × v ∈ L1 for every v ∈ V }. Then
the following are equiveridical:
(i) T is an abstract integral operator;
0
(ii) there
R is a k ∈ L (λ) such that
(α) |k(x, y)f (x)h(y)|d(x, y) <R∞ for every f ∈ U, h ∈ V# ,
(β) if f ∈ U and we set g(y) = k(x, y)f (x)dx wherever this is defined, then g ∈ L0 (ν) and T f • = g • ;
(iii) T ∈ L∼ (U ; V ) and whenever hun in∈N is an order-bounded sequence in U + and limn→∞ h(un ) = 0 for
every h ∈ U × , then hT un in∈N order*-converges to 0 in V .
Remark I write ‘d(x, y)’ above to indicate integration with respect to the product measure λ. Recall that
in the terminology of §251, λ can be taken to be either the ‘primitive’ or ‘c.l.d.’ product measure (251K).
proof The idea is of course to identify L0 (µ) and L0 (ν) with L0 (A) and L0 (B), where (A, µ̄) and (B, ν̄)
are the measure algebras of µ and ν, so that their localizable measure algebra free product can be identified
with the measure algebra of λ (325Eb), while V # = {h• : h ∈ V# } can be identified with V × .
R R
(a)(i)⇒(ii) By 376F, there is a w ∈ L0 (λ) such that w×(u⊗v 0 ) is defined andR equal to T u×v 0 for every
0 # 0 #
u
R ∈ U , v •∈ V • . Express w as k where k ∈ L (λ). If f ∈ U and h ∈ V then |k(x, y)f (x)h(y)|d(x, y) =
•

|w × (f ⊗ h | is finite, so (ii-α) is satisfied.

R
Now take any f ∈ U, and set g(y) = k(x, y)f (x)dx whenever this is defined in R. Write F for the set
#
of those F ∈ T such that χF R ∈ V . Then for any F ∈ F, g is defined almost everywhere on F and g¹F is
ν-virtually
R measurable. P P k(x, y)f (x)χF (y)d(x, y) is defined in R, so by Fubini’s theorem (252B, 252C)
gF (y) = k(x, y)f (x)χF (y)dx is defined for almost every y, and is ν-virtually measurable; now g¹F = gF ¹F .
Q
Q Next, there is a sequence hFn in∈N in F with union Y , by 376I, because V is perfect and order-dense, so
V # must also be order-dense in L0 (ν).
For each n ∈ N, thereSis a measurable set Fn0 ⊆ Fn ∩ dom g such that g¹Fn is measurable and Fn \ Fn0 is
negligible. Setting G = n∈N Fn0 , G is conegligible and g¹G is measurable, so g ∈ L0 (ν).
If g̃ ∈ L0 (ν) represents T u ∈ L0 (ν), then for any F ∈ F
R R R
F
g̃ = T u × (χF )• = F
g.
In particular, this is true whenever F ∈ T and F ⊆ Fn . So g and g̃ agree almost everywhere on Fn , for each
n, and g = g̃ a.e. Thus g also represents T u, as required in (ii-β).
(b)(ii)⇒(i) Set w = k • in L0 (λ). If f ∈ U and h ∈ V# the hypothesis (α) tells us that (x, y) 7→
k(x, y)f (x)h(y) is integrable (because it surely belongs to L0 (λ)). By Fubini’s theorem,
R R
k(x, y)f (x)h(y)d(x, y) = g(y)h(y)dy
R
where g(y) = k(x, y)f (x)dx for almost every y, so that T f • = g • , by (β). But this means that, setting
u = f • , v 0 = h• ,
R R
w × (u ⊗ v 0 ) = T u × v0 ;
and this is true for every u ∈ U , v 0 ∈ V # .
Thus T satisfies the condition 376F(ii), and is an abstract integral operator.
(b)(i)⇒(iii) Because V is weakly (σ, ∞)-distributive (368S), this is covered by 376H(i)⇒(iii).
(c)(iii)⇒(i) Suppose that T satisfies (iii). The point is that T + is order-continuous. P P?? Otherwise,
let A ⊆ U be a non-empty downwards-directed set, with infimum 0, such that v0 = inf u∈A T + (u) > 0.
Let hXn in∈N be a non-decreasing sequence of sets of finite measure covering X, and set an = Xn• for each
n. For each n, inf u∈A [[u > 2−n ]] = 0, so we can find ũn ∈ A such that µ̄(an ∩ [[ũn > 2−n ]]) ≤ 2−n . Set
un = inf i≤n ũi for each n; then hun in∈N is non-increasing and has infimum 0; also, [0, un ] meets A for each
n, so that v0 ≤ sup{T u : 0 ≤ u ≤ un } for each n. Because V is weakly (σ, ∞)-distributive, we can find
+
a sequence hIS n in∈N of finite sets such that In ⊆ [0, un ] for each n and v1 = inf n∈N supu∈In (T u) > 0.
0 0
Enumerating n∈N In as hun in∈N , as in part (d) of the proof of 376H, we see that hun in∈N is order-bounded
376M Kernel operators 467

and limn→∞ f (u0n ) = 0 for every f ∈ U × (indeed, hu0n in∈N order*-converges to 0 in U ), while hT u0n in∈N 6→ 0
in V . X
XQQ
Similarly, T − is order-continuous, so T ∈ L× (U ; V ). Accordingly T is an abstract integral operator by
condition (ii) of 376H.

376K As an application of the ideas above, I give a result due to N.Dunford (376N) which was one
of the inspirations underlying the theory. Following the method of Zaanen 83, I begin with a couple of
elementary lemmas.
Lemma Let U and V be Riesz spaces. Then there is a Riesz space isomorphism T 7→ T 0 : L× (U ; V × ) →
L× (V ; U × ) defined by the formula
(T 0 v)(u) = (T u)(v) for every u ∈ U , v ∈ V .
If for f ∈ U × , g ∈ V × we write Pf g (u) = f (u)g for every u ∈ U , then Pf g ∈ L× (U ; V × ) and Pf0 g = Pgf in
L× (V ; U × ). Consequently T is an abstract integral operator iff T 0 is.
proof All the ideas involved have already appeared. For positive T ∈ L× (U ; V × ) the functional (u, v) 7→
(T u)(v) is bilinear and order-continuous in each variable separately; so (just as in the first part of the proof
of 376E) corresponds to a T 0 ∈ L× (V ; U × ). The map T 7→ T 0 : L× (U ; V × )+ → L× (V ; U × )+ is evidently an
additive, order-preserving bijection, so extends to an isomorphism between L× (U ; V × ) and L× (V ; U × ) given
by the same formula. I remarked in part (i) of the proof of 376E that every Pf g belongs to L× (U ; V × ), and
the identification Pf0 g = Pgf is just a matter of checking the formulae. Of course it follows at once that the
bands of abstract integral operators must also be matched by the map T 7→ T 0 .

376L Lemma Let U be a Riesz space with an order-continuous norm. If w ∈ U + there is a g ∈ U ×

such that for every ² > 0 there is a δ > 0 such that kuk ≤ ² whenever 0 ≤ u ≤ w and g(u) ≤ δ.
proof (a) As remarked in 356D, U ∗ = U ∼ = U × . Set
A = {v : v ∈ U and there is an f ∈ (U × )+ such that f (u) > 0 whenever 0 < u ≤ |v|}.
Then v 0 ∈ A whenever |v 0 | ≤ |v| ∈ A and v + v 0 ∈ A for all v, v 0 ∈ A (if f (u) > 0 whenever 0 < u ≤ |v| and
f 0 (u) > 0 whenever 0 < u ≤ |v 0 |, then (f + f 0 )(u) > 0 whenever 0 < u ≤ |v + v 0 |); moreover, if v0 > 0 in U ,
there is a v ∈ A such that 0 < v ≤ v0 . P P Because U × = U ∗ separates the points of U , there is a g > 0 in
×
U such that g(v0 ) > 0; now by 356H there is a v ∈ ]0, v0 ] such that g is strictly positive on ]0, v], so that
v ∈ A. Q Q But this means that A is an order-dense solid linear subspace of U .
(b) In fact w ∈ A. P
P w = sup B, where B = A ∩ [0, w]. Because B is upwards-directed, w ∈ B (354Ea),
and there is a sequence hu0n in∈N in B converging to w for the norm. For each n, choose fn ∈ (U × )+ such
that fn (u) > 0 whenever 0 < u ≤ u0n . Set
P∞ 1
f = n=0 n fn
2 (1+kfn k)

in U = U . Then whenever 0 < u ≤ w there is some n ∈ N such that u ∧ u0n > 0, so that fn (u) > 0 and
∗ ×

f (u) > 0. So f witnesses that w ∈ A. Q

Q
(c) Take g ∈ (U × )+ such that g(u) > 0 whenever 0 < u ≤ w. This g serves. P P?? Otherwise, there
is some ² > 0 such that for every n ∈ N we can find a un ∈ [0, w] with g(un ) ≤ 2−n and kun k ≥ ². Set
vn = supi≥n ui ; then 0 ≤ vn ≤ w, g(vn ) ≤ 2−n+1 and kvn k ≥ ² for every n ∈ N. But hvn in∈N is non-
decreasing, so v = inf n∈N vn must be non-zero, while 0 ≤ v ≤ w and g(v) = 0; which is impossible. XX
QQ
Thus we have found an appropriate g.

376M Theorem (a) Let U be a Banach lattice with an order-continuous norm and V a Dedekind
complete M -space. Then every bounded linear operator from U to V is an abstract integral operator.
(b) Let U be an L-space and V a Banach lattice with order-continuous norm. Then every bounded linear
operator from U to V × is an abstract integral operator.
468 Linear operators between function spaces 376M

proof (a) By 355Kb and 355C, L× (U ; V ) = L∼ (U ; V ) ⊆ B(U ; V ); but since norm-bounded sets in V are
also order-bounded, {T u : |u| ≤ u0 } is bounded above in V for every T ∈ B(U ; V ) and u0 ∈ U + , and
B(U ; V ) = L× (U ; V ).
I repeat ideas from the proof of 376H. (I cannot quote 376H directly as I am not assuming that V is
weakly (σ, ∞)-distributive.) ?? Suppose, if possible, that B(U ; V ) is not the band Z of abstract integral
operators. In this case there is a T > 0 in Z ⊥ . Take u1 ≥ 0 such that T u1 6= 0. Let f ≥ 0 in U × be such
that for every ² > 0 there is a δ > 0 such that kuk ≤ ² whenever 0 ≤ u ≤ u1 and f (u) ≤ δ (376L). Set
v0 = T u1 . Then, just as in part (d) of the proof of 376H,
supu∈[0,u1 ],f (u)≤δ T u = v0
for every δ > 0. But there is a δ > 0 such that kT kkuk ≤ 12 kv0 k whenever 0 ≤ u ≤ u1 and f (u) ≤ δ; in
which case k supu∈[0,u1 ],f (u)≤δ T uk ≤ 12 kv0 k, which is impossible. X
X
Thus Z = B(U ; V ), as required.
(b) Because V has an order-continuous norm, V ∗ = V × = V ∼ ; and the norm of V ∗ is a Fatou norm with
the Levi property (356Da). So B(U ; V ∗ ) = L× (U ; V × ), by 371C. By 376K, this is canonically isomorphic
to L× (V ; U × ). Now U × = U ∗ is an M -space (356Pb). By (a), every member of L× (V ; U × ) is an abstract
integral operator; but the isomorphism between L× (V ; U × ) and L× (U ; V × ) matches the abstract integral
operators in each space (376K), so every member of B(U ; V ∗ ) is also an abstract integral operator, as claimed.

376N Corollary: Dunford’s theorem Let (X, Σ, µ) and (Y, T, ν) be σ-finite measure spaces and
T : L1 (µ) → Lp (ν) a bounded linear operator, whereR 1 < p ≤ ∞. Then there is a measurable function
k : X × Y → R such that T f • = gf• , where gf (y) = k(x, y)f (x)dx almost everywhere, for every f ∈ L1 (µ).
p
proof Set q = p−1 if p is finite, 1 if p = ∞. We can identify Lp (ν) with V × , where V = Lq (ν) ∼
= Lp (ν)×
(366Dc, 365Jc) has an order-continuous norm because 1 ≤ q < ∞. By 376Mb, T is an abstract integral
operator. By 376F/376J, T is represented by a kernel, as claimed.

376O Under the right conditions, weakly compact operators are abstract integral operators.
Lemma Let U be a Riesz space, and W a solid linear subspace of U ∼ . If C ⊆ U is relatively compact
for the weak topology Ts (U, W ) (3A5E), then for every g ∈ W + and ² > 0 there is a u∗ ∈ U + such that
g(|u| − u∗ )+ ≤ ² for every u ∈ C.
proof Let Wg be the solid linear subspace of W generated by g. Then Wg is an Archimedean Riesz space
with order unit, so Wg× is a band in the L-space Wg∗ = Wg∼ (356Na), and is therefore an L-space in its own
right (354O). For u ∈ U , h ∈ Wg× set (T u)(h) = h(u); then T is an order-continuous Riesz homomomorphism
from U to Wg× (356F).
Now Wg is perfect. P P I use 356K. Wg is Dedekind complete because it is a solid linear subspace of the
Dedekind complete space U ∼ . Wg× separates the points of W because T [U ] does. If A ⊆ Wg is upwards-
directed and suph∈A φ(h) is finite for every φ ∈ Wg× , then A acts on Wg× as a set of bounded linear functionals
which, by the Uniform Boundedness Theorem (3A5Ha), is uniformly bounded; that is, there is some M ≥ 0
such that suph∈A |φ(h)| ≤ M kφk for every φ ∈ Wg× . Because g is the standard order unit of Wg , we have
kφk = |φ|(g) and |φ(h)| ≤ M |φ|(g) for every φ ∈ Wg× , h ∈ A. In particular,
h(u) ≤ |h(u)| = |(T u)(h)| ≤ M |T u|(g) = M T u(g) = M g(u)
+
for every h ∈ A, u ∈ U . But this means that h ≤ M g for every h ∈ A and A is bounded above in Wg .
Thus all the conditions of 356K are satisfied and Wg is perfect. Q Q
Accordingly T is continuous for the topologies Ts (U, W ) and Ts (Wg× , Wg×× ), because every element φ of
Wg×× corresponds to a member of Wg ⊆ W , so 3A5Ec applies.
Now we are supposing that C is relatively compact for Ts (U, W ), that is, is included in some compact set
C 0 ; accordingly T [C 0 ] is compact and T [C] is relatively compact for Ts (Wg× , Wg×× ). Since Wg× is an L-space,
T [C] is uniformly integrable (356Q); consequently (ignoring the trivial case C = ∅) there are φ0 , . . . , φn ∈
T [C] such that k(|φ| − supi≤n |φi |)+ k ≤ ² for every φ ∈ T [C] (354Rb), so that (|φ| − supi≤n |φi |)+ (g) ≤ ² for
every φ ∈ T [C].
376R Kernel operators 469

Translating this back into terms of C itself, and recalling that T is a Riesz homomorphism, we see that
there are u0 , . . . , un ∈ C such that g(|u| − supi≤n |ui |)+ ≤ ² for every u ∈ C. Setting u∗ = supi≤n |ui | we
have the result.

376P Theorem Let U be an L-space and V a perfect Riesz space. If T : U → V is a linear operator
such that {T u : u ∈ U, kuk ≤ 1} is relatively compact for the weak topology Ts (V, V × ), then T is an
abstract integral operator.
proof (a) For any g ≥ 0 in V × , Mg = supkuk≤1 g(|T u|) is finite. P P By 376O, there is a v ∗ ∈ V + such
∗ + ∗
that g(|T u| − v ) ≤ 1 whenever kuk ≤ 1; now Mg ≤ g(v ) + 1. Q Q Considering kuk−1 u, we see that
g(|T u|) ≤ Mg kuk for every u ∈ U .
Next, we find that T ∈ L∼ (U ; V ). P
P Take u ∈ U + . Set
Pn Pn
B = { i=0 |T ui | : u0 , . . . , un ∈ U + , i=0 ui = u} ⊆ V + .
Then B is upwards-directed. (Cf. 371A.) If g ≥ 0 in V × ,
n
X n
X
sup g(v) = sup{ g(|T ui |) : ui = u}
v∈B i=0 i=0
Xn Xn
≤ sup{ Mg kui k : ui = u} = Mg kuk
i=0 i=0

is finite. By 356K, B is bounded above in V ; and of course any upper bound for B is also an upper bound
for {T u0 : 0 ≤ u0 ≤ u}. As u is arbitrary, T is order-bounded. Q
Q
Because U is a Banach lattice with an order-continuous norm, T ∈ L× (U ; V ) (355Kb).
(b) Since we can identify L× (U ; V ) with L× (U ; V ×× ), we have an adjoint operator T 0 ∈ L× (V × ; U × ), as
in 376K. Now if g ≥ 0 in V × and hgn in∈N is a sequence in [0, g] such that limn→∞ gn (v) = 0 for every v ∈ V ,
hT 0 gn in∈N order*-converges to 0 in U × . P
P For any ² > 0, there is a v ∗ ∈ V + such that g(|T u| − v ∗ )+ ≤ ²
whenever kuk ≤ 1; consequently

kT 0 gn k = sup (T 0 gn )(u) = sup gn (T u)

kuk≤1 kuk≤1

≤ gn (v ) + sup gn (|T u| − v ∗ )+
∗
kuk≤1

≤ gn (v ) + sup g(|T u| − v ∗ )+ ≤ gn (v ∗ ) + ²
∗
kuk≤1

for every n ∈ N. As limn→∞ gn (v ∗ ) = 0, lim supn→∞ kT 0 gn k ≤ ²; as ² is arbitrary, hkT 0 gn kin∈N → 0. But as

U × is an M -space (356Pb), it follows that hT 0 gn in∈N order*-converges to 0. Q Q
By 368Pc, V is weakly (σ, ∞)-distributive. By 376H, T 0 is an abstract integral operator, so T also is, by
376K.

376Q Corollary Let (X, Σ, µ) and (Y, T, ν) be σ-finite measure spaces and T : L1 (µ) → L1 (ν) a weakly
compact bounded linear operator. Then there is a function k : X × Y → R such that T f • = gf• , where
R
gf (y) = k(x, y)f (x)dx almost everywhere, for every f ∈ L1 (µ).
proof This follows from 376P and 376J, just as in 376N.

376R So far I have mentioned actual kernel functions k(x, y) only as a way of giving slightly more
concrete form to the abstract kernels of 376E. But of course they can provide new structures and insights.
I give one result as an example. The following lemma is useful.
Lemma Let (X, Σ, µ) be a measure space, (Y, T, ν) a σ-finite measure space, and λ the c.l.d. product
measure on X × Y . Suppose that k is a λ-integrable real-valued function. Then for any ² > 0 there is a
finite partition E0 , . . . , En of X into measurable sets such that kk − k1 k1 ≤ ², where
470 Linear operators between function spaces 376R

Z
1
k1 (x, y) = k(t, y)dt whenever x ∈ Ei , 0 < µEi < ∞
µEi Ei
and the integral is defined in R,
= 0 in all other cases.

proof Once again I refer to the proof of 253F: there are sets H0 , . . . , Hr of finite P measure in X, sets
r
F0 , . . . , Fr of finite measure in Y , and α0 , . . . , αr such that kk − k2 k1 ≤ 12 ², where k2 = j=0 αi χ(Hj × Fj ).
R
Let E0 , . . . , En be the partition of X generated by {Hi : i ≤ r}. Then for any i ≤ n, Ei ×Y |k − k1 | is
R
defined and is at most 2 Ei ×Y |k − k2 |. P P If µEi = 0, this is trivial, as both are zero. If µEi = ∞, then
again the result R is elementary, since both k 1 and k2 are zero on Ei × Y . So let us suppose that 0 < µEi < ∞.
In this case Ei k(t, y)dt must be defined for almost every y, by Fubini’s theorem. So k1 is defined almost
everywhere on Ei × Y , and
R R R
Ei ×Y
|k − k1 | = Y Ei
|k(x, y) − k1 (x, y)|dxdy.
Now take some fixed y ∈ Y such that
1 R
β= Ei
k(t, y)dt
µEi

is defined.
P Then β = k1 (x, y) for every x ∈ Ei . For every
R x ∈ Ei , we must have k2 (x, y) = α where
α = {αj : Ei ⊆ Hj , y ∈ Fj }. But in this case, because Ei k(x, y) − β dx = 0, we have
R R 1 R
Ei
max(0, k(x, y) − β)dx = Ei
max(0, β − k(x, y))dx = Ei
|k(x, y) − k1 (x, y)|dx.
2
If β ≥ α,
R R R
Ei
max(0, k(x, y) − β)dx ≤ Ei
max(0, k(x, y) − α)dx ≤ Ei
|k(x, y) − k2 (x, y)|dx;
if β ≤ α,
R R R
Ei
max(0, β − k(x, y))dx ≤ Ei
max(0, α − k(x, y))dx ≤ Ei
|k(x, y) − k2 (x, y)|dx;
in either case,
1 R R
Ei
|k(x, y) − k1 (x, y)|dx ≤ Ei
|k(x, y) − k2 (x, y)|dx.
2
This is true for almost every y, so integrating with respect to y we get the result. Q
Q
Now, summing over i, we get
R R
|k − k1 | ≤ 2 |k − k2 | ≤ ²,
as required.

376S Theorem Let (X, Σ, µ) be a complete locally determined measure space, (Y, T, ν) a σ-finite
measure space, and λ the c.l.d. product measure on X × Y . Let τ be an extended Fatou norm on L0 (ν) and
0
write Lτ for {g : g ∈ L0 (ν), τ 0 (g • ) < ∞}, where τ 0 is the associate extended Fatou norm of τ (369H-369I).
0
Suppose that k ∈ L0 (λ) is such that k × (f ⊗ g) is integrable whenever f ∈ LR1 (µ) and g ∈ LRτ . Then we
have a corresponding linear operator T : L1 (µ) → Lτ defined by saying that (T f • ) × g • = k × (f ⊗ g)
0
whenever f ∈ L1 (µ), g ∈ Lτ .
For x ∈ X set kx (y) = k(x, y) whenever this is defined. Then kx ∈ L0 (ν) for almost every x; set
vx = kx• ∈ L0 (ν) for such x. In this case x 7→ τ (vx ) is measurable and defined and finite almost everywhere,
and kT k = ess supx τ (vx ).
Remarks The discussion of extended Fatou norms in §369 regarded them as functionals on spaces of the
form L0 (A). I trust that no-one will be offended if I now speak of an extended Fatou norm on L0 (ν), with
0
the associated function spaces Lτ , Lτ ⊆ L0 , taking for granted the identification in 364Jc.
Recall that (f ⊗ g)(x, y) = f (x)g(y) for x ∈ dom f , y ∈ dom g (253B).
376S Kernel operators 471

By ‘ess supx τ (vx )’ I mean

inf{M : M ≥ 0, {x : vx is defined and τ (vx ) ≤ M } is conegligible}
(see 243D).
R 0
proof (a) To see that the formula (f, g) 7→ k × (f ⊗ g) gives rise to an operator in L× (U ; (Lτ )× ), it is
perhaps quickest to repeat the argument of parts (a) and (b) of the proof of 376E. (We are not quite in
a position to quote 376E, as stated, because the localizable measure algebra free product there might be
strictly larger than the measure algebra of λ; see 325B.)
R The first step, of course, is to note that changing
f or g on a negligible set does not affect the integral k × (f ⊗ g), so that we have a bilinear functional on
0
L1 × Lτ ; and the other essential element is the fact that the maps f • 7→ (f ⊗ χY )• , g • 7→ (χX ⊗ g)• are
order-continuous (put 325A and 364Rc together).
0
By 369K, we can identify (Lτ )× with Lτ , so that T becomes an operator in L× (U ; Lτ ). Note that it
must be norm-bounded (355C).
(b) By 376I, there is a non-decreasing sequence hYn in∈N of measurable sets in Y , covering Y , such that
0
χYn ∈ Lτ for every n. Set X0 = {x : x ∈ X, kx ∈ L0 (ν)}. Then X0 is conegligible in R X. P
P Let E ∈ Σ be
any set of finite measure. Then for any n ∈ N, k × (χE ⊗ χYn ) is integrable, that is, E×Yn k is defined and
R
finite; so by Fubini’s theorem Yn kx is defined and finite for almost every x ∈ E. Consequently, for almost
every x ∈ E, kx × χYn ∈ L0 (ν) for every n ∈ N, that is, kx ∈ L0 (ν), that is, x ∈ X0 .
Thus E \ X0 is negligible for every set E of finite measure. Because µ is complete and locally determined,
X0 is conegligible. QQ
This means that vx and τ (vx ) are defined for almost every x.
(c) τ (vx ) ≤ kT k for almost every x. P
P Take any E ∈ Σ of finite measure, and n ∈ N. Then k × χ(E × Yn )
is integrable. For each r ∈ N, there is a finite partition Er0 , . . . , Er,m(r) of E into measurable sets such that
R
E×Yn
|k − k (r) | ≤ 2−r , where
Z
1
k (r) (x, y) = k(t, y)dt whenever y ∈ Yn , x ∈ Eri , µEri > 0
µEri Eri
and the integral is defined in R,
= 0 otherwise
(r) (r)
(376R). Now k (r) is also integrable over E × Yn , so kx ∈ L0 (ν) for almost every x ∈ E, writing kx (y) =
(r) (r) (r) (r)
k (r) (x, y), and we can speak of vx = (kx )• for almost every x. Note that kx = kx0 whenever x, x0 belong
to the same Eri .
(r) 0 0
If µEri > 0, then vx must be defined for every x ∈ Eri . If v 0 ∈ Lτ is represented by g ∈ Lτ then
Z Z
k × (χEri ⊗ (g × χYn )) = k(t, y)g(y)d(t, y)
Eri ×Yn
Z Z
= µEri k (r) (x, y)g(y)dy = µEri vx(r) × v 0

for any x ∈ Eri . But this means that

R (r)
R
µEri vx × v 0 = T (χEri
•
) × v 0 × χYn•
0
for every v 0 ∈ Lτ , so
(r) 1 (r) 1
vx = T (χEri
•
) × χYn• , τ (vx ) ≤ kT kkχEri
•
k1 = kT k
µEri µEri
(r)
for every x ∈ Eri . RThis is true whenever µEri > 0, so in fact τ (vx ) ≤ kT k for almost every x ∈ E.
P
Because r∈N E×Yn |k − k (r) | < ∞, we must have k(x, y) = limr→∞ k (r) (x, y) for almost every (x, y) ∈
E × Yn . Consequently, for almost every x ∈ E, k(x, y) = limr→∞ k (r) (x, y) for almost every y ∈ Yn , that is,
472 Linear operators between function spaces 376S

(r)
hvx ir∈N order*-converges to vx × χYn• (in L0 (ν)) for almost every x ∈ E. But this means that, for almost
every x ∈ E,
(r)
τ (vx × χYn• ) ≤ lim inf r→∞ τ (vx ) ≤ kT k
(369Mc). Now
τ (vx ) = limn→∞ τ (vx × χYn• ) ≤ kT k
for almost every x ∈ E.
As in (b), this implies (since E is arbitrary) that τ (vx ) ≤ kT k for almost every x ∈ X. Q
Q
(d) I now show that x 7→ τ (vx ) is measurable. PP Take γ ∈ [0, ∞[ and set A = {x : x ∈ X0 , τ (vx ) ≤ γ}.
Suppose that µE < ∞. Let G be a measurable envelope of A ∩ E (132Ed). Set k̃(x, y) = k(x, y) when x ∈ G
0
and (x, y) ∈ dom k, 0 otherwise. If f ∈ L1 (µ) and g ∈ Lτ , then
R R R R
k̃(x, y)f (x)g(y)d(x, y) = G×Y
k(x, y)f (x)g(y)d(x, y) = G
f (x) Y
k(x, y)g(y)dydx
is defined. R
For x ∈ X0 , set h(x) = |k̃(x, y)g(y)|dy. Then h is finite almost everywhere and measurable. For
x ∈ A ∩ E,
R R
|k̃(x, y)g(y)|dy = |vx × g • | ≤ γτ 0 (g • ).
So the measurable set G0 = {x : h(x) ≤ γτ 0 (g • )} includes A ∩ E, and µ(G \ G0 ) = 0. Consequently
R R
| k̃(x, y)f (x)g(y)d(x, y)| ≤ G
|f (x)|h(x)dx ≤ γkf k1 τ 0 (g • ),
0
and this is true for every f ∈ L1 (µ), g ∈ Lτ .
Now we have an operator T̃ : L1 (µ) → Lτ defined by the formula
R R 0
k̃ × (f ⊗ g) when f ∈ L1 (ν) and g ∈ Lτ ,
(T̃ f • ) × g • =
R 0
and the formula just above tells us that | T̃ u × v 0 | ≤ γkuk1 τ 0 (v 0 ) for every u ∈ L1 (ν), v 0 ∈ Lτ ; that is,
τ (T̃ u) ≤ γkuk1 for every u ∈ L1 (µ); that is, kT̃ k ≤ γ. But now (c) tells us that τ (ṽx ) ≤ γ for almost every
x ∈ X, where ṽx is the equivalence class of y 7→ k̃(x, y), that is, ṽx = vx for x ∈ G ∩ X0 , 0 for x ∈ X \ G.
So τ (vx ) ≤ γ for almost every x ∈ G, and G \ A is negligible. But this means that A ∩ E is measurable. As
E is arbitrary, A is measurable; as γ is arbitrary, x 7→ τ (vx ) is measurable. Q Q
P Set M = ess supx τ (vx ). If f ∈ L1 (µ)
(e) Finally, the ideas in (d) show that kT k ≤ ess supx τ (vx ). P
τ0
and g ∈ L , then
R R
|k(x, y)f (x)g(y)|d(x, y) ≤ |f (x)|τ (vx )τ 0 (g • )dx ≤ M kf k1 τ 0 (g • );
as g is arbitrary, τ (T f • ) ≤ M kf k1 ; as f is arbitrary, kT k ≤ M . Q
Q

376X Basic exercises > (a) Let µ be Lebesgue measure on R. Let h be a µ-integrable real-valued
function with khk1 ≤ 1,R and set k(x, y) = h(y − x) whenever this is defined. Show that if f is in either L1 (µ)
or L∞ (µ) then g(y) = k(x, y)f (x)dx is defined for almost every y ∈ R, and that this formula gives rise to
×
an operator T ∈ Tµ̄,µ̄ as defined in 373A. (Hint: 255H.)

(b) Let (A, µ̄) and (B, ν̄) be semi-finite measure algebras with localizable measure algebra free product
(C, λ̄), and take p ∈ [1, ∞]. Show that if u ∈ Lp (A, µ̄) and v ∈ Lp (B, ν̄) then u ⊗ v ∈ Lp (C, λ̄) and
ku ⊗ vkp = kukp kvkp .

> (c) Let U , V , W be Riesz spaces, of which V and W are Dedekind complete, and suppose that T ∈
L× (U ; V ) and S ∈ L× (V ; W ). Show that if either S or T is an abstract integral operator, so is ST .

(d) Let h be a Lebesgue integrable function on R, and f a square-integrable function. Suppose

R that
hfn in∈N is a sequence of measurable functions such that (α) |fn | ≤ f for every n (β) limn→∞ E fn = 0 for
every measurable set E of finite measure. Show that limn→∞ (h ∗ fn )(y) = 0 for almost every y ∈ R, where
h ∗ fn is the convolution of h and fn . (Hint: 376Xa, 376F.)
376Xn Kernel operators 473

(e) Let U and V be Riesz spaces, of which V is Dedekind complete. Suppose that W ⊆ U ∼ is a solid
linear subspace, and that T belongs to the band in L∼ (U ; V ) generated by operators of the form u 7→ f (u)v,
where f ∈ W and v ∈ V . Show that whenever hun in∈N is an order-bounded sequence in U such that
limn→∞ f (un ) = 0 for every f ∈ W , then hT un in∈N order*-converges to 0 in V .

(f ) Let (A, µ̄) be a semi-finite measure algebra and U ⊆ L0 = L0 (A) an order-dense Riesz subspace such
that U × separates the points of U . Let hun in∈N be an order-bounded sequence in U . Show that the following
are equiveridical: (i) limn→∞ f (|un |) = 0 for every f ∈ U × ; (ii) hun in∈N → 0 for the topology of convergence
in measure on L0 . (Hint: by 367T, condition (ii) is intrinsic to U , so we can replace (A, µ̄) by a localizable
algebra and use the representation in 369D.)

(g) Let U be a Banach lattice with an order-continuous norm, and V a weakly (σ, ∞)-distributive Riesz
space. Show that for T ∈ L∼ (U ; V ) the following are equiveridical: (i) T belongs to the band in L∼ (U ; V )
generated by operators of the form u 7→ f (u)v where f ∈ U ∼ , v ∈ V ; (ii) hT un in∈N order*-converges to 0
in V whenever hun in∈N is an order-bounded sequence in U + which is norm-convergent to 0; (iii) hT un in∈N
order*-converges to 0 in V whenever hun in∈N is an order-bounded sequence in U which is weakly convergent
to 0.

(h) Let (X, Σ, µ) and (Y, T, ν) be σ-finite measure spaces, with product measure λ on X × Y , and
measure algebras (A, µ̄), (B,Rν̄). Suppose that k ∈ L0 (λ). Show that the following are equiveridical: (i)(α)
if f ∈ L1 (µ) then gf (y) = k(x, y)f (x)dx is defined for almost every yR and gf ∈ L1 (ν) (β) there is an
×
operator T ∈ Tµ̄,ν̄ defined by setting T f • = gf• for every f ∈ L1 (µ); (ii) |k(x, y)|dy ≤ 1 for almost every
R
x ∈ X, |k(x, y)|dx ≤ 1 for almost every y ∈ Y .

> (i) Let µ be Lebesgue measureRon R. Give an example of a measurable function k : [0, 1]2 → R such
that, for any f ∈ L2 (µ), gf (y) = k(x, y)f (x)dx is defined for every y and kgf k2 = kf k2 , but k is not
integrable, so the linear isometry on L2 = L2 (µ) defined by k does not belong to L∼ (L2 ; L2 ). (Hint: 371Ye.)

(j) Let (X, Σ, µ) be a σ-finite measure space and (Y, T, ν) a complete locally determined measure space.
Let U ⊆ L0 (µ), V ⊆ L0 (ν) be solid linear subspaces, of which V is order-dense; write V # = {v : v ∈
L0 (ν), v × v 0 is integrable for every v 0 ∈ V }, U = {f : f ∈ L0 (ν), f • ∈ U }, V = {g : g ∈ L0 (ν), g • ∈ V },
V# = {h : h ∈ L0 (ν), h• ∈ V # }. Let λ be the c.l.d. product measure on X × Y , and k ∈ LR0 (λ) a function
such that k×(f ⊗g) is integrable for every f ∈ U, g ∈ V. (i) Show that for any f ∈ U, hf (y) = k(x, y)f (x)dx
is defined for almost every y ∈ Y , and that hf ∈ V# . (ii) Show × #
R that we haveRa map T ∈ L (U ; V ) defined
either by writing T f • = h•f for every f ∈ U or by writing (T f • ) × g • = k × (f ⊗ g) for every f ∈ U,
g ∈ V.

(k) Let (X, Σ, µ), (Y, T, ν) and (Z, Λ, λ) be σ-finite measure spaces, and U , V , W perfect order-dense
solid linear subspaces of L0 (µ), L0 (ν) and L0 (λ) respectively. Suppose that T : U → V and S : V → W
are abstract integral operators corresponding to kernels k1 ∈ L0 (µ × ν), k2 ∈ L0 (ν × λ), writing µ × ν for
the (c.l.d. or primitive) product measure onR X × Y . Show that ST : U → W is represented by the kernel
k ∈ L0 (µ × λ) defined by setting k(x, z) = k1 (x, y)k2 (y, z)dy whenever this integral is defined.

(l) Let U be a perfect Riesz space. Show that a set C ⊆ U is relatively compact for Ts (U, U × ) iff for
every g ∈ (U × )+ , ² > 0 there is a u∗ ∈ U such that g(|u| − u∗ )+ ≤ ² for every u ∈ C. (Hint: 376O and the
proof of 356Q.)

> (m) Let µ be Lebesgue measure on [0, 1], and ν counting measure on [0, 1]. Set k(x, y) = 1 if x = y, 0
otherwise. Show that 376S fails in this context (with, e.g., τ = k k∞ ).

(n) Suppose, in 376Xj, that U = Lτ for some extended Fatou norm on L0 (µ) and that V = L1 (ν), so
that V # = L∞ (ν). Set ky (x) = k(x, y) whenever this is defined, uy = ky• whenever ky ∈ L0 (ν). Show that
uy ∈ Lτ for almost every y ∈ Y , and that the norm of T in B(Lτ ; L∞ ) is ess supy τ 0 (uy ). (Hint: do the case
of totally finite Y first.)
474 Linear operators between function spaces 376Y

376Y Further exercises (a) Let U , V and W be linear spaces (over any field F ) and φ : U × V → W
a bilinear map. Let W0 be the linear subspace of W generated by φ[U × V ]. Show that the following are
equiveridical: (i) for every linear space Z over F and every bilinear ψ : U × V → Z, there is a (unique)
linear operator T : W0 → Z such that Pn T φ = ψ (ii) whenever u0 , . . . , un ∈ U are linearly independent
and v0 , . . . , vn ∈ V are non-zero, φ(ui , vi ) 6= 0 (iii) whenever u0 , . . . , un ∈ U are non-zero and
i=0P
n
v0 , . . . , vn ∈ V are linearly independent, i=0 φ(ui , vi ) 6= 0 (iv) for any Hamel bases hui ii∈I , hvj ij∈J of U
and V , hφ(ui , vj )ii∈I,j∈J is a Hamel basis of W0 (v) for some pair hui ii∈I , hvj ij∈J of Hamel bases of U and
V , hφ(ui , vj )ii∈I,j∈J is a Hamel basis of W0 .
(b) Let (A, µ̄), (B, ν̄) be semi-finite measure algebras, and (C, λ̄) their localizable measure algebra free
product. Show that ⊗ : L0 (A) × L0 (B) → L0 (C) satisfies the equivalent conditions of 376Ya.
(c) Let (X, Σ, µ) and (Y, T, ν) be semi-finite measure spaces and λ the c.l.d. product measure on X × Y .
Show that the map (f, g) 7→ f ⊗ g : L0 (µ) × L0 (ν) → L0 (λ) induces a map (u, v) 7→ u ⊗ v : L0 (µ) × L0 (ν) →
L0 (λ) possessing all the properties described in 376B and 376Ya.
(d) Let (A, µ̄) be the measure algebra of {0, 1}ω1 with its usual measure, and hbξ iξ<ω1 the canonical
independent family of elements of measure 12 in A. Set
R U =L
2 ω1
R (A, µ̄) and V = {v : v ∈ R , {ξ : v(ξ) 6= 0} is
countable}. Define T : U → V by setting T u(ξ) = 2 bξ u − u for ξ < ω1 , u ∈ U . Show that (i) hT un in∈N
order*-converges to 0 in V whenever hun in∈N is a sequence in U such that limn→∞ f (un ) = 0 for every
f ∈ U × (ii) T ∈
/ L∼ (U ; V ).
(e) Let U be a Riesz space with the countable sup property (definition: 241Yd) such that U × separates the
points of U , and hun in∈N a sequence in U . Show that the following are equiveridical: (i) limn→∞ f (v∧|un |) =
0 for every f ∈ U × , v ∈ U + ; (ii) every subsequence of hun in∈N has a sub-subsequence which is order*-
convergent to 0.
(f ) Let U be an Archimedean Riesz space and A a weakly (σ, ∞)-distributive Dedekind complete Boolean
algebra. Suppose that T : U → L0 = L0 (A) is a linear operator such that h|T un |in∈N order*-converges to 0
in L0 whenever hun in∈N is order-bounded and order*-convergent to 0 in U . Show that T ∈ L∼ 0
c (U ; L ), so
× 0
that if U has the countable sup property then T ∈ L (U ; L ).
(g) Suppose that (Y, T, ν) is a probability space in which T = PY , ν{y} = 0 for every y ∈ Y . (See 363S.)
Take X = Y and let µ be counting measure on X; let λ be the c.l.d. product measure on X × Y , and set
k(x, y) = 1 if x = y, 0 otherwise. Show that we haveR an operator T : L∞ (µ) → L∞ (ν) defined by setting
T f = g • whenever f ∈ L∞ (µ) ∼ = `∞ (X) and g(y) = k(x, y)f (x)dx = f (y) for every y ∈ Y . Show that T
does not belong to L (L (µ); L∞ (ν)) and in particular does not satisfy the condition (ii) of 376J.
× ∞

(h) Give an example of an abstract integral operator T : `2 → L1 (µ), where µ is Lebesgue measure on
[0, 1], such that hT en in∈N is not order*-convergent in L1 (µ), where hen in∈N is the standard orthonormal
sequence in `2 .
(i) Let U be an L-space and write G for the regular open algebra of R. Show that any bounded linear
operator from U to L∞ (G) is an abstract integral operator.
(j) Let U be an L-space and V a Banach lattice with an order-continuous norm. Let T ∈ L∼ (U ; V ). Show
that the following are equiveridical: (i) T is an abstract integral operator; (ii) T [C] is norm-compact in V
whenever C is weakly compact in U . (Hint: start with the case in which C is order-bounded, and remember
that it is weakly sequentially compact.)
(k) Let (X, Σ, µ) be a semi-finite measure space. Show that 376S is valid for (X, Σ, µ) iff (X, Σ, µ) has
locally determined negligible sets (213I).
(l) Let (X, Σ, µ) be a complete locally determined measure space and (Y, T, ν), (Z, Λ, λ) two σ-finite
measure spaces. Suppose that τ , θ are extended Fatou norms on L0 (ν), L0 (λ) respectively, and that T :
L1 (µ) → Lτ is an abstract integral operator, with corresponding kernel k ∈ L0 (µ×ν), while S ∈ L× (Lτ ; Lθ ),
so that ST : L1 (µ) → Lθ is an abstract integral operator (376Xc); let k̃ ∈ L0 (µ × λ) be the corresponding
kernel. For x ∈ X set vx = kx• when this is defined in Lτ , as in 376S, and similarly take wx = k̃x• ∈ Lθ .
Show that Svx = wx for almost every x ∈ X.
376 Notes Kernel operators 475

P∞
(m) Set k(m, n) = 1/π(n − m + 21 ) for m, n ∈ Z. (i) Show that n=−∞ k(m, n)2 = 1 for every m ∈ Z.
P∞
(Hint: 282Xo.) (ii) Show that n=−∞ k(m, n)k(m0 , n) = 0 for all distinct m, m0 ∈ Z. (Hint: look at
k(m, n) − k(m0 , n).) (iii) Show 2 2
P∞ that there is a norm-preserving linear operator T from ` = ` (Z) to itself
given by setting (T u)(n) = m=−∞ k(m, n)u(m) for every n. (iv) Show that T 2 is the identity operator on
P∞ p
`2 . (v) Show that T ∈ / L∼ (`2 ; `2 ). (Hint: consider m,n=−∞ |k(m, n)|x(m)x(n) where x(n) = 1/ |n| ln |n|
for |n| ≥ 2.) (T is a form of the Hilbert transform.)

(n) (i) Show that there is a compact linear operator from `2 to itself which is not in L∼ (`2 ; `2 ). (Hint:
start from the operator S of 371Ye.) (ii) Show that the identity operator on `2 is an abstract integral
operator.

376 Notes and comments I leave 376Yb to the exercises because I do not rely on it for any of the work
here, but of course it is an essential aspect of the map ⊗ : L0 (A) × L0 (B) → L0 (C) I discuss in this section.
The conditions in 376Ya are characterizations of the ‘tensor product’ of two linear spaces, a construction of
great importance in abstract linear algebra (and, indeed, in modern applied linear algebra; it is by no means
trivial even in the finite-dimensional case). In particular, note that conditions (ii), (iii) of 376Ya apply to
arbitrary subspaces of U and V if they apply to U and V themselves.
The principal ideas used in 376B-376C have already been set out in §§253 and 325. Here I do little more
than list the references. I remark however that it is quite striking that L1 (C, λ̄) should have no fewer than
three universal mapping theorems attached to it (376Ca, 376C(b-i) and 376C(b-ii)).
The real work of this section begins in 376E. As usual, much of the proof is taken up with relatively
straightforward verifications, as in parts (a) and (b), while part (i) is just a manoeuvre to show that it
doesn’t matter if A and B aren’t Dedekind complete, because C is. But I think that parts (d), (f) and (j)
have ideas in them. In particular, part (f) is a kind of application of the Radon-Nikodým theorem (through
the identification of L1 (C, λ̄)∗ with L∞ (C)).
I have split 376E from 376H because the former demands the language of measure algebras, while the
latter can be put into the language of pure Riesz space theory. Asking for a weakly (σ, ∞)-distributive space
V in 376H is a way of applying the ideas to V = L0 as well as to Banach function spaces. (When V = L0 ,
indeed, variations on the hypotheses are possible, using 376Yf.) But it is a reminder of one of the directions
in which it is often possible to find generalizations of ideas beginning in measure theory.
The condition ‘limn→∞ f (un ) = 0 for every f ∈ U × ’ (376H(ii)) seems natural in this context, and gives
marginally greater generality than some alternatives (because it does the right thing when U × does not
separate the points of U ), but it is not the only way of expressing the idea; see 376Xf and 376Ye. Note that
the conditions (ii) and (iii) of 376H are significantly different. In 376H(iii) we could easily have |un | = u∗ for
every n; for instance, if un = 2χan − χ1 for some stochastically independent sequence han in∈N of elements
of measure 21 in a probability algebra (272Yd).
If you have studied compact linear operators between Banach spaces (definition: 3A5Ka), you will have
encountered the condition ‘T un → 0 strongly whenever un → 0 weakly’. The conditions in 376H and 376J
are of this type. If a sequence hun in∈N in a Riesz space U is order-bounded and order*-convergent to 0,
then limn→∞ f (un ) = 0 for every f ∈ U × (367Xf). Visibly this latter condition is associated with weak
convergence, and order*-convergence is (in Banach lattices) closely related to norm convergence (367D-
367E). In the context of 376H, an abstract integral operator is one which transforms convergent sequences
of a weak type into convergent sequences of a stronger type. The relationship between the classes of (weakly)
compact operators and abstract integral operators is interesting, but outside the scope of this book; I leave
you with 376P-376Q and 376Y, and a pair of elementary examples to guard against extravagant conjecture
(376Yn).
376O belongs to an extensive general theory of weak compactness in perfect Riesz spaces, based on
adaptations of the concept of ‘uniform integrability’. I give the next step in 376Xl. For more information
see Fremlin 74a, chap. 8.
Note that 376Mb and 376P overlap when V × in 376Mb is reflexive – for instance, when V is an Lp space
for some p ∈ ]1, ∞[ – since then every bounded linear operator from L1 to V × must be weakly compact.
I give 376Yi as a hint that there may be more to be said about the case in which the codomain is not
perfect, indeed not weakly (σ, ∞)-distributive. For more information on the representation of operators see
Dunford & Schwartz 57, particularly Table VI in the notes to Chapter VI.
476 Linear operators between function spaces 376 Notes

As soon as we leave formulations in terms of the spaces L0 (A) and their subspaces, and return to the
original conception of a kernel operator in terms of integrating functions against sections of a kernel, we
are necessarily involved
RR in the pathology
RR of Fubini’s theorem for general measure spaces. In general, the
repeated integrals k(x, y)dxdy, k(x, y)dydx need not be equal, and something has to give (376Xm).
Of course this particular worry disappears if the spaces are σ-finite, as in 376J. In 376S I take the trouble
to offer a more general condition, fairly near to the best possible result (376Yk), mostly as a reminder that
the techniques developed in Volume 2 do enable us sometimes to go beyond the σ-finite case. Note that
this is one of the many contexts in which anything we can prove about probability spaces will be true of all
σ-finite spaces; but that we cannot make the next step, to all strictly localizable spaces.
376S verges on the theory of integration of vector-valued functions, which I don’t wish to enter here;
but it also seems to have a natural place in the context of this chapter. It is of course a special property
of L1 spaces. The formula kTk k = ess supx τ (kx• ) shows that kT|k| k = kTk k; now we know fron 376E that
T|k| = |Tk |, so we get a special case of the Chacon-Krengel theorem (371D). Reversing the roles of X and Y ,
we find ourselves with an operator from Lτ to L∞ (376Xn), which is the other standard context in which
kT k = k|T |k (371Xd). I include two exercises on L2 spaces (376Xi, 376Ym) designed to emphasize the fact
that B(U ; V ) is included in L∼ (U ; V ) only in very special cases.
The history of the theory here is even more confusing than that of mathematics in general, because so
many of the ideas were developed in national schools in very imperfect contact with each other. My own
account gives no hint of how this material arose; I ought in particular to note that 376N is one of the oldest
results, coming (essentially) from Dunford 36. For further references, see Zaanen 83, chap. 13.
381B Automorphism groups of Boolean algebras 477

Chapter 38
Automorphism groups
As with any mathematical structure, every measure algebra has an associated symmetry group, the group
of all measure-preserving automorphisms. In this chapter I set out to describe some of the remarkable features
of these groups. I begin with a section on automorphism groups of general Dedekind complete Boolean
algebras (§381), before continuing with applications of the ideas developed there to measure algebras (§382);
the principal results of these sections concern the expression of a general automorphism as a product of
involutions (381N, 382D) and a description of the normal subgroups of automorphism groups of homogeneous
algebras (381S, 382H). I continue with a discussion of circumstances under which these automorphism groups
determine the underlying algebras and/or have few outer automorphisms (§383).
One of the outstanding open problems of the subject is the ‘isomorphism problem’, the classification
of automorphisms of measure algebras up to conjugacy in the automorphism group. I offer a section on
‘entropy’, the most important numerical invariant enabling us to distinguish some non-conjugate automor-
phisms (§384). For Bernoulli shifts on the Lebesgue measure algebra (384Q-384S), the isomorphism problem
is solved by Ornstein’s theorem; I present a complete proof of this theorem in §§385-386. Finally, in §387,
I give Dye’s theorem, describing the full subgroups generated by single automorphisms of measure algebras
of countable Maharam type.

381 Automorphism groups of Boolean algebras

My aim in this chapter is to describe the automorphism groups of measure algebras, but as usual I prefer
to begin with results which can be expressed in the language of general Boolean algebras, even though
on this occasion it is necessary to introduce some special terminology. I will however restrict myself to
the ideas which seem necessary for the theorems in the next two sections. I begin with some elementary
general results on the construction of automorphisms by piecing together fragments of others (381B-381C), a
discussion of the concept of an element supporting an automorphism (381D-381F, 381L), an introduction to
a ‘cycle notation’ for certain automorphisms (381G-381I), and a version of Frolı́k’s theorem on the structure
of automorphisms (381J).
The principal theorems are 381N, giving a sufficient condition for every automorphism to be a product of
involutions, and 381S, describing the normal subgroups of certain groups of automorphisms. Both depend
on Dedekind completeness of the Boolean algebra and on the concept of ‘full’ subgroup of Aut A (381M);
the latter also requires the group to have ‘many involutions’ (381P-381R). Both concepts are chosen with a
view to the next section, where the results will be applied to groups of measure-preserving automorphisms.

381A The group Aut A For any Boolean algebra A, I write Aut A for the set of automorphisms of A,
that is, the set of bijective Boolean homomorphisms π : A → A. This is a group, being a subgroup of the
group of all bijections from A to itself (use 312G). Note that every member of Aut A is order-continuous; this
is because it must be an isomorphism of the order structure of A, and is also a consequence of 313P(a-ii).

381B Lemma Let A be a Boolean algebra, and hai ii∈I , hbi ii∈I two partitions of unity in A. Assume
either that I is finite
or that I is countable and A is Dedekind σ-complete
or that A is Dedekind complete.
Suppose that for each i ∈ I we have an isomorphism πi : Aai → Abi between the corresponding principal
ideals. The there is a unique π ∈ Aut A such that πc = πi c whenever i ∈ I and c ⊆ ai .
Q Q
proof By 315F, we may identify A with each of the products i∈I Aai , i∈I Abi ; now π corresponds to
the isomorphism between the two products induced by the πi .
478 Automorphism groups 381C

381C Corollary Let A be a homogeneous Boolean algebra, and A, B two partitions of unity in A,
neither containing 0. Let θ : A → B be a bijection. Suppose
either that A, B are finite
or that A, B are countable and A is Dedekind σ-complete
or that A is Dedekind complete.
Then there is an automorphism of A extending θ.
proof For every a ∈ A, the principal ideals Aa , Aθa are isomorphic to the whole algebra A, and therefore
to each other; let πa : Aa → Aθa be an isomorphism. Now apply 381B.

381D Elements supporting an automorphism The following concept will be extremely useful. If
A is a Boolean algebra, π ∈ Aut A and a ∈ A I will say that π is supported by a, or a supports π, if
πd = d for every d ⊆ 1 \ a. We have the following elementary facts.

381E Lemma Let A be a Boolean algebra.

(a) If π ∈ Aut A is supported by a ∈ A then πa = a and πd ⊆ a for every d ⊆ a.
(b) If π, φ ∈ Aut A are both supported by a ∈ A so are π −1 and πφ.
(c) If π ∈ Aut A is supported by a ∈ A and φ ∈ Aut A then φπφ−1 is supported by φa.
(d) If π, φ ∈ Aut A are supported by a, b respectively and a ∩ b = 0, then πφ = φπ.
(e) Let π ∈ Aut A and let A be the set of a ∈ A supporting π. Then A is non-empty and closed under
arbitrary infima; also b ∈ A whenever b ⊇ a ∈ A. In particular, if π is supported by both a and b then it is
supported by a ∩ b.
(f) For any π ∈ Aut A, a ∈ A, a supports π iff d ⊆ a whenever d ∩ πd = 0.
(g) If π ∈ Aut A is supported by a ∈ A, and φ, ψ ∈ Aut A are such that φd = ψd for every d ⊆ a, then
φπφ−1 = ψπψ −1 .
proof (a) π(1 \ a) = 1 \ a, so πa = a, and if d ⊆ a then πd ⊆ πa = a.
(b) If d ∩ a = 0 then πd = d = φd so π −1 d = d = πφd.
(c) If d ∩ φa = 0 then φ−1 d ∩ a = 0 so πφ−1 d = φ−1 d and φπφ−1 d = d.
(d) If d ⊆ a, then φd = d so πφd = πd. Also πd ⊆ πa = a, so φπd = πd; thus φπd = πφd. Similarly
φπd = πφd if d ⊆ b. Finally, if d ⊆ 1 \ (a ∪ b), then πφd = φπd = d. By the ‘uniqueness’ assertion of 381B,
or otherwise, πφ = φπ.
(e) Of course 1 ∈ A, because π0 = 0; and it is also obvious that if b ⊇ a ∈ A then b ∈ A. If B ⊆ A is
non-empty and c = inf B is defined in A, then for any d ⊆ 1 \ c we have
d = d \ c = supb∈B d \ b,
so (because π is order-continuous)
πd = supb∈B π(d \ b) = supb∈B d \ b = d.
So c supports π.
(f )(i) If a supports π and d ∩ πd = 0, then
d \ a = π(d \ a) ∩ d ⊆ πd ∩ d = 0,
so d ⊆ a.
(ii) If a does not support π, there is a c ⊆ 1 \ a such that πc 6= c. So one of c \ πc, πc \ c is non-zero.
If c \ πc 6= 0, take this for d; then d 6⊆ a and πd ∩ d ⊆ πc \ πc = 0. Otherwise, take d = π −1 (πc \ c); then
0 6= d ⊆ c, so d 6⊆ a, while
d ∩ πd = (c \ π −1 c) ∩ (πc \ c) = 0.

(g) For d ⊆ a, ψ −1 φd = ψ −1 ψd = d, so ψ −1 φ is supported by 1 \ a. By (d), πψ −1 φ = ψ −1 φπ, so

φπφ−1 = ψψ −1 φπφ−1 = ψπψ −1 φφ−1 = ψπψ −1 .
381H Automorphism groups of Boolean algebras 479

381F Corollary Let A be a Boolean algebra and π ∈ Aut A. If e ∈ A is such that there is any b ⊆ e for
which πb 6= b, then there is a non-zero a ⊆ e such that a ∩ πa = 0.
proof Because 1 \ e does not support π, 381Ef tells us that there is a d 6⊆ 1 \ e such that d ∩ πd = 0; now
set a = d ∩ e.

381G Cyclic automorphisms: Definition Let A be a Boolean algebra.

(a) Suppose that a, b are disjoint members of A and that π ∈ Aut A is such that πa = b. I will write
←−−
(a π b) for the member ψ of Aut A defined by setting

ψd = πd if d ⊆ a,
= π −1 d if d ⊆ b,
= d if d ⊆ 1 \ (a ∪ b).
Observe that in this case (if a 6= 0) ψ is an involution, that is, has order 2 in the group Aut A; involutions
of this type I will call exchanging involutions.
(b) More generally, if a1 , . . . , an are disjoint elements of A and πi ∈ Aut A are such that πi ai = ai+1 for
each i < n, then I will write
(←
a −−−a−−−−.−.−.−−−−−
1 π1 2 π2 πn−1 a−)
n

for that ψ ∈ Aut A such that

ψd = πi d if 1 ≤ i < n, d ⊆ ai ,
= π1−1 π2−1 . . . πn−1
−1
d if d ⊆ an ,
= d if d ⊆ 1 \ sup ai .
i≤n

(c) It will occasionally be convenient to use the same notation when each πi is a Boolean isomorphism
between the principal ideals Aai and Aai+1 , rather than an automorphism of the whole algebra A.
Remark The point of this notation is that we can expect to use the standard techniques for manipulating
cycles that are (I suppose) familiar to you from elementary group theory; the principal change is that we
have to keep track of the subscripted automorphisms π . The following results are typical.

381H Lemma Let A be a Boolean algebra.

←−−
(a) If ψ = (a π b) is an exchanging involution in Aut A, then
←−− ←−− ←−−−
ψ = (a ψ b) = (b ψ a) = (b π−1 a)
is supported by a ∪ b.
←−−
(b) If π = (a π b) is an exchanging involution in Aut A, then for any φ ∈ Aut A,
←−−−−−−−
φπφ−1 = (φa φπφ−1 φb)
is another exchanging involution.
←−− ←−−
(c) If π = (a π b) and φ = (c φ d) are exchanging involutions, and a, b, c, d are all disjoint, then π and φ
←−−−−−−−
commute, and ψ = πφ = φπ is also an exchanging involution, being (a ∪ c ψ b ∪ d).
proof (a) Check the action of ψ on the principal ideals Aa , Ab , A1\(a∪b) .
(b) φa ∩ φb = φ(a ∩ b) = 0 and
φπφ−1 φa = φπa = φb,
←−−−−−−−
so ψ = (φa φπφ−1 φb) is well-defined. Now check the action of ψ on the principal ideals Aφa , Aφb , A1\φ(a∪b) .
(c) Check the action of ψ on each of the principal ideals Aa , . . . , Ae , where e = 1 \ (a ∪ b ∪ c ∪ d).
480 Automorphism groups 381I

381I Remark I must emphasize that while, after a little practice, calculations of this kind become
easy and safe, they are absolutely dependent on all the cycles present involving only members of one list of
disjoint elements of A. If, for instance, a, b, c are disjoint, then
←−− ←−− ←−−−−
(a π b)(b φ c) = (a π b φ c).
But if a ∩ c 6= 0 then there is no expression for the product in this language. Secondly, of course, we must
be scrupulous in checking, at every use of the notation (←−a1 π− −−−−−
1 . . . an ), that a1 , . . . , an are disjoint and that
πi ai = ai+1 for i < n. Thirdly, a significant problem can arise if the automorphisms involved don’t match.
Consider for instance the product
←−− ←−−
ψ = (a π b)(a φ b).
Then we have ψd = π −1 φd if d ⊆ a, πφ−1 d if d ⊆ b; ψ is not necessarily expressible as a product of ‘disjoint’
cycles. Clearly there are indefinitely complex variations possible on this theme. A possible formal expression
of a sufficient condition to avoid these difficulties is the following. Restrict yourself to calculations involving a
fixed list a1 , . . . , an of disjoint elements of A for which you can describe a family of isomorphisms φij : Aai →
Aaj such that φii is always the identity on Aai , φjk φij = φik for all i, j, k, and whenever ai π aj appears in
a cycle of the calculation, then π agrees with φij on Aai . Of course this would be intolerably unwieldy if it
were really necessary to exhibit all the φij every time. I believe however that it is usually easy enough to
form a mental picture of the actions of the isomorphisms involved sufficiently clear to offer confidence that
such φij are indeed present; and in cases of doubt, then after performing the formal operations it is always
straightforward to check that the calculations are valid, by looking at the actions of the automorphisms on
each relevant principal ideal.

381J The following facts may help to put the concept of ‘exchanging involution’ in its proper place.
Lemma Let A be a Dedekind complete Boolean algebra and π any automorphism of A. Then there is a
partition of unity (a0 , a00 , b0 , b00 , c, e) of A such that
πa0 = b0 , πa00 = b00 , πb00 = c, π(b0 ∪ c) = a0 ∪ a00 , πd = d for every d ⊆ e.

proof (a) Let P be the set {p : p ∈ A, p ∩ πp = 0}. Then P has a maximal element. P P Of course P 6= ∅, as
0 ∈ P . If Q ⊆ P is non-empty and upwards-directed, set p = sup Q, which is defined because A is Dedekind
complete; then πp = sup π[Q] (since π, being an automorphism, is surely order-continuous). If q1 , q2 ∈ Q,
there is a q ∈ Q such that q1 ∪ q2 ⊆ q, so q1 ∩ πq2 ⊆ q ∩ πq = 0. By 313Bc, sup Q ∩ sup π[Q] = 0, that is,
p ∩ πp = 0. This means that p ∈ P and is an upper bound for Q in P . As Q is arbitrary, Zorn’s Lemma
tells us that P has a maximal element. QQ
(b) Let a be a maximal element of P and set b = πa, c = πb \ a, e = 1 \ (a ∪ b ∪ c).
(i) ?? Suppose, if possible, that there is some d ⊆ e such that πd 6= d. By 381F, there is a non-zero
d ⊆ e such that d ∩ πd = 0. Consider ã = a ∪ π −1 d; then a ⊂ ã. But
ã ∩ πã = (a ∩ b) ∪ (a ∩ d) ∪ ((b ∪ d) ∩ π −1 d) = 0
because
π((b ∪ d) ∩ π −1 d) ⊆ d ∩ (a ∪ c ∪ πd) = 0.
So ã is a member of P strictly greater than a, which is impossible. X
X
Thus πd = d for every d ⊆ e; in particular, πe = e.
(ii) Because a ∩ b = 0, b ∩ c ⊆ π(a ∩ b) = 0, and (a, b, c, e) is a partition of unity. Because π(a ∪ b ∪ e)
includes b ∪ c ∪ e, πc ⊆ 1 \ (b ∪ c ∪ e) = a.
(c) Set b00 = π −1 c ⊆ b, b0 = b \ b00 , a0 = π −1 b0 , a00 = π −1 b00 . Then everything required in the statement of
the lemma has been covered, with the possible exception of ‘π(b0 ∪ c) = a0 ∪ a00 ’; but as b0 ∪ c = 1 \ (a ∪ b00 ∪ e),
π(b0 ∪ c) = 1 \ (πa ∪ πb00 ∪ πe) = 1 \ (b ∪ c ∪ e) = a = a0 ∪ a00 .
So the proof is complete.
381N Automorphism groups of Boolean algebras 481

381K Lemma Let A be a Dedekind complete Boolean algebra. Then every involution in Aut A is an
exchanging involution in the sense of 381G.
proof Let π be an involution and let a0 , a00 , b0 , b00 , c, e be a partition of unity as in 381J. Then
c = π 2 a00 = a00 , c ∩ a00 = 0,
so a00 = b00 = c = 0 and πd = d whenever d ⊆ 1 \ (a0 ∪ πa0 ) = e, while a0 ∩ πa0 = 0.

381L The support of an automorphism For Dedekind complete Boolean algebras A, the following
concept is very useful. For any π ∈ Aut A, set supp π = inf{a : π is supported by a}, the support of π.
Note that supp π supports π (381Ee); it is the smallest element of A supporting π. By 381Ef, supp π is also
sup{d : d ∩ πd = 0}. Observe that in the language of 381J supp π is just a0 ∪ a00 ∪ b0 ∪ b00 ∪ c = 1 \ e.
Note that supp π −1 = supp π, and that supp(ππ 0 ) ⊆ supp π ∪ supp π 0 for all π, π 0 ∈ Aut A, by 381Ed.
Moreover, if π, φ ∈ Aut A, then
supp(φπφ−1 ) = φ(supp π).
P By 381Ec, φ(supp π) supports φπφ−1 , so supp(φπφ−1 ) ⊆ φ(supp π); but also
P
supp π ⊆ φ−1 (supp(φπφ−1 )),
so φ(supp π) ⊆ supp(φπφ−1 ). Q
Q

381M In order to apply the argument of the next theorem simultaneously to the groups Aut A here
and to the groups Autµ A of the next section, I introduce the following terminology.
Definition If A is a Boolean algebra, a subgroup G of Aut A is full if whenever hai ii∈I is a partition of
unity in A, hπi ii∈I is a family in G, and π ∈ Aut A is such that πa = πi ai whenever i ∈ I and a ⊆ ai , then
π ∈ G.

381N Theorem Let A be a Dedekind complete Boolean algebra and G a full subgroup of Aut A. Then
every member of G is expressible as the product of at most eight involutions belonging to G.
proof (a) For each n ∈ N, let In be the set of elements of G expressible as the product of n or fewer
involutions belonging to G (so that I0 consists of the identity ι alone). It will be helpful to note that π −1 ∈ In ,
φπφ−1 ∈ In whenever π ∈ In and φ ∈ G. In particular, for instance, πψπ −1 ψ −1 = (πψπ −1 )ψ −1 ∈ I2
whenever ψ ∈ I1 and π ∈ G.
Note that if a ∈ A, π ∈ G and πa ∩ a = 0, then the involution (← a π−−− belongs to G, because it is made
πa)
−1
up of the actions of π, π and ι on Aa , Aπa and A1\(a∪πa) respectively, and G is full.
(b) If π ∈ G there are a ∈ A and involutions φ1 , φ2 ∈ G such that πa ∩ a = 0 and φ1 φ2 π is supported by
a. PP Take a0 , a00 , b0 , b00 , c, e from 381J, and set a = b0 ∪ c. Then certainly πa = a0 ∪ a00 is disjoint from a.
Set
←−−− ←−−−−−−−−−−
φ1 = (b00 π c), φ2 = (a0 ∪ a00 π b0 ∪ b00 ).
Then both φ1 , φ2 are involutions in G. Now trace the action of φ1 φ2 π on each of the principal ideals Aa0 ∪a00 ,
Ab00 , Ae ; we get
φ1 φ2 πd = ιπ −1 πd = d if d ⊆ a0 ∪ a00 ,

φ1 φ2 πd = π −1 ιπd = d if d ⊆ b00 ,

φ1 φ2 πd = ιιιd = d if d ⊆ e.
(I write the identity operator ι into these formulae in the hope of suggesting how the three functions act in
each case.) So supp(φ1 φ2 π) ⊆ b0 ∪ c = a. Q
Q
(c) Suppose that π, ψ ∈ G, a ∈ A, π is supported by a and ψa ∩ a = 0. Then there are φ1 , φ2 , φ3 , ψ 0 ∈ G
and b̃ ⊆ ψa such that (i) φ1 , φ2 , φ3 are all involutions supported by a ∪ b̃ (ii) ψ 0 b̃ ⊆ ψa \ b̃ (iii) φ1 φ2 φ3 π is
P Take a0 , a00 , b0 , b00 , c, e from 381J; then
supported by b̃. P
482 Automorphism groups 381N

a0 ∪ a00 ∪ b0 ∪ b00 ∪ c = supp π ⊆ a.

Set
b = b0 ∪ c, b̃0 = ψb0 , c̃ = ψc, b̃ = ψb = b̃0 ∪ c̃ ⊆ ψa.
Note that b ∩ b̃ ⊆ a ∩ ψa = 0. Set ψ 0 = ψπψ −1 , so that
ψ 0 b̃ = ψπb = ψ(a0 ∪ a00 )
is disjoint from ψb = b̃.
Set
←−−− ←−−− ←−−−−
π1 = (b00 π c)(a0 π b0 )(a00 π b00 )π,
so that (just as in (b) above) π1 is supported by b0 ∪ c = b. Set
←−−− ←−−
φ1 = (b ψπ1 b̃) ∈ I1 , π2 = φ1 (b ψ b̃)π1 .
Examining the action of π2 on Ab , we see that
π2 d = φ1 ψπ1 d = π1−1 ψ −1 ψπ1 d = d if d ⊆ b,
so that supp π2 ∩ b = 0; but as
←−−
supp π2 ⊆ supp φ1 ∪ supp(b ψ b̃) ∪ supp π1 = b ∪ b̃,
supp π2 ⊆ b̃.
Now we have an alternative expression for π2 , as follows:

←−−
π2 = φ1 (b ψ b̃)π1
←−−− ←−− ←−−− ←−−− ←−−−−
= φ1 (b0 ψ b̃0 )(c ψ c̃)(b00 π c)(a0 π b0 )(a00 π b00 )π
←−−− ←−−− ←−− ←−−− ←−−−−
= φ1 (b0 ψ b̃0 )(a0 π b0 )(c ψ c̃)(b00 π c)(a00 π b00 )π
←−−− ←−−− ←−−
(because (a0 π b0 ) commutes with (b00 π c) and (c ψ c̃))
←−−− ←−−− ←−−−−−−−−−−−−−
= φ1 (b0 ψ b̃0 )(a0 π b0 )(c π−1 b00 π−1 a00 ψπ2 c̃)π
(of course this calculation depends on the fact that c, b00 , a00 , c̃ are all disjoint)
←−−− ←−−− ←−−− ←−−−− ←−−−−
= φ1 (b0 ψ b̃0 )(a0 π b0 )(b00 π c)(a00 ψπ2 c̃)(b00 ψπ c̃)π
←−−− ←−−− ←−−−− ←−−− ←−−−−
= φ1 (b0 ψ b̃0 )(b00 π c)(a00 ψπ2 c̃)(a0 π b0 )(b00 ψπ c̃)π
←−−− ←−−− ←−−−−
(because (a0 π b0 ) commutes with (b00 π c) and (a00 ψπ2 c̃))
= φ1 φ2 φ3 π

where
←−−− ←−−− ←−−−−
φ2 = (b0 ψ b̃0 )(b00 π c)(a00 ψπ2 c̃),
←−−− ←−−−−
φ3 = (a0 π b0 )(b00 ψπ c̃)
are involutions in G, each being a product of disjoint involutions. Now
supp φ1 ⊆ b ∪ b̃,

supp φ2 ⊆ b ∪ b̃0 ∪ b00 ∪ c ∪ a00 ∪ c̃,

supp φ3 ⊆ a0 ∪ b0 ∪ b00 ∪ c̃
are all included in a ∪ b̃, and we already know that
supp(φ1 φ2 φ3 π) = supp π2 ⊆ b̃. Q
Q
381O Automorphism groups of Boolean algebras 483

(d) We are ready for the assault. Take any π ∈ G. Choose hπn in∈N , han in∈N , hbn in∈N , hφ1n in∈N ,
hφ2n in∈N , hφ3n in∈N , hψn in∈N as follows. Start by defining a0 , φ1 , φ2 from π as in (b), so that φ1 , φ2 ∈ I1 ,
πa0 ∩ a0 = 0 and φ1 φ2 π is supported by a0 . Set π0 = φ1 φ2 π, ψ0 = π and b0 = πa0 . For the inductive step,
given ψn and πn in G, an ⊇ supp πn and bn = ψn an disjoint from an , use (c) to find φ1n , φ2n , φ3n ∈ I1 ,
an+1 ⊆ bn and ψn+1 ∈ G such that ψn+1 an+1 ⊆ bn \ an+1 , πn+1 = φ1n φ2n φ3n πn is supported by an+1 , and
all the φin are supported by an ∪ an+1 ; set bn+1 = ψn+1 an+1 , and continue.
Evidently hbn in∈N is now non-increasing, while han in∈N is disjoint; consequently each of the sequences
ha2k ∪ a2k+1 ik∈N , ha2k+1 ∪ a2k+2 ik∈N
is disjoint.
(e) For r = 0, r = 1 define θr ∈ G by setting
−1
θr d = π2k+r π2k+r+1 d if k ∈ N, d ⊆ a2k+r ∪ a2k+r+1 ,
= d if d ∩ sup an = 0.
n≥r

(The definition is valid because supp πn ⊆ an for every n, and produces a member of G because G is full.)
Now θr ∈ I3 .
P
P For each n ∈ N,
−1
πn πn+1 = φ−1 −1 −1
3n φ2n φ1n ,

and all these automorphisms are supported by an ∪ an+1 . So if we set

φ̃ir d = φi,2k+r d if d ⊆ a2k+r ∪ a2k+r+1 ,

= d if d ∩ sup an = 0,
n≥r

each φ̃ir will be in I1 , and

θr = φ̃−1 −1 −1
3r φ̃2r φ̃1r

belongs to I3 . Q
Q
(f ) Consequently θ1 θ0 ∈ I6 . But θ1 θ0 = π0 . P
P If d ⊆ a0 , then
θ 0 d = π0 d ⊆ a 0 , θ1 θ0 d = π0 d.
If d ⊆ a2k+1 , where k ∈ N, then
−1 −1
θ0 d = π2k+1 d ⊆ a2k+1 , θ1 θ0 d = π2k+1 π2k+1 d = d = π0 d.
If d ⊆ a2k+2 , then
−1
θ0 d = π2k+2 d ⊆ a2k+2 , θ1 θ0 d = π2k+2 π2k+2 d = d = π0 d;
and finally, if d ∩ supn∈N an = 0,
θ0 d = θ1 d = θ1 θ0 d = π0 d = d.
Putting these together, π0 = θ1 θ0 . Q
Q
(g) Finally,
π = φ−1 −1
2 φ1 π0 ∈ I8 .

As π is arbitrary, the theorem is proved.

381O Corollary Let A be a Dedekind complete Boolean algebra and G a full subgroup of Aut A. Then
any π ∈ G other than the identity is expressible as a product of finitely many involutions in G with supports
included in supp π.
proof In fact the construction in the proof of 381N achieves this almost automatically. Alternatively,
setting a = supp π, let Aa be the principal ideal of A generated by a, and set
484 Automorphism groups 381O

Ga = {φ¹ Aa : φ ∈ G, supp φ ⊆ a}.

It is easy to check that Ga is a full subgroup of Aut Aa , so that π¹ Aa is expressible as a product of involutions
belonging to Ga . These are all of the form φi ¹ Aa where φi ∈ G and supp φi ⊆ a, so that every φi is also an
involution and π is the product of the φi .

381P Definition Let A be a Boolean algebra, and G a subgroup of the automorphism group Aut A. I
will say that G has many involutions if for every non-zero a ∈ A there is an involution π ∈ G which is
supported by a.

381Q Lemma Let A be an atomless homogeneous Boolean algebra. Then Aut A has many involutions,
and in fact every non-zero element of A is the support of an exchanging involution.
proof If a ∈ A \ {0}, then there is a b such that 0 6= b ⊂ a. By 381C there is a π ∈ Aut A such that
←−−−−
πb = a \ b; now (b π a \ b) is an involution with support a.

381R Lemma Let A be a Dedekind complete Boolean algebra, and G a full subgroup of Aut A with
many involutions. Then every non-zero element of A is the support of an involution belonging to G.
proof By the definition 381P,
C = {supp π : π ∈ G is an involution}
is order-dense in A. So if a ∈ A \ {0} there is a disjoint B ⊆ C such that sup B = a (313K). For each b ∈ B
let πb ∈ G be an involution with support B. Define π ∈ G by setting πd = πb d for d ⊆ b ∈ B, πd = d if
d ∩ a = 0; then π ∈ G is an involution with support a.

381S Theorem Let A be a Dedekind complete Boolean algebra, and G a full subgroup of Aut A with
many involutions. Then a subset H of G is a normal subgroup of G iff it is of the form
{π : π ∈ G, supp π ∈ I}
for some ideal I C A which is G-invariant, that is, such that πa ∈ I for every a ∈ I, π ∈ G.
proof (a) I deal with the easy implication first. Let I C A be a G-invariant ideal and set H = {π : π ∈
G, supp π ∈ I}. Because the support of the identity automorphism ι is 0 ∈ I, ι ∈ H. If φ, ψ ∈ H and
π ∈ G, then
supp(φψ) ⊆ supp φ ∪ supp ψ ∈ I,

supp(ψ −1 ) = supp ψ ∈ I,

supp(πψπ −1 ) = π(supp ψ) ∈ I
and φψ, ψ −1 , πψπ −1 all belong to H; so H C G.
(b) For the rest of the proof, therefore, I suppose that H is a normal subgroup of G and seek to express
it in the given form. We can in fact describe the ideal I immediately, as follows. Set
J = {a : a ∈ A, π ∈ H whenever π ∈ G is an involution, supp π ⊆ a};
then 0 ∈ J and a ∈ J whenever a ⊆ b ∈ J. Also πa ∈ J whenever a ∈ J, π ∈ G. P
P If φ ∈ G is an involution,
supp φ ⊆ πa then φ1 = π −1 φπ is an involution in G and
supp φ1 = π −1 (supp φ) ⊆ a,
so φ1 ∈ H and φ = πφ1 π −1 ∈ H. As φ is arbitrary, πa ∈ J. Q Q
I do not know how to prove directly that J is an ideal, so let us set
I = {a1 ∪ a2 ∪ . . . ∪ an : a1 , . . . , an ∈ J};
then I C A, and πa ∈ I for every a ∈ I, π ∈ G.
381T Automorphism groups of Boolean algebras 485

(c) If a ∈ A, ψ ∈ H and a ∩ ψa = 0 then a ∈ J. P P If a = 0, this is trivial. Otherwise, let π ∈ G be an

←−−
involution with supp π ⊆ a; say π = (b π c) where b ∪ c ⊆ a. By 381R there is an involution π1 ∈ G such that
←−−−−
supp π1 = b; say π1 = (b0 π1 b00 ) where b0 ∪ b00 = b. Set
c0 = πb0 , c00 = πb00 = c \ c0 ,
←−−−− ←−−−−−−− ←−−−
π2 = π1 ππ1 π −1 = (b0 π1 b00 )(c0 ππ1 π−1 c00 ), π3 = (b0 π c0 ),

φ = π2−1 ψπ2 ψ −1 ∈ H,

π̄ = π3−1 φπ3 φ−1 = π3−1 π2−1 ψπ2 ψ −1 π3 ψπ2−1 ψ −1 π2 ∈ H.

Now
supp(ψπ2 ψ −1 ) = ψ(supp π2 ) = ψ(b ∪ c) ⊆ ψa
is disjoint from
supp π3 = b0 ∪ c0 ⊆ a,
so π3 commutes with ψπ2 ψ −1 , and

π̄ = π3−1 π2−1 π3 ψπ2 ψ −1 ψπ2−1 ψ −1 π2

= π3−1 π2−1 π3 π2
←−−− ←−−−− ←−−−−−−− ←−−− ←−−−− ←−−−−−−−
= (b0 π c0 )(b0 π1 b00 )(c0 ππ1 π−1 c00 )(b0 π c0 )(b0 π1 b00 )(c0 ππ1 π−1 c00 )
←−−− ←−−−
= (b0 π c0 )(b00 π c00 )
= π.

So π ∈ H. As π is arbitrary, a ∈ J. Q Q
←−−
(d) If π = (a π b) is an involution in G and a ∈ J, then π ∈ H. P P By 381R again, there is an involution
←−−−−
ψ ∈ G such that supp ψ = a; because a ∈ J, ψ ∈ H. Express ψ as (a0 ψ a00 ) where a0 ∪ a00 = a. Set b0 = πa0 ,
←−−− ←−−−−
b00 = πa00 , so that π = (a0 π b0 )(a00 π b00 ), and
←−−−− ←−−−−−−−
ψ1 = ψπψπ −1 = (a0 ψ a00 )(b0 πψπ−1 b00 ) ∈ H.
←−−−
As ψ1 (a0 ∪ b0 ) = a00 ∪ b00 is disjoint from a0 ∪ b0 , a0 ∪ b0 ∈ J, by (c), and π1 = (a0 π b0 ) ∈ H; similarly,
←−−−−
a00 ∪ b00 ∈ J, so π2 = (a00 π b00 ) ∈ H and π = π1 π2 belongs to H. Q Q
←−−
(e) If π ∈ G is an involution and supp π ∈ I, then π ∈ H. P P Express π as (a π b). Let a1 , . . . , an ∈ J be
such that a ∪ b ⊆ a1 ∪ . . . ∪ an . Set
←−−−
cj = a ∩ aj \ supi<j ai , bj = πcj , πj = (cj π bj )
for 1 ≤ j ≤ n; then every cj belongs to J, so every πj belongs to H (by (d)) and π = π1 . . . πn ∈ H. Q
Q
(f ) If π ∈ G and supp π ∈ I then π ∈ H. P P By 381O, π is a product of involutions in G all with supports
included in supp π; by (e), they all belong to H, so π also does. Q
Q
(g) We are nearly home. So far we know that I is a G-invariant ideal and that π ∈ H whenever π ∈ G,
P Take a0 , a00 , b0 , b00 , c from Frolı́k’s theorem
supp π ∈ I. On the other hand, supp π ∈ I for every π ∈ H. P
(381J). Then
a0 ∩ πa0 = b0 ∩ πb0 = . . . = c ∩ πc = 0,
so a0 , . . . , c all belong to J, by (c), and supp π = a0 ∪ . . . ∪ c belongs to I. Q
Q
So H is precisely the set of members of G with supports in I, as required.

381T Corollary Let A be a homogeneous Dedekind complete Boolean algebra. Then Aut A is simple.
486 Automorphism groups 381T

proof If A is {0} or {0, 1} this is trivial. Otherwise, let H be a normal subgroup of Aut A. Then by 381S
and 381Q there is an invariant ideal I of A such that H = {π : supp π ∈ I}. But if H is non-trivial so is I;
say a ∈ I \ {0}. If a = 1 then certainly 1 ∈ I and H = Aut A. Otherwise, there is a π ∈ Aut A such that
πa = 1 \ a (as in 381C), so 1 \ a ∈ I, and again 1 ∈ I and H = Aut A.
Remark I ought to remark that in fact Aut A is simple for any homogeneous Dedekind σ-complete Boolean
algebra; see Štěpánek & Rubin 89, Theorem 5.9b.

381X Basic exercises > (a) Let X be a set and Σ an algebra of subsets of X containing all singleton
sets. Show that Aut Σ can be identified with the group of bijections φ : X → X such that φ[E] ∈ Σ,
φ−1 [E] ∈ Σ for every E ∈ Σ.

> (b) Let A be a Boolean algebra and G any subgroup of Aut A. Let H be the set of those π ∈ Aut A
such that for every non-zero a ∈ A there are a non-zero b ⊆ a and a φ ∈ G such that πc = φc for every c ⊆ b.
Show that H is a full subgroup of Aut A, the smallest full subgroup of A including G.

> (c) Let A be a Dedekind complete Boolean algebra and G any subgroup of A. Show that an element π
of Aut A belongs to the full subgroup of Aut A generated by G iff there are a partition of unity hai ii∈I in A
and a family hπi ii∈I in G such that πa = πi a whenever i ∈ I and a ⊆ ai .

(d) For a Boolean algebra A, let us say that a subgroup G of Aut A is countably full if whenever hai ii∈I
is a countable partition of unity in A, hπi ii∈I is a family in G, and π ∈ Aut A is such that πa = πi ai
whenever i ∈ I and a ⊆ ai , then π ∈ G. Show that if A is a Dedekind complete Boolean algebra and G is
a countably full subgroup of Aut A, then every member of G is expressible as a product of at most eight
involutions belonging to G.

> (e) Let X be any set. Show that any automorphism of the Boolean algebra PX is expressible as a
product of at most two involutions.

(f ) Recall that in any group G, a commutator in G is an element of the form ghg −1 h−1 where g, h ∈ G.
Show that if A is a Dedekind complete Boolean algebra and G is a subgroup of Aut A with many involutions
then every involution in G is a commutator in G, so that every element of G is expressible as a product of
finitely many commutators.

(g) Give an example of a Dedekind complete Boolean algebra A such that not every member of Aut A is
a product of commutators in Aut A.

(h) Let A be a Dedekind complete Boolean algebra, and suppose that Aut A has many involutions. Show
that if H C Aut A then every member of H is expressible as the product of at most eight involutions
belonging to H.

(i) Let A be a Dedekind complete Boolean algebra and G a full subgroup of Aut A with many involutions.
Show that the partially ordered set H of normal subgroups of G is a distributive lattice, that is, H ∩ K1 K2 =
(H ∩ K1 )(H ∩ K2 ), H(K1 ∩ K2 ) = HK1 ∩ HK2 for all H, K1 , K2 ∈ H.

(j) Let A be a Dedekind complete Boolean algebra and G a full subgroup of Aut A with many involutions.
Show that if H is a the normal subgroup of G generated by a finite subset of G, then it is the normal
subgroup generated by a single involution.

(k) Let A be a Dedekind complete Boolean algebra and G a full subgroup of Aut A with many involutions.
Show (i) that there is an involution π ∈ G such that every member of G is expressible as a product of
conjugates of π in G (ii) any proper normal subgroup of G is included in a maximal proper normal subgroup
of G.

(l) Let G be any group. Show that if π, φ ∈ G are involutions then πφ is conjugate to its inverse.
381 Notes Automorphism groups of Boolean algebras 487

381Y Further exercises (a) Find a Dedekind σ-complete Boolean algebra A with an automorphism
which cannot be expressed either as a product of finitely many involutions in Aut A, nor as a product of
finitely many commutators in Aut A. (This seems to require a certain amount of ingenuity.)

(b) Let X be a set and Σ a countably generated σ-subalgebra of subsets of X. (i) Show that if f : X → X
is a bijection such that Σ = {E : E ⊆ X, f −1 [E] ∈ Σ}, then there are disjoint E 0 , E 00 , F 0 , F 00 , G ∈ Σ
such that f −1 [E 0 ] = F 0 , f −1 [E 00 ] = F 00 , f −1 [F 00 ] = G, f −1 [F 0 ∪ G] = E 0 ∪ E 00 , and f (x) = x for every
x ∈ X \ (E 0 ∪SE 00 ∪ F 0 ∪ F 00 ∪ G. (Hint: there is a sequence hEn in∈N in Σ such that En ∩ f −1 [En ] = ∅ for
every n and n∈N En = {x : f (x) 6= x}.) (In particular, any member of Aut Σ has a support.) (ii) Show
that every involution in Aut Σ is an exchanging involution.

(c) Let X be a set and Σ a countably generated σ-subalgebra of subsets of X. Show that any member of
Aut Σ is expressible as a product of at most eight involutions in Aut Σ.

(d) Let A be a homogeneous Boolean algebra which is isomorphic to the simple power AN . (For instance,
A could be the measure algebra of Lebesgue measure on R.) Show that any automorphism of A is the
product of at most five exchanging involutions. (Cf. Štěpánek & Rubin 89, Corollary 5.9a(ii).)

381Z Problem In 381N, is ‘eight’ best possible?

381 Notes and comments The ideas above are adapted from Štěpánek & Rubin 89 and Fathi 78.
Lemma 381J is a form of what is sometimes called ‘Frolı́k’s theorem’, following Frolı́k 68.
The two main results 381N and 381S, as written out above, both involve careful algebra. It seems
to me that we can distinguish two essential methods. (i) There are arguments involving finitely many
automorphisms, carefully pieced together from descriptions of their actions on different parts of the algebra,
as in (a)-(c) of the proof of 381N, and the whole of the proof of 381S; similar ideas can be used in 381Xf. It is
in these that I believe that the ‘cycle notation’ introduced in 381G-381I can be of value. Generally the hope
is that we can use intuitions derived from the theory of permutation groups (that is, the case A = PX) to
guide us. (ii) There is the argument in 381N involving a sequence of automorphisms, designed to express an
automorphism π0 supported by an element a0 as the product of an automorphism θ0 supported by supk∈N ak
with an automorphism θ1 supported by supk≥1 ak , so chosen that the actions of the θr on supk≥1 ak cancel
out and we are left with π0 as the residue. (For an account of the origins of this idea see Štěpánek & Rubin
89.) Since we know of no automorphisms except those which can be derived from the original automorphism
π, the method has to be to some extent constructive. The idea is that each πn+1 is not exactly a copy on
an+1 of the preceding πn , but a modification of it by involutions. At each stage of the induction we have
to mention an auxiliary element ψn of G in order to be sure that there will be room (in bn = ψn an ) for the
next step, safely disjoint from the preceding ak . When we come to build the mutually cancelling pair θ0 , θ1
we find that they incorporate the modifiers φ1n , φ2n , φ3n , which can be assembled into the involutions φ̃ir
in part (f) of the proof.
I note that the assumption of ‘Dedekind completeness’ (as opposed to Dedekind σ-completeness) in 381N
is used only in parts (b) and (c) of the proof, when applying Frolı́k’s theorem. Consequently we have a slight
generalization possible (381Xd); but we do need the full hypothesis for the theorem as stated (381Ya). There
is however a very important special case, when A is a countably generated σ-algebra, for which we have a
version of Frolı́k’s theorem available for different reasons (381Yb), and can get a corresponding theorem to
match 381N (381Yc).
A natural question arising from 381T is: does every homogeneous Boolean algebra have a simple au-
tomorphism group? This leads into deep water. As remarked after 381T, every homogeneous Dedekind
σ-complete algebra has a simple automophism group. Using the continuum hypothesis, it is possible to
construct a homogeneous Boolean algebra which does not have a simple automorphism group; but as far as
I am aware no such construction is known which does not rely on some special axiom outside ordinary set
theory. See Štěpánek & Rubin 89, §5.
In 381Z I ask whether the number ‘eight’ appearing in 381N is actually best possible. The argument is
complex enough to make it seem that there may be room for improvement – see 381Xe and 381Yd. Ornstein
488 Automorphism groups 381 Notes

& Shields 731 present examples of automorphisms in the full subgroup G = Autµ̄ A of measure-preserving
automorphisms of the Lebesgue probability algebra which are not conjugate (in G) to their inverses, and
therefore cannot be expressible as the product of two involutions in G.

382 Automorphism groups of measure algebras

I turn now to the group of measure-preserving automorphisms of a measure algebra, seeking to apply
the results of the last section. The principal theorems are 382D, which is a straightforward special case of
381N, and 382I, corresponding to 381T. I give another example of the use of 381S to describe the normal
subgroups of Autµ̄ A (382J).

382A Definition Let (A, µ̄) be a measure algebra. I will write Autµ̄ A for the set of all measure-
preserving automorphisms of A. This is a group, being a subgroup of the group Aut A of all Boolean
automorphisms of A.

382B Lemma Let (A, µ̄) be a measure algebra, and hai ii∈I , hbi ii∈I two partitions of unity in A. Assume
either that I is countable
or that (A, µ̄) is localizable.
Suppose that for each i ∈ I we have a measure-preserving isomorphism πi : Aai → Abi between the
corresponding principal ideals. Then there is a unique π ∈ Autµ̄ A such that πc = πi c whenever i ∈ I and
c ⊆ ai .
Q Q
proof (Compare 381B.) By 322K, we may identify A with each of the simple products i∈I Aai , i∈I Abi ;
now π corresponds to the isomorphism between the two products induced by the πi .

382C Corollary If (A, µ̄) is a localizable measure algebra, then, in the language of 381M, Autµ̄ A is a
full subgroup of Aut A.

382D Theorem Let (A, µ̄) be a localizable measure algebra. Then every measure-preserving automor-
phism of A is expressible as the product of at most eight measure-preserving involutions.
proof This is immediate from 382C and 381N.

382E Lemma If (A, µ̄) is a homogeneous semi-finite measure algebra, it is σ-finite, therefore localizable.
proof If A = {0}, this is trivial. Otherwise there is an a ∈ A such that 0 < µ̄a < ∞. The principal ideal
Aa is ccc (322G), so A also is, and (A, µ̄) must be σ-finite (by 322G again).

382F Lemma Let (A, µ̄) be a homogeneous semi-finite measure algebra.

(a) If hai ii∈I , hbi ii∈I are partitions of unity in A with µ̄ai = µ̄bi for every i, there is a π ∈ Autµ̄ A such
that πai = bi for each i.
(b) If (A, µ̄) is totally finite, then whenever hai ii∈I , hbi ii∈I are disjoint families in A with µ̄ai = µ̄bi for
every i, there is a π ∈ Autµ̄ A such that πai = bi for each i.
proof (a) By 382E, (A, µ̄) is σ-finite, therefore localizable. For each i ∈ I, the principal ideals Aai , Abi
are homogeneous, of the same measure and the same Maharam type (being τ (A) if ai 6= 0, 0 if ai = 0).
Because they are ccc, they are of the same magnitude, as defined in 332G, and there is a measure-preserving
isomorphism πi : Aai → Abi (332J). By 382B there is a measure-preserving automorphism π : A → A such
that πd = πi d for every i ∈ I, d ⊆ ai ; and this π serves.
(b) Set a∗ = 1 \ supi∈I ai , b∗ = 1 \ supi∈I bi . We must have
P P
µ̄a∗ = µ̄1 − i∈I µ̄ai = µ̄1 − i∈I µ̄bi = µ̄b∗ ,
so adding a∗ , b∗ to the families we obtain partitions of unity to which we can apply the result of (a).
1I am indebted to G.Hjorth for the reference.
382J Automorphism groups of measure algebras 489

382G Lemma (a) If (A, µ̄) is an atomless semi-finite measure algebra, then Aut A and Autµ̄ A have
many involutions.
(b) If (A, µ̄) is an atomless localizable measure algebra, then every element of A is the support of some
involution in Autµ̄ A.
proof (a) If a ∈ A \ {0}, then by 332A there is a non-zero b ⊆ a, of finite measure, such that the principal
ideal Ab is (Maharam-type-)homogeneous. Now because A is atomless, there is a c ⊆ b such that µ̄c = 21 µ̄b
(331C), so that Ac and Ab\c are isomorphic measure algebras. If θ : Ac → Ab\c is any measure-preserving
←−−−−
isomorphism, then π = (c θ b \ c) is an involution in Autµ̄ A (and therefore in Aut A) supported by a.
(b) Use 382C, (a) and 381R.

382H Corollary Let (A, µ̄) be an atomless localizable measure algebra. Then
(a) the lattice of normal subgroups of Aut A is isomorphic to the lattice of Aut A-invariant ideals of A;
(b) the lattice of normal subgroups of Autµ̄ A is isomorphic to the lattice of Autµ̄ A-invariant ideals of A.
proof Use 381S. Taking G to be either Aut A or Autµ̄ A, and I to be the family of G-invariant ideals in
A, we have a map I 7→ HI = {π : π ∈ G, supp π ∈ I} from I to the family H of normal subgroups of G. Of
course this map is order-preserving; 381S tells us that it is surjective; and 382Gb tells us that it is injective
and its inverse is order-preserving, since if a ∈ I \ J there is a π ∈ G with supp π = a, so that π ∈ HI \ HJ .
Thus we have an order-isomorphism between H and I.

382I Normal subgroups of Aut A and Autµ̄ A 381S provides the machinery for a full description of
the normal subgroups of Aut A and Autµ̄ A when (A, µ̄) is an atomless localizable measure algebra, as we
know that they correspond exactly to the invariant ideals of A. The general case is complicated. But the
following are simple enough.
Theorem Let (A, µ̄) be a homogeneous semi-finite measure algebra.
(a) Aut A is simple.
(b) If (A, µ̄) is totally finite, Autµ̄ A is simple.
(c) If (A, µ̄) is not totally finite, Autµ̄ A has exactly one non-trivial proper normal subgroup.
proof (a) This is a special case of 381T.
(b)-(c) The point is that the only possible Autµ̄ A-invariant ideals of A are {0}, Af and A. P P If A is
{0} or {0, 1} this is trivial. Otherwise, A is atomless. Let I C A be an invariant ideal.
(i) If I 6⊆ Af , take a ∈ I with µ̄a = ∞. By 382E, A is σ-finite, so a has the same magnitude ω as 1. By
332I, there is a partition of unity hen in∈N in A with µ̄en = 1 for every n; setting b = supn∈N e2n , b0 = 1 \ b, we
see that both b and b0 are of infinite measure. Similarly we can divide a into c, c0 , both of infinite measure.
Now by 332J the principal ideals Ab , Ab0 , Ac , A1\c are all isomorphic as measure algebras, so that there are
automorphisms π, φ ∈ Autµ̄ A such that
πc = b, φc = b0 .
But this means that both b and b0 belong to I, so that 1 = b ∪ b0 ∈ I and I = A.
(ii) If I ⊆ Af and I 6= {0}, take any non-zero a ∈ I. If b is any member of A, then (because A is
atomless) b can be partitioned into b0 , . . . , bn , all of measure at most µ̄a. Then for each i there is a b0i ⊆ a
such that µ̄b0i = µ̄bi ; since this common measure is finite, µ̄(1 \ b0i ) = µ̄(1 \ bi ). By 332J and 382Fa, there is
a πi ∈ Autµ̄ A such that πi b0i = bi , so that bi belongs to I. Accordingly b ∈ I. As b is arbitrary, I = Af .
Thus the only invariant ideals of A are {0}, Af and A. Q Q
By 382Hb we therefore have either one, two or three normal subgroups of Autµ̄ A, according to whether
µ̄1 is zero, finite and not zero, or infinite.
Remark For the Lebesgue probability algebra, (b) is due to Fathi 78. The extension to algebras of
uncountable Maharam type is from Choksi & Prasad 82.

382J The language of §352 offers a way of describing another case.

490 Automorphism groups 382J

Proposition Let (A, µ̄) be an atomless totally finite measure algebra. For each infinite cardinal κ, let eκ be
the Maharam-type-κ component of A, and let K be {κ : eκ 6= 0}. Let H be the lattice of normal subgroups
of Autµ̄ A. Then
(i) if K is finite, H is isomorphic, as partially ordered set, to PK;
(ii) if K is infinite, then H is isomorphic, as partially ordered set, to the lattice of solid linear subspaces
of `∞ .
proof (a) Let I be the family of Autµ̄ A-invariant ideals of A, so that H ∼ = I, by 382Hb. For a, b ∈ A,
say that a ¹ b if there is some k ∈ N such that µ̄(a ∩ eκ ) ≤ k µ̄(b ∩ eκ ) for every κ ∈ K. Then an ideal
I of A is Autµ̄ A-invariant iff a ∈ I whenever a ¹ b ∈ I. P P (α) Suppose that I is Autµ̄ A invariant and
that b ∈ I, µ̄(a ∩ eκ ) ≤ k µ̄(b ∩ eκ ) for every κ ∈ K. Then for each κ we can find aκ1 , . . . , aκk such that
a ∩ eκ = supi≤k aκi and µ̄aκi ≤ µ̄(b ∩ eκ ) for every i. Now there are measure-preserving automorphisms
πκi of the principal ideal Aeκ such that πκi aκi ⊆ b. Setting πi d = supκ∈K πκi (d ∩ eκ ) for every d ∈ A, and
ai = supκ∈K aκi , we have πi ∈ Autµ̄ A and πi ai ⊆ b, so ai ∈ I for each i; also a = supi≤k ai , so a ∈ I. (β)
On the other hand, if a ∈ A and π ∈ Autµ̄ A, then
µ̄(πa ∩ eκ ) = µ̄π(a ∩ eκ ) = µ̄(a ∩ eκ )
for every κ ∈ K, because πeκ = eκ , so that πa ¹ a. So if I satisfies the condition, π[I] ⊆ I for every
π ∈ Autµ̄ A and I ∈ I. Q
Q
(b) Consequently, for I ∈ I and κ ∈ K, eκ ∈ I iff there is some a ∈ I such that a ∩ aκ 6= 0, since in this
case eκ ¹ a. (This is where I use the hypothesis that (A, µ̄) is totally finite.) It follows that if K is finite,
any I ∈ I is the principal ideal generated by sup{eκ : eκ ∈ I}. Conversely, of course, all such ideals are
Autµ̄ A-invariant. Thus I is in a natural order-preserving correspondence with PK, and H ∼ = PK.
(c) Now suppose that K is infinite; enumerate it as hκn in∈N . Define θ : A → `∞ by setting θa =
hµ̄(a ∩ eκn )/µ̄(eκn )in∈N for a ∈ A; so that
a ¹ b iff there is some k such that θa ≤ kθb,

θa ≤ θ(a ∪ b) ≤ θa + θb ≤ 2θ(a ∪ b)
for all a, b ∈ A, while θ(1A ) is the standard order unit 1 of `∞ . Let U be the family of solid linear subspaces
of `∞ and define functions I 7→ VI : I → U , U 7→ JU : U → I by saying
VI = {f : f ∈ `∞ , |f | ≤ kθa for some a ∈ I, k ∈ N},

JU = {a : a ∈ A, θa ∈ U }.
The properties of θ just listed ensure that VI ∈ U , JU ∈ I for every I ∈ I, U ∈ U. Of course both I 7→ VI
and U 7→ JU are order-preserving. If I ∈ I, then
JVI = {a : ∃ b ∈ I, a ¹ b} = I,
Finally, VJU = U for every U ∈ U . P
P
VJU = {f : ∃ a ∈ A, k ∈ N, |f | ≤ kθa ∈ U } ⊆ U
because U is a solid linear subspace. But also, given g ∈ U , there is an a ∈ A such that µ̄(a ∩ eκn ) =
min(1, |g(n)|)µ̄(eκn ) for every n (because A is atomless); in which case
θa ≤ |g| ≤ max(1, kgk∞ )θa
so a ∈ JU and g ∈ VJU . Thus U = VJU . Q
Q So the functions I 7→ VI and U 7→ JU are the two halves of an
order-isomorphism between I and U , and H ∼
=I∼ = U, as claimed.

382X Basic exercises >(a) Let (A, µ̄) be a localizable measure algebra. For each infinite cardinal κ,
let eκ be the Maharam-type-κ component of A. (i) Show that Autµ̄ A is a simple group iff either there is
just one infinite cardinal κ such that eκ 6= 0, that eκ has finite measure and all the atoms of A (if any) have
different measures or A is purely atomic and there is just one pair of atoms of the same measure or A is
purely atomic and all its atoms have different measures. (ii) Show that Aut A is a simple group iff either
382Ye Automorphism groups of measure algebras 491

(A, µ̄) is σ-finite and there is just one infinite cardinal κ such that eκ 6= 0 and A has at most one atom or
A is purely atomic and has at most two atoms.

(b) Let (A, µ̄) be a localizable measure algebra. (i) Show that Autµ̄ A is simple iff it is isomorphic to one
of the groups {ι}, Z2 or Autν̄κ Bκ where κ is an infinite cardinal and (Bκ , ν̄κ ) is the measure algebra of the
usual measure on {0, 1}κ . (ii) Show that Aut A is simple iff it is isomorphic to one of the groups {ι}, Z2 or
Aut Bκ .

(c) Show that if (A, µ̄) is a semi-finite measure algebra of magnitude greater than c, its automorphism
group Autµ̄ A is not simple.

(d) Let (A, µ̄) be an atomless localizable measure algebra. For each infinite cardinal κ write eκ for the
Maharam-type-κ component of A. For π, ψ ∈ Autµ̄ A show that π belongs to the normal subgroup of Autµ̄ A
generated by ψ iff there is a k ∈ N such that
mag(eκ ∩ supp π) ≤ k mag(eκ ∩ supp ψ) for every infinite cardinal κ,
writing mag a for the magnitude of a, and setting kζ = ζ if k > 0 and ζ is an infinite cardinal.

> (e) Let (A, µ̄) be the measure algebra of Lebesgue measure on R. For n ∈ N set en = [−n, n]• ∈ A. Let
G ≤ Autµ̄ A be the group consisting of measure-preserving automorphisms π such that supp π ⊆ en for some
n. Show that G is simple. (Hint: show that G is the union of an increasing sequence of simple subgroups.)

(f ) Let (A, µ̄) be an atomless totally finite measure algebra. Let H be the lattice of normal subgroups of
Aut A. Show that H is isomorphic, as partially ordered set, to PK for some countable set K.

(g) Let (A, µ̄) be an atomless localizable measure algebra which is not σ-finite, and suppose that τ (Aa ) =
τ (Ab ) whenever a, b ∈ A and 0 < µ̄a ≤ µ̄b < ∞. Let κ be the magnitude of A. (i) Show that the lattice
H of normal subgroups of Autµ̄ A is well-ordered, with least member {ι}, next member {π : µ̄(πa) < ∞
whenever µ̄a < ∞}, and one member Hζ for each infinite cardinal ζ less than or equal to κ, setting
Hζ = {π : π ∈ Autµ̄ A, mag(πa) ≤ ζ whenever mag a ≤ ζ},
where mag a is the magnitude of a. (ii) Show that the lattice H0 of normal subgroups of Aut A is well-
ordered, with least member {ι} and one member Hζ0 for each infinite cardinal ζ less than or equal to κ,
setting
Hζ0 = {π : π ∈ Aut A, mag(πa) ≤ ζ whenever mag a ≤ ζ}.

382Y Further exercises (a) Let (A, µ̄) be an atomless totally finite measure algebra. Show that
Autµ̄ A, Aut A have the same (cardinal) number of normal subgroups.

(b) Let X be a set. Show that Aut PX has one normal subgroup if #(X) ≤ 1, two if #(X) = 2, three if
#(X) = 3 or 5 ≤ #(X) ≤ ω, four if #(X) = 4 or #(X) = ω1 .

(c) Let (A, µ̄) be a totally finite measure algebra and π : A → A a measure-preserving homomorphism.
Take any a ∈ A and set c = supn≥1 π n a. (i) Show that a ⊆ c and that c = supm≥n π m a for every n ∈ N.
P∞
(ii) Set an = π n a \ sup1≤i<n π i a for n ≥ 1. Show that n=1 nµ̄(a ∩ an ) = µ̄c. (Hint: For j < k set
ajk = π k a ∩ π j a \ supj<i<k π i a = π j (a ∩ ak−j ). Show that, for any n, hajk ij≤n<k is disjoint and has union
supi≤n π i a.)

(d) Let (X, Σ, µ) be a totally finite measure space and f : X → X an inverse-measure-preserving function.
Take E ∈ Σ and set F = {x : ∃ n ≥ 1, f n (x) ∈ R E}. (i) Show that E \ F is negligible. (ii) For x ∈ E ∩ F set
kx = min{n : n ≥ 1, f n (x) ∈ E}. Show that E kx µ(dx) = µF . (This is a simple form of the Recurrence
Theorem.)

(e) Let (A, µ̄) be a totally finite measure algebra and π : A → A a measure-preserving Boolean homo-
morphism. Show that there are a measure algebra (B, ν̄), a measure-preserving automorphism φ : B → B
492 Automorphism groups 382Ye

and a closed subalgebra C of B such that φ[C] ⊆ C and (C, ν̄¹ C, φ¹ C) is isomorphic P∞ to (A, µ̄, π). (Hint: Take
B1 ⊆ AN to be the subalgebra consisting of sequences a = (α0 , α1 , . . . ) such that n=0 µ̄(αn+1 4 παn ) < ∞.
For a ∈ B1 set ν̄1 a = limn→∞ µ̄αn , φ1 a = (α1 , α2 , . . . ). Let I be the ideal {a : ν̄1 a = 0} and let B be the
quotient B1 /I; define φ : B → B by setting φa• = (φ1 a)• . For a ∈ A let a∗ ∈ B be the equivalence class of
the sequence hπ n ain∈N ; set C = {a∗ : a ∈ A}.) (This is an abstract version of a construction known as the
‘natural extension’ of an inverse-measure-preserving function; see Petersen 83, 1.3G.)

(f ) Let (X, Σ, µ) be a measure space in which Σ is countably generated as σ-algebra, and write Autµ Σ for
the group of automorphisms φ : Σ → Σ such that µφ(E) = µE for every E ∈ Σ. Show that every member
of Autµ Σ is expressible as a product of at most eight involutions belonging to Autµ Σ. (Hint: 381Yc.)

382 Notes and comments This section is short because there are no substantial new techniques to be
developed. 382D is simply a matter of checking that the hypotheses of 381N are satisfied (and these hy-
potheses were of course chosen with 382D in mind), and 382I is similarly direct from 381S. 382I-382J, 382Xd
and 382Xg are variations on a theme. In a general Boolean algebra A with a group G of automorphisms,
we have a transitive, reflexive relation ¹G defined by saying that a ¹G b if there are π1 , . . . , πk ∈ G such
that a ⊆ supi≤k πi b; the point about localizable measure algebras is that the functions ‘Maharam type’ and
‘magnitude’ enable us to describe this relation when G = Autµ̄ A, and the essence of 381S is that in that
context π belongs to the normal subgroup of G generated by ψ iff supp π ¹G supp ψ.
Most of the work of this chapter is focused on atomless measure algebras. There are various extra
complications which appear if we allow atoms. The most striking are in the next section; here I mention
only 382Xa and 382Yb.

383 Outer automorphisms

Continuing with the investigation of the abstract group-theoretic nature of the automorphism groups
Aut A, Autµ̄ A, I devote a section to some remarkable results concerning isomorphisms between them.
Under any of a variety of conditions, any isomorphism between two groups Aut A, Aut B must correspond
to an isomorphism between the underlying Boolean algebras (383E, 383F, 383J, 383M); consequently Aut A
has few, or no, outer automorphisms (383G, 383K, 383O). I organise the section around a single general
result (383D).

383A Lemma Let A be a Boolean algebra and G a subgroup of Aut A which has many involutions
(definition: 381P). Then for every non-zero a ∈ A there is an automorphism ψ ∈ G, of order 4, which is
supported by a.
proof Let π ∈ G be an involution supported by a. Let b ⊆ a be such that πb 6= b. Then at least one
of b \ πb, πb \ b = π(b \ πb) is non-zero, so in fact both are. Let φ be an involution supported by b \ πb.
Then πφπ = πφπ −1 is an involution supported by πb \ b, so commutes with φ, and the product φπφπ is an
involution. But this means that ψ = φπ has order 4, and of course it is supported by a because φ and π
both are.

383B A note on supports Since in this section we shall be looking at more than one automorphism
group at a time, I shall need to call on the following elementary extension of a fact in 381Ec. Let A and
B be Boolean algebras, and θ : A → B a Boolean isomorphism. If π ∈ Aut A is supported by a ∈ A, then
θπθ−1 ∈ Aut B is supported by θa. (Use the same argument as in 381Ec.) Accordingly, if a is the support
of π then θa will be the support of θπθ−1 , as in 381L.

383C Lemma Let A and B be two Boolean algebras, and G a subgroup of Aut A with many involutions.
If θ1 , θ2 : A → B are distinct isomorphisms, then there is a φ ∈ G such that θ1 φθ1−1 6= θ2 φθ2−1 .
proof Because θ1 6= θ2 , θ = θ2−1 θ1 is not the identity automorphism on A, and there is some non-zero a ∈ A
such that θa ∩ a = 0. Let π ∈ G be an involution supported by a; then θπθ−1 is supported by θa, so cannot
be equal to π, and θ1 πθ1−1 6= θ2 πθ2−1 .
383D Outer automorphisms 493

383D Theorem Let A and B be Dedekind complete Boolean algebras and G and H subgroups of
Aut A, Aut B respectively, both having many involutions. Let q : G → H be an isomorphism. Then there
is a unique Boolean isomorphism θ : A → B such that q(φ) = θφθ−1 for every φ ∈ G.
proof (a) The first half of the proof is devoted to setting up some structures in the group G. Let π ∈ G be
any involution. Set
Cπ = {φ : φ ∈ G, φπ = πφ},
the centralizer of π in G;
Uπ = {φ : φ ∈ Cπ , φ = φ−1 , φψφψ −1 = ψφψ −1 φ for every ψ ∈ Cπ },
the set of involutions in Cπ commuting with all their conjugates in Cπ , together with the identity,
Vπ = {φ : φ ∈ G, φψ = ψφ for every ψ ∈ Uφ },
the centralizer of Uπ in G,
Sπ = {φ2 : φ ∈ Vπ },

Wπ = {φ : φ ∈ G, φψ = ψφ for every ψ ∈ Sπ },
the centralizer of Sπ in G.
(b) The point of this list is to provide a purely group-theoretic construction corresponding to the support
of π in A. In the next few paragraphs of the proof (down to (f)), I set out to describe the objects just
introduced in terms of their action on A. First, note that π is an exchanging involution (381K); express it
←−−−
as (a0 π a00 ), so that the support of π is aπ = a0 ∪ a00 .
(c) I start with two elementary properties of Cπ :
P As remarked in 381L, the support of π = φπφ−1 is φ(aπ ), so this
(i) φ(aπ ) = aπ for every φ ∈ Cπ . P
must be aπ . Q
Q
(ii) If φ ∈ Cπ and φ is not supported by aπ , there is a non-zero d ⊆ 1 \ aπ such that d ∩ φd = 0, by
381Ef.
(d) Now for the properties of Uπ :
(i) If φ ∈ Uπ , then φ is supported by aπ .
P α)?? Suppose first that there is a d ⊆ 1 \ aπ such that d ∩ (φd ∪ φ2 d) = 0. Let ψ ∈ G be an involution
P(α
supported by d. Then supp ψ ∩ supp π = 0, so ψ ∈ Cπ . There is a c ⊆ d such that ψc 6= c, so
ψφψ −1 φc = ψφ2 c = φ2 c,
because d ∩ (φc ∪ φ2 c) = 0, while
φψφψ −1 c = φ2 ψ −1 c,
because d ∩ φψ −1 c = 0; but this means that ψφψ −1 φc 6= φψφψ −1 c, so φ and ψφψ −1 do not commute, and
φ∈ / Uπ . XX
(ββ )?? Suppose that φ2 is not supported by aπ . Then, as remarked in (b), there is a non-zero
d ⊆ 1 \ aπ such that φ2 d ∩ d = 0. Now d 6⊆ φ2 d, so d 6⊆ φd; set d0 = d \ φd. Then d0 ∩ φd0 = d0 ∩ φ2 d0 = 0 and
0 6= d0 ⊆ 1 \ aπ ; but this is impossible, by (α). XX
(γγ ) Thus φ2 d = d for every d ⊆ 1 \ aπ . ?? Suppose, if possible, that φ is not supported by aπ . Then
there is a non-zero d ⊆ 1 \ aπ such that φd ∩ d = 0. By 383A, there is a ψ ∈ G, of order 4, supported
by d. Because d ∩ aπ = 0, ψ ∈ Cπ . Because ψ 6= ψ −1 , there is a c ⊆ d such that ψc 6= ψ −1 c; but now
φc ∩ d = φψ −1 c ∩ d = 0, so
ψφψ −1 φc = ψφ2 c = ψc 6= ψ −1 c = φ2 ψ −1 c = φψφψ −1 c,
and φ does not commute with its conjugate ψφψ −1 , contradicting the assumption that φ ∈ Uπ . X
X
So φ is supported by aπ , as claimed. Q
Q
(ii) If u ∈ A and πu = u, then πu ∈ Uπ , where
494 Automorphism groups 383D

πu d = πd if d ⊆ u, πu d = d if d ∩ u = 0,
←0−−−−−−00−−−
that is, πu = (a ∩ u π a ∩ u). P
P For any ψ ∈ Aut A,
←−−−−−−−−−−−−−−−−−−
ψπu ψ −1 = (ψ(a0 ∩ u) ψπψ−1 ψ(a00 ∩ u))
(381Hb). (α) Accordingly
←−−−−−−−−−
ππu π −1 = (a00 ∩ u π a0 ∩ u) = πu
and πu ∈ Cπ . (β) If ψ ∈ Cπ , then
←−−−−−−−−−− ←−−−−−−
π = ψπψ −1 = (ψa0 ψπψ−1 ψa00 ) = (ψa0 π ψa00 ).
So
←−−−−−−−−−−−−−−−−−− ←−−−−−−−−−−−−−−
ψπu ψ −1 = (ψ(a0 ∩ u) ψπψ−1 ψ(a00 ∩ u)) = (ψa0 ∩ ψu π ψa00 ∩ ψu) = πψu .
Now if πv = v then πu πv = πu4v = πv πu ; in particular, πψu πu = πu πψu . As ψ is arbitrary, πu ∈ Uπ . Q
Q
In particular, of course, π = π1 belongs to Uπ .
(e) The two parts of (d) lead directly to the properties we need of Vπ .
(i) Vπ ⊆ Cπ , because π ∈ Uπ . Consequently φaπ = aπ for every φ ∈ Vπ .
(ii) If φ ∈ Vπ then φd ⊆ d ∪ πd for every d ⊆ aπ . P
P?? Suppose, if possible, otherwise. Set u0 = d ∪ πd,
so that πu0 = u0 , and u = φu0 \ u0 6= 0; also u ⊆ φaπ = aπ . Since πφu0 = φπu0 = φu0 , πu = u. Set
v = u ∩ a0 , so that u = v ∪ πv and v 6= πv. Because u ∩ φv ⊆ φ(u0 ∩ u) = 0,
πu φv = φv 6= φπv = φπu v,
which is impossible. X
XQQ
(iii) It follows that φ2 d = d whenever φ ∈ Vπ and d ⊆ aπ . P P Let e be the support of φ. Recall that
e = sup{c : c ∩ φc = 0} (381L), so that d ∩ e = sup{c : c ⊆ d, c ∩ φc = 0}. Now if c ⊆ aπ and c ∩ φc = 0, we
know that φc ⊆ c ∪ πc, so in fact φc ⊆ πc. This shows that φ(d ∩ e) ⊆ π(d ∩ e). Also, because πφ = φπ, by
(i), we have
φ2 (d ∩ e) ⊆ φπ(d ∩ e) = πφ(d ∩ e) ⊆ π 2 (d ∩ e) = d ∩ e.
Of course φ2 (d \ e) = d \ e, so φ2 d ⊆ d. This is true for every d ⊆ aπ . But as also φ2 aπ = φaπ = aπ , φ2 d = d
for every d ⊆ aπ . Q
Q
(iv) The final thing we need to know about Vπ is that φ ∈ Vπ whenever φ ∈ G and supp φ ∩ aπ = 0;
this is immediate from (d-i) above.
(f ) From (e-iii), we see that if φ ∈ Sπ then supp φ ∩ aπ = 0. But we also see from (e-iv) that if
0 6= c ⊆ 1 \ aπ there is an involution in Sπ supported by c; for there is a member ψ of G, of order 4,
supported by c, and now ψ ∈ Vπ so ψ 2 ∈ Sπ , while ψ 2 is an involution.
(g) Consequently, Wπ is just the set of members of G supported by aπ . PP (i) If supp φ ⊆ aπ and ψ ∈ Sπ ,
then supp ψ ∩ aπ = 0, as noted in (e), so φψ = ψφ; as ψ is arbitrary, φ ∈ Wπ . (ii) If supp φ 6⊆ aπ , then take a
non-zero d ⊆ 1 \ aπ such that φd ∩ d = 0. Let ψ ∈ Sπ be an involution supported by d; then if c ⊆ d is such
that ψc 6= c,
φψc 6= φc = ψφc,
and φψ 6= ψφ so φ ∈
/ Wπ . Q
Q
(h) We can now return to consider the isomorphism q : G → H. If π ∈ G is an involution, then q(π) ∈ H
is an involution, and it is easy to check that
q[Cπ ] = Cq(π) ,

q[Uπ ] = Uq(π) ,

q[Vπ ] = Vq(π) ,
383E Outer automorphisms 495

q[Sπ ] = Sq(π) ,

q[Wπ ] = Wq(π) ,
defining Cq(π) , . . . , Wq(π) ⊆ H as in (a) above. So we see that, for any φ ∈ G,
supp φ ⊆ supp π ⇐⇒ supp q(φ) ⊆ supp q(π).

(i) Define θ : A → B by writing

θa = sup{supp q(π) : π ∈ G is an involution and supp π ⊆ a}
for every a ∈ A. Evidently θ is order-preserving. Now if a ∈ A, π ∈ G is an involution and supp π 6⊆ a,
P There is a φ ∈ G, of order 4, supported by supp π \ a. Now φ2 is an involution supported by
supp q(π) 6⊆ θa. P
supp π, so supp q(φ2 ) ⊆ supp q(π). On the other hand, if π 0 ∈ G is an involution supported by a, then φ ∈ Vπ0
and φ2 ∈ Sπ0 , so q(φ2 ) ∈ Sq(π0 ) and supp q(φ2 ) ∩ supp q(π 0 ) = 0. As π 0 is arbitrary, supp q(φ2 ) ∩ θa = 0; so
supp q(π) \ θa ⊇ supp q(φ2 ) 6= 0. Q
Q

(j) In the same way, we can define θ∗ : B → A by setting

θ∗ b = sup{supp q −1 (π) : π ∈ H is an involution and supp π ⊆ b}
for every b ∈ B. Now θ∗ θa = a for every a ∈ A. P
P (α) If 0 6= u ⊆ a, there is an involution π ∈ G supported
by u. Now q(π) is an involution in H supported by θa, so
u ∩ θ∗ θa ⊇ u ∩ supp q −1 q(π) = supp π 6= 0.
As u is arbitrary, a ⊆ θ∗ θa. (β) If π ∈ H is an involution supported by θa, then φ = q −1 (π) is an involution
in G with supp q(φ) = supp π ⊆ θa, so supp φ ⊆ a, by (i) above; as π is arbitrary, θ∗ θa ⊆ a. QQ
Similarly, θθ∗ b = b for every b ∈ B. But this means that θ and θ∗ are the two halves of an order-
isomorphism between A and B. By 312L, both are Boolean homomorphisms.
(k) If π ∈ G is an involution, then θ(supp π) = supp q(π). P
P By the definition of θ, supp q(π) ⊆ θ(supp π).
On the other hand,
supp q(π) = θθ∗ (supp q(π)) ⊇ θ(supp q −1 q(π)) = θ(supp π). Q
Q
Similarly, if π ∈ H is an involution, θ−1 (supp π) = θ∗ (supp π) = supp q −1 (π).
(l) We are nearly home. Let us confirm that q(φ) = θφθ−1 for every φ ∈ G. P P?? Otherwise, ψ =
q(φ)−1 θφθ−1 is not the identity automorphism on B, and there is a non-zero b ∈ B such that ψb ∩ b = 0,
that is, θφθ−1 b ∩ q(φ)b = 0. Let π ∈ H be an involution supported by b. Then q −1 (π) is supported by θ−1 b,
by (j), so φθ−1 b supports φq −1 (π)φ−1 and θφθ−1 b supports q(φq −1 (π)φ−1 ) = q(φ)πq(φ)−1 . On the other
hand, q(φ)b also supports q(φ)πq(φ)−1 , which is not the identity automorphism; so these two elements of B
cannot be disjoint. X XQQ
(m) Finally, θ is unique by 383C.
Remark The ideas of the proof here are taken from Eigen 82.

383E The rest of this section may be regarded as a series of corollaries of this theorem. But I think it
will be apparent that they are very substantial results.
Theorem Let A and B be atomless homogeneous Boolean algebras, and q : Aut A → Aut B an isomorphism.
Then there is a unique Boolean isomorphism θ : A → B such that q(φ) = θφθ−1 for every φ ∈ Aut A.
proof (a) Let A b be the Dedekind completion of A (314U). Then every φ ∈ Aut A has a unique extension to
a Boolean homomorphism φ̂ : A b→A b (314Tb). Because the extension is unique, we must have (φψ)b= φ̂ψ̂
for all φ, ψ ∈ Aut A; consequently, φ̂ and φd b for each φ ∈ Aut A;
−1 are inverses of each other, and φ̂ ∈ Aut A

moreover, φ 7→ φ̂ is a group homomorphism. Of course it is injective, so we have a subgroup G = {φ̂ : φ ∈

Aut A} of Aut A b which is isomorphic to Aut A. Clearly
b φu ∈ A for every u ∈ A}.
G = {φ : φ ∈ Aut A,
496 Automorphism groups 383E

b is non-zero, then there is a non-zero u ⊆ a belonging to A. Because A is atomless and homogeneous,

If a ∈ A
there is an involution π ∈ Aut A supported by u (381Q); now π̂ ∈ G is an involution supported by a. As a
is arbitrary, G has many involutions.
Similarly, writing Bb for the Dedekind completion of B, we have a subgroup H = {ψ̂ : ψ ∈ Aut B} of
b
Aut B isomorphic to Aut B, and with many involutions. Let q̂ : G → H be the corresponding isomorphism,
d for every φ ∈ Aut A.
so that q̂(φ̂) = q(φ)
By 383D, there is a Boolean isomorphism θ̂ : A b→B b such that q̂(φ) = θ̂φθ̂−1 for every φ ∈ G.

(b) If u ∈ A, then θ̂u ∈ B. P P It is enough to consider the case u ∈/ {0, 1}, since surely θ̂0 = 0, θ̂1 = 1.
Take any w ∈ B which is neither 0 nor 1; then there is an involution in Aut B with support w (381Q
again); the corresponding member π of H is still an involution with support w. Its image q̂ −1 (π) in G is
an involution with support a = θ̂−1 w ∈ A;b of course 0 6= a 6= 1. Take non-zero u1 , u3 ∈ A such that u1 ⊂ a
and u3 ⊆ 1 \ a; set u2 = 1 \ (u1 ∪ u3 ). Because A is homogeneous, there are φ, ψ ∈ G such that φu1 = u,
ψu1 = u1 , ψu2 = u3 ; set φ2 = φψ. Then we have
u = φu1 ⊆ φ(supp q̂ −1 (π)) = supp(φq̂ −1 (π)φ−1 ) ⊆ φ(u1 ∪ u2 ) = u ∪ φu2 ,

u = φ2 u1 ⊆ φ2 (supp q̂ −1 (π)) = supp(φ2 q̂ −1 (π)φ−1

2 ) ⊆ u ∪ φ2 u2 = u ∪ φu3 ,

so
φ(supp q̂ −1 (π)) ∩ φ2 (supp q̂ −1 (π)) = u,
and

θ̂u = θ̂(φ(supp q̂ −1 (π))) ∩ θ̂(φ2 (supp q̂ −1 (π)))

= θ̂(supp φq̂ −1 (π)φ−1 ) ∩ θ̂(supp φ2 q̂ −1 (π)φ−1
2 )

= θ̂(supp q̂ −1 (q̂(φ)π q̂(φ)−1 )) ∩ θ̂(supp q̂ −1 (q̂(φ2 )π q̂(φ2 )−1 ))

= θ̂θ̂−1 (supp(q̂(φ)π q̂(φ)−1 )) ∩ θ̂θ̂−1 (supp(q̂(φ2 )π q̂(φ2 )−1 ))
= supp(q̂(φ)π q̂(φ)−1 ) ∩ supp(q̂(φ2 )π q̂(φ2 )−1 )
= q̂(φ)(supp π) ∩ q̂(φ2 )(supp π) = q̂(φ)w ∩ q̂(φ2 )w ∈ B
because both q̂(φ) and q̂(φ2 ) belong to H. Q
Q
Similarly, θ̂−1 v ∈ A for every v ∈ B, and θ = θ̂¹ A is an isomorphism between A and B.
We now have
q(φ) = q̂(φ̂)¹ B = (θ̂φ̂θ̂−1 )¹ B = θφθ−1
for every φ ∈ Aut A. Finally, θ is unique by 383C, as before.

383F Corollary If A and B are atomless homogeneous Boolean algebras with isomorphic automorphism
groups, they are isomorphic as Boolean algebras.
Remark Of course a one-element Boolean algebra {0} and a two-element Boolean algebra {0, 1} have
isomorphic automorphism groups without being isomorphic.

383G Corollary If A is a homogeneous Boolean algebra, then Aut A has no outer automorphisms.
proof If A = {0, 1} this is trivial. Otherwise, A is atomless, so if q is any automorphism of Aut A, there
is a Boolean isomorphism θ : A → A such that q(φ) = θφθ−1 for every φ ∈ Aut A, and q is an inner
automorphism.

383H Definitions Complementary to the notion of ‘many involutions’ is the following concept.
(a) A Boolean algebra A is rigid if the only automorphism of A is the identity automorphism.
(b) A Boolean algebra A is nowhere rigid if no non-trivial principal ideal of A is rigid.
383N Outer automorphisms 497

383I Lemma Let A be a Boolean algebra. Then the following are equiveridical:
(i) A is nowhere rigid;
(ii) for every a ∈ A \ {0} there is a φ ∈ Aut A, not the identity, supported by a;
(iii) for every a ∈ A \ {0} there are distinct non-zero b, c ⊆ a such that the principal ideals Ab , Ac they
generate are isomorphic;
(iv) the automorphism group Aut A has many involutions.
proof (a)(ii)⇒(i) If a ∈ A \ {0}, let φ ∈ Aut A be a non-trivial automophism supported by a; then φ¹ Aa
is a non-trivial automorphism of the principal ideal Aa , so Aa is not rigid.
(b)(i)⇒(iii) There is a non-trivial automorphism ψ of Aa ; now if b ∈ Aa is such that ψb = c 6= b, Ab is
isomorphic to φ[Ab ] = Ac .
(c)(iii)⇒(iv) Take any non-zero a ∈ A. By (iii), there are distinct b, c ⊆ a such that Ab , Ac are
isomorphic. At least one of b \ c, c \ b is non-zero; suppose the former. Let ψ : Ab → Ac be an isomorphism,
←−−−
and set d = b \ c, d0 = ψ(b \ c); then d0 ⊆ c, so d0 ∩ d = 0, and φ = (d ψ d0 ) is an involution supported by a.
(d)(iv)⇒(ii) is trivial.

383J Theorem Let A and B be nowhere rigid Dedekind complete Boolean algebras and q : Aut A →
Aut B an isomorphism. Then there is a Boolean isomorphism θ : A → B such that q(φ) = θφθ−1 for every
φ ∈ Aut A.
proof Put 383I(i)⇒(iv) and 383D together.

383K Corollary Let A be a nowhere rigid Dedekind complete Boolean algebra. Then Aut A has no
outer automorphisms.

383L Examples I note the following examples of nowhere rigid algebras.

(a) An atomless homogeneous Boolean algebra is nowhere rigid.
(b) Any principal ideal of a nowhere rigid Boolean algebra is nowhere rigid.
(c) A simple product of nowhere rigid Boolean algebras is nowhere rigid.
(d) Any atomless semi-finite measure algebra is nowhere rigid.
(e) A free product of nowhere rigid Boolean algebras is nowhere rigid.
(f) The Dedekind completion of a nowhere rigid Boolean algebra is nowhere rigid.
Indeed, the difficulty is to find an atomless Boolean algebra which is not nowhere rigid; for a variety of
constructions of rigid algebras, see Bekkali & Bonnet 89.

383M Theorem Let (A, µ̄) and (B, ν̄) be atomless localizable measure algebras, and Autµ̄ A, Autν̄ B the
corresponding groups of measure-preserving automorphisms. Let q : Autµ̄ A → Autν̄ B be an isomorphism.
Then there is a Boolean isomorphism θ : A → B such that q(φ) = θφθ−1 for every φ ∈ Autµ̄ A.
proof The point is just that Autµ̄ A has many involutions. P P Let a ∈ A \ {0}. Then there is a non-
zero b ⊆ a such that the principal ideal Ab is Maharam-type-homogeneous. Take c ⊆ b, d ⊆ b \ c such that
µ̄c = µ̄d = min(1, 12 µ̄b) (331C). The principal ideals Ac , Ad are now isomorphic as measure algebras (331I);
←−−
let ψ : Ac → Ad be a measure-preserving isomorphism. Then (c ψ d) ∈ Autµ̄ A is an involution supported by
a. QQ
Similarly, Autν̄ B has many involutions, and the result follows at once from 383D.

383N To make proper use of the last theorem we need the following result.
Proposition Let (A, µ̄) and (B, ν̄) be localizable measure algebras and θ : A → B a Boolean isomorphism.
For each infinite cardinal κ let eκ be the Maharam-type-κ component of A (332G) and for each γ ∈ ]0, ∞[
let Aγ be the set of atoms of A of measure γ. Then the following are equiveridical:
(i) for every φ ∈ Autµ̄ A, θφθ−1 ∈ Autν̄ B;
498 Automorphism groups 383N

(ii)(α) for every infinite cardinal κ there is an ακ > 0 such that ν̄(θa) = ακ µ̄a for every a ⊆ eκ (β) for
every γ ∈ ]0, ∞[ there is an αγ > 0 such that ν̄(θa) = αγ µ̄a for every a ∈ Aγ .
proof (a)(i)⇒(ii)(α α) Let κ be an infinite cardinal. The point is that if a, a0 ⊆ eκ and µ̄a = µ̄a0 < ∞
0
then ν̄(θa) = ν̄(θa ). P P The principal ideals Aa , Aa0 are isomorphic as measure algebras; moreover, by
332J, the principal ideals Aeκ \a , Aeκ \a0 are isomorphic. We therefore have a φ ∈ Autµ̄ A such that φa = a0 .
Consequently ψθa = θa0 , where ψ = θφθ−1 ∈ Autν̄ B, and ν̄(θa) = ν̄(θa0 ). Q Q
If eκ = 0 we can take ακ = 1. Otherwise fix on some c0 ⊆ eκ such that 0 < µ̄c0 < ∞; take b ⊆ θc0 such
that 0 < ν̄b < ∞, and set c = θ−1 b, ακ = ν̄b/µ̄c. Then we shall have ν̄(θa) = ν̄(θc) = ακ µ̄a whenever
a ⊆ eκ and µ̄a = µ̄c. But we can find for any n ≥ 1 a partition cn1 , . . . , cnn of c into elements of measure
1 1
n µ̄c; since ν̄(θcni ) = ν̄(θcnj ) for all i, j ≤ n, we must have ν̄(θcni ) = n ν̄(θc) = ακ µ̄cni for all i. So if a ⊆ eκ
and µ̄a = n1 µ̄c, ν̄(θa) = ν̄(θcn1 ) = ακ µ̄a. Now suppose that a ⊆ eκ and µ̄a = nk µ̄c for some k, n ≥ 1; then a
can be partitioned into k sets of measure n1 µ̄c, so in this case also ν̄(θa) = ακ µ̄a. Finally, for any a ⊆ eκ , set
D = {d : d ⊆ a, µ̄d is a rational multiple of µ̄c},
and let D ⊆ D be a maximal upwards-directed set. Then sup D0 = a, so θ[D0 ] is an upwards-directed set
0

with supremum θa, and

ν̄(θa) = supd∈D0 ν̄(θd) = supd∈D0 ακ µ̄d = ακ µ̄a.

β ) Let γ ∈ ]0, ∞[. If Aγ = ∅ take αγ = 1. Otherwise, fix on any c ∈ Aγ and set αγ = ν̄(θc)/γ. If
(β
a ∈ Aγ then there is a φ ∈ Autµ̄ A exchanging the atoms a, c, so that θφθ−1 ∈ Autν̄ B exchanges the atoms
θa, θc, and
ν̄(θa) = ν̄(θc) = αγ µ̄a.

(b)(ii)⇒(i) Now suppose that the conditions (α) and (β) are satisfied, that φ ∈ Autµ̄ A and that a ∈ A.
For each infinite cardinal κ, we have φeκ = eκ , so

ν̄(θφ(eκ ∩ a)) = ακ µ̄(φ(eκ ∩ a)) = ακ µ̄(eκ ∩ a) = ν̄(θ(eκ ∩ a)).

Similarly, if we write aγ = sup Aγ , then for each γ ∈ ]0, ∞[ we have φ[Aγ ] = Aγ , φaγ = aγ , and for c ⊆ aγ
we have
µ̄c = γ#({e : e ∈ Aγ , e ⊆ c});
so

ν̄(θφ(aγ ∩ a)) = αγ γ#({e : e ∈ Aγ , e ⊆ φa})

= αγ γ#({e : e ∈ Aγ , e ⊆ a})
X
= ν̄(θe) = ν̄(θ(aγ ∩ a)).
e∈Aγ ,e ⊆ a

Putting these together,

X X
ν̄(θφa) = ν̄(θφ(eκ ∩ a)) + ν̄(θφ(aγ ∩ a))
κ is an infinite cardinal γ∈]0,∞[
X X
= ν̄(θ(eκ ∩ a)) + ν̄(θ(aγ ∩ a))
κ is an infinite cardinal γ∈]0,∞[

= ν̄(θa).

But this means that

ν̄(θφθ−1 b) = ν̄(θθ−1 b) = ν̄b
for every b ∈ B, and θφθ−1 is measure-preserving, as required by (i).
383P Outer automorphisms 499

383O Corollary If (A, µ̄) is an atomless totally finite measure algebra, Autµ̄ A has no outer automor-
phisms.
proof Let q : Autµ̄ A → Autµ̄ A be any automorphism. By 383M, there is a corresponding θ ∈ Aut A such
that q(φ) = θφθ−1 for every φ ∈ Autµ̄ A. By 383N, there is for each infinite cardinal κ an ακ > 0 such that
µ̄(θa) = ακ µ̄a whenever a ⊆ eκ , the Maharam-type-κ component of A. But since θeκ = eκ and µ̄eκ < ∞
for every κ, we must have ακ = 1 whenever eκ 6= 0; as A is atomless,
X
µ̄(θa) = µ̄(θ(a ∩ eκ ))
κ is an infinite cardinal
X
= ακ µ̄(a ∩ eκ )
κ is an infinite cardinal
X
= µ̄(a ∩ eκ ) = µ̄a
κ is an infinite cardinal

for every a ∈ A. Thus θ ∈ Autµ̄ A and q is an inner automorphism.

383P The results above are satisfying and complete in their own terms, but leave open a number of
obvious questions concerning whether some of the hypotheses can be relaxed. Atoms can produce a variety
of complications (see 383Ya-383Yd below). To show that we really do need to assume that our algebras are
Dedekind complete or localizable, I offer the following.
Example (a) There are an atomless localizable measure algebra (A, µ̄) and an atomless semi-finite measure
algebra (B, ν̄) such that Aut A ∼
= Aut B, Autµ̄ A ∼
= Autν̄ B but A and B are not isomorphic.
proof Let (A0 , µ̄0 ) be an atomless homogeneous probability algebra; for instance, the measure algebra
of Lebesgue measure on the unit interval. Let A be the simple product Boolean algebra Aω 0 , and µ̄ the
1

corresponding measure (322K); then (A, µ̄) is an atomless localizable measure algebra. In A let I be the set
{a : a ∈ A and the principal ideal Aa is ccc};
then I is an ideal of A, the σ-ideal generated by the elements of finite measure (cf. 322G). Set
B = {a : a ∈ A, either a ∈ I or 1 \ a ∈ I}.
Then B is a σ-subalgebra of A, so if we set ν̄ = µ̄¹ B then (B, ν̄) is a measure algebra in its own right.
The definition of I makes it plain that it is invariant under all Boolean automorphisms of A; so B is also
invariant under all automorphisms, and we have a homomorphism φ 7→ q(φ) = φ¹ B : Aut A → Aut B. On
the other hand, because B is order-dense in A, and A is Dedekind complete, every automorphism of B can
be extended to an automorphism of A (see part (a) of the proof of 383E). So q is actually an isomorphism
between Aut A and Aut B. Moreover, still because B is order-dense, q(φ) is measure-preserving iff φ is
measure-preserving, so Autµ̄ A is isomorphic to Autν̄ B. But of course there is no Boolean isomorphism, let
alone a measure algebra isomorphism, between A and B, because A is Dedekind complete while B is not.
Remark Thus the hypothesis ‘Dedekind complete’ in 383D and 383J (and ‘localizable’ in 383M), and the
hypothesis ‘homogeneous’ in 383E-383F, are essential.
(b) There is an atomless semi-finite measure algebra (C, λ̄) such that Aut C has an outer automorphism.
proof In fact we can take C to be the simple product of A and B above. I claim that the isomorphism
between Aut A and Aut B gives rise to an outer automorphism of Aut C; this seems very natural, but I think
there is a fair bit to check, so I take the argument in easy stages.
(i) We may identify the Dedekind completion of C = A × B with A × A. For φ ∈ Aut C, we have a
corresponding φ̂ ∈ Aut(A × A). Now B × A is invariant under φ̂. P P Consider first φ(0, 1) = (a1 , b1 ) ∈ C.
The corresponding principal ideal C(a1 ,b1 ) ∼ = Aa1 × Bb1 of C must be isomorphic to the principal ideal
= B; so that if (a, b) ∈ C and (a, b) ⊆ (a1 , b1 ), then just one of the principal ideals C(a,b) ∼
C(0,1) ∼ = Aa × Bb ,
C(a1 \a,b1 \b) ∼
= Aa1 \a × Bb1 \b is ccc. But this can only happen if Aa1 is ccc and Bb1 is not; that is, if a1 and
1 \ b1 belong to I. Consequently φ̂(0, a) ⊆ (a1 , b1 ) belongs to B × A for every a ∈ A. We also find that
φ(1, 0) = (1, 1) \ φ(0, 1) = (1 \ a1 , 1 \ b1 ) ∈ B × A.
500 Automorphism groups 383P

Now if b ∈ I, then
Cφ(b,0) ∼
= C(b,0) ∼
= Ab
is ccc and
φ(b, 0) ∈ I × I ⊆ B × A;
while
φ(1 \ b, 0) = (1 \ a1 , 1 \ b1 ) \ φ(b, 0) ∈ B × A.
This shows that φ(b, 0) ∈ B × A for every b ∈ B. So
φ̂(b, a) = φ̂(b, 0) ∪ φ̂(0, a) ∈ B × A
for every b ∈ B, a ∈ A. Q
Q
(ii) Let θ : A × A → A × A be the involution defined by setting θ(a, b) = (b, a) for all a, b ∈ A. Take
φ ∈ Aut C and consider ψ = θφ̂θ−1 ∈ Aut(A × A). If c = (a, b) ∈ C, then θ−1 c = (b, a) ∈ B × A, so
φ̂θ−1 c ∈ B × A, by (i), and ψc ∈ A × B = C. This shows that ψ¹ C is a homomorphism from C to itself. Of
course ψ −1 = θφ̂−1 θ−1 has the same property. So we have a map q : Aut C → Aut C given by setting
q(φ) = θφ̂θ−1 ¹ C
for φ ∈ Aut C. Evidently q is an automorphism.
(iii) ?? Suppose, if possible, that q were an inner automorphism. Let χ ∈ Aut C be such that q(φ) =
χφχ−1 for every φ ∈ Aut C. Then
d = θφ̂θ−1
χ̂φ̂χ̂−1 = q(φ)
for every φ ∈ Aut C. Since G = {φ̂ : φ ∈ Aut C} is a subgroup of Aut(A × A) with many involutions, the
‘uniqueness’ assertion of 383D tells us that χ̂ = θ. But
θ[C] = B × A 6= C = χ[C] = χ̂[C],
so this cannot be. X
X
Thus q is the required outer automorphism of Aut C.
Remark Thus the hypothesis ‘homogeneous’ in 383E, and the hypothesis ‘Dedekind complete’ in 383J, are
necessary.

383Q Example Let µ be Lebesgue measure on R, and (A, µ̄) its measure algebra. Then Autµ̄ A has an
outer automorphism. P P Set f (x) = 2x for x ∈ R. Then E 7→ f −1 [E] = 21 E is a Boolean automorphism of
the domain Σ of µ, and µ( 12 E) = 12 µE for every E ∈ Σ (263A, or otherwise). So we have a corresponding
θ ∈ Aut A defined by setting θE • = ( 12 E)• for every E ∈ Σ, and µ̄(θa) = 12 µ̄a for every a ∈ A. By
383N, we have an automorphism q of Autµ̄ A defined by setting q(φ) = θφθ−1 for every measure-preserving
automorphism φ. But q is now an outer automorphism of Autµ̄ A, because (by 383D) the only possible
automorphism of A corresponding to q is θ, and θ is not measure-preserving. Q Q
Thus the hypothesis ‘totally finite’ in 383O cannot be omitted.

383X Basic exercises (a) Let A be a Boolean algebra. Show that the following are equiveridical: (i)
A is nowhere rigid; (ii) for every a ∈ A \ {0} and n ∈ N there are disjoint non-zero b0 , . . . , bn ⊆ a such that
the principal ideals Abi they generate are all isomorphic; (iii) for every a ∈ A \ {0} and n ≥ 1 there is a
φ ∈ Aut A, of order n, supported by a.

(b) Let A be a nowhere rigid Boolean algebra. Show that its Dedekind completion is nowhere rigid.

(c) Let A be an atomless homogeneous Boolean algebra and B a nowhere rigid Boolean algebra, and
suppose that Aut A is isomorphic to Aut B. Show that there is an invariant order-dense subalgebra of B
which is isomorphic to A.
383 Notes Outer automorphisms 501

(d) Let A and B be nowhere rigid Boolean algebras. Show that if Aut A and Aut B are isomorphic, then
b and B
the Dedekind completions A b are isomorphic.

(e) Find two non-isomorphic atomless totally finite measure algebras (A, µ̄), (B, ν̄) such that Autµ̄ A and
Autν̄ B are isomorphic. (This is easy.)

(f ) Let (A, µ̄) and (B, ν̄) be semi-finite measure algebras and θ : A → B a Boolean isomorphism. Show
that the following are equiveridical: (i) for every φ ∈ Autµ̄ A, θφθ−1 ∈ Autν̄ B; (ii)(α) for every infinite
cardinal κ there is an ακ > 0 such that ν̄(θa) = ακ µ̄a whenever a ∈ A and the principal ideal Aa is
Maharam-type-homogeneous with Maharam type κ; (β) for every γ ∈ ]0, ∞[ there is an αγ > 0 such that
ν̄(θa) = αγ µ̄a whenever a ∈ A is an atom of measure γ.

(g) Let q : Aut C → Aut C be the automorphism of 383Pb. Show that q(φ) is measure-preserving whenever
φ is measure-preserving, so that q¹ Autλ̄ C is an outer automorphism of Autλ̄ C.

383Y Further exercises (a) Let (A, µ̄) and (B, ν̄) be localizable measure algebras such that Aut A ∼
=
Aut B. Show that either A ∼
= B or one of A, B has just one atom and the other is atomless.

(b) Let (A, µ̄), (B, ν̄) be localizable measure algebras such that Autµ̄ A = ∼ Autν̄ B. Show that either
(A, µ̄) ∼
= (B, ν̄) or there is some γ ∈ ]0, ∞[ such that one of A, B has just one atom of measure γ and the
other has none or there are γ, γ 0 ∈ ]0, ∞[ such that the number of atoms of A of measure γ is equal to the
number of atoms of B of measure γ 0 , but not to the number of atoms of A of measure γ 0 .

(c) Let (A, µ̄) be a localizable measure algebra. Show that there is an outer automorphism of Aut A iff A
has exactly six atoms.

(d) Let (A, µ̄) be a localizable measure algebra. For each infinite cardinal κ let eκ be the Maharam-type-κ
component of A and for each γ ∈ ]0, ∞[ let Aγ be the set of atoms of A of measure γ. Show that there is an
outer automorphism of Autµ̄ A iff
either there is an infinite cardinal κ such that µ̄eκ = ∞
or there are distinct γ, δ ∈ ]0, ∞[ such that #(Aγ ) = #(Aδ ) ≥ 2
or there is a γ ∈ ]0, ∞[ such that #(Aγ ) = 6
or there are γ, δ ∈ ]0, ∞[ such that #(Aγ ) = 2 < #(Aδ ) < ω.

383 Notes and comments Let me recapitulate the results above. If A and B are Boolean algebras,
any isomorphism between Aut A and Aut B corresponds to an isomorphism between A and B if either A
and B are atomless and homogeneous (383E) or they are nowhere rigid and Dedekind complete (383J). If
(A, µ̄) and (B, ν̄) are atomless localizable measure algebras, then any automorphism between Autµ̄ A and
Autν̄ B corresponds to an isomorphism between A and B (383M) which if µ̄ = ν̄ is totally finite will be
measure-preserving (383O).
These results may appear a little less surprising if I remark that the elementary Boolean algebras PX
give rise to some of the same phenomena. The automorphism group of PX can be identified with the
group SX of all permutations of X, and this has no outer automorphisms unless X has just six elements.
Some of the ideas of the fundamental theorem 383D can be traced through in the purely atomic case also,
though of course there are significant changes to be made, and some serious complications arise, of which the
most striking surround the remarkable fact that S6 does have an outer automorphism (Burnside 11, §162;
Rotman 84, Theorem 7.8). I have not attempted to incorporate these in the main results. For localizable
measure algebras, where the only rigid parts are atoms, the complications are superable, and I think I have
listed them all (383Ya-383Yd).
502 Automorphism groups §384 intro.

384 Entropy
Perhaps the most glaring problem associated with the theory of measure-preserving homomorphisms and
automorphisms is the fact that we have no generally effective method of determining when two homomor-
phisms are the same, in the sense that two structures (A, µ̄, π) and (B, ν̄, φ) are isomorphic, where (A, µ̄)
and (B, ν̄) are measure algebras and π : A → A, φ : B → B are Boolean homomorphisms. Of course the
first part of the problem is to decide whether (A, µ̄) and (B, ν̄) are isomorphic; but this is solved (at least
for localizable algebras) by Maharam’s theorem (see 332J). The difficulty lies in the homomorphisms. Even
when we know that (A, µ̄) and (B, ν̄) are both isomorphic to the Lebesgue measure algebra, the extraordi-
nary variety of constructions of homomorphisms – corresponding in part to the variety of measure spaces
with such measure algebras, each with its own natural inverse-measure-preserving functions – means that
the question of which are isomorphic to each other is continually being raised. In this section I give the most
elementary ideas associated with the concept of ‘entropy’, up to the Kolmogorov-Sinaı̌ theorem (384P). This
is an invariant which can be attached to any measure-preserving homomorphism on a probability algebra,
and therefore provides a useful method for distinguishing non-isomorphic homomorphisms.
The main work of the section deals with homomorphisms on measure algebras, but as many of the most
important ones arise from inverse-measure-preserving functions on measure spaces I comment on the extra
problems arising in the isomorphism problem for such functions (384T-384V). I should remark that some of
the lemmas will be repeated in stronger forms in the next section.

384A Notation Throughout this section, I will use the letter q to denote the function from [0, ∞[ to R
defined by saying that q(t) = −t ln t = t ln 1t if t > 0, q(0) = 0.

0 0.5 1 1.5

-0.5

The function q
We shall need the following straightforward facts concerning q.
(a) q is continuous on [0, ∞[ and differentiable on ]0, ∞[; q 0 (t) = −1 − ln t and q 00 (t) = − 1t for t > 0.
Because q 00 is negative, q is concave, that is, −q is convex. q has a unique maximum at ( 1e , 1e ).
(b) If s ≥ 0, t > 0 then q 0 (s + t) ≤ q 0 (t); consequently
Rt
q(s + t) = q(s) + 0 q 0 (s + τ )dτ ≤ q(s) + q(t)
Pn Pn
forPs, t ≥ 0. P
It follows that q( i=0 si ) ≤ i=0 q(si ) for all s0 , . . . , sn ≥ 0 and (because q is continuous)
∞ ∞
q( i=0 si ) ≤ i=0 q(si ) for every non-negative summable series hsi ii∈N .
(c) If s, t ≥ 0 then q(st) = sq(t) + tq(s); more generally, if n ≥ 1 and si ≥ 0 for i ≤ n then
Qn Pn Q
q( i=0 si ) = j=0 q(sj ) i6=j si .

(d) The function t 7→ q(t) + q(1 − t) has a unique maximum at ( 12 , ln 2). ( dt

d
(q(t) + q(1 − t)) = ln 1−t
t .) It
1
follows that for every ² > 0 there is a δ > 0 such that |t − 2 | ≤ ² whenever q(t) + q(1 − t) ≥ ln 2 − δ.
(e) If 0 ≤ t ≤ 21 , then q(1 − t) ≤ q(t). P
P Set f (t) = q(t) − q(1 − t). Then
1 1 2t−1
f 00 (t) = − + = ≤0
t 1−t t(1−t)

for 0 < t ≤ 21 , while f (0) = f ( 21 ) = 0, so f (t) ≥ 0 for 0 ≤ t ≤ 12 . Q

Q
384G Entropy 503

(f ) (i) If A is a Dedekind σ-complete Boolean algebra, I will write q̄ for the function from L0 (A)+ to
0
L (A) defined from q (364I). Note that because 0 ≤ q(t) ≤ 1 for t ∈ [0, 1], 0 ≤ q̄(u) ≤ χ1 if 0 ≤ u ≤ χ1.
(ii) By (b), q̄(u + v) ≤ q̄(u) + q̄(v) for all u, v ≥ 0 in L0 (A). (Represent A as the measure algebra of a
measure space, so that q̄(f • ) = (qf )• , as in 364Jb.)
(iii) Similarly, if u, v ∈ L0 (A)+ , then q̄(u × v) = u × q̄(v) + v × q̄(u).

1
384B Lemma Let (A, µ̄) be a probability algebra, B a closed subalgebra
R of A, and
R P : L (A, µ̄) →
1
L (A, µ̄) the corresponding conditional expectation operator (365R). Then q̄(u) ≤ q( u) and P (q̄(u)) ≤
q̄(P u) for every u ∈ L∞ (A)+ .
proof Apply the remarks in 365Rb to −q. (q̄(u) ∈ L∞ ⊆ L1 for every u ∈ (L∞ )+ because q is bounded on
every bounded interval in [0, ∞[.)

384CPDefinition Let (A, µ̄) be a probability algebra. If A is a partition of unity in A, its entropy is
H(A) = a∈A q(µ̄a), where q is the function defined in 384A.
Remarks (a) In the definition of ‘partition of unity’ (311Gc) I allowed 0 to belong to the family. In the
present context this is a mild irritant, and when convenient I shall remove 0 from the partitions of unity
considered here (as in 384F below). But because q(0) = 0, it makes no difference; H(A) = H(A \ {0})
whenever A is a partition of unity. So if you wish you can read ‘partition of unity’ in this section to mean
‘partition of unity not containing 0’, if you are willing to make an occasional amendment in a formula. In
important cases, in fact, A is of the form {ai : i ∈ I} or {ai : i ∈ I} \ {0}, where hai ii∈I is an indexed
partition of unity, with
Pai ∩ aj = 0 for i 6= j, but no restriction in the number of i with ai = 0; in this case,
we still have H(A) = i∈I q(µ̄ai ).
(b) Many authors prefer to use log2 in place of ln. This makes sense in terms of one of the intuitive
approaches to entropy as the ‘information’ associated with a partition. See Petersen 83, §5.1.

384D Definition Let (A, µ̄) be a probability algebra, B a closed subalgebra of A and A a partition of
unity in A. Let P : L1 (A, µ̄) → L1 (A, µ̄) be the conditional expectation operator associated with B. Then
the conditional entropy of A on B is
P R
H(A|B) = a∈A q̄(P χa),
where q̄ is defined as in 384A.

384E Elementary remarks (a) In the formula

P R
a∈A q̄(P χa),
we have 0 ≤ P (χa) ≤ χ1 for every a, so q̄(P χa) ≥ 0 and every term in the sum is non-negative; accordingly
H(A|B) is well-defined in [0, ∞].
R
(b) H(A) = H(A|{0, 1}), since if B = {0, 1} then P (χa) = µ̄aχ1, so that q̄(P χa) = q(µ̄a). If A ⊆ B,
H(A|B) = 0, since P (χa) = χa, q̄(P χa) = 0 for every a.

384F Definition If A is a Boolean algebra and A, B ⊆ A are partitions of unity, I write A ∨ B for the
partition of unity {a ∩ b : a ∈ A, b ∈ B} \ {0}. (See 384Xq.)

384G Lemma Let (A, µ̄) be a probability algebra and B a closed subalgebra. Let A ⊆ A be a partition
of unity.
(a) If B is another partition of unity in A, then
H(A|B) ≤ H(A ∨ B|B) ≤ H(A|B) + H(B|B).
(b) If B is purely atomic and D is the set of its atoms, then H(A ∨ D) = H(D) + H(A|B).
(c) If C ⊆ B is another closed subalgebra of A, then H(A|C) ≥ H(A|B). In particular, H(A) ≥ H(A|B).
(d) Suppose that hBn in∈N is a non-decreasing sequence of closed subalgebras of A such that B =
S
n∈N Bn . If H(A) < ∞ then
504 Automorphism groups 384G

H(A|B) = limn→∞ H(A|Bn ).

In particular, if A ⊆ B then limn→∞ H(A|Bn ) = 0.
proof Write P for the conditional expectation operator on L1 (A, µ̄) associated with B.
(a)(i) If B is infinite, enumerate it as hbj ij∈N ; if it is finite, enumerate it as hbj ij≤n and set bj = 0 for
j > n. For any a ∈ A,
P∞ P∞
χa = j=0 χ(a ∩ bj ), P (χa) = j=0 P χ(a ∩ bj ),

Xn
q̄(P χa) = lim q̄( P χ(a ∩ bj ))
n→∞
j=0
n
X ∞
X
≤ lim q̄(P χ(a ∩ bj )) = q̄(P χ(a ∩ bj ))
n→∞
j=0 j=0

where all the infinite sums are to be regarded as order*-limits of the corresponding finite sums (see §367),
and the middle inequality is a consequence of 384Af(ii). Accordingly
X Z
H(A ∨ B|B) = q̄(P χ(a ∩ b))
a∈A,b∈B,a∩b6=0
XX ∞ Z XZ
= q̄(P χ(a ∩ bj )) ≥ q̄(P χai ) = H(A|B).
a∈A j=0 a∈A

(ii) Suppose for the moment that A and B are both finite. For a ∈ A set ua = P (χa). If a, b ∈ A we
have 0 ≤ ua∩b ≤ ub inPL0 (B), so we may choose vP 0
ab ∈ L (B) such that 0 ≤ vab ≤ χ1
P and ua∩b = vab × ub .
For any b ∈ B, a∈A ua∩b P = ub (because a∈A χ(a ∩ b) = χb), so ub × a∈A vab = ub . Since
[[|q̄(ub )| > 0]] ⊆ [[ub > 0]], q̄(ub ) × a∈A vab = q̄(ub ).
For any a ∈ A,

X X X
q̄(ua ) = q̄( ua∩b ) = q̄( ub × vab ) = q̄(P ( χb × vab ))
b∈B b∈B b∈B
(because vab ∈ L0 (B) for every b, so P (χb × vab ) = P (χb) × vab )
X
≥ P (q̄( χb × vab ))
b∈B
(384B)
X
= P( χb × q̄(vab ))
b∈B
(because B is disjoint)
X
= ub × q̄(vab )
b∈B

(because q̄(vab ) ∈ L0 (B) for every b).

Putting these together,

X Z X Z
H(A ∨ B|B) = q̄(ua∩b ) = q̄(ub × vab )
a∈A,b∈B a∈A,b∈B
X Z X Z
= ub × q̄(vab ) + vab × q̄(ub )
a∈A,b∈B a∈A,b∈B
XZ XZ
≤ q̄(ua ) + q̄(ub ) = H(A|B) + H(B|B).
a∈A b∈B
384G Entropy 505

(iii) For general partitions of unity A and B, take any finite set C ⊆ A ∨ B. Then C ⊆ {a ∩ b : a ∈
A0 , b ∈ B0 } where A0 ⊆ A and B0 ⊆ B are finite. Set
A0 = A0 ∪ {1 \ sup A0 }, B 0 = B0 ∪ {1 \ sup B0 },
so that A0 and B 0 are finite partitions of unity and C ⊆ A0 ∨ B 0 . Now

XZ X Z
q̄(P χc) ≤ q̄(P χc) = H(A0 ∨ B 0 |B) ≤ H(A0 |B) + H(B 0 |B)
c∈C c∈A0 ∨B 0
(by (ii))
≤ H(A0 ∨ A|B) + H(B 0 ∨ B|B)
(by (i))
= H(A|B) + H(B|B).

As C is arbitrary,
P R
H(A ∨ B|B) = c∈A∨B q̄(P χc) ≤ H(A|B) + H(B|B).
P
(b) It follows from 384Ab that d∈D q(µ̄(a ∩ d)) ≥ q(µ̄a) for any a ∈ A.
Now, because B is purely atomic and D is its set of atoms,
P µ̄(a∩d) P µ̄(a∩d)
P (χa) = d∈D χd, q̄(P (χa)) = d∈D q( )χd
µ̄d µ̄d
for every a ∈ A,
P µ̄(a∩d)
H(A|B) = a∈A,d∈D q( )µ̄d.
µ̄d
Putting these together,

X X µ̄(a∩d) µ̄(a∩d)
H(A ∨ D) = q(µ̄(a ∩ d)) = q( )µ̄d + q(µ̄d)
µ̄d µ̄d
a∈A,d∈D a∈A,d∈D
X
= H(A|B) + q(µ̄d) = H(A|B) + H(D).
d∈D

(c) Write PC for the conditional expectation operator corresponding to C. If a ∈ A,

q̄(PC χa) = q̄(PC P χa) ≥ PC q̄(P χa)
by 384B. So
P R P R P R
H(A|C) = a∈A q̄(PC χa) ≥ a∈A PC q̄(P χa) = a∈A q̄(P χa) = H(A|B).
Taking C = {0, 1}, we get H(A) ≥ H(A|B).
(d) Let Pn be the conditional expectation operator corresponding to Bn , for each n. Fix a ∈ A.
Then P (χa) is the order*-limit of hPn (χa)in∈N , by Lévy’s martingale theorem (367Kb). Consequently
(because q is continuous) hq̄(Pn χa)in∈N is order*-convergent to q̄(P χa) for every a ∈ A (367I). Also, because
0 ≤ Pn χa ≤ χ1Rfor every n, R0 ≤ q̄(Pn χa) ≤ 1e χ1 for every n. By the Dominated Convergence Theorem
(367J), limn→∞ q̄(Pn χa) = q̄(P χa).
By 384B, we also have
R R R
0≤ q̄(Pn χa) ≤ q( Pn (χa)) = q( χa) = q(µ̄a)
for every a ∈ A and n ∈ N; since also
R
0≤ q̄(P χa) = q(µ̄a),
R R
we have | q̄(Pn χa) − q̄(P χa)| ≤ q(µ̄a) for every a ∈ A, n ∈ N.
506 Automorphism groups 384G

P Now we are supposing that H(A) is finite. Given ² > 0, we can find a finite set I ⊆ A such that
a∈A\I q(µ̄a) ≤ ², and an n0 ∈ N such that
P R R
a∈I | q̄(Pn χa) − q̄(P χa)| ≤ ²
for every n ≥ n0 ; in which case
P R R P
a∈A\I | q̄(Pn χa) − q̄(P χa)| ≤ a∈A\I q(µ̄a) ≤ ²
and |H(A|Bn ) − H(A|B)| ≤ 2² for every n ≥ n0 . As ² is arbitrary, H(A|B) = limn→∞ H(A|Bn ).

384H Corollary Let (A, µ̄) be a probability algebra and A, B two partitions of unity in A. Then
H(A) ≤ H(A ∨ B) ≤ H(A) + H(B).
proof Take B = {0, 1} in 384Ga.

384I Lemma Let (A, µ̄) be a probability algebra, and π : A → A a measure-preserving Boolean
homomorphism. If A ⊆ A is a partition of unity, then H(π[A]) = H(A).
P P
proof a∈A q(µ̄πa) = a∈A q(µ̄a).

384J Lemma Let (A, µ̄) be a measure algebra. Let A be the set of its atoms. Then the following are
equiveridical:
(i) either A is not purely atomic or A is purely atomic and H(A) = ∞;
(ii) there is a partition of unity B ⊆ A such that H(B) = ∞;
(iii) for every γ ∈ R there is a finite partition of unity C ⊆ A such that H(C) ≥ γ.
proof (i)⇒(ii) We need examine only the case in which A is not purely atomic. Let a ∈ A be a non-zero
element such that the principal ideal Aa is atomless. By 331C we can choose inductively a disjoint sequence
han in∈N such that an ⊆ a and µ̄an = 2−n−1 µ̄a. Now, for each n ∈ N, choose a disjoint set Bn such that
n n
#(Bn ) = 22 , b ⊆ an and µ̄b = 2−2 µ̄an for each b ∈ Bn .
Set
S
B= n∈N Bn ∪ {1 \ a}.
Then B is a partition of unity in A and
∞ X
X ∞
X n ¡ µ̄a ¢
H(B) ≥ q(µ̄Bn ) = 22 q
n=0 b∈Bn n=0
2n+1+2n
X∞ ∞
¡ 2n+1+2 ¢ X
n
µ̄a µ̄a n
= n+1
ln ≥ 2 ln 2 = ∞.
n=0
2 µ̄a n=0
2n+1

(ii)⇒(iii) Enumerate B as hbi ii∈N . For each n ∈ N, Cn = {bi : i ≤ n}∪{1 \ supi≤n bi } is a finite partition
of unity, and
Pn
limn→∞ H(Cn ) ≥ limn→∞ i=0 q(µ̄bi ) = H(B) = ∞.

(iii)⇒(i) We need only consider the case in which A is purely atomic and A is its set of atoms. In this
case, A ∨ C = A for every partition of unity C ⊆ A, so H(C) ≤ H(A) for every C (384H), and H(A) must
be infinite.

384K Definition Let A be a Boolean algebra. If π : A → A is an order-continuous Boolean homo-

morphism, A ⊆ A is a partition of unity and n ≥ 1, write Dn (A, π) for the partition of unity generated by
{π i a : a ∈ A, 0 ≤ i < n}, that is, {inf i<n π i ai : ai ∈ A for every i < n}\{0}. Observe that D1 (A, π) = A\{0}
and
Dn+1 (A, π) = Dn (A, π) ∨ π n [A] = A ∨ π[Dn (A, π)]
for every n ≥ 1.
384N Entropy 507

384L Lemma Let (A, µ̄) be a probability algebra and π : A → A a measure-preserving Boolean
homomorphism. Let A ⊆ A be a partition of unity. Then limn→∞ n1 H(Dn (A, π)) = inf n≥1 n1 H(Dn (A, π))
is defined in [0, ∞].

proof (a) Set α0 = 0, αn = H(Dn (A, π)) for n ≥ 1. Then αm+n ≤ αm + αn for all m, n ≥ 0. P
P If m,
n ≥ 1, Dm+n (A, π) = Dm (A, π) ∨ π m [Dn (A, π)]. So 384Ga tells us that
H(Dm+n (A, π)) ≤ H(Dm (A, π)) + H(π m [Dn (A, π)]) = H(Dm (A, π)) + H(Dn (A, π))
because π is measure-preserving. Q
Q

(b) If α1 = ∞ then of course H(Dn (A, π)) ≥ H(A) = ∞ for every n, by 384H, so inf n≥1 n1 H(Dn (A, π)) =
∞ = limn→∞ n1 H(Dn (A, π)). Otherwise, αn ≤ nα1 is finite for every n. Set α = inf n≥1 n1 αn . If ² > 0 there
1
is an m ≥ 1 such that m αm ≤ α + ². Set M = maxj<m αj . Now, for any n ≥ m, there are k ≥ 1, j < m
such that n = km + j, so that
1 k M 1 M
αn ≤ kαm + αj , αn ≤ αm + ≤ αm + .
n n n m n

Accordingly lim supn→∞ n1 αn ≤ α + ². As ² is arbitrary,

1 1
α ≤ lim inf n→∞ αn ≤ lim supn→∞ αn ≤ α
n n

and limn→∞ n1 αn = α is defined in [0, ∞].

Remark See also 384Yb and 385Nc below.

384M Definition Let (A, µ̄) be a probability algebra, and π : A → A a measure-preserving Boolean
homomorphism. For any partition of unity A ⊆ A, set
h(π, A) = inf n≥1 n1 H(Dn (A, π)) = limn→∞ n1 H(Dn (A, π))
(384L). Now the entropy of π is
h(π) = sup{h(π, A) : A ⊆ A is a finite partition of unity}.

Remarks (a) We always have

h(π, A) ≤ H(D1 (A, π)) =H(A).

(b) Observe that if π is the identity automorphism then Dn (A, π) = A \ {0} for every A and n, so that
h(π) = 0.

384N Lemma Let (A, µ̄) be a probability algebra and A, B two partitions of unity in A. Let π : A → A
be a measure-preserving Boolean homomorphism. Then h(π, A) ≤ h(π, B) + H(A|B), where B is the closed
subalgebra of A generated by B.

proof We may suppose that 0 ∈ / B, since removing 0 from B changes neither Dn (B, π) nor B. For each
n ∈ N, set An = π n [A], Bn = π n [B]. Let Bn = π n [B] be the closed subalgebra of A generated by Bn ,
and B∗n the closed subalgebra of A generated by Dn (B, π). Then H(An |Bn ) = H(A|B) for each n. PP The
point is that, because B is purely atomic and B is its set of atoms,
P µ̄(a∩b)
H(A|B) = a∈A,b∈B q( )µ̄b
µ̄b

as in the proof of 384Gb. Similarly,

P µ̄(π n a∩π n b)
H(An |Bn ) = a∈A,b∈B q( )µ̄(π n b) = H(A|B). Q
Q
µ̄(π n b)

Accordingly, for any n ≥ 1,

508 Automorphism groups 384N

n−1
X
H(Dn (A, π)|B∗n ) ≤ H(Ai |B∗n )
i=0
(by 384Ga)
n−1
X
≤ H(Ai |Bi )
i=0
(by 384Gc)
= nH(A|B).

Now

1 1
h(π, A) = lim H(Dn (A, π)) ≤ lim sup H(Dn (A, π) ∨ Dn (B, π))
n→∞ n n→∞ n
(384Ga)
1 1
≤ lim sup H(Dn (B, π)) + H(Dn (A, π)|B∗n )
n→∞ n n
(384Gb)
≤ h(π, B) + H(A|B).

Remark Compare 385Nd below.

384O Lemma Let (A, µ̄) be a probability algebra, π : A → A a measure-preserving Boolean homomor-
phism, and A ⊆ A a partition of unity such that H(A) < ∞. Then h(π, A) ≤ h(π).
proof If A is finite, this is immediate from the definition of h(π); so suppose that A is infinite. Enumerate
A as hai ii∈N . For each n ∈ N let Bn be the subalgebra of A generated by a0 , . . . , an ; then Bn has atoms
Bn = {a0 , . . . , an , bn } where bn = supi>n ai . Now
P∞ α
H(A|Bn ) = i=n+1 q( i )βn
βn
where αi = µ̄ai , βn = µ̄bn , because if Pn is the conditional expectation associated with Bn then Pn (χai ) =
χai if i ≤ n, Pn (χai ) = βαni χbn if i > n. But
∞
X ∞
X
αi αi
βn q( ) = q(αi ) − q(βn )
βn βn
i=n+1 i=n+1
X∞
= q(αi ) − q(βn ) → 0 as n → ∞
i=n+1
P∞
because i=0 q(αi ) < ∞ and limn→∞ βn = 0. So by 384N and 384Gd we get
h(π, A) ≤ h(π, Bn ) + H(A|Bn ) ≤ h(π) + H(A|Bn ) → h(π)
as n → ∞, and h(π, A) ≤ h(π).
Remark Compare 385Nb below.

384P Theorem (Kolmogorov 58, Sinaı̌ 59) Let (A, µ̄) be a probability algebra, and π : A → A a
measure-preserving Boolean homomorphism.
(i) SupposeSthat A ⊆ A is a partition of unity such that H(A) < ∞ and the closed subalgebra of A
generated by n∈N π n [A] is A itself. Then h(π) = h(π, A).
(ii) Suppose that π is an automorphism,
S and that A ⊆ A is a partition of unity such that H(A) < ∞ and
the closed subalgebra of A generated by n∈Z π n [A] is A itself. Then h(π) = h(π, A).
384R Entropy 509

proof I take the two arguments together. In both cases, by 384O, we have h(π, A) ≤ h(π), so I have to
show that if B ⊆ A is S
any finite partition of unity, then h(π, B) ≤ h(π, A). For (i), let An be
S the partition
of unity generated by 0≤j<n π j [A]; for (ii), let An be the partition of unity generated by −n≤j<n π j [A].
Then h(π, An ) = h(π, A) for every n. PP In case (i), we have Dm (An , π) = Dm+n (A, π) for every m, so that

1 1
lim H(Dm (An , π)) = lim H(Dm+n (A, π))
m→∞ m m→∞ m
1
= lim H(Dm (A, π)).
m→∞ m

In case (ii), we have Dm (An , π) = π −n [Dm+2n (A, π)] for every m, so that

1 1
lim H(Dm (An , π)) = lim H(Dm+2n (A, π))
m→∞ m m→∞ m
1
= lim H(Dm (A, π)). Q
Q
m→∞ m

Let An be the purely atomicS closed subalgebra of A generatedS by An ; our hypothesis is that the
closed subalgebra generated by n∈N An is A itself, that is, that n∈N An is dense. But this means that
limn→∞ H(B|An ) = 0 (384Gd). Since
h(π, B) ≤ h(π, An ) + H(B|An ) = h(π, A) + H(B|An )
for every n (384N), we have the result.

384Q Bernoulli shifts Let (A, µ̄) be a probability algebra, and π : A → A a measure-preserving
Boolean homomorphism.

(a) π is a one-sided Bernoulli shift if there is a closed subalgebra A0 in A such that (i) hπ k [A0 ]ik∈N is
Qk
independent (that is, µ̄(inf j≤k π j aj ) = j=0 µ̄aj for all a0 , . . . , ak ∈ A0 ; see 325L) (ii) the closed subalgebra
S
of A generated by k∈N π k [A0 ] is A itself. In this case A0 is a root algebra for π.

(b) π is a two-sided Bernoulli shift if it is an automorphism and there is a closed S subalgebra A0 in A

such that (i) hπ k [A0 ]ik∈Z is independent (ii) the closed subalgebra of A generated by k∈Z π k [A0 ] is A itself.
In this case A0 is a root algebra for π.
It is important to be aware that a Bernoulli shift can have many, and (in the case of a two-sided shift)
very different, root algebras; this is the subject of §386 below.

384R Theorem Let (A, µ̄) be a probability algebra and π : A → B a Bernoulli shift, either one- or
two-sided, with root algebra A0 .
(i) If A0 is purely atomic, then h(π) = H(A), where A is the set of atoms of A0 .
(ii) If A0 is not purely atomic, then h(π) = ∞.
proof (a) The point is that for any partition of unity C ⊆ A0 , h(π, C) = H(C). P P For any n ≥ 1, Dn (C, π)
is the partition of unity consisting of elements of the form inf j<n π j cj , where c0 , . . . , cn−1 ∈ C. So

X X n−1
Y
H(Dn (C, π)) = q(µ̄( inf π j cj )) = q( µ̄cj ))
j<n
c0 ,... ,cn−1 ∈C c0 ,... ,cn−1 ∈C j=0

X n−1
X Y
= q(µ̄cj ) µ̄ci
c0 ,... ,cn−1 ∈C j=0 i6=j

(384Ac)
n−1
XX
= q(µ̄c) = nH(C).
j=0 c∈C
510 Automorphism groups 384R

So
1
h(π, C) = limn→∞ H(Dn (C, π)) = H(C). Q
Q
n

(b) If A0 is purely atomic and H(A) < ∞, the result can now be read off fromS384P, becauseSthe closed
subalgebra of A generated by A is A0 and the closed subalgebra of A generated by k∈N π k [A] or k∈Z π k [A]
is A; so h(π) = h(π, A) = H(A).
(c) Otherwise, 384J tells us that there are finite partitions of unity C ⊆ A0 such that H(C) is arbitrarily
large. Since h(π) ≥ h(π, C) = H(C) for any such C, by (a) and the definition of h(π), h(π) must be infinite,
as claimed.

384S Remarks (a) The standard construction of a Bernoulli shift is from a product space, as follows.
If (X, Σ, µ0 ) is any probability space, write µ for the product measure on X N ; let (A, µ̄) be the measure
algebra of µ, and A0 ⊆ A the set of equivalence classes of sets of the form {x : x(0) ∈ E} where E ∈ Σ, so
that (A0 , µ̄¹ A0 ) can be identified with the measure algebra of µ0 . We have an inverse-measure-preserving
function f : X N → X N defined by setting
f (x)(n) = x(n + 1) for every x ∈ X N , n ∈ N,
and f induces, as usual, a measure-preserving homomorphism π : A → A. Now π is a one-sided Bernoulli
shift with root algebra A0 . P
P (i) If a0 , . . . , ak ∈ A0 , express each aj as {x : x(0) ∈ Ej }• , where Ej ∈ Σ.
Now
π j aj = (f −j {x : x(0) ∈ Ej })• = {x : x(j) ∈ Ej }•
for each j, so
T Qk Qk
µ̄(inf j≤k π j aj ) = µ( j≤k {x : x(j) ∈ Ej }) = j=0 µ0 Ej = j=0 µ̄aj .
S
Thus hπ k [A0 ]ik∈N is independent. (ii) The closed subalgebra A0 of A generated by k∈N π k [A0 ] must contain
{x : x(k) ∈ E} for every k ∈ N, E ∈ Σ, so must contain W for every W in the σ-algebra generated by sets
• •

of the form {x : x(k) ∈ E}; but every set measured by µ is equivalent to such a set W . So A0 = A. Q Q

(b) The same method gives us two-sided Bernoulli shifts. Again let (X, Σ, µ0 ) be a probability space,
and this time write µ for the product measure on X Z ; again let (A, µ̄) be the measure algebra of µ, and
A0 ⊆ A the set of equivalence classes of sets of the form {x : x(0) ∈ E} where E ∈ Σ, so that (A0 , µ̄¹ A0 ) can
once more be identified with the measure algebra of µ0 . This time, we have a measure space automorphism
f : X Z → X Z defined by setting
f (x)(n) = x(n + 1) for every x ∈ X Z , n ∈ Z,
and f induces a measure-preserving automorphism π : A → A. The arguments used above show that π is a
two-sided Bernoulli shift with root algebra A0 .

(c) I remarked above that a Bernoulli shift will normally have many root algebras. But it is important
to know that, up to isomorphism, any root algebra is associated with just one Bernoulli shift of each type.
P
P(i) Given a probability algebra (A0 , µ̄0 ) then we can identify it with the measure algebra of a probability
space (X, Σ, µ0 ) (321J), and now the constructions of (a) and (b) provide Bernoulli shifts with root algebras
isomorphic to (A0 , µ̄0 ).
(ii) Let (A, µ̄) and (B, ν̄) be probability algebras with one-sided Bernoulli shifts π, φ with root algebras
A0 , B0 , and suppose that θ0 : A0 → B0 is a measure-preserving isomorphism. Then (A, µ̄) can be identified
with the probability algebra free product of hπ k [A0 ]ik∈N (325L), while (B, ν̄) can be identified with the
probability algebra free product of hπ k [B0 ]ik∈N . For each k ∈ N, φk θ0 (π k )−1 is a measure-preserving
isomorphism between π k [A0 ] and φk [B0 ]. Assembling these, we have a measure-preserving isomorphism
θ : A → B such that θa = φk θ0 (π k )−1 a whenever k ∈ N and a ∈ π k [A0 ], that is, θπ k a = φk θ0 a for every
a ∈ A0 , k ∈ N. Of course θ extends θ0 .
If we set
384T Entropy 511

C = {a : a ∈ A, θπa = φθa},
then C is a closed subalgebra of A. If a ∈ A0 and k ∈ N, then
θπ(π k a) = θπ k+1 a = φk+1 θ0 a = φ(φk θ0 a) = φθ(π k a),
so π k a ∈ C. Thus φk [A0 ] ⊆ C for every k ∈ N, and C = A.
This means that θ : A → B is such that φ = θπθ−1 ; θ is an isomorphism between the structures (A, µ̄, π)
and (B, ν̄, φ) extending the isomorphism θ0 from A0 to B0 .
(iii) Now suppose that (A, µ̄) and (B, ν̄) are probability algebras with two-sided Bernoulli shifts π, φ
with root algebras A0 , B0 , and suppose that θ0 : A0 → B0 is a measure-preserving isomorphism. Repeating
(ii) word for word, but changing each N into Z, we find that θ0 has an extension to a measure-preserving
isomorphism θ : A → B such that θπ = φθ, so that once more the structures (A, µ̄, π) and (B, ν̄, φ) are
isomorphic. Q Q

(d) The classic problem to which the theory of this section was directed was the following: suppose we
have two two-sided Bernoulli shifts π and φ, one based on a root algebra with two atoms of measure 21 and
the other on a root algebra with three atoms of measure 13 ; are they isomorphic? The Kolmogorov-Sinaı̌
theorem tells us that they are not, because h(π) = ln 2 and h(φ) = ln 3 are different. The question of which
Bernoulli shifts are isomorphic is addressed, and (for countably-generated algebras) solved, in §386 below.

(e) We shall need to know that any Bernoulli shift (either one- or two-sided) is ergodic. In fact, it is
mixing. P P Let (A, µ̄) be a probabilitySalgebra and π : A → A a Bernoulli shift
S with root algebra A0 . Let B
be the subalgebra of A generated by k∈N π k [A0 ] (if π is one-sided) or by k∈Z π k [A0 ] (if π is two-sided).
S
If b, c ∈ B, there is some n ∈ N such that both belong to the algebra Bn generated by j≤n π j [A0 ] (if π is
S
one-sided) or by |j|≤n π j [A0 ] (if π is two-sided). If now k > 2n, π k b belongs to the algebra generated by
S j
j>n π [A0 ]. But this is independent of Bn (cf. 325Xf, 272K), so

µ̄(c ∩ π k b) = µ̄c · µ̄(π k b) = µ̄c · µ̄b.

And this is true for every k ≥ n. Generally, if b, c ∈ A and ² > 0, there are b0 , c0 ∈ B such that µ̄(b 4 b0 ) ≤ ²,
µ̄(c 4 c0 ) ≤ ², so that

lim sup |µ̄(c ∩ π k b) − µ̄c · µ̄b| ≤ lim sup |µ̄(c0 ∩ π k b0 ) − µ̄c0 · µ̄b0 |
k→∞ k→∞

+ µ̄(c 4 c0 ) + µ̄(π k b 4 π k b0 ) + |µ̄c · µ̄b − µ̄c0 · µ̄b0 |

≤ 0 + ² + ² + |µ̄c − µ̄c0 | + |µ̄b − µ̄b0 |
≤ 4².
As ², b, and c are arbitrary, π is mixing. By 372Qa, it is ergodic. Q
Q

(f ) The following elementary remark will be useful. If (A, µ̄) is a probability algebra, π : A → A is a
measure-preserving automorphism, and A0 ⊆ A is a closed subalgebra such that hπ k [A0 ]ik∈N is independent,
then hπ k [A0 ]ik∈Z is independent. P P If J ⊆ Z is finite and haj ij∈J is a family in A0 , take n ∈ N such that
−n ≤ j for every j ∈ J; then
Q
µ̄(inf j∈J π j aj ) = µ̄(inf j∈J π n+j aj ) = j∈J µ̄aj . Q
Q

384T Isomorphic homomorphisms (a) In this section I have spoken of ‘isomorphic homomorphisms’
without offering a formal definition. I hope that my intention was indeed obvious, and that the next sentence
will merely confirm what you have already assumed. If (A1 , µ̄1 ) and (A2 , µ̄2 ) are measure algebras, and
π1 : A1 → A2 , π2 : A2 → A2 are functions, then I say that (A1 , µ̄1 , π1 ) and (A2 , µ̄2 , π2 ) are isomorphic if
there is a measure-preserving isomorphism φ : A1 → A2 such that π2 = φπ1 φ−1 . In this context, using
Maharam’s theorem or otherwise, we can expect to be able to decide whether (A1 , µ̄1 ) and (A2 , µ̄2 ) are or
are not isomorphic; and if they are, we have a good hope of being able to describe a measure-preserving
isomorphism θ : A1 → A2 . In this case, of course, (A2 , µ̄2 , π2 ) will be isomorphic to (A1 , µ̄1 , π20 ) where
π20 = θ−1 π2 θ. So now we have to decide whether (A1 , µ̄1 , π1 ) is isomorphic to (A1 , µ̄1 , π20 ); and when π1 , π2
512 Automorphism groups 384T

are measure-preserving Boolean automorphisms, this is just the question of whether π1 , π20 are conjugate in
the group Autµ̄1 (A1 ) of measure-preserving automorphisms of A1 . Thus the isomorphism problem, as stated
here, is very close to the classical group-theoretic problem of identifying the conjugacy classes in Autµ̄ (A)
for a measure algebra (A, µ̄). But we also want to look at measure-preserving homomorphisms which are
not automorphisms, so there would be something left even if the conjugacy problem were solved. (In effect,
we are studying conjugacy in the semigroup of all measure-preserving Boolean homomorphisms, not just in
its group of invertible elements.)
The point of the calculation of the entropy of a homomorphism is that it is an invariant under this
kind of isomorphism; so that if π1 , π2 have different entropies then (A1 , µ̄1 , π1 ) and (A2 , µ̄2 , π2 ) cannot be
isomorphic. Of course the properties of being ‘ergodic’ or ‘mixing’ (see 372P) are also invariant.

(b) All the main work of this section has been done in terms of measure algebras; part of my purpose
in this volume has been to insist that this is often the right way to proceed, and to establish a language
which makes the arguments smooth and natural. But of course a large proportion of the most important
homomorphisms arise in the context of measure spaces, and I take a moment to discuss such applications.
Suppose that we have two quadruples (X1 , Σ1 , µ1 , f1 ), (X2 , Σ2 , µ2 , f2 ) where, for each i, (Xi , Σi , µi ) is a
measure space and fi : Xi → Xi is an inverse-measure-preserving function. Then we have associated
structures (A1 , µ̄1 , π1 ), (A2 , µ̄2 , π2 ) where (Ai , µ̄i ) is the measure algebra of (Xi , Σi , µi ) and πi : Ai → Ai
is the measure-preserving homomorphism defined by the usual formula πi E • = fi−1 [E]• . Now we can call
(X1 , Σ1 , µ1 , f1 ) and (X2 , Σ2 , µ2 , f2 ) isomorphic if there is a measure space isomorphism g : X1 → X2 such
that f2 = gf1 g −1 . In this case (A1 , µ̄1 , π1 ) and (A2 , µ̄2 , π2 ) are isomorphic under the obvious isomorphism
φ(E • ) = g[E]• for every E ∈ Σ1 .
It is not the case that if the (Ai , µ̄i , πi ) are isomorphic, then the (Xi , Σi , µi , fi ) are; in fact we do not
even need to have an isomorphism of the measure spaces (for instance, one could be Lebesgue measure, and
the other the Stone space of the Lebesgue measure algebra). Even when (A1 , µ̄1 , π1 ) and (A2 , µ̄2 , π2 ) are
actually identical, f1 and f2 need not be isomorphic. There are two examples in §343 of a probability space
(X, Σ, µ) with a measure space automorphism f : X → X such that f (x) 6= x for every x ∈ X but the
corresponding automorphism on the measure algebra is the identity (343I, 343J); writing f0 for the identity
map from X to itself, (X, Σ, µ, f0 ) and (X, Σ, µ, f ) are non-isomorphic but give rise to the same (A, µ̄, π).

(c) Even with Lebesgue measure, we can have a problem in a formal sense. Take (X, Σ, µ) to be [0, 1]
with Lebesgue measure, and set f (0) = 1, f (1) = 0, f (x) = x for x ∈ ]0, 1[; then f is not isomorphic to the
identity function on X, but induces the identity automorphism on the measure algebra. But in this case we
can sort things out just by discarding the negligible set {0, 1}, and for Lebesgue measure such a procedure
is effective in a wide variety of situations. To formalize it I offer the following definition.

384U Definition Let (X1 , Σ1 , µ1 ) and (X2 , Σ2 , µ2 ) be measure spaces, and f1 : X1 → X1 , f2 : X2 → X2

two inverse-measure-preserving functions. I will say that the structures (X1 , Σ1 , µ1 , f1 ) and (X2 , Σ2 , µ2 , f2 )
are almost isomorphic if there are conegligible sets Xi0 ⊆ Xi such that fi [Xi0 ] ⊆ Xi0 for both i and
the structures (Xi0 , Σ0i , µ0i , fi0 ) are isomorphic in the sense of 384Tb, where Σ0i is the algebra of relatively
measurable subsets of Xi0 , µ0i is the subspace measure on Xi0 and fi0 = fi ¹Xi0 .

384V I leave the elementary properties of this notion to the exercises (384Xn-384Xp), but I spell out
the result for which the definition is devised. I phrase it in the language of §§342-343; if the terms are not
immediately familiar, start by imagining that both (Xi , Σi , µi ) are measurable subspaces of R endowed with
some Radon measure (342J, 343H), or indeed that both are [0, 1] with Lebesgue measure.
Proposition Let (X1 , Σ1 , µ1 ) and (X2 , Σ2 , µ2 ) be perfect, complete, strictly localizable and countably
separated measure spaces, and (A1 , µ̄1 ), (A2 , µ̄2 ) their measure algebras. Suppose that f1 : X1 → X1 ,
f2 : X2 → X2 are inverse-measure-preserving functions and that π1 : A1 → A1 , π2 : A2 → A2 are the
measure-preserving Boolean homomorphisms they induce. If (A1 , µ̄1 , π1 ) and (A2 , µ̄2 , π2 ) are isomorphic,
then (X1 , Σ1 , µ1 , f1 ) and (X2 , Σ2 , µ2 , f2 ) are almost isomorphic.
proof Because (A1 , µ̄1 ) and (A2 , µ̄2 ) are isomorphic, we surely have µ1 X1 = µ2 X2 . If both are zero, we
can take X10 = X20 = ∅ and stop; so let us suppose that µ1 X1 > 0. Let φ : A1 → A2 be a measure-
preserving automorphism such that π2 = φπ1 φ−1 . Because both µ1 and µ2 are complete and strictly
384Xi Entropy 513

localizable and compact (343K), there are inverse-measure-preserving functions g1 : X1 → X2 , g2 : X2 → X1

representing φ−1 , φ respectively (343B). Now g1 g2 : X2 → X2 , g2 g1 : X1 → X1 , f2 g1 : X1 → X2 and
g1 f1 : X1 → X2 represent, respectively, the identity automorphism on A2 , the identity automorphism on
A1 , the homomorphism φ−1 π2 = π1 φ−1 : A2 → A1 and the homomorphism π1 φ−1 again. Next, because
both µ1 and µ2 are countably separated, the sets E1 = {x : g2 g1 (x) = x}, H = {x : f2 g1 (x) = g1 f1 (x)}
and E2 = {y : g1 g2 (y) = y} are all conegligible (343F). As in part (b) of the proof of 344I, g1 ¹E1 and
g2 ¹E2 are the two halves of a bijection, a measure space isomorphism if E1 and E2 are given their subspace
−1
measures.T Set G0 = E1 ∩ H, and for n ∈ N0 set Gn+1 = Gn ∩ f1 [Gn ]. Then every G0 n is conegligible, so
0
X1 = n∈N Gn is conegligible. Because X1 is a conegligible subset of E1 , h = g1 ¹X1 is a measure space
isomorphism between X10 and X20 = g1 [X10 ], which is conegligible in X2 . Because f1 [Gn+1 ] ⊆ Gn for each n,
f1 [X10 ] ⊆ X10 . Because X10 ⊆ H, g1 f1 (x) = f2 g1 (x) for every x ∈ X10 . Next, if y ∈ X20 , g2 (y) ∈ X10 , so
f2 (y) = f2 g1 g2 (y) = g1 f1 g2 (y) ∈ g1 [f1 [X10 ]] ⊆ g1 [X10 ] = X20 .
Accordingly we have f20 = hf10 h−1 , where fi0 = fi ¹Xi0 for both i.
Thus h is an isomorphism between (X10 , f10 ) and (X20 , f20 ), and (X1 , Σ1 , µ1 , f1 ) and (X2 , Σ2 , µ2 , f2 ) are
almost isomorphic.

384X Basic exercises (a) Let (A, µ̄) be a probability algebra and A ⊆ A a partition of unity. Show
that if #(A) = n then H(A) ≤ ln n.

> (b) Let (A, µ̄) be a probability algebra, B a closed subalgebra of A and A a partition of unity in A,
enumerated as han in∈N . Set a∗n = supi>n ai , An = {a0 , . . . , an , a∗n } for each n. Show that H(An |B) ≤
H(An+1 |B) for every n, and that H(A|B) = limn→∞ H(An |B).

(c) Let (A, µ̄) be a probability algebra, B a closed subalgebra of A and A a partition of unity in A. Show
that H(A|B) = 0 iff A ⊆ B.

(d) Let (A, µ̄) be a probability algebra, B a closed subalgebra of A and A a partition of unity in A. Show
that H(A|B) = H(A) iff µ̄(a ∩ b) = µ̄a · µ̄b for every a ∈ A, b ∈ B. (Hint: for ‘only if’, start with the case
B = {0, b, 1 \ b, 1} and use 384Gc.)

(e) Let (A, µ̄) be a probability algebra and A, B two partitions of unity in A. Show that H(A ∨ B) =
H(A) + H(B) iff µ̄(a ∩ b) = µ̄a · µ̄b for all a ∈ A, b ∈ B. Show that H(A ∨ B) = H(A) iff every member of
A is included in some member of B, that is, iff A = A ∨ B.

(f ) Let h(Ai , µ̄i )ii∈I be a family of probability algebras, with probability algebra free product (C, λ̄)
(325K). Suppose that πi : Ai → Ai is a measure-preserving Boolean homomorphism for each i ∈ P I, and that
π : C → C is the measure-preserving Boolean homomorphism they induce. Show that h(π) = i∈I h(πi ).
(Hint: use 384Gb and N384Gd to show that h(π) is the supremum of h(π, A) as A runs over the finite
partitions of unity in i∈I Ai . Use this to reduce to the case I = {0, 1}. Now show that if Ai ⊆ Ai is a
finite partition of unity for each i, and A = {a0 ⊗ a1 : a0 ∈ A0 , a1 ∈ A1 }, then H(A) = H(A0 ) + H(A1 ), so
that h(π, A) = h(π0 , A0 ) + h(π1 , A1 ).)

> (g) Let (A, µ̄) be a probability algebra and π : A → A a measure-preserving automorphism. Show that
h(π −1 ) = h(π).

(h) Let (A, µ̄) be a probability algebra and π : A → A a measure-preserving Boolean homomorphism.
Show that h(π k ) = kh(π) for any k ∈ N. (Hint: if A ⊆ A is a partition of unity, h(π k , A) ≤ h(π k , Dk (A, π)) =
kh(π, A).)

>(i) Let (A, µ̄) be a probability algebra and π : A → A a measure-preserving Boolean homomorphism.
(i) Suppose there is a partition of unity A ⊆ A such
S that (α) µ̄(a ∩ πb) = µ̄a · µ̄b for every a ∈ A, b ∈ A (β)
A is the closed subalgebra of itself generated by n∈N π n [A]. Show that π is a one-sided Bernoulli shift, and
that h(π) = H(A). (ii) Suppose that π is a one-sided Bernoulli shift of finite entropy. Show that there is a
partition of unity satisfying (α) and (β).
514 Automorphism groups 384Xj

> (j) Let (A, µ̄) be the measure algebra of Lebesgue measure on [0, 1[. Fix an integer k ≥ 2, and define
f : [0, 1[ → [0, 1[ by setting f (x) = <kx>, the fractional part of kx, for every x ∈ [0, 1[; let π : A → B be the
corresponding homomorphism. (Cf. 372Xr.) Show that £ π is £a• one-sided Bernoulli shift and that h(π) = ln k.
(Hint: in 384Xi, set A = {a0 , . . . , ak−1 } where ai = ki , i+1
k for i < k.)

> (k) Let (A, µ̄) be the measure algebra of Lebesgue measure on [0, 1]. Set f (x) = 2 min(x, 1 − x) for
x ∈ [0, 1] (see 372Xm). Show that the corresponding homomorphism π : A → A is a one-sided Bernoulli
shift and that h(π) = ln 2. (Hint: in 384Xi, set A = {a, 1 \ a} where a = [0, 12 ]• .)

(l) Let (A, µ̄) be a probability algebra and π : A → A a two-sided Bernoulli shift. Show that π −1 is a two-
sided Bernoulli shift and that there is a measure-preserving involution φ : A → A such that π −1 = φπφ−1 ,
so that π is a product of two involutions in Autµ̄ (A).

(m) Let h(Ai , µ̄i )ii∈I be a family of probability algebras, and (C, λ̄) their probability algebra free product.
Suppose that for each i ∈ I we have a measure-preserving Boolean homomorphism πi : Ai → Ai , and that
π : C → C is the measure-preserving homomorphism induced by hπi ii∈I (325Xd). (i) Show that if every πi
is a one-sided Bernoulli shift so is π. (ii) Show that if every πi is a two-sided Boolean shift so is π.

(n) Show that the relation ‘almost isomorphic to’ (384U) is an equivalence relation.

(o) Show that the concept of ‘almost isomorphism’ described in 384U is not changed if we amend the
definition to require that the subspaces X10 , X20 should be measurable.

(p) Show that if (X1 , Σ1 , µ1 , f1 ) and (X2 , Σ2 , µ2 , f2 ) are almost isomorphic quadruples as described in
384U, then (A1 , µ̄1 , π1 ) and (A2 , µ̄2 , π2 ) are isomorphic, where for each i (Ai , µ̄i ) is the measure algebra of
(Xi , Σi , µi ) and πi : Ai → Ai is the measure-preserving Boolean homomorphism derived from fi : Xi → Xi .

(q) Let (A, µ̄) be a probability algebra, and write A for the set of partitions of unity in A not containing
0, ordered by saying that A ≤ B if every member of B is included in some member of A. (i) Show that A
is a Dedekind complete lattice, and can be identified with the lattice of purely atomic closed subalgebras
of A. Show that for A, B ∈ A, A ∨ B, as defined in 384F, is sup{A, B} in A. (ii) Show that H(A ∨
B) + H(A ∧ B) ≤ H(A) + H(B) for all A, B ∈ A, where ∨, ∧ are the lattice operations on A. (iii) Set
A1 = {A : A ∈ A, H(A) < ∞}. For A, B ∈ A1 set ρ(A, B) = 2H(A ∨ B) − H(A) − H(B). Show that
ρ is a metric on A1 (the entropy metric). (iv) Show that if π : A → A is a measure-preserving Boolean
homomorphism, then |h(π, A) − h(π, B)| ≤ ρ(A, B) for all A, B ∈ A1 . (iv) Show that the lattice operations
∨, ∧ are ρ-continuous on A1 . (v) Show that H : A1 → [0, ∞[ is order-continuous. (vi) Show that if B is
any closed subalgebra of A, then A 7→ H(A|B) is order-continuous on A1 .

384Y Further exercises (a) Let (A, µ̄) be a probability algebra, and write P for the lattice of closed
subalgebras of A. Show that if A is any partition of unity in A of finite entropy, then the order-preserving
function B 7→ −H(A|B) : P → ]−∞, 0] is order-continuous.

(b) Let (A, µ̄) be a probability algebra, A a partition of unity in A of finite entropy, and π : A → A a
measure-preserving Boolean homomorphism.
S Show that h(π, A) = limn→∞ H(A|Bn ), where Bn is the closed
subalgebra of A generated by 1≤i≤n π i [A]. (Hint: use 384Gb to show that H(A|Bn ) = H(Dn+1 (A, π)) −
H(Dn (A, π)) and observe that limn→∞ H(A|Bn ) is defined.)

(c) Let (A, µ̄) be a probability algebra and π : A → A a measure-preserving Boolean homomorphism.
Suppose
S that there is a partition of unity A of finite entropy such that the closed subalgebra of A generated
by i≥1 π i [A] is A. Show that h(π) = 0. (Hint: use 384Yb and 384Pa.)

(d) Let µ be Lebesgue measure on [0, 1[, and take any α ∈ ]0, 1[. Let f : [0, 1[ → [0, 1[ be the measure
space automorphism defined by saying that f (x) is to be one of x + α, x + α − 1. Let (A, µ̄) be the measure
algebra of ([0, 1[ , µ) and π : A → A the measure-preserving automorphism corresponding £to f £. Show that
•
h(π) = 0. (Hint: if α ∈ Q, use 384Xh; otherwise use 384Yc with A = {a, 1 \ a} where a = 0, 21 .)
385A More about entropy 515
R 1
(e) Set X = [0, 1] \ Q, let ν be the measure on X defined by setting νE = ln12 E 1+x dx for every
Lebesgue measurable set E ⊆ X, and for x ∈ X let f (x) be the fractional part < x1 > of x1 . Recall that f
is inverse-measure-preserving for ν (372N). Let (A, ν̄) be the measure algebra of (X, ν) and π : A → A the
homomorphism corresponding to f . Show that h(π) = π 2 /6 ln 2. (Hint: use the Kolmogorov-Sinaı̌ theorem
and 372Yf(v).)

(f ) Consider the triplets ([0, 1[ , µ1 , f1 ) and ([0, 1], µ2 , f2 ) where µ1 , µ2 are Lebesgue measure on [0, 1[,
[0, 1] respectively, f1 (x) = <2x> for each x ∈ [0, 1[, and f2 (x) = 2 min(x, 1 − x) for each x ∈ [0, 1]. Show
that these structures are almost isomorphic in the sense of 384U, and give a formula for an isomorphism.

(g) Let (A, µ̄) be a probability algebra, and A1 the set of partitions of unity of finite entropy not containing
0, as in 384Xq. Show that A1 is complete under the entropy metric. (Hint: show that if hAn in∈N S is a non-
decreasing sequence in A1 and supn∈N H(An ) < ∞, then the closed subalgebra of A generated by n∈N An
is purely atomic.)

384 Notes and comments In preparing this section I have been heavily influenced by Petersen 83.
I have taken almost the shortest possible route to Theorem 384P, the original application of the theory,
ignoring both the many extensions of these ideas and their intuitive underpinning in the concept of the
quantity of ‘information’ carried by a partition. For both of these I refer you to Petersen 83. The
techniques described there are I think sufficiently powerful to make possible the calculation of the entropy
of any of the measure-preserving homomorphisms which have yet appeared in this treatise.
Of course the idea of entropy of a partition, or of a homomorphism, can be translated into the language of
probability spaces and inverse-measure-preserving functions; if (X, Σ, µ) is a probability space, with measure
algebra (A, µ̄), then partitions of unity in A correspond (subject to decisions on how to treat negligible sets)
to countable partitions of X into measurable sets, and an inverse-measure-preserving function from X to
itself gives rise to a measure-preserving homomorphism πf : A → A; so we can define the entropy of f to
be h(πf ). The whole point of the language I have sought to develop in this volume is that we can do this
when and if we choose; in particular, we are not limited to those homomorphisms which are representable
by inverse-measure-preserving functions. But of course a large proportion of the most important examples
do arise in this way (see 384Xj, 384Xk). The same two examples are instructive from another point of view:
the case k = 2 of 384Xj is (almost) isomorphic to the tent map of 384Xk. The similarity is obvious, but
exhibiting an actual isomorphism is I think another matter (384Yf).
I must say ‘almost’ isomorphic here because the doubling map on [0, 1[ is everywhere two-to-one, while
the tent map is not, so they cannot be isomorphic in any exact sense. This is the problem grappled with
in 384T-384V. In some moods I would say that a dislike of such contortions is a sign of civilized taste.
Certainly it is part of my motivation for working with measure algebras whenever possible. But I have to
say also that new ideas in this topic arise more often than not from actual measure spaces, and that it is
absolutely necessary to be able to operate in the more concrete context.

385 More about entropy

In preparation for the next two sections, I present a number of basic facts concerning measure-preserving
homomorphisms and entropy. Compared with the work to follow, they are mostly fairly elementary, but the
Halmos-Rokhlin-Kakutani lemma (385E) and the Shannon-McMillan-Breiman theorem (385G), in their full
strengths, go farther than one might expect.

385A Periodic and aperiodic parts If X is a set and f : X → X is a bijection, then the orbits
Ωx = {f n (x) : n ∈ Z} of f are described by their cardinalities, and X has a natural decomposition into
the sets Xi = {x : #(Ωx ) = i} for 1 ≤ i ≤ ω. Corresponding to this is a partition of unity of a Dedekind
complete Boolean algebra with an automorphism, as follows.
Definition If A is a Boolean algebra, a Boolean homomorphism π : A → A is periodic, with period n ≥ 2,
if A 6= {0}, π n is the identity operator and whenever b ∈ A \ {0} and 1 ≤ i < n there is a c ⊆ b such that
516 Automorphism groups 385A

π i c 6= c. π is periodic with period 1 iff it is the identity operator. π is aperiodic if for every non-zero
b ∈ A, n ≥ 1 there is a c ⊆ b such that π n c 6= c. I remark immediately that if π is aperiodic, so is π n for
every n ≥ 1. Note that if A = {0} then the trivial automorphism of A is counted both as aperiodic and as
periodic with period 1.

385B Lemma Let A be a Dedekind complete Boolean algebra and π : A → A a Boolean homomorphism
which is periodic with period n ≥ 2. Then π is a Boolean automorphism and there is an a ∈ A such that
(a, πa, π 2 a, . . . , π n−1 a) is a partition of unity in A; that is (in the language of 381G) π is of the form
(←
a1−π−a−2−π−−.−
.−.− −−
π an ) where (a1 , . . . , an ) is a partition of unity in A.

proof Because π n : A → A is injective and surjective, so is π, and π is a Boolean automorphism, therefore

order-continuous. Set D = {d : d ∈ A, π i d ∩ d = 0 whenever 1 ≤ i < n}. Then the supremum of any
upwards-directed subset of D is defined in A (because A is Dedekind complete) and belongs to D (because
π i is order-continuous for every i – use 313Bc); so D has a maximal element a, by Zorn’s lemma. ?? If
(a, πa, . . . , π n−1 a) is not a partition of unity in A, set b0 = 1 \ (a ∪ πa ∪ . . . ∪ π n−1 a). Then
πb0 = 1 \ (πa ∪ . . . ∪ π n−1 a ∪ a) = b0 .
Now we can choose b1 , . . . , bn−1 such that 0 6= bi ⊆ bi−1 and π i bi ∩ bi = 0 for 1 ≤ i < n. P P Given that
bi−1 6= 0, where 1 ≤ i < n, then (by the definition of ‘periodic’ homomorphism) there is a c ⊆ bi−1 such
that π i c 6= c. If c \ π i c 6= 0, take bi = c \ π i c. Otherwise, π i c \ c 6= 0 so c \ π −i c 6= 0 and we can take
bi = c \ π −i c. QQ At the end of this induction, set d = bn−1 ; then d ∩ π i d = 0 for 1 ≤ i < n, so d ∈ D; also
d ∩ π i a = π i d ∩ a = 0 for 1 ≤ i < n (because π i d ⊆ π i b0 = b0 for every i), so a ∪ d ∈ D, which is supposed to
be impossible. X X
Thus (a, πa, . . . , π n−1 a) is a partition of unity, as required.

385C Proposition Let A be a Dedekind complete Boolean algebra and π : A → A an injective order-
continuous Boolean homomorphism. Then there is a partition of unity hci i1≤i≤ω in A such that πci = ci for
every i and π¹ Acn is periodic with period n whenever n is finite and cn 6= 0, while π¹ Acω is aperiodic.
Remark As usual, I write Aa for the principal ideal of A generated by a.
proof For each n ≥ 1, set
Bn = {b : b ∈ A, π n c = c for every c ⊆ b}, bn = sup Bn .
Because π is a Boolean homomorphism, Bn is an ideal of A; because π is order-continuous, bn ∈ Bn , that
P If b ∈ Bn and c ⊆ πb, then π n−1 c ⊆ π n b = b, so
is, Bn is the principal ideal Abn . Also πbn = bn . P
π n−1 (π n c) = π n (π n−1 c) = π n−1 c.
But π n−1 , like π, is injective, so π n c = c. As c is arbitrary, πb ∈ Bn . As π is order-continuous,
πbn = supb∈Bn πb ⊆ bn .
i+1 i
But this means that π bn ⊆ π bn for every i, so
bn = π n bn ⊆ πbn ⊆ bn
and πbn = bn . Q
Q
Set
cn = bn \ sup1≤i<n bi for n ∈ N, cω = 1 \ supn≥1 bn = 1 \ supn≥1 cn .
Then hci i1≤i≤ω serves. P P Because πbn = bn for every n, πci = ci for every i ≤ ω. So πc ⊆ πci = ci for
every c ⊆ ci , and π¹ Aci is a Boolean homomorphism from Aci to itself, for every i ≤ ω. If 1 ≤ i < ω and
c ⊆ ci , then c ⊆ bi so π i c = c; accordingly (π¹ Aci )i = π¹ Aci . If 1 ≤ j < i ≤ ω and c ⊆ ci is non-zero, then
c⊆6 bj , so there is a non-zero d ⊆ c such that π j d 6= d. This shows both that π¹ Aci is periodic with period i
if 1 ≤ i < ω and that π¹ Acω is aperiodic. So we have an appropriate partition hci ii≤ω . Q Q

385D The following elementary fact is essential.

385E More about entropy 517

Lemma Let (A, µ̄) be a totally finite measure algebra and π : A → A a measure-preserving Boolean
homomorphism. Then
π(supn∈N π n a) = supn∈N π n a, a ⊆ supn≥1 π n a
for every a ∈ A.
proof Set c = supn∈N π n a. Then πc = supn≥1 π n , because π is order-continuous (324Kb), so πc ⊆ c; as π
is measure-preserving and µ̄c < ∞, πc = c. Now
a ⊆ c = πc = supn∈N π n+1 a = supn≥1 π n a.

Remark See 382Yc-382Yd.

385E The Halmos-Rokhlin-Kakutani lemma Let (A, µ̄) be a totally finite measure algebra and
π : A → A a measure-preserving Boolean homomorphism. Set C = {c : πc = c}. Then C is a closed
subalgebra of A, and the following are equiveridical:
(i) π is aperiodic;
(ii) A is relatively atomless over C (definition: 331A);
(iii) whenever n ≥ 1 and 0 ≤ γ < n1 there is an a ∈ A such that a, πa, π 2 a, . . . , π n−1 a are disjoint and
µ̄(a ∩ c) = γ µ̄c for every c ∈ C;
(iv) whenever n ≥ 1, 0 ≤ γ < n1 and B ⊆ A is finite, there is an a ∈ A such that a, πa, π 2 a, . . . , π n−1 a
are disjoint and µ̄(a ∩ b) = γ µ̄b for every b ∈ B.
proof Of course C is a subalgebra of A because π is a Boolean homomorphism, and is (order-)closed because
π is (order-)continuous (324Kb).
(i)⇒(ii) ?? Suppose, if possible, that π is aperiodic, but there is a non-zero a ∈ A such that Aa = {a ∩ c :
c ∈ C}. Let n ≥ 1 be such that b = a ∩ π n a 6= 0 (385D). If d ⊆ b there is some c ∈ C such that d = a ∩ c and
π n d = π n a ∩ c ⊇ b ∩ c ⊇ d;
because π is measure-preserving, π n d = d. But this means that π is not aperiodic. X
X
(ii)⇒(iii) Set δ = n1 ( n1 − γ) > 0. By 331B, there is a d ∈ A such that µ̄(c ∩ d) = δ µ̄c for every c ∈ C. Set
dk = π k d \ supi<k π i d for k ∈ N. Note that
dj+k = π j+k d \ supi<j+k π i d ⊆ π j+k d \ supi<k π j+i d = π j dk
whenever j, k ∈ N. Next, π i dj ∩ dk ⊆ supm≤i dm for any i, j, k ∈ N such that i + j 6= k. P
P (α) If k ≤ i this
is obvious. (β) If i < k < i + j then
π i dj ∩ dk ⊆ π i dj ∩ π i dk−i = π i (dj ∩ dk−i ) = 0.
(γ) If i + j < k, then
π i dj ∩ dk ⊆ π i+j d ∩ dk = 0. Q
Q
Setting c∗ = supi∈N di = supi∈N π i d, we have πc∗ = c∗ , by 385D, so that c∗ ∈ C and µ̄(d \ c∗ ) = δ µ̄(1 \ c∗ );
but as d ⊆ c∗ , c∗ = 1.
Set a∗ = supm∈N dmn (the mn here is a product, not a double subscript!), d∗ = supi<n di = supi<n π i d.
Then
Pn−1 Pn−1
µ̄(c ∩ d∗ ) ≤ i=0 µ̄(c ∩ π i d) = i=0 µ̄π i (c ∩ d) = nµ̄(c ∩ d) = nδ µ̄c
for every c ∈ C. Next, π i dmn ⊇ dmn+i for all m and i, so
supi<n π i a∗ = supi∈N di = 1.
Consequently
Pn−1
µ̄c ≤ i=0 µ̄(c ∩ π i a∗ ) = nµ̄(c ∩ a∗ ),

µ̄(c ∩ a∗ \ d∗ ) ≥ µ̄(c ∩ a∗ ) − µ̄(c ∩ d∗ ) ≥ ( n1 − nδ)µ̄c = γ µ̄c

for every c ∈ C.
518 Automorphism groups 385E

By 331B again (applied to the principal ideal of A generated by a∗ \ d∗ ) there is an a ⊆ a∗ \ d∗ such that
µ̄(a ∩ c) = γ µ̄c for every c ∈ C. For 0 < i < n,
π i a∗ ∩ a∗ = supk,l∈N π i dkn ∩ dln ⊆ supm≤i dm ⊆ d∗ ,
so π i a ∩ a = 0; accordingly a, πa, . . . , π n−1 a are all disjoint and (iii) is satisfied.
(iii)⇒(iv) Note that A is certainly atomless, since for every k ≥ 1 we can find a c ∈ A such that
µ̄1
c, πc, . . . , π k−1 c are disjoint and µ̄c = k+1 , so that we have a partition of unity consisting of sets of measure
µ̄1 0
k+1 . Let B be the set of atoms of the (finite) subalgebra of A generated by B, and m = #(B 0 ). Let δ > 0
and r, k ∈ N be such that
3δ ≤ (1 − nγ)µ̄b for every b ∈ B 0 , m(µ̄1)2 < rδ 2 , kδ ≥ µ̄1.
By (iii), there is a c ∈ A such that c, πc, . . . , π nr(k+1)−1 c are disjoint and µ̄(supi<nr(k+1) π i c) = 1 − δ. For
j < r, set ej = supn(k+1)j≤i<n(k+1)(j+1) π i c, dj = supi<k π n(k+1)j+ni c. Observe that dj , πdj , . . . , π n−1 dj are
disjoint, and that π i dj ⊆ ej for i < 2n. Set e = supj<r ej = supi<nr(k+1) π i c, so that µ̄e = 1 − δ.
Suppose we choose d ∈ A by the following random process. Take s(0), . . . , s(r − 1) independently in
{0, . . . , n − 1}, so that Pr(s(j) = l) = n1 for each l < n, and set d = supj<r π s(j) dj . Because we certainly
have π i π s(j) dj ⊆ ej whenever i < n, d, πd, . . . , π n−1 d will be disjoint. Now for any b ∈ A,
¡ 1 ¢ 1
Pr µ̄(d ∩ b) ≤ (µ̄b − 3δ) < .
n m
Pr−1
P We can express the random variable µ̄(d ∩ b) as X = j=0 Xj , where Xj = µ̄(π s(j) dj ∩ b). Then the Xj
P
µ̄1
are independent random variables. For each j, Xj takes values between 0 and k µ̄c ≤ nr , and has expectation
1 0
n µ̄(e j ∩ b), where
e0j = supi<n π i dj = supn(k+1)j≤i<n(k+1)j+nk π i c.
1 0
So X has expectation n µ̄(e ∩ b) where e0 = supj<r e0j . Now
ej \ e0j = supn(k+1)j+nk≤i<n(k+1)(j+1) π i c
nµ̄1 µ̄1 1
has measure nµ̄c ≤ for each j, so µ̄(e \ e0 ) ≤ k+1 and µ̄(1 \ e0 ) ≤ 2δ; thus E(X) ≥ n (µ̄b − 2δ), while
nr(k+1)
Pr−1 ¡ µ̄1 ¢2 (µ̄1)2
Var(X) = j=0 Var(Xj ) ≤ r = .
nr n2 r
But this means that
(µ̄1)2 ¡ δ ¢2 ¡ 1 ¢
≥ Pr X ≤ (µ̄b − 3δ) ,
n2 r n n
and
¡ 1 ¢ (µ̄1)2 1
Pr X ≤ (µ̄b − 3δ) ≤ <
n 2 rδ m
by the choice of r. QQ
This is true for every b ∈ B 0 , while #(B 0 ) = m. There must therefore be some choice of s(0), . . . , s(r − 1)
such that, taking d∗ = supj<r π s(j) dj ,
1
µ̄(d∗ ∩ b) ≥ (µ̄b − 3δ) ≥ γ µ̄b
n

for every b ∈ B 0 , while d∗ , πd∗ , . . . , π n−1 d∗ are disjoint. Because A is atomless, there is a d ⊆ d∗ such that
µ̄(d ∩ b) = γ µ̄b for every b ∈ B 0 . Since every member of B is a disjoint union of members of B 0 , µ̄(d ∩ b) = γ µ̄b
for every b ∈ B.
(iv)⇒(i) If a ∈ A \ {0, 1} and n ≥ 1 then (iv) tells us that there is a b ∈ A such that b, πb, . . . , π n b are
all disjoint and µ̄(1 \ supi≤n π i b) < µ̄a. Now there must be some i < n such that d = π i b ∩ a 6= 0, in which
case
d ∩ π n d ⊆ π i b ∩ π i+n b = π i (b ∩ π n b) = 0,
385G More about entropy 519

and π n d 6= d. As n and a are arbitrary, π is aperiodic.

385F Corollary An ergodic measure-preserving Boolean homomorphism on an atomless totally finite

measure algebra is aperiodic.
proof This is (ii)⇒(i) of 385E in the case C = {0, 1}.

385G I turn now to a celebrated result which is a kind of strong law of large numbers.
The Shannon-McMillan-Breiman theorem Let (A, µ̄) be a probability algebra, π : A → A a measure-
preserving Boolean homomorphism, and A ⊆ A a partition of unity of finite entropy. For each n ≥ 1,
set
1 P 1
wn = d∈Dn (A,π) ln( )χd,
n µ̄d

where Dn (A, π) is the partition of unity generated by {π i a : a ∈ A, i < n}, as in 384K. Then hwn in∈N
is norm-convergent in L1 = L1 (A, µ̄) to w say; moreover, hwn in∈N is order*-convergent to w (definition:
367A). If T : L0 (A) → L0 (A) is the Riesz homomorphism defined by π, so that T (χa) = χ(πa) for every
a ∈ A (364R), then T w = w.
proof (Petersen 83) We may suppose that 0 ∈
/ A.
(a) For each n ∈ N, let Bn be the subalgebra of A generated by {π i a : a ∈ A, 1 ≤ i ≤ n}, Bn the set of
its atoms, and Pn the corresponding conditional
S expectation operator on L1 = L1 (A) (365R). Let B be the
closed subalgebra of A generated by n∈N Bn , and P the corresponding conditional expectation operator.
Observe that Bn = π[Dn (A, π)] and that, in the language of 384F, Dn+1 (A, π) = A ∨ Bn . Let C be the
fixed-point algebra {c : c ∈ A, πc = c} and Q the associated conditional expectation. Set L0 = L0 (A), and
¯ be the function from {v : [[v > 0]] = 1} to L0 corresponding to ln : ]0, ∞[ → R (364I).
let ln
(b) It will save a moment later if I note an elementary fact here: if v ∈ L1 , then h n1 T n vin≥1 is order*-
convergent and k k1 -convergent to 0. P
P We know from the
Pnergodic theorem (372G) that hṽn in∈N is order*-
1
convergent and k k1 -convergent to Qv, where ṽn = n+1 i=0 T i
v. Now n1 T n v = n+1
n ṽn − ṽn−1 is order*-
convergent and k k1 -convergent to Qv − Qv = 0 (using 367C for ‘order*-convergent’). Q Q
(c) Set
P P µ̄(a∩b)
vn = a∈A Pn (χa) × χa = a∈A,b∈Bn χ(a ∩ b).
µ̄b

By Lévy’s martingale theorem (275I, 367Kb),

hvn × χain∈N = hPn (χa) × χain∈N
is
P order*-convergent to P (χa) × χa for every a ∈ A; consequently hvn in∈N order*-converges to v =
P (χa) × χa. It follows that h ¯ vn in∈N order*-converges to ln
ln ¯ v. P
P The point is that, for any a ∈ A,
a∈A
¯ vn is defined. Similarly, ln
n ∈ N, a ⊆ [[Pn (χa) > 0]], so that [[vn > 0]] = 1 for every n, and ln ¯ v is defined,
¯ vn in∈N order*-converges to ln
and hln ¯ v by 367I. QQ As 0 ≤ vn ≤ χ1 for every n, hvn in∈N → v for k k1 , by
the Dominated Convergence Theorem (367J).
¯ vn in∈N is order-bounded in L1 . P
Next, hln ¯ vn ≤ 0 for every n, because Pn (χa) ≤ Pn (χ1) ≤
P Of course ln
χ1 for each a, so vn ≤ χ1. To see that {ln ¯ vn : n ∈ N} is bounded below in L1 , we use an idea from the
fundamental martingale inequality 275D. Set v∗ = inf n∈N vn . For α > 0, a ∈ A and n ∈ N set
ban (α) = [[Pn (χa) < α]] ∩ inf i<n [[Pi (χa) ≥ α]],
so that
[[v∗ < α]] = supa∈A,n∈N a ∩ ban (α).
Now ban (α) ∈ Bn , so
R R
µ̄(a ∩ ban (α)) = ban (α)
χa = ban (α)
Pn (χa) ≤ αµ̄(ban (α)),
and
520 Automorphism groups 385G

∞
X
µ̄(a ∩ [[v∗ < α]]) ≤ min(µ̄a, µ̄(a ∩ ban (α)))
n=0
∞
X
≤ min(µ̄a, α µ̄ban (α)) ≤ min(µ̄a, α).
n=0

Letting α ↓ 0, µ̄(a ∩ [[v∗ = 0]]) = 0 for every a ∈ A, so [[v∗ > 0]] = 1, and ln ¯ v∗ is defined. Moreover,
¯ v∗ > − ln α]]) = µ̄(a ∩ [[v∗ < α]]) ≤ min(µ̄a, α)
µ̄(a ∩ [[− ln
for every a ∈ A, α > 0; that is,
¯ v∗ > β]]) ≤ min(µ̄a, e−β )
µ̄(a ∩ [[− ln
for every a ∈ A, β ∈ R. Accordingly
Z Z ∞ XZ ∞
¯ v∗ ) =
(− ln ¯ v∗ > β]]dβ =
µ̄[[− ln ¯ v∗ > β]])dβ
µ̄(a ∩ [[− ln
0 a∈A 0
XZ ∞
≤ min(µ̄a, e−β )dβ
a∈A 0

X ¡Z ln(1/µ̄a) Z ∞ ¢
= µ̄a dβ + e−β dβ
a∈A 0 ln(1/µ̄a)
X¡ 1 ¢
ln µ̄a
= ln( )µ̄a + e
µ̄a
a∈A
X 1 X
= ln( )µ̄a + µ̄a = H(A) + 1 < ∞
µ̄a
a∈A a∈A

because A has finite entropy. But this means that ln ¯ v∗ belongs to L1 , and of course it is a lower bound for
¯
{ln vn : n ∈ N}. Q
Q
¯ v ∈ L1 and hln
By 367J again, ln ¯ vn in∈N → ln
¯ v for k k1 .

(d) Fix n ∈ N for the moment. For each d ∈ Dn+1 (A, π) let d0 be the unique element of Bn such that
d ⊆ d0 . Then
X 1 X µ̄d
(n + 1)wn+1 = ln( )χd − ln( )χd
µ̄d0 µ̄d0
d∈Dn+1 (A,π) d∈Dn+1 (A,π)
X 1 X µ̄(a∩b)
= ln( )χb − ln( )χ(a ∩ b)
µ̄b µ̄b
b∈Bn a∈A,b∈Bn ,a∩b6=0
X 1
= ln( ¯ vn
)χ(πd) − ln
µ̄(πd)
d∈Dn (A,π)
¯ vn .
= T (nwn ) − ln
Inducing on n, starting from
P 1 ¯ v0 ,
w1 = a∈A ln( )χa = − ln
µ̄a
we get
Pn−1 ¯ vn−i−1 ), 1 Pn−1 ¯ vn−i−1 )
nwn = i=0 T i (− ln wn = i=0 T i (− ln
n
for every n ≥ 1.
Pn−1 ¯ v) for n ≥ 1. By the Ergodic Theorem, hw0 in≥1 is order*-convergent and
(e) Set wn0 = n1 i=0 T i (− ln n
¯ v), and T w = w. To estimate wn − w0 , set u∗ = sup
k k1 -convergent to w = Q(− ln ¯ ¯
n n k≥n | ln vk − ln v| for
385I More about entropy 521

each n ∈ N. Then hu∗n in∈N is a non-increasing sequence, u∗0 ∈ L1 (by (c) above), and inf n∈N u∗n = 0 because
¯ vn in∈N order*-converges to ln
hln ¯ v. Now, whenever n > m ∈ N,

n−1
X
1 ¯ v − ln
¯ vn−i−1 |
|wn − wn0 | ≤ T i | ln
n
i=0
n−m−1
X n−1
X
1¡ ¯ v − ln
¯ vn−i−1 | + ¯ v − ln
¯ vn−i−1 |
¢
= T i | ln T i | ln
n
i=0 i=n−m
n−m−1 m−1
1¡ X X
¯ v − ln
¯ vj |
¢
≤ T i u∗m + T n−1−j | ln
n
i=0 j=0
n−m−1
X m−1
X
1 ¡ ¢
≤ T i u∗m + T n−1−j u∗0
n−m
i=0 j=0
n−m−1
X m−1
X
1 1
= T i u∗m + T n−m T m−1−j u∗0
n−m n−m
i=0 j=0
n−m−1
X
1 1
≤ T i u∗m + T n−m ũm ,
n−m n−m
i=0
Pm−1
setting ũm = j=0 T m−1−j u∗0 .
Holding m fixed and letting n → ∞, we know that
1 Pn−m−1
i=0 T i u∗m
n−m
1
is order*-convergent and k k1 -convergent to Qu∗m . As for the other term, n−m T
n−m
ũm is order*-convergent
and k k1 -convergent to 0, by (b). What this means is that
lim supn→∞ |wn − wn0 | ≤ Qu∗m ,

lim supn→∞ kwn − wn0 k1 ≤ kQu∗m k1

for every m ∈ N. Since hQu∗m im∈N is surely a non-decreasing sequence with infimum 0,
lim supn→∞ |wn − wn0 | = 0, lim supn→∞ kwn − wn0 k1 = 0.
Since wn0 is order*-convergent and k k1 -convergent to w, so is wn .

385H Corollary If, in 385G, π is ergodic, then hwn in∈N is order*-convergent and k k1 -convergent to
h(π, A)χ1.
proof
R Because the limit w in 385G has T w = w, it must be of the form γχ1, because π is ergodic. Now
γ = w must be

Z X X
1 1 1
lim wn = lim ln( )µ̄d = lim q(µ̄d)
n→∞ n→∞ n µ̄d n→∞ n
d∈Dn (A,π) d∈Dn (A,π)

(where q is the function of 384A)

1
= lim H(Dn (A, π)) = h(π, A).
n→∞ n

385I Definition Set p(t) = t ln t for t > 0, p(0) = 0; for any Dedekind σ-complete Boolean algebra A,
let p̄ : L0 (A)+ → L0 (A) be the corresponding function, as in 364I. (Thus p = −q where q is the function of
384A.)
522 Automorphism groups 385J

385J Lemma (CsiszR ár 67, Kullback 67) Let (A, µ̄) be a probability algebra, and u a member of
L1 (A, µ̄)+ such that u = 1. Then
R R
( |u − χ1|)2 ≤ 2 p̄(u).

R R
proof Set a = [[u < 1]], α = µ̄a, β = a u, b = 1 \ a. Then µ̄b = 1 − α and b u = 1 − β. Surely β ≤ α < 1.
If α = 0 then u = χ1 and the result is trivial; so let us suppose that 0 < α < 1. Because the function p is
convex,
R 1 R β
a
p̄(u) ≥ µ̄a · p( a
u) = αp( ) = p(β) − β ln α,
µ̄a α

(using 233Ib/365Rb for the first inequality), and similarly

R
b
p̄(u) ≥ p(1 − β) − (1 − β) ln(1 − α).
Also
R R R
|u − χ1| = a
(χ1 − u) + b
(u − χ1) = α − β + (1 − β) − (1 − α) = 2(α − β),
so

Z Z
1
p̄(u) − ( |u − χ1|)2 ≥ p(β) − β ln α + p(1 − β) − (1 − β) ln(1 − α) − 2(α − β)2
2
= φ(β)

say. Now φ is continuous on [0, 1] and arbitrarily often differentiable on ]0, 1[,
φ(α) = 0,

φ0 (t) = ln t − ln α − ln(1 − t) + ln(1 − α) + 4(α − t) for t ∈ ]0, 1[,

φ0 (α) = 0,

1 1
φ00 (t) = + − 4 ≥ 0 for t ∈ ]0, 1[.
t 1−t

So φ(t) ≥ 0 for t ∈ [0, 1] and, in particular, φ(β) ≥ 0; but this means that
R 1 R
p̄(u) − ( |u − χ1|)2 ≥ 0,
2
R R
that is, ( |u − χ1|)2 ≤ 2 p̄(u), as claimed.

385K Corollary Whenever (A, µ̄) is a probability algebra and A, B are partitions of unity of finite
entropy,

X p
|µ̄(a ∩ b) − µ̄a · µ̄b| ≤ 2(H(A) + H(B) − H(A ∨ B)).
a∈A,b∈B

proof Replacing A, B by A \ {0} and B \ {0} if necessary, we may suppose that neither A nor B contains
{0}. Let (C, λ̄) be the probability algebra free product of (A, µ̄) with itself (325E, 325K). Set
P µ̄(a∩b)
u = a∈A,b∈B χ(a ⊗ b) ∈ L0 (C);
µ̄a·µ̄b
R P
then u is non-negative and integrable and u= a∈A,b∈B µ̄(a ∩ b) = 1. Now
385N More about entropy 523

Z X µ̄(a∩b)
p̄(u) = µ̄(a ∩ b) ln
µ̄a·µ̄b
a∈A,b∈B
X X
= −H(A ∨ B) − µ̄(a ∩ b) ln µ̄a − µ̄(a ∩ b) ln µ̄b
a∈A,b∈B a∈A,b∈B
X X
= −H(A ∨ B) − µ̄a ln µ̄a − µ̄b ln µ̄b
a∈A b∈B

= H(A) + H(B) − H(A ∨ B).

On the other hand,
R P µ̄(a∩b) P
|u − χ1| = a∈A,b∈B
µ̄a · µ̄b| − 1| = a∈A,b∈B
|µ̄(a ∩ b) − µ̄a · µ̄b|.
µ̄a·µ̄b
So what we are seeking to prove is that
R q R
|u − χ1| ≤ 2 p̄(u),
which is 385J.

385L The next six lemmas are notes on some more or less elementary facts which will be used at various
points in the next section. The first two are nearly trivial.
Lemma Let (A, µ̄) be a probability algebra and hai ii∈I , hbi ii∈I two partitions of unity in A. Then
1P
µ̄(supi∈I ai ∩ bi ) = 1 − i∈I µ̄(ai 4 bi ).
2

proof
X X1
µ̄(sup ai ∩ bi ) = µ̄(ai ∩ bi ) = (µ̄ai + µ̄bi − µ̄(ai 4 bi ))
i∈I 2
i∈I i∈I
1 X
=1− µ̄(ai 4 bi ).
2
i∈I

385M Lemma Let (A, µ̄) be a totally finite measure algebra, hBk ik∈N a non-decreasing sequence of
S
subsets of A such that 0 ∈ B0 , and hci ii∈I a partition of unity in A such that ci ∈ k∈N Bk for every i ∈ I.
Then
limk→∞ supi∈I ρ(ci , Bk ) = 0,
writing ρ(c, B) = inf b∈B µ̄(c 4 b) for c ∈ A and non-empty B ⊆ A, as in 3A4I.
proof Let ² > 0. Then J = {j : j ∈ I, µ̄cj ≥ ²} is finite. For each j ∈ J, limk→∞ ρ(ci , Bk ) = 0, by 3A4I,
while
ρ(ci , Bk ) ≤ µ̄(ci 4 0) = µ̄ci ≤ ²
for every i ∈ I \ J. So
lim supk→∞ supi∈I ρ(ci , Bk ) ≤ max(², lim supk→∞ supi∈J ρ(ci , Bk )) = ².
As ² is arbitrary, we have the result.

385N Lemma Let (A, µ̄) be a probability algebra, and π : A → A a measure-preserving Boolean
homomorphism. Let A, B and C be partitions of unity in A.
(a) H(A ∨ B ∨ C) + H(C) ≤ H(B ∨ C) + H(A ∨ C).
(b) h(π, A) ≤ h(π, A ∨ B) ≤ h(π, A) + h(π, B) ≤ h(π, A) + H(B).
(c) If H(A) < ∞,
524 Automorphism groups 385N

h(π, A) = inf H(Dn+1 (A, π)) − H(Dn (A, π))

n∈N

= lim H(Dn+1 (A, π)) − H(Dn (A, π)).

n→∞

(d) If H(A) < ∞ and B is any closed subalgebra of A such that π[B] ⊆ B, then h(π, A) ≤ h(π¹ B) +
H(A|B).

proof (a) Let C be the closed subalgebra of A generated by C, so that C is purely atomic and C is the set
of its atoms. Then

H(A ∨ B ∨ C) + H(C) = H(A ∨ B|C) + 2H(C)

≤ H(A|C) + H(B|C) + 2H(C) = H(A ∨ C) + H(B ∨ C)

by 384Gb and 384Ga.

(b) We need only observe that Dn (A ∨ B, π) = Dn (A, π) ∨ Dn (B, π) for every n ∈ N, being the partition
of unity generated by {π i a : i < n, a ∈ A} ∪ {π i b : i < n, b ∈ B}. Consequently

1 1
h(π, A) = lim H(Dn (A, π)) ≤ lim H(Dn (A, π) ∨ Dn (B, π))
n→∞ n n→∞ n
1
= lim H(Dn (A ∨ B, π)) = h(π, A ∨ B)
n→∞ n
1
≤ lim (H(Dn (A, π) + H(Dn (B, π))) = h(π, A) + h(π, B)
n→∞ n

≤ h(π, A) + H(B)

as remarked in 384M.

(c) Set γn = H(Dn+1 (A, π)) − H(Dn (A, π)) for each n ∈ N. By 384H, γn ≥ 0. From (a) we see that

γn+1 = H(A ∨ π[Dn+1 (A, π)]) − H(A ∨ π[Dn (A, π)])

≤ H(π[Dn+1 (A, π)]) − H(π[Dn (A, π]) = γn

for every n ∈ N. So limn→∞ γn = inf n∈N γn ; write γ for the common value. Now
1 1 Pn−1
h(π, A) = limn→∞ H(Dn (A, π)) = limn→∞ i=0 γi = γ
n n

(273Ca).

(d) Let P : L1µ̄ → L1µ̄ be the conditional expectation operator corresponding to B. Let hbk ik∈N be a
sequence running over {[[P (χa) > q]] : a ∈ A, q ∈ Q}, so that bk ∈ B for every k, and for each k ∈ N
let Bk ⊆ B be the subalgebra generated by {bi : i ≤ k}; let Pk be the conditional expectation operator
S
corresponding to Bk . Writing B∞ ⊆ B for k∈N Bk , and P∞ for the corresponding conditional expectation
operator, then P (χa) ∈ L0 (B∞ ), so P∞ (χa) = P (χa), for every a ∈ A. So
P R
H(A|B) = a∈A q(P χa) = H(A|B∞ ) = limk→∞ H(A|Bk ),
by 384Gd.
For each k, let Bk be the set of atoms of Bk . Then
h(π, A) ≤ h(π, Bk ) + H(A|Bk ) ≤ h(π¹ B) + H(A|Bk )
by 384N and the definition of h(π¹ B). So
h(π, A) ≤ h(π¹ B) + limk→∞ H(A|Bk ) = h(π¹ B) + H(A|B).
385O More about entropy 525

385O Lemma Let (A, µ̄) be a probability algebra and B a closed subalgebra.
(a) There is a function h : A → B such that µ̄(a 4 h(a)) = ρ(a, B) for every a ∈ A and h(a) ∩ h(a0 ) = 0
whenever a ∩ a0 = 0. P
(b) If A is a partition of unity in A, then H(A|B) ≤ a∈A q(ρ(a, B)), where q is the function of 384A.
(c) If B is atomless and hai ii∈N is a partition of unity in A, then there is a partition of unity hbi ii∈N in
B such that µ̄bi = µ̄ai and µ̄(bi 4 ai ) ≤ 2ρ(ai , B) for every i ∈ N.
proof (a) Let P : L1µ̄ → L1µ̄ be the conditional expectation operator associated with B. For any c ∈ B,
Z Z Z Z Z
|P (χa) − χc| = P (χa) + µ̄c − P (χa) = χa + µ̄c − χa
1\c c 1\c c

= µ̄(a \ c) + µ̄c − µ̄(a ∩ c) = µ̄(a 4 c).

If a ∈ A set h(a) = [[P (χa) > 12 ]]. Then |P (χa) − χh(a)| ≤ |P (χa) − χc| for any c ∈ B, so
Z
ρ(a, B) = inf µ̄(a 4 c) = inf |P (χa) − χc|
c∈B c∈B
Z
= |P (χa) − χh(a)| = µ̄(a 4 h(a)).

If a ∩ a0 = 0, then
P (χa) + P (χa0 ) = P χ(a ∪ a0 ) ≤ χ1,
so
h(a) ∩ h(a0 ) = [[P (χa) > 12 ]] ∩ [[P (χa0 ) > 21 ]] ⊆ [[P (χa) + P (χa0 ) > 1]] = 0,
by 364D(b-i).
(b) By 384Ae, q(1−t) ≤ q(t) whenever 0 ≤ t ≤ 12 . Consequently q(t) ≤ q(min(t, 1−t)) for every t ∈ [0, 1],
and q̄(u) ≤ q̄(u ∧ (χ1 − u)) whenever u ∈ L0 (A) and 0 ≤ u ≤ χ1. Fix a ∈ A for the moment. We have
q̄(P (χa)) ≤ q̄(P (χa) ∧ (χ1 − P (χa)) = q̄(|P (χa) − χh(a)|).
Consequently

Z Z Z
¡ ¢
q̄(P χa) ≤ q̄(|P (χa) − χh(a)|) ≤ q |P (χa) − χh(a)|

(because q is concave)
= q(ρ(a, B)).

Summing over a,
P R P
H(A|B) = a∈A
q̄(P χa) ≤ a∈A
q(ρ(a, B)).

(c) Set b0i = h(ai ) for each i ∈ N. Then hb0i ii∈N is disjoint. Next, for each i ∈ N, take b00i ∈ B such that
b00i ⊆
b0i and µ̄b00i = min(µ̄ai , µ̄b00i ); then hb00i ii∈N is disjoint and µ̄b00i ≤ µ̄ai for every i. We can therefore find a
partition of unity hbi ii∈N such that bi ⊇ b00i and µ̄bi = µ̄ai for every i. (Use 331C to choose hdi ii∈N inductively
so that di ⊆ 1 \ (supj<i dj ∪ supj∈N b00j ) and µ̄di = µ̄ai − µ̄b00i for each i, and set bi = b00i ∪ di .)
Take any i ∈ N. If µ̄b0i > µ̄ai , then

µ̄(ai 4 bi ) = µ̄(ai 4 b00i ) ≤ µ̄(ai 4 b0i ) + µ̄(b0i 4 b00i )

= µ̄(ai 4 b0i ) + µ̄b0i − µ̄ai ≤ 2µ̄(ai 4 b0i ) = 2ρ(ai , B).
If µ̄b0i ≤ µ̄ai , then

µ̄(ai 4 bi ) ≤ µ̄(ai 4 b0i ) + µ̄(b0i 4 bi )

= µ̄(ai 4 b0i ) + µ̄ai − µ̄b0i ≤ 2µ̄(ai 4 b0i ) = 2ρ(ai , B).
526 Automorphism groups 385P

385P Lemma Let (A, µ̄) be a probability algebra and π : A → A a measure-preserving automorphism.
Suppose that B ⊆ A. For k ∈ N, let Bk be the closed subalgebra of A generated by {π j b : b ∈ B, |j| ≤ k},
and let B be the closed subalgebra of A generated by {π j b : b ∈ B, j ∈ Z}. Then
S
(a) B is the topological closure k∈N Bk .
(b) π[B] = B.
(c) If C is any closed subalgebra of A such that π[C] = C, and a ∈ Bk , then
P
ρ(a, C) ≤ (2k + 1) b∈B ρ(b, C).
S
proof (a) Because hBk ik∈N is non-decreasing, k∈N Bk is a subalgebra of A, so its closure also is (323J),
and must be B.
(b) Of course π −1 [Bk+1 ] is a closed subalgebra of A containing π j b whenever |j| ≤ k and b ∈ B, so
includes Bk ; thus π[Bk ] ⊆ Bk+1 ⊆ B for every k, and
S S
π[B] = π[ k∈N Bk ] ⊆ k∈N π[Bk ] ⊆ B ⊆ B
because π is continuous (324Kb). Similarly, π −1 [B] ⊆ B and π[B] = B.
(c) For each b ∈ B, choose cb ∈ C such that µ̄(b 4 cb ) = ρ(cb , C) (385Oa). Set
e = sup|j|≤k supb∈B π j (b 4 cb );
then
P P
µ̄e ≤ (2k + 1) b∈B µ̄(b 4 cb ) = (2k + 1) b∈B ρ(b, C).
Now
B0 = {d : d ∈ A, ∃ c ∈ C such that d \ e = c \ e}
is a subalgebra of A. By 314Fa, applied to the order-continuous homomorphism c 7→ c \ e : C → A1\e ,
{c \ e : c ∈ C} is an order-closed subalgebra of the principal ideal A1\e ; by 313Id, applied to the order-
continuous function d 7→ d \ e : A → A1\e , B0 is order-closed. If b ∈ B and |j| ≤ k, then π j b 4 π j cb ⊆ e, so
π j b ∈ B0 ; accordingly B0 ⊇ Bk . Now a ∈ Bk , so there is a c ∈ C such that a 4 c ⊆ e, and
P
ρ(a, C) ≤ µ̄(a 4 c) ≤ µ̄e ≤ (2k + 1) b∈B ρ(b, C),
as claimed.

385Q Lemma Let (A, µ̄) be a probability algebra and suppose either that A is not purely atomic or
that it is purely atomic and H(D0 ) = ∞, where D0 is the set of atoms of A. Then whenever A ⊆ A is a
partition of unity and H(A) ≤ γ ≤ ∞, there is a partition of unity B, refining A, such that H(B) = γ.
proof (a) By 384J, there is a partition of unity D1 such that H(D1 ) = ∞. Set D = D1 ∨ A; then we
still have H(D) = ∞. Enumerate D as hdi ii∈N . Choose hBk ik∈N inductively, as follows. B0 = A. Given
that Bk is a partition of unity, then if H(Bk ∨ {dk , 1 \ dk }) ≤ γ, set Bk+1 = Bk ∨ {dk , 1 \ dk }; otherwise set
Bk+1 = Bk . S
Let B be the closed subalgebra of A generated by k∈N Bk . Note that, for each d ∈ D,
{c : c ∈ A, d ⊆ c or d ∩ c = 0}
is a closed subalgebra of A including every Bk , so includes B. If b ∈ B \ {0}, there is surely some d ∈ D
such that b ∩ d 6= 0, so b ⊇ d; thus B must be purely atomic. Let B be the set of atoms of B. Because
A = B0 ⊆ B, B refines A.
(b) H(B) ≤ γ. P P For each k ∈ N, let Bk be the closed subalgebra of A generated by Bk , so that
S
B = k∈N Bk . Suppose that b0 , . . . , bn are distinct members of B. Then for each k ∈ N we can find disjoint
b0k , . . . , bnk ∈ Bk such that µ̄(bik 4 bi ) ≤ ρ(bi , Bk ) for every i ≤ n (385Oa). Accordingly µ̄bi = limk→∞ µ̄bik
for each i, and
Pn Pn
i=0 q(µ̄bi ) = limk→∞ i=0 q(µ̄bik ) ≤ supk∈N H(Bk ) ≤ γ.

As b0 , . . . , bn are arbitrary, H(B) ≤ γ. Q

Q
385Yd More about entropy 527

(c) H(B) ≥ γ. P
P?? Suppose otherwise. We know that
limk→∞ H({dk , 1 \ dk }) = limk→∞ q(µ̄dk ) + q(1 − µ̄dk ) = 0.
Let m ∈ N be such that H(B) + H({dk , 1 \ dk }) ≤ γ for every k ≥ m. Because B refines Bk , we must have
H(Bk ∨ {dk , 1 \ dk }) ≤ H(Bk ) + H({dk , 1 \ dk }) ≤ γ,
so that Bk+1 = Bk ∨ {dk , 1 \ dk } for every k ≥ m. But this means that dk ∈ B for every k ≥ m, so that
P∞
γ > H(B) ≥ k=m q(µ̄dk ) = ∞,
which is impossible. X
XQQ
Thus B has the required properties.

385X Basic exercises > (a) Let A be a Boolean algebra, not {0}, and π : A → A an automorphism;
set C = {c : πc = c}. Show that π is periodic, with period n ≥ 1, iff π¹ Ac has order n in the group Aut Ac
whenever c ∈ C \ {0}. Show that π is aperiodic iff π¹ Ac has infinite order in the group Aut Ac whenever
c ∈ C \ {0}.

(b) In 385C, show that the family hci i1≤i≤ω is uniquely determined.

> (c) Show that for a Bernoulli shift π, the Shannon-McMillan-Breiman theorem is a special case of the
Pn−1
Ergodic Theorem. (Hint: wn = n1 i=0 T i w1 .)

(d) Let (A, µ̄) be a totally finite measure algebra, hBk ik∈N a non-decreasing sequence of subsets of A such
that 0 ∈ B0 , and hci ii∈I a partition of unity in A. Show that
P P
limk→∞ i∈I ρ(ci , Bk ) = i∈I ρ(ci , B)
S
where B = k∈N Bk .

> (e) Let (A, µ̄) be a probability algebra, π : A → A a measure-preserving Boolean homomorphism and
A a partition of unity in A. Show that h(π, Dn (A, π)) = h(π, A) = h(π, π[A]) for any n ≥ 1.

(f ) Let (A, µ̄) be a totally finite measure algebra and π : A → A a measure-preserving Boolean ho-
momorphism. Suppose that B ⊆ A. For k ∈ N, let Bk be the closed subalgebra of A generated by
{π j b : b ∈ B, j ≤ k}, and let B be the closed subalgebra of A generated by {π j b : b ∈ B, j ∈ N}. Show that
S
B = k∈N Bk , π[B] ⊆ B,
P
and that if C is any closed subalgebra of A such that π[C] ⊆ C, and a ∈ Bk , then ρ(a, C) ≤ (k+1) b∈B ρ(b, C).

385Y Further exercises (a) Give an example to show that the word ‘injective’ in the statement of
385C is essential.

(b) Let (A, µ̄) be a totally finite measure algebra and π : A → A an aperiodic measure-preserving Boolean
homomorphism. Set C = {c : πc = c}. Show that whenever n ≥ 1, 0 ≤ γ < n1 and B ⊆ A is finite, there is
an a ∈ A such that a, πa, π 2 a, . . . , π n−1 a are disjoint and µ̄(a ∩ b ∩ c) = γ µ̄(b ∩ c) for every b ∈ B, c ∈ C.

(c) Let (A, µ̄) be a probability algebra, and π : A → A a measure-preserving Boolean homomorphism.
Let P be the set of all closed subalgebras of A which are invariant under π, ordered by inclusion. Show that
B 7→ h(π¹ B) : P → [0, ∞] is order-preserving and order-continuous on the left, in the sense that if Q ⊆ P
is non-empty and upwards-directed then h(π¹ sup Q) = supB∈Q h(π¹ B).

(d) Let (A, µ̄) be a probability algebra, and π : A → A a measure-preserving Boolean homomorphism of
finite entropy. Let P be the set of all π-invariant closed subalgebras of A. Show that B 7→ h(π¹ B) : P →
[0, ∞[ is order-continuous. (Hint: if Q ⊆ P is non-empty and downwards-directed, then for any partition of
unity A ⊆ A, H(A| inf Q) = supB∈Q H(A|B).)
528 Automorphism groups 385 Notes

385 Notes and comments I have taken the trouble to give sharp forms of the Halmos-Rokhlin-Kakutani
lemma (385E) and the Cziszár-Kullback inequality (385J); while it is possible to get through the principal
results of the next two sections with rather less, the formulae become better focused if we have the exact
expressions available. Of course one can always go farther still (385Yb). Ornstein’s theorem in §386 (though
not Sinaı̌’s, as stated there) can be deduced from the special case of the Shannon-McMillan-Breiman theorem
(385G) in which the homomorphism π is a Bernoulli shift, which can be deduced from the Ergodic Theorem
(385Xc).
Lemma 385D is the starting point of the theory of ‘recurrence’; the next steps are in 382Yc-382Yd and
387E-387F.

386 Ornstein’s theorem

I come now to the most important of the handful of theorems known which enable us to describe auto-
morphisms of measure algebras up to isomorphism: two two-sided Bernoulli shifts (on algebras of countable
Maharam type) of the same entropy are isomorphic (386I, 386K). This is hard work. It requires both delicate
²-δ analysis and substantial skill with the manipulation of measure-preserving homomorphisms. The proof
is based on two difficult lemmas (386C and 386F), and includes Sinaı̌’s theorem (386E, 386L), describing
the Bernoulli shifts which arise as factors of a given ergodic automorphism.

386A The following definitions offer a language in which to express the ideas of this section.
Definitions Let (A, µ̄) be a probability algebra and π : A → A a measure-preserving Boolean homomor-
phism.

(a) A Bernoulli partition for π is a partition of unity hai ii∈I such that
Qk
µ̄(inf j≤k π j ai(j) ) = j=0 µ̄ai(j)
whenever i(0), . . . , i(k) ∈ I.

(b) If π is an automorphism, a Bernoulli partition hai ii∈I for π is (two-sidedly) generating if the closed
subalgebra generated by {π j ai : i ∈ I, j ∈ Z} is A itself.

(c) A factor of (A, µ̄, π) is a triple (B, µ̄¹ B, π¹ B) where B is a closed subalgebra of A such that π[B] = B.

386B Remarks Let (A, µ̄) be a probability algebra, π : A → A a measure-preserving Boolean homo-
morphism and hai ii∈I a Bernoulli partition for π.

(a) hπ k [A0 ]ik∈N is independent, where A0 is the closed subalgebra of A generated by {ai : i ∈ I}. P P
Suppose that cj ∈ π j [A0 ] for j ≤ k. Then each π −j cj ∈ A0 is expressible as supi∈Ij ai for some Ij ⊆ I. Now

µ̄( inf cj ) = µ̄( sup inf π j aij )

j≤k i0 ∈I0 ,... ,ik ∈Ik j≤k

X X k
Y
= µ̄( inf π j aij ) = µ̄aij
j≤k
i0 ∈I0 ,... ,ik ∈Ik i0 ∈I0 ,... ,ik ∈Ik j=0
k X
Y k
Y k
Y
= µ̄ai = µ̄(sup ai ) = µ̄cj .
j=0 i∈Ij j=0 i∈Ij j=0

As c0 , . . . , ck are arbitrary, hπ k [A0 ]ik∈N is independent. Q

Q

(b) If π is an automorphism, then hπ k [A0 ]ik∈Z is independent, by 384Sf.

(c) Setting A = {ai : i ∈ I} \ {0}, we have h(π, A) = H(A), as in part (a) of the proof of 384R, so
h(π) ≥ H(A).
386C Ornstein’s theorem 529

(d) If H(A) > 0, then A is atomless. P P As A contains at least two elements of non-zero measure,
γ = maxa∈A µ̄a < 1. Because hai ii∈I is a Bernoulli partition, every member of Dk (A, π) has measure at
most γ k , for any k ∈ N. Thus any atom of A could have measure at most inf k∈N γ k = 0. Q
Q

(e) If B is any closed subalgebra of A such that π[B] ⊆ B, then h(π¹ B) ≤ h(π), just because h(π¹ B) is
calculated from the action of π on a smaller set of partitions. If C+ is the closed subalgebra of A generated
by {π j ai : i ∈ I, j ∈ N}, then π[C+ ] ⊆ C+ (compare 385Pb), and π¹ C+ is a one-sided Bernoulli shift with
root algebra A0 and entropy H(A), so that
H(A) = h(π¹ C+ )
by the Kolmogorov-Sinaı̌ theorem (384P, 384R).

(f ) If π is an automorphism, and C is the closed subalgebra of A generated by {π j ai : i ∈ I, j ∈ Z}, then

π[C] = C (385Pb) and π¹ C is a two-sided Bernoulli shift with root algebra A0 .

(g) Thus every Bernoulli partition for π gives rise to a factor of (A, µ̄, π) which is a one-sided Bernoulli
shift, and if π is an automorphism we can extend this to the corresponding two-sided Bernoulli shift. If π
has a generating Bernoulli partition then it is itself a Bernoulli shift.

(h) Now suppose that (B, ν̄) is another probability algebra, φ : B → B is a measure-preserving Boolean
homomorphism, and hbi ii∈I is a Bernoulli partition for φ such that ν̄bi = µ̄ai for every i. We have a unique
measure-preserving Boolean homomorphism θ+ : C+ → B such that θ+ (π j ai ) = φj bi for every i ∈ I, j ∈ N.
(Apply 324P.) Now θ+ π = φθ+ . (The set {a : θ+ πa = φθ+ a} is a closed subalgebra of C+ containing every
π j ai .)

(i) If, in (g) above, π and φ are both automorphisms, then the same arguments show that we have a
unique measure-preserving Boolean homomorphism θ : C → B such that θai = bi for every i ∈ I and
θπ = φθ.

386C Lemma Let (A, µ̄) be an atomless probability algebra and π : A → A an ergodic measure-
preserving automorphism. Let hai ii∈N be a partition of unity in A, of finite entropy, and hγi ii∈N a sequence
of non-negative real numbers such that
P∞ P∞
i=0 γi = 1, i=0 q(γi ) ≤ h(π),

where q is the function of 384A. Then for any ² > 0 we can find a partition ha0i ii∈N of unity in A such that
(i) {i : a0i 6= 0} is finite,
P∞
(ii) i=0 |γi − µ̄a0i | ≤ ²,
P∞ qP p
∞
(iii) i=0 µ̄(a0i 4 ai ) ≤ ² + 6 i=0 |µ̄ai − γi | + 2(H(A) − h(π, A))
where A = {ai : i ∈ N} \ {0},
(iv) H(A0 ) ≤ h(π, A0 ) + ²
where A0 = {a0i : i ∈ N} \ {0}.
p
proof (a) qP Of course h(π, A) ≤ H(A), by 384Ma, so the square root 2(H(A) − h(π, A)) gives no difficulty.
∞
p
Set β = i=0 |µ̄ai − γi | + 2(H(A) − h(π, A)), δ = min( 14 , 241
²).
P∞
P∞ There is a sequence hγ̄ P i ii∈N of non-negative real numbers such that P {i : γ̄i > 0} is finite, i=0 γ̄i = 1,
∞ ∞
|γ̄i −γi | ≤ 2δ 2 and i=0 q(γ̄i ) ≤ h(π). P
i=0P P Take 2
P∞k ∈ N such that i=k γi ≤ δ , and set γ̄i = γi for i < k,
∞
γ̄k = i=k γi and γ̄i = 0 for i > k; then q(γ̄k ) ≤ i=k q(γi ) (384Ab), so
P∞ P∞
i=0 q(γ̄i ) ≤ i=0 q(γi ) ≤ h(π),

while
P∞ P∞
i=0 |γ̄i − γi | ≤ γ̄k + i=k γi ≤ 2δ 2 . Q
Q
P∞ P∞
Because i=0 q(γ̄i ) is finite, there is a partition of unity C in A, of finite entropy, such that i=0 q(γ̄i ) ≤
h(π, C) + 3δ; replacing C by C ∨ A if need be (note that C ∨ A still has finite entropy, by 384H), we may
suppose that C refines A.
530 Automorphism groups 386C

P∞
P∞There is a sequence hγi0 ii∈N of non-negative real numbers such that i=0 γi0 = 1, {i : γi0 > 0} is finite,
0 2
i=0 |γi − γi | ≤ 4δ and
P∞ 0
i=0 q(γi ) = h(π, C) + 3δ.

P Take k ∈ N such that γ̄i = 0 for i > k. Take r ≥ 1 such that δ 2 ln( δr2 ) ≥ h(π, C) + 3δ and set
P

γ̃i = (1 − δ 2 )γ̄i for i ≤ k,

1
= δ 2 for k + 1 ≤ i ≤ k + r,
r
= 0 for i > k + r.
Then
P∞ P∞
i=0 |γ̃i − γ̄i | = 2δ 2 , i=0 |γ̃i − γi | ≤ 4δ 2 ,
Pk+r r δ2 Pk+r
i=0 q(γ̄i ) ≤ h(π, C) + 3δ ≤ δ 2 ln( 2 ) = rq( ) ≤ i=0 q(γ̃i ).
δ r
Now the function
Pk+r
α 7→ i=0 q(αγ̄i + (1 − α)γ̃i ) : [0, 1] → R
is continuous, so there is some α ∈ [0, 1] such that
Pk+r
i=0 q(αγ̄i + (1 − α)γ̃i ) = h(π, C) + 3δ,

and we can set γi0 = αγ̄i + (1 − α)γ̃i for every i; of course

P∞ 0
P∞ P∞ 2
i=0 |γi − γi | ≤ α i=0 |γ̄i − γi | + (1 − α) i=0 |γ̃i − γi | ≤ 4δ . Q
Q
Set M = {i : γi0 6= 0}, so that M is finite.
(b) Let η ∈ ]0, δ] be so small that
δ
(i) |q(s) − q(t)| ≤ whenever s, t ∈ [0, 1] and |s − t| ≤ 3η,
1+#(M )
P
(ii) c∈C q(min(µ̄c, 2η)) ≤ δ,
1
(iii) η ≤ .
6
P
(Actually, (iii) is a consequence of (i). For (ii) we must of course rely on the fact that c∈C q(µ̄c) is finite.)
Let ν be the probability measure on M defined by saying that ν{i} = γi0 for every i ∈ M , and λ the
product measure on M N . Define Xij : M N → {0, 1}, for i ∈ M and j ∈ N, and Yj : M N → R, for j ∈ N, by
setting

Xij (ω) = 1 if ω(j) = i,

= 0 otherwise,
0
Yj (ω) = ln(γω(j) ) for everyω ∈ M N .

Then, for each i ∈ M , hXij ij∈N is an independent sequence of random variables, all with expectation γi0 ,
and hYj ij∈N is also an independent sequence of random variables, all with expectation
P 0 0
P∞ 0
i∈M γi ln γi = − i=0 q(γi ) = −h(π, C) − 3δ.

Let n ≥ 1 be so large that

(iv) µ̄[[wn − h(π, C)χ1 ≥ δ]] < η, where
1 P 1
wn = d∈Dn (C,π) ln( )χd;
n µ̄d

(v)
¡P 1 Pn−1 0
¢
Pr i∈M | j=0 Xij − γi | ≤ η ≥ 1 − δ,
n
386C Ornstein’s theorem 531

¡ 1 Pn−1 ¢
Pr | j=0 Yj + h(π, C) + 3δ| ≤ δ ≥ 1 − δ;
n

1 1 n
(vi) enδ ≥ 2, ≤ η, q( ) + q( ) ≤ δ;
n+1 n+1 n+1

these will be true for all sufficiently large n, using the Shannon-McMillan-Breiman theorem (385H) for (iv)
and the strong law of large numbers (in any of the forms 273D, 273H or 273I) for (v).

(c) There is a family hbji ij<n,i∈M such that

(α) for each j < n, hbji ii∈M is a partition of unity in A,
Qn−1 0
(β) µ̄(inf j<n bj,i(j) ) = j=0 γi(j) for every i(0), . . . , i(n − 1) ∈ M ,
P
(γ) i∈M µ̄(bji ∩ π j ai ) ≥ 1 − β 2 − 4δ 2 for every j < n.
P
P Construct hbji ii∈M for j = n − 1, n − 2, . . . , 0, as follows. Given bji , for k < j < n, such that
Qn−1
µ̄(inf j≤k π j ai(j) ∩ inf k<j<n bj,i(j) ) = µ̄(inf j≤k π j ai(j) ) · j=k+1 γi(j)
0

for every i(0), . . . , i(n − 1) ∈ M (of course this hypothesis is trivial for k = n − 1), let Bk be the set of atoms
of the (finite) subalgebra of A generated by {bji : i ∈ M, k < j < n}. Then µ̄(b ∩ d) = µ̄b · µ̄d for every
b ∈ Bk , d ∈ Dk+1 (A, π).
Now

∞
X X
|µ̄(π k ai ∩ c) − γi0 µ̄c|
i=0 c∈Dk (A,π)
∞
X X ∞
X X
≤ |µ̄(π k ai ∩ c) − µ̄ai · µ̄c| + |µ̄ai − γi0 | µ̄c
i=0 c∈Dk (A,π) i=0 c∈Dk (A,π)
∞
X ∞
X ∞
X X
≤ |γi − γi0 | + |µ̄ai − γi | + |µ̄(π k ai ∩ c) − µ̄ai · µ̄c|
i=0 i=0 i=0 c∈Dk (A,π)
∞
X q ¡ ¢
≤ 4δ 2 + |µ̄ai − γi | + 2 H(π k [A]) + H(Dk (A, π)) − H(Dk+1 (A, π))
i=0

(by 385K, because Dk+1 (A, π) = π k [A] ∧ Dk (A, π))

X∞ p
2
≤ 4δ + |µ̄ai − γi | + 2(H(A) − h(π, A))
i=0

(because h(π, A) ≤ H(Dk+1 (A, π)) − H(Dk (A, π)), by 385Nc)

= β 2 + 4δ 2 .

Choose a partition of unity hbki ii∈M such that, for each c ∈ Dk (A, π), b ∈ Bk , i ∈ M ,
µ̄(bki ∩ b ∩ c) = γi0 µ̄(b ∩ c),

if µ̄(π k ai ∩ b ∩ c) ≥ γi0 µ̄(b ∩ c) then bki ∩ b ∩ c ⊆ π k ai ,

if µ̄(π k ai ∩ b ∩ c) ≤ γi0 µ̄(b ∩ c) then π k ai ∩ b ∩ c ⊆ bki .

(This is where I use the hypothesis that A is atomless.) Note that in these formulae we always have
µ̄(b ∩ c) = µ̄b · µ̄c, µ̄(π k ai ∩ b ∩ c) = µ̄(π k ai ∩ c) · µ̄b.
Consequently
532 Automorphism groups 386C

X X X X
µ̄(π k ai ∩ bki ) = µ̄(b ∩ c ∩ (π k ai ∩ bki ))
i∈M b∈Bk c∈Dk (A,π) i∈M

X X ∞
X
= min(µ̄(b ∩ c ∩ π k ai ), γi0 µ̄(b ∩ c))
b∈Bk c∈Dk (A,π) i=0

X X ∞
X
≥ µ̄(b ∩ c ∩ π k ai ) − |µ̄(b ∩ c ∩ π k ai ) − γi0 µ̄(b ∩ c)|
b∈Bk c∈Dk (A,π) i=0

X X ∞
X
=1− |µ̄(b ∩ c ∩ π k ai ) − γi0 µ̄(b ∩ c)|
b∈Bk c∈Dk (A,π) i=0

X X ∞
X
=1− µ̄b · |µ̄(c ∩ π k ai ) − γi0 µ̄c|
b∈Bk c∈Dk (A,π) i=0

X ∞
X
=1− |µ̄(c ∩ π k ai ) − γi0 µ̄c| ≥ 1 − β 2 − 4δ 2 .
c∈Dk (A,π) i=0

Also we have
µ̄(bki ∩ b ∩ c) = γi0 µ̄b · µ̄c
for every b ∈ Bk , c ∈ Dk (A, π) and i ∈ M , so the (downwards) induction proceeds. Q
Q
(d) Let B be the set of atoms of the algebra generated by {bji : j < n, i ∈ M }. For b ∈ B, d ∈ Dn (C, π)
set
Ibd = {j : j < n, ∃ i ∈ M, b ⊆ bji , d ⊆ π j ai }.
Then, for any j < n,
sup{b ∩ d : b ∈ B, d ∈ Dn (C, π), j ∈ Ibd } = supi∈M bji ∩ π j ai ,
because C refines A, so every π j ai is a supremum of members of Dn (C, π). Accordingly

X n−1
X X
#(Ibd )µ̄(b ∩ d) = µ̄(bji ∩ π j ai ) ≥ n(1 − β 2 − 4δ 2 ).
b∈B,d∈Dn (C,π) j=0 i∈M

Set
e0 = sup{b ∩ d : b ∈ B, d ∈ Dn (C, π), #(Ibd ) ≥ n(1 − β − 4δ)};
then µ̄e0 ≥ 1 − β − δ.
(e) Let B 0 ⊆ B be the set of those b ∈ B such that
P 1
µ̄b ≤ e−n(h(π,C)+2δ) , 0
i∈M |γi − #({j : j < n, b ⊆ bji })| ≤ η.
n
0
Then µ̄(sup B ) ≥ 1 − 2δ. P
P Set

B10 = {b : b ∈ B, µ̄b ≤ e−n(h(π,C)+2δ) }

1
= {b : b ∈ B, h(π, C) + 2δ + ln(µ̄b) ≤ 0}
n
n−1
X
1 0
= { inf bi,i(j) : i(0), . . . , i(n − 1) ∈ M, h(π, C) + 2δ + ln γi(j) ≤ 0}.
j<n n
j=0

Then
386C Ornstein’s theorem 533

n−1
X
1
µ̄(sup B10 ) = Pr(h(π, C) + 2δ + Yj ≤ 0)
n
j=0
n−1
X
1
≥ Pr(|h(π, C) + 3δ + Yj | ≤ δ) ≥ 1 − δ
n
j=0

by the choice of n. On the other hand, setting

X 1
B20 = {b : b ∈ B, |γi0 − #({j : j < n, b ⊆ bji })| ≤ η}
n
i∈M
X 1
= { inf bi,i(j) : i(0), . . . , i(n − 1) ∈ M, |γi0 − #({j : i(j) = i})| ≤ η},
j<n n
i∈M

we have
P 1 Pn−1
µ̄(sup B20 ) = Pr( i∈M |γi0 − j=0 Xij | ≤ η) ≥ 1 − δ
n

by the other half of clause (b-v). Since B 0 = B10 ∩ B20 , µ̄(sup B) ≥ 1 − 2δ. Q
Q
Let D00 be the set of those d ∈ Dn (C, π) such that
1 1
ln( ) ≤ h(π, C) + δ, i.e., µ̄d ≥ e−n(h(π,C)+δ) ;
n µ̄d

by (b-iv), µ̄(sup D00 ) > 1 − η. Let D0 ⊆ D00 be a finite set such that µ̄(sup D0 ) ≥ 1 − η. If d ∈ D0 , b ∈ B 0
then
µ̄d ≥ e−n(h(π,C)+δ) ≥ enδ µ̄b ≥ 2µ̄b.
Since µ̄(sup D0 ) ≤ 1 ≤ 2µ̄(sup B 0 ) (remember that δ ≤ 41 , #(D0 ) ≤ #(B 0 ).
Set e1 = e0 ∩ sup B 0 , so that µ̄e1 ≥ 1 − β − 3δ, and
1
D00 = {d : d ∈ D0 , µ̄(d ∩ e1 ) ≥ µ̄d};
2
then
µ̄(sup(D0 \ D00 )) ≤ 2µ̄(1 \ e1 ) ≤ 2β + 6δ,
so
µ̄(sup D00 ) ≥ 1 − 2β − 6δ − η ≥ 1 − 2β − 7δ.

(f ) If d1 , . . . , dk ∈ D00 are distinct,

k
µ̄(sup1≤i≤k di ∩ e1 ) ≥ inf i≤k µ̄di ≥ k supb∈B 0 µ̄b,
2
and
#({b : b ∈ B 0 , b ∩ e0 ∩ sup1≤i≤k di } 6= 0) ≥ k.
By the Marriage Lemma (3A1K), there is an injective function f0 : D00 → B 0 such that d ∩ f0 (d) ∩ e0 6= 0
for every d ∈ D00 . Because #(D0 ) ≤ #(B 0 ), we can extend f0 to an injective function f : D0 → B 0 .
(g) By the Halmos-Rokhlin-Kakutani lemma, in the strong form 385E(iv), there is an a ∈ A such that
1
a, π −1 a, . . . , π −n+1 a are disjoint and µ̄(a ∩ d) = n+1 µ̄d for every d ∈ D0 ∪ {1}. Set e = sup{π −j (a ∩ d) : j <
0 −j
n, d ∈ D }. Because hπ (a ∩ d)ij<n,d∈D0 is disjoint,
Pn−1 P n P 2
µ̄e = j=0 d∈D0 µ̄(a ∩ d) = d∈D 0 µ̄d ≥ (1 − η) ≥ 1 − 2η.
n+1

(h) For i ∈ M , set

a0i = sup{π −j (a ∩ d) : j < n, d ∈ D0 , f (d) ⊆ bji }.
534 Automorphism groups 386C

Then the a0i are disjoint. P P Suppose that i, i0 ∈ M are distinct. If j, j 0 < n and d, d0 ∈ D0 and f (d) ⊆ bji ,
f (d ) ⊆ bj 0 i0 , then either j 6= j 0 or j = j 0 . In the former case,
0

0 0
π −j (a ∩ d) ∩ π −j (a ∩ d0 ) ⊆ π −j a ∩ π −j a = 0.
In the latter case, bji ∩ bj 0 i0 = 0, so f (d) 6= f (d0 ) and d 6= d0 and
0
π −j (a ∩ d) ∩ π −j (a ∩ d0 ) ⊆ π −j (d ∩ d0 ) = 0. Q
Q
Observe that
supi∈M a0i = supj<n,d∈D0 π −j (a ∩ d) = e
because if j < n and d ∈ D0 there must be some i ∈ M such that f (d) ⊆ bji . Take any m ∈ N \ M and set
a0m = 1 \ e, a0i = 0 for i ∈ N \ (M ∪ {m}); then ha0i ii∈N is a partition of unity. Now

X X X
|µ̄a0i − γi0 | ≤ γi0 |1 − nµ̄(a ∩ sup D0 )| + |µ̄a0i − nγi0 µ̄(a ∩ sup D0 )|
i∈M i∈M i∈M
n
≤1− µ̄(sup D0 )
n+1
X n−1
X X X
+ | µ̄(π −j (a ∩ d)) − nγi0 µ̄(a ∩ d)|
i∈M j=0 d∈D 0 d∈D 0
f (d) ⊆ bji

≤ 1 − (1 − η)2
X X
+ |µ̄(a ∩ d) · #({j : j < n, f (d) ⊆ bji }) − nγi0 µ̄(a ∩ d)|
d∈D 0 i∈M
X
≤ 1 − (1 − η)2 + µ̄(a ∩ d)nη
d∈D 0
(see the definition of B 0 in (d) above)
≤ 2η + nη µ̄a ≤ 3η.
So
∞
X X ∞
X
|µ̄a0i − γi | ≤ µ̄a0m + |µ̄a0i − γi0 | + |γi0 − γi |
i=0 i∈M i=0

≤ 2η + 3η + 4δ 2 ≤ 6δ ≤ ².
We shall later want to know that |µ̄a0i − γi0 | ≤ 3η for every i; for i ∈ M this is covered by the formulae
above, for i = m it is true because µ̄a0m = 1 − µ̄e ≤ 2η (see (g)), and for other i it is trivial.
P∞
(i) The next step is to show that i=0 µ̄(a0i ∩ ai ) ≥ 1 − 3β − 12δ. P P It is enough to consider the case in
which 3β + 12δ < 1. We know that

sup a0i ∩ ai ⊇ sup{π −j (a ∩ d) : j < n, d ∈ D0 ,

i∈N

∃ i ∈ M such that f (d) ⊆ bji and d ⊆ π j ai }

= sup{π −j (a ∩ d) : d ∈ D0 , j ∈ If (d),d }
P
(see (d) for the definition of Ibd ) has measure at least d∈D0 #(If (d),d )µ̄(a ∩ d).
For any d ∈ D00 , we arranged that d ∩ f (d) ∩ e0 6= 0. This means that there must be some b ∈ B and
d ∈ Dn (C, π) such that d ∩ f (d) ∩ b ∩ f (d0 ) 6= 0 and #(Ibd0 ) ≥ n(1 − β − 4δ); of course b = f (d) and d0 = d,
0

so that #(If (d),d ) must be at least n(1 − β − 4δ). Accordingly

∞
X X 1
µ̄(a0i ∩ ai ) ≥ n(1 − β − 4δ)µ̄(a ∩ d) = n(1 − β − 4δ) µ̄(sup D00 )
n+1
i=0 d∈D 00

≥ (1 − η)(1 − β − 4δ)(1 − 2β − 7δ) ≥ 1 − 3β − 12δ. Q

Q
386C Ornstein’s theorem 535

But this means that

P∞ P∞
i=0 µ̄(a0i 4 ai ) = 2(1 − i=0 µ̄(a0i ∩ ai )) ≤ 6β + 24δ ≤ ² + 6β
(using 385L for the equality).
(j) Finally, we need to estimate H(A0 ) and h(π, A0 ), where A0 = {a0i : i ∈ N} \ {0}. For the former, we
have H(A0 ) ≤ h(π, C) + 4δ. PP |µ̄a0i − γi0 | ≤ 3η for every i, by (h) above. So by (b-i),
P P∞
H(A0 ) = i∈M ∪{m} q(µ̄a0i ) ≤ δ + i=0 q(γi0 ) = h(π, C) + 4δ. Q Q

(k) Consider the partition of unity

A00 = A0 ∨ {a, 1 \ a}.
Let D be the closed subalgebra of A generated by {π j c : j ∈ Z, c ∈ A00 }.
(i) a ∩ d ∈ D for every d ∈ D0 . P P Of course a ∩ e ∈ D, because 1 \ e = a0m . If d0 ∈ D0 and d0 6= d, then
(because f is injective) f (d) 6= f (d ); there must therefore be some k < n and distinct i, i0 ∈ M such that
0

f (d) ⊆ bki and f (d0 ) ⊆ bki0 . But this means that π −k (a ∩ d) ⊆ a0i and π −k (a ∩ d0 ) ⊆ a0i0 , so that a ∩ d ⊆ π k a0i
and a ∩ d0 ∩ π k a0i = 0.
What this means is that if we set
d˜ = a ∩ e ∩ inf{π k a0 : k < n, i ∈ M, a ∩ d ⊆ π k a0 },
i i

we get a member of D (because every a0i

∈ D, and π[D] = D) including a ∩ d and disjoint from a ∩ d0
whenever d0 ∈ D0 and d0 6= d. But as a ∩ π −j a = 0 if 0 < j < n, a ∩ e must be sup{a ∩ d0 : d0 ∈ D0 }, and
a ∩ d = d˜ belongs to D. Q
Q
(ii) Consequently c ∩ e ∈ D for every c ∈ C. P
P We have

c ∩ e = sup{c ∩ π −j (a ∩ d) : j < n, d ∈ D0 }
= sup{π −j (π j c ∩ a ∩ d) : j < n, d ∈ D0 }
= sup{π −j (a ∩ d) : j < n, d ∈ D0 , d ⊆ π j c}
(because if d ∈ D and j < n then either d ⊆ π j c or d ∩ π j c = 0)
0

∈D

because a ∩ d ∈ D for every d ∈ D0 and π −1 [D] = D. Q

Q
(iii) It follows that h(π, A00 ) ≥ h(π, C) − δ. P
P For any c ∈ C,
1
ρ(c, D) ≤ µ̄(c 4 (c ∩ e)) = µ̄(c \ e) ≤ min(µ̄c, 2η) ≤ .
3
So

h(π, C) ≤ h(π¹ D) + H(C|D)

(385Nd, because π[D] = D)
X
≤ h(π, A00 ) + q(ρ(c, D))
c∈C
(by the Kolmogorov-Sinaı̌ theorem (384P) and 385Ob)
X
≤ h(π, A00 ) + q(min(µ̄c, 2η))
c∈C
(because q is monotonic on [0, 31 ])
≤ h(π, A00 ) + δ

by the choice of η. Q
Q
(iv) Finally, h(π, A0 ) ≥ h(π, C) − 2δ. P
P Using 385Nb,
536 Automorphism groups 386C

h(π, C) − δ ≤ h(π, A00 ) ≤ h(π, A0 ) + H({a, 1 \ a})

= h(π, A0 ) + q(µ̄a) + q(1 − µ̄a)
1 n
= h(π, A0 ) + q( ) + q( ) ≤ h(π, A0 ) + δ
n+1 n+1

by the choice of n. Q
Q

(l) Putting these together,

H(A0 ) ≤ h(π, C) + 4δ ≤ h(π, A0 ) + 6δ ≤ h(π, A0 ) + ²,
and the proof is complete.

386D Corollary Let (A, µ̄) be an atomless probability algebra and π : A → A an ergodic measure-
preserving automorphism. Let hai ii∈N be a partition of unity in A, of finite entropy, and hγi ii∈N a sequence
of non-negative real numbers such that
P∞ P∞
i=0 γi = 1, i=0 q(γi ) ≤ h(π).

Then for any ² > 0 we can find a Bernoulli partition ha∗i ii∈N for π such that µ̄a∗i = γi for every i ∈ N and
P∞ qP p
∗ ∞
i=0 µ̄(a i 4 a i ) ≤ ² + 6 i=0 |µ̄ai − γi | + 2(H(A) − h(π, A)),

writing A = {ai : i ∈ N} \ {0}.

qP p
∞
proof (a) Set β = i=0 |µ̄ai − γi | + 2(H(A) − h(π, A)). Let h²n in∈N be a sequence of strictly positive
real numbers such that
P∞ p √
n=0 ²n + 6 ²n + 2²n ≤ ².
Using 386C, we can choose inductively, for n ∈ N, partitions of unity hani ii∈N such that, for each n ∈ N,
P∞
i=0 |γi − µ̄ani | ≤ ²n ,

H(An ) ≤ h(π, An ) + ²n < ∞

(writing An = {ani : i ∈ N} \ {0}),
P∞ p √
i=0 µ̄(an+1,i 4 ani ) ≤ ²n+1 + 6 ²n + 2²n ,
while
P∞
i=0 µ̄(a0i 4 ai ) ≤ ²0 + 6β.
On completing the induction, we see that
P∞ P∞ P∞ P∞ p √
n=0 i=0 µ̄(an+1,i 4 ani ) ≤ n=1 ²n + n=0 6 ²n + 2²n < ∞.
P∞
In particular, given i ∈ N, n=0 µ̄(an+1,i 4 ani ) is finite, so hani in∈N is a Cauchy sequence in the complete
metric space A (323Gc), and has a limit a∗i , with
µ̄a∗i = limn→∞ µ̄ani = γi
(323C). If i 6= j,
a∗i ∩ a∗j = limn→∞ ani ∩ anj = 0
(using 323B), so ha∗i ii∈N is disjoint; since
P∞ P∞
i=0 µ̄a∗i = i=0 γi = 1,
ha∗i ii∈N is a partition of unity. We also have
386F Ornstein’s theorem 537

∞
X ∞
X ∞ X
X ∞
µ̄(a∗i 4 ai ) ≤ µ̄(a0i 4 ai ) + µ̄(an+1,i 4 ani )
i=0 i=0 n=0 i=0
∞
X ∞ q
X √
≤ ²0 + 6β + ²n + 6 ²n + 2²n ≤ ² + 6β.
n=1 n=0

(b) Now take any i(0), . . . , i(k) ∈ N. For each j < k, n ∈ N,

H(π j [An ]) + H(Dj (An , π)) − H(Dj+1 (An , π)) ≤ H(An ) − h(π, An ) ≤ ²n
(using 385Nc). But this means that

X ∞
X √
|µ̄(d ∩ π j ani ) − µ̄d · µ̄ani | ≤ 2²n ,
d∈Dj (An ,π) i=0

by 385K. A fortiori,
√
|µ̄(d ∩ π j ani ) − µ̄d · µ̄ani | ≤ 2²n
for every d ∈ Dj (An , π), i ∈ N. Inducing on r, we see that
Qr √
|µ̄(inf j≤r π j an,i(j) ) − j=0 µ̄an,i(j) | ≤ r 2²n → 0
as n → ∞, for any r ≤ k. Because µ̄, ∩ and π are all continuous (323C, 323B, 324Kb),

µ̄( inf π j a∗i(j) ) = lim µ̄( inf π j an,i(j) )

j≤k n→∞ j≤k
Y Y
= lim µ̄an,i(j) = γi(j) .
n→∞
j≤k j≤k

As i(0), . . . , i(k) are arbitrary, ha∗i ii∈N is a Bernoulli partition for π.

386E Sinaı̌’s theorem (atomic case) (Sinaı̌ 62) Let (A, µ̄) be an atomless probability algebra and
π : A → A an ergodic P∞measure-preserving
P∞ automorphism. Let hγi ii∈N be a sequence of non-negative real
numbers such that i=0 γi = 1 and i=0 q(γi ) ≤ h(π). Then there is a Bernoulli partition ha∗i ii∈N for π
such that µ̄a∗i = γi for every i ∈ N.
proof Apply 386D from any starting point, e.g., a0 = 1, ai = 0 for i > 0.

386F Lemma Let (A, µ̄) be an atomless probability algebra and π a measure-preserving automorphism
of A. Let hbi ii∈N , hci ii∈N be Bernoulli partitions for π, of the same finite entropy, and write B, C for the
closed subalgebras of A generated by {π j bi : i ∈ N, j ∈ Z} and {π j ci : i ∈ N, j ∈ Z}. Suppose that C ⊆ B.
Then for any ² > 0 we can find a Bernoulli partition hdi ii∈N for π such that
(i) di ∈ C for every i ∈ N,
(ii) µ̄di = µ̄bi for every i ∈ N,
(iii) µ̄(φci 4 ci ) ≤ ² for every i ∈ N,
where φ : B → C is the measure-preserving Boolean homomorphism such that φbi = di for every i and
πφ = φπ (386Bi).
proof (a) Set B = {bi : i ∈ N} \ {0}, C = {ci : i ∈ N} \ {0}. If only one ci is non-zero, then H(C) = 0, so
H(B) = 0 and B = {0, 1}, in which case B = C and we take di = bi and stop. Otherwise, C is atomless
(386Bd).
For k ∈ N, let Bk ⊆ B be the closed subalgebra of A generated by {π j bi : i ≤ k, |j| ≤ k}. Because
C ⊆ B, there is an m ∈ N such that
1
ρ(ci , Bm ) ≤ ² for every i ∈ N
4

(385M). Let η, ξ > 0 be such that

538 Automorphism groups 386F

√ ² ² 1 P∞
η + 6 4 2η ≤ , ξ ≤ min( , ), i=0 q(min(2ξ, µ̄ci )) ≤ η.
4(2m+1) 4 6
P∞
(The last is achievable because i=0 q(µ̄ci ) is finite.) Let r ≥ m be such that
ρ(ci , Br ) ≤ ξ for every i ∈ N.
Let n ≥ r be such that
2r+1
≤ ξ, µ̄ci ≤ ξ for every i > n.
2n+2

(b) Let hb0i ii∈N be a partition of unity in C such that µ̄b0i = µ̄bi for every i ∈ N. Let U be the set of
atoms of the subalgebra of B generated by {π j bi : i ≤ n, |j| ≤ n} ∪ {π j ci : i ≤ n, |j| ≤ n}, and V the set of
atoms of the subalgebra of C generated by {π j b0i : i ≤ n, |j| ≤ n} ∪ {π j ci : i ≤ n, |j| ≤ n}. For each v ∈ V ,
choose a disjoint family hdvu iu∈U in C such that supu∈U dvu = v and µ̄dvu = µ̄(v ∩ u) for every u ∈ U . By
1
385E(iv), there is an a ∈ C such that a, πa, . . . , π 2n a are disjoint and µ̄(a ∩ dvu ) = µ̄(dvu ) for every
2n+2
u ∈ U and v ∈ V . (π¹ C is a Bernoulli shift, therefore ergodic, by 384Se, therefore aperiodic, by 385F.) Set
e = sup|j|≤n π j a, ẽ = sup|j|≤n−r π j a; then
2r+1
µ̄ẽ = (2(n − r) + 1)µ̄a = 1 − .
2n+2
Let Cẽ be the principal ideal of C generated by ẽ.
(c) The family hπ −j (a ∩ dvu )i|j|≤n,u∈U,v∈V is disjoint. P
P All we have to note is that the families
hdvu iu∈U,v∈V and
hπ −j ai|j|≤n = hπ −n (π n+j a)i|j|≤n
are disjoint. Q
Q Consequently, if we set
b̂i = sup|j|≤n supv∈V supu∈U,u ⊆ πj bi π −j (a ∩ dvu ) ∈ C
for i ∈ N, hb̂i ii∈N is disjoint, since a given triple (j, u, v) can contribute to at most one b̂i .
Of course b̂i ⊆ sup|j|≤n π −j ai = e for every i. If i ≤ n, we also have µ̄b̂i = µ̄e · µ̄bi . P
P For |j| ≤ n, π j bi is
a union of members of U , so

n
X X X
µ̄b̂i = µ̄(π −j (a ∩ dvu ))
j=−n v∈V u∈U,u ⊆ π j bi
−j
(because hπ (a ∩ dvu )i|j|≤n,u∈U,v∈V is disjoint)
Xn X X n
X X X
1
= µ̄(a ∩ dvu ) = µ̄dvu
2n+2
j=−n v∈V u∈U,u ⊆ π j bi j=−n v∈V u∈U,u ⊆ π j bi

(by the choice of a)

n
X X X
1
= µ̄(v ∩ u)
2n+2
j=−n v∈V u∈U,u ⊆ π j bi

(by the choice of dvu )

n
X X n
X
1 1
= µ̄u = µ̄(π j bi )
2n+2 2n+2
j=−n u∈U,u ⊆ π j bi j=−n
j
(because π bi is a disjoint union of members of U when i ≤ n, |j| ≤ n)
2n+1
= µ̄bi = µ̄e · µ̄bi . Q
Q
2n+2

Again because C is atomless, we can choose a partition of unity hb∗i ii∈N ∈ C such that µ̄b∗i = µ̄bi for every i,
while b∗i ⊇ b̂i and b∗i ∩ e = b̂i for i ≤ n.
386F Ornstein’s theorem 539

(d) Let E be the finite subalgebra of B generated by {π j bi : i ≤ n, |j| ≤ r} ∪ {π j ci : i ≤ n, |j| ≤ r}.

Define θ : E → Cẽ by setting
θb = sup|j|≤n−r supv∈V supu∈U,u ⊆ πj b π −j (a ∩ dvu )
for b ∈ E.

(i) θ is a Boolean homomorphism. P P The point is that if |j| ≤ n − r and b ∈ E, then π j b belongs to
the algebra generated by {π bi : i ≤ n, |k| ≤ n} ∪ {π k ci : i ≤ n, |k| ≤ n}, so is a union of members of U .
k

Since each map

b 7→ π −j (a ∩ dvu ) if u ⊆ π j b, 0 otherwise

is a Boolean homomorphism from E to the principal ideal generated by π −j (a ∩ dvu ), and

hπ −j (a ∩ dvu )i|j|≤n−r,u∈U,v∈V
is a partition of unity in Cẽ , θ also is a Boolean homomorphism. Q
Q

(ii) µ̄(θb) ≤ µ̄b for every b ∈ E. P

P (Compare (c) above.)

n−r
X X X
µ̄(θb) = µ̄π −j (a ∩ dvu )
j=−n+r v∈V u∈U,u ⊆ π j b
n−r
X X X
1 2n−2r+1
= µ̄(v ∩ u) = µ̄b ≤ µ̄b. Q
Q
2n+2 2n+2
j=−n+r v∈V u∈U,u ⊆ π j b

P Of course π k bi ∈ E. If |j| ≤ n − r, then |j + k| ≤ n, so

(iii) θ(π k bi ) = ẽ ∩ π k b∗i for i ≤ n, |k| ≤ r. P

π −j a ∩ θ(π k bi ) = sup sup π −j (a ∩ dvu )

v∈V u∈U,u ⊆ π j+k bi
¡ ¢
= π k sup sup π −j−k (a ∩ dvu )
v∈V u∈U,u ⊆ π j+k bi

= π (π −j−k a ∩ b̂i ) = π −j a ∩ π k (e ∩ b∗i ) = π −j a ∩ π k b∗i

k

because π −j a ⊆ π k e. Taking the supremum of these pieces we have

θ(π k bi ) = sup|j|≤n−r π −j a ∩ θ(π k bi ) = sup|j|≤n−r π −j a ∩ π k b∗i = ẽ ∩ π k b∗i . Q
Q
It follows that
θ(π k (1 \ supi≤l bi )) = ẽ ∩ π k (1 \ supi≤l b∗i ))
if l ≤ n, |k| ≤ r.

P If |j| ≤ n − r, v ∈ V then either v ⊆ π j ci or v ∩ π j ci = 0.

(iv) Finally, θci = ci ∩ ẽ for every i ≤ n. P
In the former case,
dvu = v ∩ u = 0 whenever u ∈ U and u 6⊆ π j ci ,
so that
v = supu∈U dvu = supu∈U,u ⊆ πj ci dvu ;
in the latter case, dvu = v ∩ u = 0 whenever u ⊆ π j ci . So we have
v ∩ π j ci = supu∈U,u ⊆ πj ci dvu
for every v ∈ V , and
540 Automorphism groups 386F

θci = sup sup sup π −j (a ∩ dvu )

|j|≤n−r v∈V u∈U,u ⊆ π j ci

= sup π −j (a ∩ sup sup dvu )

|j|≤n−r v∈V u∈U,u ⊆ π j ci

= sup π −j (a ∩ sup (v ∩ π j ci ))
|j|≤n−r v∈V
−j
= sup π (a ∩ π j ci ) = ci ∩ sup π −j a = ci ∩ ẽ. Q
Q
|j|≤n−r |j|≤n−r

(e) Let B∗ be the closed subalgebra of A generated by {π j b∗i : i ∈ N, |j| ∈ Z}. Then for every b ∈ Br
there is a b∗ ∈ B∗ such that θb = b∗ ∩ ẽ. PP The set of b for which this is true is a subalgebra of A containing
π k bi for i ≤ r and |k| ≤ r, by (d-iii). Q
Q It follows that
ρ(ci , B∗ ) ≤ 2ξ for i ∈ N.
PP If i > n this is trivial, because µ̄ci ≤ ξ, by the choice of n. Otherwise, ci ∈ E. Take b ∈ Br such that
µ̄(b 4 ci ) = ρ(ci , Br ) ≤ ξ (385Oa). Let b∗ ∈ B∗ be such that θb = b∗ ∩ ẽ. Then

ρ(ci , B∗k ) ≤ µ̄(ci 4 b∗ ) ≤ 1 − µ̄ẽ + µ̄(ẽ ∩ (ci 4 b∗ ))

2r+1 2r+1
= + µ̄((ẽ ∩ ci ) 4 θb) = + µ̄(θci 4 θb)
2n+2 2n+2
(by (d-iv))
2r+1 2r+1
= + µ̄(θ(ci 4 b)) ≤ + µ̄(ci 4 b)
2n+2 2n+2
(by (d-ii))
≤ 2ξ

by the choice of n. Q
Q
(f ) Set B ∗ = {b∗i : i ∈ N} \ {0}. Then H(B ∗ ) = h(π, C) ≤ h(π, B ∗ ) + η. P
P

H(B ∗ ) = H(B) = H(C)

(because µ̄b∗i = µ̄bi for every i, and we supposed from the beginning that H(C) = H(B))
= h(π, C)
(because C is a Bernoulli partition, see 386Bc)
≤ h(π¹ B∗r ) + H(C|B∗r )
(385Nd)
∞
X
≤ h(π¹ B∗ ) + q(ρ(ci , B∗r ))
i=0
(by the definition of h(π¹ B∗ ), and 385Ob)
∞
X
≤ h(π, B ∗ ) + q(min(2ξ, µ̄ci ))
i=0
(by the Kolmogorov-Sinaı̌ theorem, 384P(ii), and (e) above, recalling that ξ ≤ 61 , so that q is monotonic on
[0, 2ξ])
≤ h(π, B ∗ ) + η

by the choice of ξ. Q
Q
386G Ornstein’s theorem 541

(g) By 386D, applied to π¹ C and the partition hb∗i ii∈N of unity in C and the sequence hγi ii∈N = hµ̄b∗i ii∈N ,
we have a Bernoulli partition hdi ii∈N in C such that µ̄di = µ̄b∗i = µ̄bi for every i ∈ N and
P∞ ∗
√ ²
i=0 µ̄(di 4 bi ) ≤ η + 6 2η ≤ .
4
4(2m+1)
j
Let D ⊆ C be the closed subalgebra of A generated by {π di : i ∈ N, j ∈ Z}. Then (B, π¹ B, hbi ii∈N ) is
isomorphic to (D, π¹ D, hdi ii∈N ), with an isomorphism φ : B → D such that φπ = πφ and φbi = di for every
i ∈ N (386Bi).
(h) Set
e∗ = ẽ \ sup|j|≤m,i∈N π j (di 4 b∗i ).
Then φ(π j bi ) ∩ e∗ = θ(π j bi ) ∩ e∗ whenever i ≤ m and |j| ≤ m. P
P

φ(π j bi ) ∩ e∗ = π j (φbi ) ∩ e∗ = π j di ∩ e∗
= π j b∗i ∩ e∗ = π j b∗i ∩ ẽ ∩ e∗ = θ(π j bi ) ∩ e∗
by (d-iii), because i, |j| ≤ r ≤ n. QQ Since b 7→ φb ∩ e∗ : A → Ae∗ , b 7→ θb ∩ e∗ : E → Ae∗ are Boolean
∗ ∗
homomorphisms, φb ∩ e = θb ∩ e for every b ∈ Bm .
Now µ̄(ci 4 φci ) ≤ ² for every i ∈ N. P
P If i > n then of course
µ̄(φci 4 ci ) ≤ 2µ̄ci ≤ 2ξ ≤ ².
If i ≤ n, then (by the choice of m) there is a b ∈ Bm such that µ̄(ci , b) ≤ 14 ². So

φci 4 ci ⊆ (φci 4 φb) ∪ (φb 4 θb) ∪ (θb 4 θci ) ∪ (θci 4 ci )

⊆ φ(ci 4 b) ∪ (1 \ e∗ ) ∪ θ(b 4 ci )
(using the definition of e∗ and (d-iv)) has measure at most

µ̄(ci 4 b) + µ̄(1 \ e∗ ) + µ̄(b 4 ci )

(by (d-ii), since b and c both belong to E)
∞
X
≤ 2µ̄(ci 4 b) + µ̄(1 \ ẽ) + (2m + 1) µ̄(di 4 b∗i )
i=0
² 2r+1 ²
≤ + + ≤ ²,
2 2n+2 4

as required. Q
Q

386G Lemma Let (A, µ̄) be an atomless probability algebra and π a measure-preserving automorphism
of A. Let hbi ii∈N , hci ii∈N be Bernoulli partitions for π, of the same finite entropy, and write B, C for the
closed subalgebras generated by {π j bi : i ∈ N, j ∈ Z} and {π j ci : i ∈ N, j ∈ Z}. Suppose that C ⊆ B. Then
for any ² > 0 we can find a Bernoulli partition hdi ii∈N for π such that
(i) µ̄di = µ̄ci for every i ∈ N,
(ii) µ̄(di 4 ci ) ≤ ² for every i ∈ N,
(iii) writing D for the closed subalgebra of A generated by {π j di : i ∈ N, j ∈ Z}, ρ(bi , D) ≤ ² for every
i ∈ N.
proof (a) By 386F, there is a Bernoulli partition hb∗i ii∈N for π such that b∗i ∈ C for every i ∈ N, µ̄b∗i = µ̄bi
for every i ∈ N, and µ̄(φci 4 ci ) ≤ 14 ² for every i ∈ N, where φ : B → C is the measure-preserving Boolean
homomorphism such that φbi = b∗i for every i and πφ = φπ. Note that this implies that π −1 φ = φπ −1 ,
and generally that π j φ = φπ −j for every j ∈ Z; so φ[B] ⊆ C is the closed subalgebra of A generated by
{φπ j bi : i ∈ N, j ∈ Z} = {π j b∗i : i ∈ N, j ∈ Z} (324L), and is invariant under the action of π and π −1 .
Let m ∈ N be such that
ρ(ci , Bm ) ≤ 41 ² for every i ∈ N,
542 Automorphism groups 386G

where Bm is the closed subalgebra of A generated by {π j bi : i ∈ N, |j| ≤ m} (385M). Let η ∈ ]0, π] be such
that
P∞
(2m + 1) i=0 min(η, 2µ̄bi ) ≤ 41 ².
By 386F again, applied to π¹ C, there is a Bernoulli partition hc∗i ii∈N for π such that c∗i ∈ φ[B], µ̄c∗i = µ̄ci
and µ̄(ψb∗i 4 b∗i ) ≤ η for every i ∈ N, where ψ : C → C is the measure-preserving Boolean homomorphism
such that ψci = c∗i for every i ∈ N and ψπ = πψ. Once again, ψ[C] will be the closed subalgebra of A
generated by {ψπ j ci : i ∈ N, j ∈ Z} = {π j c∗i : i ∈ N, j ∈ Z}; because every c∗i belongs to φ[B], ψ[C] ⊆ φ[B].
P There is a b ∈ Bm such that µ̄(ci 4 b) ≤ 41 ². We know that
(b) Now µ̄(c∗i 4 φci ) ≤ ² for every i ∈ N. P
φ[Bm ] is the closed subalgebra of A generated by {φπ j bi : i ∈ N, |j| ≤ m} = {π j b∗i : i ∈ N, |j| ≤ m}, and
contains φb. Because
ψ(φb) 4 φb ⊆ supi∈N,|j|≤m ψ(π j b∗i ) 4 π j b∗i = sup|j|≤m π j (supi∈N ψb∗i 4 b∗i ),
we have
∞
X
µ̄(ψφb 4 φb) ≤ (2m + 1) µ̄(ψb∗i 4 b∗i )
i=0
∞
X 1
≤ (2m + 1) min(η, 2µ̄bi ) ≤ ².
4
i=0

But this means that

µ̄(c∗i 4 φci ) = µ̄(ψci 4 φci ) ≤ µ̄(ψci 4 ψφb) + µ̄(ψφb 4 φb) + µ̄(φb 4 φci )
² ²
≤ µ̄(ci 4 φb) + + µ̄(b 4 ci ) ≤ µ̄(ci 4 φci ) + µ̄(φci 4 φb) +
4 2
² ²
≤ + µ̄(ci 4 b) + ≤ ². Q
Q
4 2

(c) Set di = φ−1 c∗i for each i; this is well-defined because φ is injective and c∗i ∈ φ[B]. Write D for the
closed subalgebra of A or of B generated by {π j di : i ∈ N, j ∈ Z} = {φ−1 ψπ j ci : i ∈ N, j ∈ Z}; then
D = φ−1 [ψ[C]], by 324L again, because φ−1 : φ[B] → B is a measure-preserving homomorphism. Then
µ̄di = µ̄c∗i = µ̄ci for every i ∈ N, and hdi ii∈N is a Bernoulli partition for π. P
P If i(0), . . . , i(n) ∈ N, then

µ̄( inf π j di(j) ) = µ̄( inf π j φ−1 c∗i(j) ) = µ̄(φ( inf π j φ−1 c∗i(j) ))
j≤n j≤n j≤n
Y Y
j ∗ ∗
= µ̄( inf π ci(j) )) = µ̄ci(j) = µ̄di(j) . Q Q
j≤n
j≤n j≤n

Next,
µ̄(ci 4 di ) = µ̄(φci 4 φdi ) = µ̄(φci 4 c∗i ) ≤ ²
for every i, by (b). Finally, if i ∈ N, then ψb∗i belongs to ψ[C], while D = φ−1 [ψ[C]], so
ρ(bi , D) = ρ(φbi , ψ[C]) ≤ µ̄(φbi 4 ψb∗i ) = µ̄(b∗i 4 ψb∗i ) ≤ η ≤ ².
This completes the proof.

386H Lemma Let (A, µ̄) be an atomless probability algebra and π a measure-preserving automorphism
of A. Let hbi ii∈N , hci ii∈N be Bernoulli partitions for π, of the same finite entropy, and write B, C for the
closed subalgebras generated by {π j bi : i ∈ N, j ∈ Z} and {π j ci : i ∈ N, j ∈ Z}. Suppose that C ⊆ B. Then
for any ² > 0 we can find a Bernoulli partition hdi ii∈N for π such that
(i) µ̄di = µ̄ci for every i ∈ N,
(ii) µ̄(di 4 ci ) ≤ ² for every i ∈ N,
(iii) the closed subalgebra of A generated by {π j di : i ∈ N, j ∈ Z} is B.
386H Ornstein’s theorem 543

proof (a) To begin with (down to the end of (c) below) suppose that A = B. Choose h²n in∈N , hδn in∈N ,
hrn in∈N and hhdni ii∈N in∈N inductively, as follows. Start with d0i = ci for every i, r0 = 0. Given that hdni ii∈N
is a Bernoulli partition with µ̄dni = µ̄ci for every i, take ²n > 0 such that
(2rm + 1)²n ≤ 2−n for every m ≤ n,
δn > 0 such that
P∞
δn ≤ 2−n−1 ², i=0 min(δn , 2µ̄ci ) ≤ ²n ,
and use 386G to find a Bernoulli partition hdn+1,i ii∈N for π such that
µ̄dn+1,i = µ̄ci , µ̄(dn+1,i 4 dni ) ≤ δn , ρ(bi , D(n+1) ) ≤ 2−n−1
for every i ∈ N, where D(n+1) is the closed subalgebra of A generated by {π j dn+1,i : i ∈ N, j ∈ Z}. Let rn+1
be such that
(n+1)
ρ(bi , Drn+1 ) ≤ 2−n
(n+1)
for every i ∈ N, where Drn+1 is the closed subalgebra of A generated by {π j dn+1,i : i ∈ N, |j| ≤ rn+1 }.
Continue.
(b) For any i ∈ N,
P∞ P∞
n=0 µ̄(dn+1,i 4 dni ) ≤ n=0 δn ≤ ²,
so hdni in∈N has a limit di in A. Of course
P∞
µ̄(ci 4 di ) ≤ n=0 µ̄(dn+1,i 4 dni ) ≤ ²
for every i. We must have
µ̄di = limn→∞ µ̄dni = µ̄ci
for each i, and if i 6= j then
di ∩ dj = limn→∞ dni ∩ dnj = 0;
P∞
since i=0 µ̄ci = 1, hdi ii∈N is a partition of unity in A. For any i(0), . . . , i(k) in N,
Qk Qk
µ̄(inf j≤k π j di(j) ) = limn→∞ µ̄(inf j≤k π j dn,i(j) ) = limn→∞ j=0 µ̄dn,i(j) = j=0 µ̄di(j) ,
so hdi ii∈N is a Bernoulli partition.
(c) Let D be the closed subalgebra of A generated by {π j di : i ∈ N, j ∈ Z}. Then bj ∈ D for every j ∈ N.
(m+1) (m+1)
P Fix m ∈ N. Then ρ(bj , Drm+1 ) ≤ 2−m , so there is a b ∈ Drm+1 such that µ̄(bj 4 b) ≤ 2−m . Now
P
∞
X ∞
X ∞
X ∞
X
ρ(dm+1,i , D) ≤ µ̄(dm+1,i 4 di ) ≤ µ̄(dk+1,i 4 dki )
i=0 i=0 i=0 k=m+1
∞
X ∞
X ∞
X
≤ min(2µ̄ci , δk ) ≤ ²k .
k=m+1 i=0 k=m+1

So
∞
X
ρ(b, D) ≤ (2rm+1 + 1) ρ(dm+1,i , D)
i=0
∞
X ∞
X
≤ (2rm+1 + 1)²k ≤ 2−k = 2−m ,
k=m+1 k=m+1

and
ρ(bj , D) ≤ µ̄(bj 4 b) + ρ(b, D) ≤ 2−m + 2−m = 2 · 2−m .
As m is arbitrary, ρ(bj , D) = 0 and bj ∈ D. Q
Q
(d) This completes the proof if A = B. For the general case, apply the arguments above to (B, µ̄¹ B, π¹ B).
544 Automorphism groups 386I

386I Ornstein’s theorem (finite entropy case) Let (A, µ̄) and (B, ν̄) be probability algebras, and
π : A → A, φ : B → B two-sided Bernoulli shifts of the same finite entropy. Then (A, µ̄, π) and (B, ν̄, φ)
are isomorphic.
proof (a) Let hai ii∈N , hbi ii∈N be (two-sided) generating Bernoulli partitions in A, B respectively. By the
Kolmogorov-Sinaı̌ theorem, hai ii∈N and hbi ii∈N both have entropy equal to h(π) = h(φ). If this entropy is
zero, then A and B are both {0, 1}, and the result is trivial; so let us assume that h(π) > 0, so that A is
atomless (386Bd).
(b) By Sinaı̌’s theorem (386E), there is a Bernoulli partition hci ii∈N for π such that µ̄ci = ν̄bi for every
i ∈ N. By 386H, there is a Bernoulli partition hdi ii∈N for π such that µ̄di = µ̄ci for every i and the
closed subalgebra of A generated by {π j di : i ∈ N, j ∈ Z} is A. But now (A, µ̄, π, hdi ii∈N ) is isomorphic to
(B, ν̄, φ, hbi ii∈N ), so (A, µ̄, π) and (B, ν̄, φ) are isomorphic.

386J Using the same methods, we can extend the last result to the case of Bernoulli shifts of infinite
entropy. The first step uses the ideas of 386C, as follows.
Lemma Let (A, µ̄) be a measure algebra and π : A → A an ergodic measure-preserving automorphism.
Suppose that hai ii∈I is a finite Bernoulli partition for π, with #(I) = r and µ̄ai = 1/r for every i ∈ I, and
that h(π) ≥ ln 2r. Then for any ² > 0 there is a Bernoulli partition hbij ii∈I,j∈{0,1} for π such that
1
µ̄(ai 4 (bi0 ∪ bi1 )) ≤ ², µ̄bi0 = µ̄bi1 =
2r
for every i ∈ I.
proof (a) Let δ > 0 be such that
√
δ + 6 4δ ≤ ².
Let η > 0 be such that
√
η < ln 2, 8η ≤ δ,
and
|t − 21 | ≤ δ whenever t ∈ [0, 1] and q(t) + q(1 − t) ≥ ln 2 − 4η
(384Ad). We have
1
H(A) = rq( ) = ln r,
r

and µ̄d = r−n whenever n ∈ N, d ∈ Dn (A, π).

Note that A is atomless. PP?? If a ∈ A is an atom, then (because π is ergodic) supj∈N π j a = 1, and A is
1
purely atomic, with finitely many atoms all of the same size as a; but this means that H(C) ≤ ln( µ̄a ) for
every partition of unity C ⊆ A, so that
1 1 1
h(π, C) = limn→∞ H(Dn (C, π), π) ≤ limn→∞ ln( ) =0
n n µ̄a
for every partition of unity C, and
0 = h(π) ≥ ln 2r ≥ ln 2. X
XQQ

(b) There is a finite partition of unity C ⊆ A such that

h(π, C) = ln 2r − η,
and C refines A = {ai : i ∈ I} \ {0}. P P Because h(π) ≥ ln 2r, there is a finite partition of unity C 0 such
that h(π, C ) ≥ ln 2r − η; replacing C by C 0 ∨ A if need be, we may suppose that C 0 refines A; take such
0 0

a C 0 of minimal size. Because H(C 0 ) ≥ h(π, C 0 ) > H(A), there must be distinct c0 , c1 ∈ C 0 included in
the same member of A. Because A is atomless, the principal ideal generated by c1 has a closed subalgebra
isomorphic, as measure algebra, to the measure algebra of Lebesgue measure on [0, 1], up to a scalar multiple
of the measure; and in particular there is a family hdt it∈[0,1] such that ds ⊆ dt whenever s ≤ t, d1 = c1 and
µ̄dt = tµ̄c1 for every t ∈ [0, 1]. Let Dt be the partition of unity
386J Ornstein’s theorem 545

(C 0 \ {c0 , c1 }) ∪ {c0 ∪ dt , c1 \ dt }
for each t ∈ [0, 1]. Then
h(π, D1 ) = h(π, (C 0 \ {c0 , c1 }) ∪ {c0 ∪ c1 }) < ln 2r − η,
by the minimality of #(C 0 ), while
h(π, D0 ) = h(π, C 0 ) ≥ ln 2r − η.
Using 384N, we also have, for any s, t ∈ [0, 1] such that |s − t| ≤ 1e ,

h(π, Ds ) − h(π, Dt ) ≤ H(Ds |Dt )

(where Dt is the closed subalgebra generated by Dt )
≤ q(ρ(c0 ∪ ds , Dt )) + q(ρ(c1 \ ds , Dt ))
(by 385Ob, because Ds \ Dt ⊆ {c0 ∪ ds , c1 \ ds })
≤ q(µ̄((c0 ∪ ds ) 4 (c0 ∪ dt ))) + q(µ̄((c1 \ ds ) 4 (c1 \ dt )))
= 2q(µ̄(ds 4 dt )) = 2q(|s − t|µ̄c1 )

because q is monotonic on [0, |s − t|µ̄c1 ]. But this means that t 7→ h(π, Dt ) is continuous and there must be
some t such that h(π, Dt ) = ln 2r − η; take C = Dt . Q Q
(c) Let ξ > 0 be such that
1
ξ ≤ η, ξ≤ , q(2ξ) + q(1 − 2ξ) ≤ η,
6
P
c∈C q(min(2ξ, µ̄c)) ≤ η.
Let n ∈ N be such that
1 1 n
≤ ξ, q( ) + q( ) ≤ η,
n+1 n+1 n+1

µ̄[[wn − h(π, C)χ1 ≥ η]] ≤ ξ,

where
1 P 1
wn = d∈Dn (C,π) ln( )χd.
n µ̄d

(The Shannon-McMillan-Breiman theorem, 385H, assures us that any sufficiently large n has these proper-
ties.)
(d) Let D be the set of those d ∈ Dn (C, π) such that
1 1
µ̄d ≥ (2r)−n , i.e., ln( ) ≤ ln 2r.
n µ̄d
Then µ̄(sup D) ≥ 1 − ξ, by the choice of n, because h(π, C) = ln 2r − η. Note that every member of
D is included in some member of Dn (A, π), because C refines A. If b ∈ Dn (A, π), then µ̄b = r−n , so
#({d : d ∈ D, d ⊆ b}) ≤ 2n ; we can therefore find a function f : D → {0, 1}n such that f is injective on
{d : d ∈ D, d ⊆ b} for every b ∈ Dn (A, π).
(e) By 385E(iv), as usual, there is an a ∈ A such that a, π −1 a, . . . , π −n+1 a are disjoint and µ̄(a ∩ d) =
1
n+1 µ̄dfor every d ∈ Dn (C, π). Set
e = supd∈D,j<n π −j (a ∩ d);
then
Pn−1 P n
µ̄e = j=0 d∈D µ̄(a ∩ d) = µ̄(sup D) ≥ (1 − ξ)2 ≥ 1 − 2ξ.
n+1

(f ) Set
546 Automorphism groups 386J

c∗ = sup{π −j (a ∩ d) : j < n, d ∈ D, f (d)(j) = 1}.

(I am identifying members of {0, 1}n with functions from {0, . . . , n − 1} to {0, 1}.) Set
A∗ = A ∨ {c∗ , 1 \ c∗ }, A0 = A∗ ∨ {a, 1 \ a} ∨ {e, 1 \ e},
and let A0 be the closed subalgebra of A generated by {π j a : a ∈ A0 , j ∈ Z}. Then a ∩ d ∈ A0 for every
d ∈ D. PP Set
d˜ = upr(a ∩ d, A0 ) = inf{c : c ∈ A0 , c ⊇ a ∩ d} ∈ A0 .
Let b be the element of Dn (A, π) including d. Because a, b, e ∈ A0 ,
d˜ ⊆ a ∩ b ∩ e = supd0 ∈D a ∩ b ∩ d0 = sup{a ∩ d0 : d0 ∈ D, d0 ⊆ b}.
Now if d0 ∈ D, d0 ⊆ b and d0 6= d, then f (d0 ) 6= f (d). Let j be such that f (d0 )(j) 6= f (d)(j); then π −j (a ∩ d)
is included in one of c∗ , 1 \ c∗ and π −j (a ∩ d0 ) in the other. This means that one of π j c∗ , 1 \ π j c∗ is a member
of A0 including a ∩ d and disjoint from a ∩ d0 , so that d˜ ∩ d0 = 0. Thus d˜ must be actually equal to a ∩ d, and
a ∩ d ∈ A0 . Q
Q
Next, c ∩ e ∈ A0 for every c ∈ C. P P hπ −j (a ∩ d)ij<n, d∈D is a disjoint family in A0 with supremum e.
But whenever d ∈ D, j < n we must have d ⊆ π j c0 for some c0 ∈ C, so either d ⊆ π j c or d ∩ π j c = 0; thus
π −j (a ∩ d) must be either included in c or disjoint from it. Accordingly
c ∩ e = sup{π −j (a ∩ d) : j < n, d ∈ D, d ⊆ π j c} ∈ A0 . Q
Q
Consequently h(π, A0 ) ≥ ln 2r − 2η. P
P For any c ∈ C,
1
ρ(c, A0 ) ≤ µ̄(c 4 (c ∩ e)) = µ̄(c \ e) ≤ min(µ̄c, 2ξ) ≤ ,
3
so

ln 2r − η = h(π, C) ≤ h(π¹ A0 ) + H(C|A0 )

(385Nd)
X
≤ h(π, A0 ) + q(ρ(c, A0 ))
c∈C
(by the Kolmogorov-Sinaı̌ theorem and 385Ob)
X
≤ h(π, A0 ) + q(min(µ̄c, 2ξ)) ≤ h(π, A0 ) + η
c∈C

by the choice of ξ. Q
Q
Finally, h(π, A∗ ) ≥ ln 2r − 4η. P
P

ln 2r − 2η ≤ h(π, A0 ) ≤ h(π, A∗ ) + H({a, 1 \ a}) + H({e, 1 \ e})

(applying 385Nb twice)
= h(π, A∗ ) + q(µ̄a) + q(1 − µ̄a) + q(µ̄e) + q(1 − µ̄e)
1 n
≤ h(π, A∗ ) + q( ) + q( ) + q(2ξ) + q(1 − 2ξ)
n n+1
≤ h(π, A∗ ) + η + η = h(π, A∗ ) + 2η. Q
Q

(g) It follows that H({c∗ , 1 \ c∗ }) ≥ ln 2 − 4η. P

P We have
ln 2r − 4η ≤ h(π, A∗ ) ≤ H(A∗ ) ≤ H(A) + H({c∗ , 1 \ c∗ }) = ln r + H({c∗ , 1 \ c∗ }),
Q Thus q(µ̄c∗ ) + q(1 − µ̄c∗ ) ≥ ln 2 − 4η; by the choice of η, |µ̄c∗ − 21 | ≤ δ.
so H({c∗ , 1 \ c∗ }) ≥ ln 2 − 4η. Q
Next,
P ∗ 1 1
i∈I |µ̄(ai ∩ c ) − | + |µ̄(ai \ c∗ ) − | ≤ 3δ.
2r 2r
386K Ornstein’s theorem 547

P
P By 385K,
X 1 1
|µ̄(ai ∩ c∗ ) − µ̄c∗ | + |µ̄(ai \ c∗ ) − µ̄(1 \ c∗ )|
r r
i∈I
p
≤ 2(H(A) + H({c∗ , 1 \ c∗ }) − H(A∗ ))
p p
≤ 2(ln r + ln 2 − ln 2r + 4η) = 8η ≤ δ.
So
X 1 1
|µ̄(ai ∩ c∗ ) − | + |µ̄(ai \ c∗ ) − |
2r 2r
i∈I
X¡ 1 1 1
≤ |µ̄(ai ∩ c∗ ) − µ̄c∗ | + |µ̄c∗ − |
r r 2
i∈I
1 1 1 ¢
+ |µ̄(ai \ c∗ ) − µ̄(1 \ c∗ )| + |µ̄(1 \ c∗ ) − |
r r 2
1 1
≤ δ + |µ̄c∗ − | + |µ̄(1 \ c∗ ) − | ≤ 3δ. Q
Q
2 2

(h) Now apply 386D to the partition of unity A∗ , indexed as ha∗ij ii∈I,j∈{0,1} , where a∗i1 = ai ∩ c∗ and
1
a∗i0 = ai \ c∗ , and hγij ii∈I,j∈{0,1} , where γij = 2r for all i, j. We have
P ∗
i∈I,j∈{0,1} |µ̄aij − γij | ≤ 3δ

by (g), while
H(A∗ ) − h(π, A∗ ) ≤ ln r + ln 2 − ln 2r + 4η = 4η,
so
P p √
i∈I,j∈{0,1} |µ̄a∗ij − γij | + 2(H(A∗ ) − h(π, A∗ )) ≤ 3δ + 8η ≤ 4δ.
Also
P
i∈I,j∈{0,1} q(γij ) = ln 2r ≤ h(π).
1
So 386D tells us that there is a Bernoulli partition hbij ii∈I,j∈{0,1} for π such that µ̄b∗ij = 2r for all i, j and
P ∗
√
i∈I,j∈{0,1} µ̄(bij 4 aij ) ≤ δ + 6 4δ ≤ ².

Now of course
X X
µ̄(ai 4 (bi0 ∪ bi1 )) ≤ µ̄((ai ∩ c∗ ) 4 bi1 ) + µ̄((ai \ c∗ ) 4 bi0 )
i∈I i∈I
X
= µ̄(a∗ij 4 bij ) ≤ ²,
i∈I,j∈{0,1}

as required.

386K Ornstein’s theorem (infinite entropy case) Let (A, µ̄) be a probability algebra of countable
Maharam type, and π : A → A a two-sided Bernoulli shift of infinite entropy. Then (A, µ̄, π) is isomorphic
to (B, ν̄, φ), where (B, ν̄) is the measure algebra of the usual measure on [0, 1]Z , and φ is the standard
Bernoulli shift on B (384Sb).
proof (a) We have to find a root algebra E for π which is isomorphic to the measure algebra of the usual
measure on [0, 1]. The materials we have to start with are a root algebra A0 of A such that either A0 is not
purely atomic or H(A0 ) = ∞, where A0 is the set of atoms of A0 .
Because A has countable Maharam type, there is a sequence hdn in∈N in A0 such that {dn : n ∈ N} is
dense in the metric of A0 .
548 Automorphism groups 386K

(b) There is a sequence hCn in∈N of partitions of unity in A0 such that Cn+1 refines Cn , H(Cn ) = n ln 2
and dn is a union of members of Cn+1 for every n. P P We have
∞ = sup{H(C) : C ⊆ A0 is a partition of unity}

(384J). Choose the Cn inductively, as follows. Start with C0 = {0, 1}. Given Cn with H(Cn ) = n ln 2, set
Cn0 = Cn ∨ {dn , 1 \ dn }; then
H(Cn0 ) ≤ H(Cn ) + H({dn , 1 \ dn }) ≤ (n + 1) ln 2.

By 385Q, there is a partition of unity Cn+1 , refining Cn0 , such that H(Cn+1 ) = (n + 1) ln 2. Continue. Q
Q

(c) For each n ∈ N, let Cn be the closed subalgebra of A generated by {π j a : a ∈ Cn , j ∈ Z}. Then
hCn in∈N is increasing, and dn ∈ Cn+1 , π[Cn ] = Cn and
h(π¹ Cn ) = h(π, Cn ) = H(Cn ) = n ln 2

for every n.
Choose inductively, for each n ∈ N, ²n > 0, rn ∈ N and a Bernoulli partition hbnσ iσ∈{0,1}n in Cn , as
follows. Start with bn∅ = 1. (See 3A1H for the notation I am using here.) Given that hbnσ iσ∈{0,1}n is a
Bernoulli partition for π which generates Cn , in the sense that Cn is the closed subalgebra of A generated
by {π j bnσ : σ ∈ {0, 1}n , j ∈ Z}, and µ̄bnσ = 2−n for every σ, take ²n > 0 such that
(2rm + 1)²n ≤ 2−n for every m < n.

We know that
h(π¹ Cn+1 ) = (n + 1) ln 2 = ln(2 · 2n ).

So we can apply 386J to (Cn+1 , π¹ Cn+1 ) to see that there is a Bernoulli partition hb0nτ iτ ∈{0,1}n+1 for π such
that
b0nτ ∈ Cn+1 , µ̄b0nτ = 2−n−1

for every τ ∈ {0, 1}n+1 ,

µ̄(bnσ 4 (b0n,σa 0 ∪ b0n,σa 1 )) ≤ 2−n ²n

for every σ ∈ {0, 1}n . By 386H (with B = C = Cn+1 ), there is a Bernoulli partition hbn+1,τ iτ ∈{0,1}n+1 for
π¹ Cn+1 such that the closed subalgebra generated by {π j bn+1,τ : τ ∈ {0, 1}n+1 , j ∈ Z} is Cn+1 , µ̄bn+1,τ =
2−n−1 for every τ ∈ {0, 1}n+1 , and
P 0
τ ∈{0,1}n+1 µ̄(bn+1,τ 4 bnτ ) ≤ ²n .

(n+1)
For each k ∈ N, let Bk be the closed subalgebra of Cn+1 generated by {π j bn+1,τ : τ ∈ {0, 1}n+1 , |j| ≤ k}.
Since dm ∈ Cm+1 ⊆ Cn+1 for every m ≤ n, there is an rn ∈ N such that
(n+1)
ρ(dm , Brn ) ≤ 2−n for every m ≤ n.

Continue.

(d) Fix m ≤ n ∈ N for the moment. For σ ∈ {0, 1}m , set

bnσ = sup{bnτ : τ ∈ {0, 1}n , τ extends σ}.

(If n = m, then of course σ is the unique member of {0, 1}m extending itself, so this formula is safe.) Then
µ̄bnσ = 2−n #({τ : τ ∈ {0, 1}n , τ extends σ}) = 2−n 2n−m = 2−m .

Next, if σ, σ 0 ∈ {0, 1}m are distinct, there is no member of {0, 1}n extending both, so bnσ ∩ bnσ0 = 0; thus
hbnσ iσ∈{0,1}m is a partition of unity. If σ(0), . . . , σ(k) ∈ {0, 1}m , then
386K Ornstein’s theorem 549

µ̄( inf π j bm,σ(j) ) = µ̄( sup inf π j bn,τ (j) )

j≤k τ (0),... ,τ (k)∈{0,1}n j≤k
τ (j)⊇σ(j)∀j≤k
X
= µ̄( inf π j bn,τ (j) )
j≤k
τ (0),... ,τ (k)∈{0,1}n
τ (j)⊇σ(j)∀j≤k
X
= (2−n )k+1
n
τ (0),... ,τ (k)∈{0,1}
τ (j)⊇σ(j)∀j≤k
k
Y
= (2n−m )k+1 (2−n )k+1 = (2−m )k+1 = µ̄bn,σ(j) ,
j=0

so hbnσ iσ∈{0,1}m is a Bernoulli partition.

(e) If m ≤ n ∈ N, then
P
σ∈{0,1}m µ̄(bnσ 4 bn+1,σ ) ≤ 2²n
whenever m ≤ n ∈ N. P
P We have

X X
µ̄(bnσ 4 bn+1,σ ) ≤ µ̄(bnτ 4 bn+1,τ )
σ∈{0,1}m τ ∈{0,1}n
X
= µ̄(bnτ 4 (bn+1,τ a 0 ∪ bn+1,τ a 1 ))
τ ∈{0,1}n
X X
≤ µ̄(bnτ 4 (b0n,τ a 0 ∪ b0n,τ a 1 )) + µ̄(b0nυ 4 bn+1,υ )
τ ∈{0,1}n υ∈{0,1}n+1
X
≤ 2−n ²n + ²n = 2²n . Q
Q
τ ∈{0,1}n

(f ) In particular, for any m ∈ N and σ ∈ {0, 1}m ,

P∞ P∞
n=m µ̄(bnσ 4 bn+1,σ ) ≤ n=m 2²n < ∞.

So we can define bσ = limn→∞ bnσ in A. We have

µ̄bσ = limn→∞ µ̄bnσ = 2−m ;
and if σ, σ 0 ∈ {0, 1}m are distinct, then
bσ ∩ bσ0 = limn→∞ bnσ ∩ bnσ0 = 0,
so hbσ iσ∈{0,1}m is a partition of unity in A. If σ(0), . . . , σ(k) ∈ {0, 1}m , then

µ̄( inf π j bσ(j) ) = lim µ̄( inf π j bn,σ(j) )

j≤k n→∞ j≤k
k
Y k
Y
= lim µ̄bn,σ(j) = µ̄bσ(j) ,
n→∞
j=0 j=0

so hbσ iσ∈{0,1}m is a Bernoulli partition for π. If σ ∈ {0, 1}m , then

bσa 0 ∪ bσa 1 = limn→∞ bn,σa 0 ∪ bn,σa 1 = limn→∞ bn,σ = bσ .
S
(g) Let E be the closed subalgebra of A generated by m∈N {bσ : σ ∈ {0, 1}m }. Then E is atomless and
countably generated, so (E, µ̄¹ E) is isomorphic to the measure algebra of Lebesgue measure on [0, 1]. Now
Qk
µ̄(inf j≤k π j ej ) = j=0 µ̄ej for all e0 , . . . , ek ∈ E. P
P Let ² > 0. For m ∈ N, let Em be the subalgebra of E
550 Automorphism groups 386K

S
generated by {bσ : σ ∈ {0, 1}m }. hEm im∈N is non-decreasing, so m∈N Em is a closed subalgebra of A, and
must be E. Now the function
Qk
(a0 , . . . , ak ) → µ̄(inf j≤k π j aj ) − j=0 µ̄aj : Ak+1 → R
is continuous and zero on Ek+1 m for every m, by 386Bb, so is zero on Ek+1 , and in particular is zero at
(e0 , . . . , ek ), as required. Q
Q
By 384Sf, hπ j [E]ij∈Z is independent.
S
(h) Let B∗ be the closed subalgebra of A generated by {π j bσ : σ ∈ m∈N {0, 1}m , j ∈ Z}; then E ⊆ B∗ ,
S
so B∗ is the closed subalgebra of A generated by j∈Z π j [E]. It follows from (e) that, for any m ∈ N,
X X
ρ(bmσ , B∗ ) ≤ µ̄(bmσ , bσ )
σ∈{0,1}m σ∈{0,1}m
X ∞
X ∞
X
≤ µ̄(bnσ , bn+1,σ ) ≤ 2 ²n .
σ∈{0,1}m n=m n=m

(m+1)
So if b ∈ Brm ,
X
ρ(b, B∗ ) ≤ (2rm + 1) ρ(bm+1,σ , B∗ )
σ∈{0,1}m+1
∞
X ∞
X
≤ 2(2rm + 1) ²n ≤ 2 2−n = 2−m+1 .
n=m+1 n=m+1

It follows that, whenever m ≤ n in N,

(n+1)
ρ(dm , B∗ ) ≤ ρ(dm , Brn ) + 2−n+1 ≤ 2−n + 2−n+1
by the choice of rn . Letting n → ∞, we see that ρ(dm , B∗ ) = 0, that is, dm ∈ B∗ , for every m ∈ N. But
this means that A0 ⊆ B∗ , by the choice of hdm im∈N . Accordingly π j [A0 ] ⊆ B∗ for every j and B∗ must be
the whole of A.
(i) Thus π is a two-sided Bernoulli shift with root algebra E; by 384Sc, (A, µ̄, π) is isomorphic to (B, ν̄, φ).

386L Corollary: Sinaı̌’s theorem (general case) Let (A, µ̄) be an atomless probability algebra, and
π : A → A a measure-preserving automorphism. Let (B, ν̄) be a probability algebra of countable Maharam
type, and φ : B → B a one- or two-sided Bernoulli shift with h(φ) ≤ h(π). Then (B, ν̄, φ) is isomorphic to
a factor of (A, µ̄, π).
proof (a) To begin with (down to the end of (b)) suppose that φ is two-sided. Let B0 be a root algebra
for φ. If B0 is purely atomic, then there is a generating Bernoulli partition hbi ii∈N for φ of entropy h(φ).
By 386E, there is a Bernoulli partition hci ii∈N for π such that µ̄ci = ν̄bi for every i. Let C be the closed
subalgebra of A generated by {π j ci : i ∈ N, j ∈ Z}. Now (C, µ̄¹ C, π¹ C) is a factor of (A, µ̄, π) isomorphic to
(B, ν̄, φ).
(b) If B0 is not purely atomic, then there is still a partition of unity hbi ii∈N in B0 of infinite entropy.
Again, let C be the closed subalgebra of A generated by {π j ci : i ∈ N, j ∈ Z}, where hci ii∈N is a Bernoulli
partition for π such that µ̄ci = ν̄bi for every i. Now π¹ C is a Bernoulli shift of infinite entropy and C has
countable Maharam type, so 386K tells us that there is a closed subalgebra C0 ⊆ C such that hπ k [C0 ]ik∈N
is independent and (C0 , µ̄¹ C0 ) is isomorphic to the measure algebra of Lebesgue measure on [0, 1]. But
(B0 , ν̄¹ B0 ) is a probability algebra of countable Maharam type, so is isomorphic to a closed subalgebra
k ∗
C1 of C0 (332N). S Of kcourse hπ ∗[C1 ]ik∈N is independent, so if we take C1 to be the closed subalgebra of A
generated by k∈Z π [C1 ], π¹ C1 will be a two-sided Bernoulli shift isomorphic to φ (384Sf).
(c) If φ is a one-sided Bernoulli shift, then 384Sa and 384Sc show that (B, ν̄, φ) can be represented
in terms of a product measure on a space X N and the standard shift operator on X N . Now this extends
naturally to the standard two-sided Bernoulli shift represented by the product measure on X Z , as described
in 384Sb; so that (B, ν̄, φ) becomes represented as a factor of (B0 , ν̄ 0 , φ0 ) where φ0 is a two-sided Bernoulli
387A Dye’s theorem 551

shift with the same entropy as φ (since the entropy is determined by the root algebra, by 384R). By (a)-(b),
(B0 , ν̄ 0 , φ0 ) is isomorphic to a factor of (A, µ̄, π), so (B, ν̄, φ) also is.
Remark Thus (A, µ̄, π) has factors which are Bernoulli shifts based on root algebras of all countably-
generated types permitted by the entropy of π.

386X Basic exercises (a) Let (A, µ̄) be a probability algebra, and π : A → A a one- or two-sided
Bernoulli shift. Show that π n isSa Bernoulli shift for any n ≥ 1. (Hint: if A0 is a root algebra for π, the
closed subalgebra generated by j<n π j [A0 ] is a root algebra for π n .)

(b) Let (A, µ̄) be a probability algebra, B a closed subalgebra of A and π ∈ Autµ̄ A a measure-preserving
automorphism such that π[B] = B. Show that if π is ergodic or mixing, so is π¹B.

(c) Let (A, µ̄) be a probability algebra of countable Maharam type, and π : A → A a two-sided Bernoulli
shift. Show that for any n ≥ 1 there is a Bernoulli shift φ : A → A such that φn = π. (Hint: construct
a Bernoulli shift ψ such that h(ψ) = n1 h(π), and use 384Xh and Ornstein’s theorem to show that π is
isomorphic to ψ n .)
P∞ P∞ P∞
(d)
P∞Let hαi ii∈N , hβi ii∈N be non-negative real sequences such that i=0 αi = i=0 βi = 1 and i=0 q(αi )
= i=0 q(βi ). Let µ0 , ν0 be the measures on N defined by the formulae
P P
µ0 E = i∈E αi , ν0 E = i∈E βi
for E ⊆ N. Set X = NZ and let µ, ν be the product measures on X derived from µ0 and ν0 . Show that there
is a bijection f : X → X such that ν is precisely the image measure µf −1 and f is translation-invariant,
that is, f (xθ) = f (x)θ for every x ∈ X, where θ(n) = n + 1 for every n ∈ Z.

386Y Further exercises (a) Suppose that (A, µ̄, π) and (B, ν̄, φ) are probability algebras with one-
sided Bernoulli shifts, and that they are isomorphic. Show that they have isomorphic root algebras. (Hint:
apply the results of §333 to (A, µ̄, π[A]).)

386 Notes and comments The arguments here are expanded from Smorodinsky 71 and Ornstein 74.
I have sought the most direct path to 386I and 386K; of course there is a great deal more to be said (386Xc
is a hint), and, in particular, extensions of the methods here provide powerful theorems enabling us to show
that automorphisms are Bernoulli shifts. (See Ornstein 74.)

387 Dye’s theorem

I have repeatedly said that any satisfactory classification theorem for automorphisms of measure algebras
remains elusive. There is however a classification, at least for the Lebesgue measure algebra, of the ‘orbit
structures’ corresponding to measure-preserving automorphisms; in fact, they are defined by the fixed-point
subalgebras, which I described in §333. We have to work hard for this result, but the ideas are instructive.

387A Full subgroups Recall the definition of ‘full’ subgroup (381M): if A is a Dedekind complete
Boolean algebra, then a subgroup G of its automorphism group is full if whenever hai ii∈I is a partition of
unity in A, and φ ∈ Aut A is such that for each i ∈ I there is a πi ∈ G such that φb = πi b for every b ⊆ ai ,
then φ ∈ G. I take the opportunity to note two facts: (i) if A is a Dedekind complete Boolean algebra and
c ∈ A, then {π : π ∈ Aut A, πc = c} is full (ii) if (A, µ̄) is a localizable measure algebra, then the set of
measure-preserving automorphisms of A is a full subgroup of Aut A (382C).
Evidently the intersection of any family of full subgroups of Aut A is full, so we can speak of the full
subgroup Gπ generated by a given automorphism π. From the facts cited above (or otherwise) we see that
(i)0 if π ∈ Aut A and C is the closed subalgebra {c : πc = c}, then φc = c for every φ ∈ Gπ and c ∈ C (ii)0
if (A, µ̄) is a localizable measure algebra and π ∈ Aut A is measure-preserving, then every member of Gπ is
measure-preserving.
Now the subgroups Gπ are easy to describe, as follows.
552 Automorphism groups 387B

387B Proposition Let A be a Dedekind complete Boolean algebra and π, φ Boolean automorphisms
of A. Then the following are equiveridical:
(i) φ belongs to the full subgroup of Aut A generated by π;
(ii) for every non-zero a ∈ A there are a non-zero b ⊆ a and an n ∈ Z such that φc = π n c for every c ⊆ b;
(iii) there is a partition of unity han in∈Z in A such that φc = π n c whenever n ∈ Z and c ⊆ an .
proof (i)⇒(ii) Let G be the set of those automorphisms satisfying (ii). Then G is a full subgroup of Aut A.
P
P (α) Suppose that ψ1 , ψ2 ∈ G and a ∈ A \ {0}. Then there are a non-zero b1 ⊆ a and an m ∈ Z such that
ψ2 c = π m c for every c ⊆ b1 . Next, there are a non-zero b2 ⊆ ψ2 b1 and an n ∈ Z such that ψ1 c = π n c for
every c ⊆ b2 . Set b = ψ2−1 b2 , so that 0 6= b ⊆ a and
ψ1 ψ2 c = π n ψ2 c = π n π m c = π m+n c
for every c ⊆ b. As a is arbitrary, ψ1 ψ2 ∈ G. (β) Suppose that ψ ∈ G and a ∈ A \ {0}. Then there are a
non-zero b1 ⊆ ψ −1 a and an n ∈ Z such that ψc = π n c for every c ⊆ b1 . Set b = ψb1 , so that 0 6= b ⊆ a; then
for any c ⊆ b,
π −n c = π −n ψψ −1 c = ψ −1 c.
As a is arbitrary, ψ −1 ∈ G. (γ) Of course π ∈ G, so G is a subgroup of Aut A. (δ) Now suppose that hai ii∈I
is a partition of unity in A and that ψ ∈ Aut A is such that for every i ∈ I there is a ψi ∈ G such that
ψc = ψi c for every c ⊆ ai . If a ∈ A \ {0}, then there is an i ∈ I such that a ∩ ai 6= 0, and there are a non-zero
b ⊆ a ∩ ai and an n ∈ Z such that ψc = ψi c = π n c for every c ⊆ b. As a is arbitrary, ψ ∈ G. As hai ii∈I is
arbitrary, G is full. Q
Q
Since G is a full subgroup of Aut A containing π, it includes the full subgroup generated by π and, in
particular, φ ∈ G.
(ii)⇒(iii) For n ∈ Z, let Bn be the set of those b ∈ A such that φc = π n c for every c ⊆ b. Set bn = sup Bn
for each n; then if c ⊆ bn ,
φc = φ(supb∈Bn b ∩ c) = supb∈Bn φ(b ∩ c) = supb∈Bn π n (b ∩ c) = π n c.
Set

an = bn \ sup bi if n ∈ N,
0≤i<n

= bn \ sup bi if n ∈ Z \ N;
i>n

then han in∈Z is disjoint,

S
supn∈Z an = supn∈Z bn = sup( n∈Z Bn ) = 1,
and φc = π n c for every c ⊆ an , n ∈ Z; so (iii) is true.
(iii)⇒(i) is trivial.

387C Orbit structures I said that this section was directed to a classification of ‘orbit structures’,
without saying what these might be. In fact what I will do is to classify the full subgroups generated by
measure-preserving automorphisms of the Lebesgue measure algebra. One aspect of the relation with ‘orbits’
is the following.
Proposition Let (X, Σ, µ) be a localizable countably separated measure space (definition: 343D), with
measure algebra (A, µ̄). Suppose that f and g are measure space automorphisms from X to itself, inducing
measure-preserving automorphisms π, φ of A. Then the following are equiveridical:
(i) φ belongs to the full subgroup of Aut A generated by π;
(ii) for almost every x ∈ X, there is an n ∈ Z such that g(x) = f n (x);
(iii) for almost every x ∈ X, {g n (x) : n ∈ Z} ⊆ {f n (x) : n ∈ Z}.
proof (i)⇒(ii) Let hHk ik∈N be a sequence in Σ which separates the points of X; we may suppose that
such that φc = π n c for every c ⊆ an , n ∈ Z.
H0 = X. By 387B, there is a partition of unity han in∈Z in A S
For each n ∈ Z let En ∈ Σ be such that En = an ; then Y0 = n∈Z En is conegligible. The transformation
•

f n induces π n , so for any k ∈ N and n ∈ Z the set

387E Dye’s theorem 553

Fnk = {x : f n (x) ∈ En ∩ Hk , g(x) ∈

/ En ∩ Hk }
∪ {x : g(x) ∈ En ∩ Hk , f n (x) ∈
/ E n ∩ Hk }
S
is negligible, and Y = g −1 [Y0 ] \ n∈Z,k∈N Fnk is conegligible. Now, for any x ∈ Y , there is some n such
that g(x) ∈ En , so that f (x) ∈ En and {k : g(x) ∈ Hk } = {k : f n (x) ∈ Hk } and g(x) = f n (x). As Y is
conegligible, (ii) is satisfied.
n
(ii)⇒(iii)
S For x ∈ X, set Ωx = {f (x) : n ∈ Z}; we are supposing that A0 = {x : g(x) ∈ / Ωx } is negligible.
Set A = n∈Z g −n [A0 ], so that A is negligible and g n (x) ∈ X \ A for every x ∈ X \ A, n ∈ Z.
Suppose that x ∈ X \ A and n ∈ N. Then g n (x) ∈ Ωx . P P Induce on n. Of course g 0 (x) = x ∈ Ωx . For
the inductive step to n + 1, g (x) ∈ Ωx \ A0 , so there is a k ∈ Z such that g n (x) = f k (x). At the same
n

time, there is an i ∈ Z such that g(g n (x)) = f i (g n (x)), so that g n+1 (x) = f i+k (x) ∈ Ωx . Thus the induction
continues. Q
Q
Consequently g −n (x) ∈ Ωx whenever x ∈ X \ A and n ∈ N. P P Since g −n (x) ∈ X \ A, there is a k ∈ Z
n −n k −n −n −k
such that x = g g (x) = f g (x) and g (x) = f (x) ∈ Ωx . Q Q
Thus {g n (x) : n ∈ Z} ⊆ Ωx for every x in the conegligible set X \ A.
(iii)⇒(ii) is trivial.
(ii)⇒(i) Set
S
En = {x : g(x) = f n (x)} = X \ k∈N (g −1 Hk 4f −n [Hk ]),
S S
for n ∈ Z. Then (ii) tells us that n∈Z En is conegligible, so n∈Z g[En ] is conegligible. But also each En
is measurable, so g[En ] also is, and we can set an = g[En ]• . Now for y ∈ g[En ], y = f n (g −1 (y)), that is,
g −1 (y) = f −n (y); so φa = π n a for every a ⊆ an . Since supn∈Z an = 1 in A, φ belongs to the full subgroup
generated by π.
Remark Of course the requirement ‘countably separated’ is essential here; for other measure spaces we can
have φ and π actually equal without g(x) and f (x) being related for any particular x (see 343I and 343J).

387D Corollary Under the hypotheses of 387C, π and φ generate the same full subgroup of Aut A iff
{f n (x) : n ∈ Z} = {g n (x) : n ∈ Z} for almost every x ∈ X.

387E Induced automorphisms of principal ideals: Proposition Let (A, µ̄) be a totally finite mea-
sure algebra and π : A → A a measure-preserving automorphism. For b ∈ A write Ab for the principal ideal
of A generated by b.
(a) For any b ∈ A we have a measure-preserving automorphism πb : Ab → Ab defined by saying that
πb d = π n d whenever n ≥ 1 and d ⊆ b ∩ π −n b \ sup1≤i<n π −i b.
(b) If c ∈ A and πc = c then πb (b ∩ c) = b ∩ c for every b ∈ A.
(c) If c ⊆ b ∈ A, then πc = (πb )c , where (πb )c is the automorphism of Ac induced by πb : Ab → Ab .
(d) If 0 6= a ⊆ b ∈ A and n ≥ 1 there are a non-zero a0 ⊆ a and an m ≥ 1 such that πbn d = π m d for every
d ⊆ a0 .
(e) If π is aperiodic, so is πb for every b ∈ A.
proof (a) For n ≥ 1 set
dn = b ∩ π −n b \ sup1≤i<n π −i b.
If 1 ≤ m < n then
dn ⊆ π −n b \ π −m b, dm ⊆ π −m b
so dm ∩ dn = 0. Also
dm ⊆ b, π n−m dn ∩ b = π n−m (dn ∩ π −(n−m) b) = 0
so
π n dn ∩ π m dm = π m (π n−m dn ∩ dm ) = 0.
554 Automorphism groups 387E

Thirdly,
supn≥1 dn = supn≥1 b ∩ π −n b = b
by 385D, applied to π −1 .
It follows that hdn in≥1 is a partition of unity in Ab . Since hπ n dn in≥1 is also a disjoint family in Ab , and
P∞ n
P∞
n=1 µ̄π dn = n=1 µ̄dn = µ̄b,

it is another partition of unity. So we have an automorphism πb : Ab → Ab defined by setting πb d = π n d if

d ⊆ dn (381B). Of course πb is measure-preserving, by 382C.
(b) If πc = c, then π n (dn ∩ c) ⊆ c for every n, so πb (b ∩ c) ⊆ c; because µ̄πb (b ∩ c) = µ̄(b ∩ c), πb (b ∩ c) =
b ∩ c.
(c) Set D = {d : d ∈ Ac , πc d = (πb )c d}. Then D is order-dense in Ac . PP Take any non-zero a ∈ Ac . Since
c ⊆ supn≥1 π −n c, there is an n ∈ N such that a0 = a ∩ π −n c \ sup1≤i<n π −i c is non-zero. Next, there is a non-
zero d ⊆ a0 such that for every m ≤ n either d ⊆ π −m b or d ∩ π −m b = 0. Enumerate {m : m ≤ n, d ⊆ π −m b}
in ascending order as (m0 , . . . , mk ) (note that as a0 ⊆ b ∩ π −n b, we must have m0 = 0 and mk = n). Set
di = π mi d for i ≤ k, so that
d0 = d, π mi+1 −mi di = di+1 ⊆ b,
while
π j di = π mi +j d ⊆ 1 \ b
for 1 ≤ j < mi+1 − mi ; that is, di+1 = πb di for i < k. Thus
πbk d = π mk d = π n d ⊆ c,
while
πbi d = di = π mi d ⊆ π mi a0 ⊆ 1 \ c
for every i < k, and
(πb )c d = π n d = πc d,
so that d ∈ D. As a is arbitrary, D is order-dense. Q
Q
Because πc and (πb )c are both order-continuous Boolean homomorphisms on Ac , and every member of
Ac is a supremum of some subfamily of D (313K), they must be equal.
(d) Induce on n. We know that there are a non-zero c ⊆ a and an i ≥ 1 such that πb d = π i d for every
d ⊆ c. So if n = 1 we can just take a0 = c and m = i. For the inductive step to n + 1, take a0 and m ≥ 1
such that 0 6= a0 ⊆ πb c and πbn d = π m d for every d ⊆ a0 ; then
0 6= πb−1 a0 ⊆ c ⊆ a
and πbn+1 d = π m+i d for every d ⊆ πb−1 a0 .
(e) If 0 6= a ⊆ b and n ≥ 1, take a non-zero a0 ⊆ a and m ≥ 1 such that π m d = πbn d for every d ⊆ a0 ((d)
above). Now (because π is aperiodic) there is a d ⊆ a0 such that π m d 6= d, so πbn d 6= d. As n and a are
arbitrary, πb is aperiodic.

387F Similar ideas lead us to the following fact.

Lemma Let (A, µ̄) be a totally finite measure algebra, and π : A → A a measure-preserving automorphism;
let C be the closed subalgebra {c : πc = c}. Let hdi ii∈I , hei ii∈I be two disjoint families in A such that
µ̄(c ∩ di ) = µ̄(c ∩ ei ) for every i ∈ I and c ∈ C. Then there is a φ ∈ Gπ , the full subgroup of Aut A generated
by π, such that φdi = ei for every i ∈ I.
proof Adding d∗ = 1 \ supi∈I di , e∗ = 1 \ supi∈I ei to the respective families, we may suppose that hdi ii∈I ,
hei ii∈I are partitions of unity. Define han in∈N inductively by the formula
an = supi∈I (di \ supm<n am ) ∩ π −n (ei \ supm<n π m am ).
387Gc Dye’s theorem 555

Then an ∩ di ∩ am = 0 whenever m < n and i ∈ I, so han in∈N is disjoint. Also

π n an ⊆ supi∈I ei \ supm<n π m am
for each n, so hπ n an in∈N is disjoint. Note that as π n (an ∩ dj ) ⊆ ej for each j,

π n an ∩ ei = sup π n (an ∩ dj ) ∩ ei = sup π n (an ∩ dj ) ∩ ej ∩ ei

j∈I j∈I
n n
= π (an ∩ di ) ∩ ei = π (an ∩ di )

for every i ∈ I, n ∈ N.
?? Suppose, if possible, that a = 1 \ supn∈N an is non-zero. Then there is an i ∈ I such that a ∩ di 6= 0.
Set c = supn∈N π n (a ∩ di ); then πc ⊆ c so c ∈ C. Now
∞
X ∞
X ∞
X
µ̄(c ∩ ei ∩ π n an ) = µ̄(c ∩ π n (an ∩ di )) = µ̄(π n (c ∩ an ∩ di ))
n=0 n=0 n=0
X∞
= µ̄(c ∩ an ∩ di ) = µ̄(c ∩ di \ a) < µ̄(c ∩ di ) = µ̄(c ∩ ei ).
n=0

So b = c ∩ ei \ supn∈N π n an is non-zero, and there is an n ∈ N such that b ∩ π n (a ∩ di ) is non-zero. But look

at a0 = π −n (b ∩ π n (a ∩ di )). We have 0 6= a0 ⊆ a ∩ di , so a0 ⊆ di \ supm<n am ; while
π n a0 ⊆ b ⊆ ei \ supm<n π m am .
But this means that a0 ⊆ an , which is absurd. X
X
This shows that han in∈N is a partition of unity in A. Since
P∞ n
P∞
n=0 µ̄(π an ) = n=0 µ̄an = µ̄1,

hπ n an in∈N is also a partition of unity. We can therefore define φ ∈ Gπ by setting φd = π n d whenever n ∈ N

and d ⊆ an . Now, for any i ∈ I,
φdi = supn∈N φ(di ∩ an ) = supn∈N π n (di ∩ an ) = supn∈N ei ∩ an = ei .
So we have found a suitable φ.

387G von Neumann transformations: Definitions (a) Let A be a Boolean algebra and π ∈ Aut A
an automorphism. π is weakly von Neumann if there is a sequence han in∈N in A such that a0 = 1 and,
n n
for every n, an+1 ∩ π 2 an+1 = 0, an+1 ∪ π 2 an+1 = an . In this case, π is von Neumann if han in∈N can be
chosen in such a way that {π m an : m, n ∈ N} τ -generates A, and relatively von Neumann if han in∈N
can be chosen so that {π m an : m, n ∈ N} ∪ {c : πc = c} τ -generates A.

(b) There is another way of looking at automorphisms of this type which will be useful. If A is a
Boolean algebra and π : A → A an automorphism, then a dyadic cycle system for π is a finite or infinite
family hdmi im≤n,i<2m or hdmi im∈N,i<2m such that (α) for each m, hdmi ii<2m is a partition of unity such
that πdmi = dm,i+1 whenever i < 2m − 1 (so that πdm,2m −1 must be dm0 ) (β) dm0 = dm+1,0 ∪ dm+1,2m for
every m < n (in the finite case) or for every m ∈ N (in the infinite case). An easy induction on m shows
that if k ≤ m then
dki = sup{dmj : j < 2m , j ≡ i mod 2k }
for every i < 2k .
Conversely, if d is such that hπ j dij<2n is a partition of unity in A, then we can form a finite dyadic cycle
system hdmi im≤n,i<2m by setting dmi = sup{π j d : j < 2n , j ≡ i mod 2m } whenever m ≤ n and j < 2m .

(c) Now an automorphism π : A → A is weakly von Neumann iff it has an infinite dyadic cycle system
hdmi im∈N,i<2m . (The am of (a) correspond to the dm0 of (b); starting from the definition in (a), you must
check first, by induction on m, that hπ i am ii<2m is a partition of unity in A.) π is von Neumann iff it has a
dyadic cycle system hdmi im∈N,i<2m which τ -generates A.
556 Automorphism groups 387H

387H Example The following is the basic example of a von Neumann transformation – in a sense,
the only example of a measure-preserving von Neumann transformation. Let µ be the usual measure on
X = {0, 1}N , Σ its domain, and (A, µ̄) its measure algebra. Define f : X → X by setting

f (x)(n) = 1 − x(n) if x(i) = 0 for every i < n,

= x(n) otherwise.
Then f is a homeomorphism and a measure space automorphism. P
P (i) To see that f is a homeomorphism,
perhaps the easiest way is to look at g, where

g(x)(n) = 1 − x(n) if x(i) = 1 for every i < n,

= x(n) otherwise,
and check that f and g are both continuous and that f g, gf are both the identity function. (ii) To see that
f is inverse-measure-preserving, it is enough to check that µ{x : f (x)(i) = z(i) for every i ≤ n} = 2−n−1 for
every n ∈ N, z ∈ X (254G). But
{x : f (x)(i) = z(i) for every i ≤ n} = {x : x(i) = g(z)(i) for every i ≤ n}.
(iii) Similarly, g is inverse-measure-preserving, so f is a measure space automorphism. Q
Q
If n ∈ N, x ∈ X then
k
f 2 (x)(n) = 1 − x(n) if n ≥ k and x(i) = 0 whenever k ≤ i < n,
= x(n) otherwise.
(Induce on k. For the inductive step, observe that if we identify X with {0, 1} × X then f 2 (², y) = (², f (y))
for every ² ∈ {0, 1} and y ∈ X.)
Let π : A → A be the corresponding automorphism, setting πE • = f −1 [E]• for E ∈ Σ. Then π is
a von Neumann transformation. P P Set En = {x : x ∈ X, x(i) = 1 for every i < n}, an = En• . Then
n n
f −2 [En+1 ] = {x : x(i) = 1 for i < n, x(n) = 0}, so an+1 , π 2 an+1 split an for each n, and han in∈N
witnesses that π is weakly von Neumann. Next, inducing on n, we find that {f −i [En ] : i < 2n } runs over
the basic cylinder sets of the form {x : x(i) = z(i) for every i < n} determined by coordinates less than
n. Since the equivalence classes of such sets τ -generate A (see part (a) of the proof of 331K), π is a von
Neumann transformation. Q Q
For another way of looking at the functions f and g, see 445Xq in Volume 4.

387I We are now ready to approach the main results of this section.
Lemma Let (A, µ̄) be a totally finite measure algebra and π : A → A an aperiodic measure-preserving
automorphism. Let C be the closed subalgebra {c : πc = c}. Then for any a ∈ A there is a b ⊆ a such that
µ̄(b ∩ c) = 21 µ̄(a ∩ c) for every c ∈ C and πb is a weakly von Neumann transformation, writing πb for the
induced automorphism of the principal ideal Ab , as in 387E.
Remark On first reading, there is something to be said for supposing here that π is ergodic, that is, that
C = {0, 1}.
proof Set ²n = 12 (1 + 2−n ) for each n ∈ N, so that h²n in∈N is strictly decreasing, with ²0 = 1 and
limn→∞ ²n = 21 . Now there are hbn in∈N , hdni in∈N,i<2n such that, for each n ∈ N,
bn+1 ⊆ bn ⊆ a, µ̄(bn ∩ c) = ²n µ̄(a ∩ c) for every c ∈ C,

hdni ii<2n is disjoint, supi<2n dni = bn ,

πbn dni = dn,i+1 for every i < 2n − 1,

bn+1 ∩ dni = dn+1,i ∪ dn+1,i+2n for every i < 2n .

P
P Start with b0 = d00 = a. To construct bn+1 and hdn+1,i ii<2n+1 , given hdni ii<2n , note first that (because
πbn is measure-preserving and πbn (bn ∩ c) = bn ∩ c) µ̄(dn0 ∩ c) = µ̄(dni ∩ c) whenever c ∈ C, i < 2n , so
387J Dye’s theorem 557

µ̄(dn0 ∩ c) = 2−n µ̄(bn ∩ c) = 2−n ²n µ̄(a ∩ c)

for every c ∈ C, and
n
dn0 = bn \ supi<2n −1 πbn dni = πbn dn,2n −1 = πb2n dn0 .
n
Now πbn is aperiodic (387Ee) so πb2n also is (385A), and there is a dn+1,0 ⊆ dn0 such that
n
πb2n dn+1,0 ∩ dn+1,0 = 0, µ̄(dn+1,0 ∩ c) = 2−n−1 ²n+1 µ̄(a ∩ c) for every c ∈ C
n
(applying 385E(iii) to πb2n ¹ Adn0 , with γ = ²n+1 /2²n ). Set dn+1,j = πbjn dn+1,0 for each j < 2n+1 . Be-
n
cause πb2n dn+1,0 ⊆ dn0 \ dn+1,0 , while hπbjn dn0 ij<2n is disjoint, hπbjn dn+1,0 ij<2n+1 is disjoint. Set bn+1 =
supi<2n+1 πbi n dn+1,0 ; then bn+1 ⊆ bn and µ̄(bn+1 ∩ c) = ²n+1 µ̄(a ∩ c) for every c ∈ C. For j < 2n+1 ,
dn+1,j ⊆ dni where i is either j or j − 2n , so bn+1 ∩ dni = dn+1,i ∪ dn+1,i+2n .
For i < 2n+1 − 1,
πbn dn+1,i = dn+1,i+1 ⊆ bn+1 ,
so we must also have
πbn+1 dn+1,i = (πbn )bn+1 dn+1,i = dn+1,i+1
(using 387Ec). Thus the induction continues. Q
Q
Set
b = inf n∈N bn , eni = b ∩ dni for n ∈ N, i < 2n .
Because hbn in∈N is non-increasing,
µ̄(b ∩ c) = limn→∞ µ̄(bn ∩ c) = 12 µ̄(a ∩ c)
for every c ∈ C. Next,
eni = b ∩ bn+1 ∩ dni = b ∩ (dn+1,i ∪ dn+1,i+2n ) = en+1,i ∪ en+1,i+2n
whenever i < 2n .
If m ≤ n, j < 2m then
bn ∩ dmj = sup{dni : i < 2n , i ≡ j mod 2m }
(induce on n). So
µ̄(bn ∩ dmj ) = 2n−m µ̄dn0 = 2−m ²n ;
taking the limit as n → ∞, µ̄emj = 2−m µ̄b. Next,

πbn (bn ∩ dmj ) = sup{dn,i+1 : i < 2n , i ≡ j mod 2m }

= sup{dni : i < 2n , i ≡ j + 1 mod 2m } = bn ∩ dm,j+1 ,
here interpreting dn,2n as dn0 , dm,2m as dm0 . Consequently πb emj ⊆ em,j+1 . PP?? Otherwise, there are a
non-zero e ⊆ dmj ∩ b and k ≥ 1 such that π i e ∩ b = 0 for 1 ≤ i < k and π k e ⊆ b \ dm,j+1 . Take n ≥ m so
large that µ̄e > k µ̄(bn \ b), so that
e0 = e \ sup1≤i<k π −i (bn \ b) 6= 0;
now π i e0 ∩ bn = 0 for 1 ≤ i < k, while π k e0 ⊆ bn , and
πbn e0 = π k e0 ⊆ 1 \ dm,j+1 .
But this means that πbn (bn ∩ dmj ) 6⊆ dm,j+1 , which is impossible. X
XQQ
Since µ̄πb emj = µ̄em,j+1 , we must have πb emj = em,j+1 . And this is true whenever m ∈ N and j < 2m ,
if we identify em,2m with em0 . Thus hemi im∈N,i<2m is a dyadic cycle system for πb and πb is a weakly von
Neumann transformation.

387J Lemma Let (A, µ̄) be a totally finite measure algebra and π, ψ two measure-preserving automor-
phisms of A. Suppose that ψ belongs to the full subgroup Gπ generated by π and that there is a b ∈ A such
that supn∈Z ψ n b = 1 and the induced automorphisms ψb , πb on Ab are equal. Then Gψ = Gπ .
558 Automorphism groups 387J

proof (a) The first fact to note is that if 0 6= b0 ⊆ b, n ∈ Z and π n b0 ⊆ b, then there are m ∈ Z, b00 ⊆ b0 such
that b00 6= 0 and π n d = ψ m d for every d ⊆ b00 . P P (α) If n = 0 take b00 = b0 , m = 0. (β) Next, suppose that
0 i
n > 0. Take a non-zero b1 ⊆ b such that π b1 is either included in b or disjoint from b for every i ≤ n (e.g.,
an atom of the finite subalgebra generated by {b0 } ∪ {π −i b : 0 ≤ i ≤ n}). Enumerate {i : i ≤ n, π i b1 ⊆ b} in
ascending order as (l0 , . . . , lk ). Then π lj d = πbj d whenever d ⊆ b1 and j ≤ k (compare part (c) of the proof
of 387E); in particular, π n d = πbk d = ψbk d for every d ⊆ b1 . But now 387Ed tells us that there must be a
non-zero b00 ⊆ b1 and an m ∈ N such that
ψ m d = ψbk d = π n d
for every d ⊆ b00 . (γ) If n < 0, then set e0 = π n b0 , so that e0 , π −n e0 ⊆ b. By (β), there are a non-zero e00 ⊆ e0
and an s ∈ N such that π −n d = ψ s d for every d ⊆ e00 . Setting b00 = π −n e00 = ψ s e00 , we have 0 6= b00 ⊆ b0 and
π n d = ψ −s d for every d ⊆ b00 . Q
Q
(b) Now take any non-zero a ∈ A. Then there are m, n ∈ Z such that a1 = a ∩ ψ m b 6= 0, a2 =
πa1 ∩ ψ n b 6= 0. Set b1 = ψ −m π −1 a2 . Because ψ ∈ Gπ , there are a non-zero b2 ⊆ b1 and a k ∈ Z such that
ψ −n πψ m d = π k d for every d ⊆ b2 . Now
π k b2 = ψ −n πψ m b2 ⊆ ψ −n πψ m b1 = ψ −n a2 ⊆ b.
By (a), there are a non-zero b3 ⊆ b2 and an r ∈ Z such that π k d = ψ r d for every d ⊆ b3 . Consider a0 = ψ m b3 .
Then
0 6= a0 ⊆ ψ m b1 = π −1 a2 ⊆ a1 ⊆ a;
and, for d ⊆ a0 , ψ −m d ⊆ b3 ⊆ b2 , so that
πd = ψ n (ψ −n πψ m )ψ −m d = ψ n π k ψ −m d = ψ n+r−m d.
As a is arbitrary, this shows that π ∈ Gψ , so that Gπ ⊆ Gψ and the two are equal.

387K Lemma Let (A, µ̄) be a totally finite measure algebra, π : A → A an aperiodic measure-
preserving automorphism, and φ any member of the full subgroup Gπ of Aut A generated by π. Suppose that
hdmi im≤n,i<2m is a finite dyadic cycle system for φ. Then there is a weakly von Neumann transformation ψ,
with dyadic cycle system hd0mi im∈N,i<2m , such that Gψ = Gπ , ψa = φa whenever a ∩ dn0 = 0, and d0mi = dmi
whenever m ≤ n and i < 2m .
proof Write C for the closed subalgebra {c : πc = c}. By 387I there is a b ⊆ dn0 such that µ̄(b ∩ c) =
1
2 µ̄(dn0 ∩ c) for every c ∈ C and πb : Ab → Ab is a weakly von Neumann transformation. Let heki ik∈N,i<2k
be a dyadic cycle system for πb .
If we define ψ1 ∈ Aut A by setting
ψ1 d = πb d for d ⊆ b, ψ1 d = π1\b d for d ⊆ 1 \ b,
then ψ1 ∈ Gπ . Next, for any c ∈ C,
n n 1
µ̄(φ−2 +1
b ∩ c) = µ̄φ−2 +1
(b ∩ c) = µ̄(b ∩ c) = µ̄(dn0 ∩ c) = µ̄((dn0 \ b) ∩ c)
2
n n n
because φ−2 +1 ∈ Gπ , so φ−2 +1 c = c. By 387F, there is a ψ2 ∈ Gπ such that ψ2 (dn0 \ b) = φ−2 +1
b. Set
n n
ψ3 = φ−2 +1 ψ2−1 φ−2 +1 ψ1 , so that ψ3 ∈ Gπ and
n n n
ψ3 b = φ−2 +1
ψ2−1 φ−2 +1
b = φ−2 +1
(dn0 \ b).
−2n +1
Thus ψ3 b and ψ2 (dn0 \ b) are disjoint and have union φ dn0 = dn1 (if n = 0, we must read d01 as
d00 = 1). Accordingly we can define ψ ∈ Gπ by setting

ψd = ψ3 d if d ⊆ b,
= ψ2 d if d ⊆ dn0 \ b,
= φd if d ∩ dn0 = 0.

Since ψdn0 = dn1 , we have ψdni = φdni for every i < 2n , and therefore ψ i dm0 = dmi whenever m ≤ n
n
and i < 2m . Looking at ψ 2 , we have
387L Dye’s theorem 559

n n n n
ψ 2 dn0 = φ2 dn0 = dn0 , ψ 2 b = φ2 −1
ψ3 b = dn0 \ b,
n n+1
so that ψ 2 (dn0 \ b) = b and ψ 2 b = b. Accordingly
n+1 n n
ψ2 d = φ2 −1
ψ2 φ2 −1
ψ3 d = ψ1 d = π b d
i
for every d ⊆ b. Also supi<2n+1 ψ b = 1, so 387J tells us that Gψ = Gπ .
Now define ham im∈N as follows. For m ≤ n, am = dm0 ; for m > n, am = em−n−1,0 . Then for m < n we
have
m m m
ψ 2 am+1 = ψ 2 dm+1,0 = φ2 dm+1,0 = dm+1,2m = am \ am+1 ,
for m = n we have
n n n
ψ 2 an+1 = ψ 2 e00 = ψ 2 b = dn0 \ b = an \ an+1 ,
and for m > n we have
m n+1 m−n−1 m−n−1
ψ 2 am+1 = (ψ 2 )2 em−n,0 = (πb )2 em−n,0
= em−n,2m−n−1 = em−n−1,0 \ em−n,0 = am \ am+1 .
Thus ham im∈N witnesses that ψ is a weakly von Neumann transformation. If d0mi = ψ i am for m ∈ N, i < 2m
then hd0mi im∈N,i<2m will be a dyadic cycle system for ψ and d0mi = dmi for m ≤ n, as required.

387L Lemma Let (A, µ̄) be a totally finite measure space and C a closed subalgebra of A such that A
is relatively atomless over C. For a ∈ A write Ca = {a ∩ c : c ∈ C}.
(a) Suppose that b ∈ A, w ∈ C and δ > 0 are such that µ̄(b ∩ c) ≥ δ µ̄c whenever c ∈ C and c ⊆ w. Then
there is an e ∈ A such that e ⊆ b ∩ w and µ̄(e ∩ c) = δ µ̄c whenever c ∈ Cw .
(b) Suppose that k ≥ 1 and that (b0 , . . . , br ) is a finite partition of unity in A. Then there is a partition
E of unity in A such that
1
µ̄(e ∩ c) = µ̄c for every e ∈ E, c ∈ C,
k

#({e : e ∈ E, ∃ i ≤ r, bi ∩ e ∈
/ Ce }) ≤ r + 1.

proof (a) Set a = b ∩ w and consider the principal ideal Aa generated by A. We know that (Aa , µ̄¹ Aa ) is
a totally finite measure algebra (322H), and that Ca is a closed subalgebra of Aa (333Bc); and it is easy to
see that Aa is relatively atomless over Ca .
Let θ : Cw → Ca be the Boolean homomorphism defined by setting θc = c ∩ b for c ∈ Cw . If c ∈ Cw and
θc = 0, then c ∈ C and δ µ̄c ≤ µ̄(c ∩ b) = 0, so c = 0; thus θ is injective; since it is certainly surjective, it is
a Boolean isomorphism. We can therefore define a functional ν = µ̄θ−1 : Ca → [0, ∞[, and we shall have
δνd ≤ µ̄d for every d ∈ Ca . By 331B, there is an e ∈ Aa such that δνd = µ̄(d ∩ e) for every d ∈ Ca , that is,
δ µ̄c = µ̄(c ∩ e) for every c ∈ Cw , as required.
(b)(i) Write D for the set of all those e ∈ A such that µ̄(c ∩ e) = k1 µ̄c for every c ∈ C and bi ∩ e ∈ Ce for
every i ≤ r. Then whenever a ∈ A and γ > r+1 k is such that µ(a ∩ c) = γµc for every c ∈ C, there is an e ∈ D
such that e ⊆ a. PP For d ∈ A, c ∈ C set νd (c) = µ̄(d ∩ c), so that νd : C → [0, ∞[ is a completely additive
functional. For i ≤ r set vi = [[µ̄¹ C > kνa∩bi ]], in the notation of 326P; so that vi ∈ C and µ̄c ≥ kµ(a ∩ bi ∩ c)
whenever c ∈ C and c ⊆ vi , while µ̄c ≤ k µ̄(a ∩ bi ∩ c) whenever c ∈ C and c ∩ vi = 0. Setting v = inf i≤r vi ,
we have
Pr
kγ µ̄v = k µ̄(a ∩ v) = i=0 kµ(a ∩ bi ∩ v) ≤ (r + 1)µ̄v.
Since kγ > r + 1, v = 0. So if we now set wi = (inf j<i vj ) \ vi for i ≤ r (starting with w0 = 1 \ v0 ),
(w0 , . . . , wr ) is a partition of unity in C, and µ̄c ≤ k µ̄(a ∩ bi ∩ c) whenever c ∈ C and c ⊆ wi .
By (a), we can find for each i ≤ r an ei ∈ A such that ei ⊆ a ∩ bi ∩ wi and µ̄(c ∩ ei ) = k1 µ̄c whenever c ∈ C
and c ⊆ wi . Set e = supi≤r ei , so that e ⊆ a,
e ∩ bi = e ∩ wi ∩ bi = ei = e ∩ wi ∈ Ce
for each i, and
560 Automorphism groups 387L

r
X r
X
µ̄(c ∩ e) = µ̄(c ∩ ei ) = µ̄(c ∩ wi ∩ ei )
i=0 i=0
Xr
1 1
= µ̄(c ∩ wi ) = µ̄c
k k
i=0

for every c ∈ C. So e has all the properties required. Q

Q
(ii) Let E0 ⊆ D be a maximal disjoint family, and set m = #(E0 ), a = 1 \ sup E0 . Then
P m
µ̄(a ∩ c) = µ̄c − e∈E0 µ̄(c ∩ e) = (1 − )µ̄c
k

for every c ∈ C, while a does not include any member of D. By (i), 1 − m r+1
k ≤ k , that is, m ≥ k − r − 1.
1
Applying (a) repeatedly, with w = 1 and δ = k , we can find disjoint d0 , . . . , dk−m−1 ⊆ a such that
µ̄(c ∩ di ) = k1 µ̄c for every c ∈ C and i < k − m. So if we set E = E0 ∪ {di : i < k − m} we shall have a
partition of unity with the properties required.

387M Lemma Let (A, µ̄) be a totally finite measure algebra and π : A → A an aperiodic measure-
preserving automorphism. Write C for the closed subalgebra {c : πc = c}. Suppose that φ is a member of
the full subgroup Gπ of Aut A generated by π with a finite dyadic cycle system hdmi im≤n,i<2m , and that
a ∈ A and ² > 0. Then there is a ψ ∈ Gπ such that
(i) ψ has a dyadic cycle system hd0mi im≤k,i<2m , with k ≥ n and d0mi = dmi for m ≤ n, i < 2m ;
(ii) ψd = φd if d ∩ dn0 = 0;
(iii) there is an a0 in the subalgebra of A generated by C ∪ {d0ki : i < 2k } such that µ̄(a 4 a0 ) ≤ ².
n
proof (a) Take k ≥ n so large that 2k ² ≥ 2n 22 µ̄1. Let D be the subalgebra of the principal ideal
n
Adn1 generated by {dn1 ∩ φ−j a : j < 2n }; then D has atoms b0 , . . . , br where r < 22 . (If n = 0, take
d01 = d00 = 1.) Applying 387L to the closed subalgebra Cdn1 of Adn1 , we can find a partition of unity E of
Adn1 such that
µ̄(e ∩ c) = 2−k µ̄c for every e ∈ E, c ∈ C

E1 = {e : e ∈ E, there is some i ≤ r such that bi ∩ e ∈

/ Ce }
n
has cardinal at most r + 1 ≤ 22 . Of course µ̄e = 2−k for every e ∈ E, so #(E) = 2k−n and µ̄(sup E1 ) ≤
n
2−k 22 ≤ 2−n ². Write e∗ for sup E1 .
n
(b) For e ∈ E set e0 = φ2 −1
e; then {e0 : e ∈ E} is a disjoint family, of cardinal 2k−n ; enumerate it as
hvi ii<2k−n . Note that
n
supi<2k−n vi = φ2 −1
(sup E) = dn0 ,
n
µ̄(vi ∩ c) = µ̄(φ−2 +1
vi ∩ c) = 2−k µ̄c
for every c ∈ C, i < 2k−n . There is therefore a ψ1 ∈ Gπ such that
n n
ψ1 vi = φ−2 +1
vi+1 for i < 2k−n − 1, ψ1 v2k−n −1 = φ−2 +1
v0
(387F). We have
n n
ψ1 dn0 = ψ1 ( sup vi ) = sup ψ1 vi = sup φ−2 +1
vi+1 ∪ φ−2 +1
v0
i<2k−n i<2k−n i<2k−n −1
n n
= sup φ−2 +1
vi = φ−2 +1
dn0 = dn1 = φdn0 .
i<2k−n

So we may define ψ ∈ Gπ by setting

ψd = ψ1 d if d ⊆ dn0 ,
= φd if d ∩ dn0 = 0.
387N Dye’s theorem 561

(c) For each i < 2k−n ,

n n
ψ 2 vi = φ 2 −1
ψ1 vi = vi+1
(identifying v2k−n with v0 ). Moreover, ψ j vi ⊆ dnl whenever i < 2k−n and j ≡ l mod 2n . So hψ j v0 ij<2k is a
partition of unity in A. What this means is that if we set
d0mj = sup{ψ i v0 : i < 2k , i ≡ j mod 2m }
for m ≤ k, then hd0mj im≤k,j<2m is a dyadic cycle system for ψ, with d0mj = dmj if m ≤ n, j < 2m .
(d) Let B be the subalgebra of A generated by C ∪ {d0kj : j < 2k }. Recall the definition of {vi : i < 2k−n }
n
as {φ2 −1 e : e ∈ E}; this implies that
n
{ψvi : i < 2k−n } = {ψ1 vi : i < 2k−n } = {φ−2 +1
vi : i < 2k−n } = E,
so that
{ψ j+1 vi : i < 2k−n } = {φj e : e ∈ E}
for j < 2n , and
B ⊇ {d0kj : j < 2k } = {ψ j vi : i < 2k−n , j < 2n } = {φj e : e ∈ E, j < 2n }.
Set E0 = E \ E1 . For e ∈ E0 and i ≤ r there is a cei ∈ C such that e ∩ bi = e ∩ cei . Set
K = {(i, j) : 1 ≤ i ≤ r, j < 2n , bi ⊆ φ−j a},

a0 = sup{φj e ∩ cei : e ∈ E0 , (i, j) ∈ K}.

Then a0 is a supremum of (finitely many) members of B, so belongs to B. If (i, j) ∈ K and e ∈ E0 , then
φj e ∩ cei = φj (e ∩ cei ) = φj (e ∩ bi ) ⊆ a,
so a0 ⊆ a. Next, dn1 ∩ φ−j (a \ a0 ) ⊆ e∗ for each j < 2n . P
P Set
I = {i : i ≤ r, (i, j) ∈ K} = {i : bi ⊆ φ−j a};
then dn1 ∩ φ−j a = supi∈I bi . Now, for each i ∈ I,
bi = supe∈E (bi ∩ e) ⊆ supe∈E0 (e ∩ cei ) ∪ e∗ ,
so that
dn1 ∩ φ−j a = supi∈I bi ⊆ supe∈E0 ,i∈I (e ∩ cei ) ∪ e∗ = (dn1 ∩ φ−j a0 ) ∪ e∗ . Q
Q
But this means that
µ̄(dn,j+1 ∩ a \ a0 ) = µ̄(dn1 ∩ φ−j (a \ a0 )) ≤ µ̄e∗ ≤ 2−n ²
for every j < 2n (interpreting dn,2n as dn0 , as usual), and
P2n
µ̄(a 4 a0 ) = j=1 µ̄(dnj ∩ a \ a0 ) ≤ ²,
so that the final condition of the lemma is satisfied.

387N Theorem Let (A, µ̄) be a totally finite measure algebra, with Maharam type ω, and π : A → A
an aperiodic measure-preserving automorphism. Then there is a relatively von Neumann transformation
φ : A → A such that φ and π generate the same full subgroups of Aut A.
proof (a) The idea is to construct φ as the limit of a sequence hφn in∈N of weakly von Neumann transforma-
tions such that Gφn = Gπ . Each φn will have a dyadic cycle system hdnmi im∈N,i<2m ; there will be a strictly
increasing sequence hkn in∈N such that
dn+1,m,i = dn,m,i whenever m ≤ kn , i < 2m ,

φn+1 a = φn a whenever a ∩ dn,kn ,0 = 0.

Interpolated between the φn will be a second sequence hψn in∈N in Gπ , with associated (finite) dyadic cycle
systems hd0nmi im≤kn0 ,i<2m .
562 Automorphism groups 387N

(b) Before starting on the inductive construction we must fix on a countable set B ⊆ A which τ -generates
A, and a sequence hbn in∈N in B such that every member of B recurs cofinally often in the sequence. (For
instance, take the sequence of first members of an enumeration of B × N.) As usual, I write C for the closed
subalgebra {c : πc = c}. The induction begins with ψ0 = π, k00 = 0, d0000 = 1. Given ψn ∈ Gπ and its dyadic
cycle system hd0nmi im≤kn0 ,i<2m , use 387K to find a weakly von Neumann transformation φn , with dyadic
cycle system hdnmi im∈N,i<2m , such that Gφn = Gπ , dnmi = d0nmi for m ≤ kn0 and i < 2m , and φn a = ψn a
whenever a ∩ d0n,kn0 ,0 = 0.

(c) Given the weakly von Neumann transformation φn , with its dyadic cycle system hdnmi im∈N,i<2m ,
such that Gφn = Gπ , then we have a partition of unity henj ij∈Z such that πa = φjn a whenever j ∈ Z
and a ⊆ enj (387C(ii)). Take rn such that µ̄ẽn ≤ 2−n , where ẽn = sup|j|>rn enj , and kn > kn0 such that
2−kn (2rn + 1) ≤ 2−n . Set
e∗n = sup|j|≤rn φ−j
n dn,kn ,0 ,

so that µ̄e∗n ≤ 2−n+1 .

Now use 387M to find a ψn+1 ∈ Gπ , with a dyadic cycle system hd0n+1,m,i im≤kn+1 0 ,i<2m , such that
kn+1 ≥ kn , d0n+1,m,i = dnmi if m ≤ kn , ψn+1 a = φn a if a ∩ dn,kn ,0 = 0, and there is a b0n in the algebra
0

generated by C ∪ {d0n+1,m,i : m ≤ kn+1

0
, i < 2m } such that µ̄(bn 4 b0n ) ≤ 2−n . Continue.

(d) The effect of this construction is to ensure that if l < n in N then

dlmi = dnmi whenever m ≤ kl , i < 2m ,

φn a = φl a whenever a ∩ dl,kl ,0 = 0,

b0l belongs to the subalgebra generated by C ∪ {dnmi : m ≤ kn , i < 2m },

and, of course, dn,kn ,0 ⊆ dl,kl ,0 . Since hkn in∈N is strictly increasing, inf n∈N dn,kn ,0 = 0. Now, for each n ∈ N,
dn,kn ,1 = φn dn,kn ,0 = φn+1 dn,kn ,0 ⊇ φn+1 dn+1,kn+1 ,0 = dn+1,kn+1 ,1 ,
so setting
a0 = 1 \ d0,k0 ,0 , an+1 = dn,kn ,0 \ dn+1,kn+1 ,0 for each n,
we have
φ0 a0 = 1 \ d0,k0 ,1 , φn+1 an+1 = dn,kn ,1 \ dn+1,kn+1 ,1 for each n,
and hφn an in∈N is a partition of unity. There is therefore a φ ∈ Aut A defined by setting φa = φn a if a ⊆ an ;
because Gπ is full, φ ∈ Gπ .

(e) If m ≤ n, then am ∩ dn,kn ,0 = 0, so φn a = φm a = φa for every a ⊆ am . Thus φn a = φa for every

a ⊆ supm≤n am = 1 \ dn,kn ,0 . In particular, φdnmi = dn,m,i+1 whenever m ≤ kn , 1 ≤ i < 2m (counting
dn,m,2m as dnm0 , as usual); so that in fact φdnmi = dn,m,i+1 whenever m ≤ kn , i < 2m .
For each n, we have dnmi = d0nmi = dn+1,m,i whenever m ≤ kn and i < 2m . We therefore have a family
hdmi im∈N,i<2m defined by saying that d∗mi = dnmi whenever n ∈ N, m ≤ kn and i < 2m . Now, for any
∗

m ∈ N, there is a kn > m, so that hd∗mi ii<2m = hdnmi ii<2m is a partition of unity; and
d∗mi = dnmi = dn,m+1,i ∪ dn,m+1,i+2m = d∗m+1,i ∪ d∗m+1,i+2m
for each i < 2m . Moreover,
φd∗m,i = φn dnmi = dn,m,i+1 = d∗m,i+1
at least for 1 ≤ i < 2m (counting d∗m,2m as d∗m,0 , as usual), so that in fact φd∗mi = d∗m,i+1 for every i < 2m .
Thus hd∗mi im∈N,i<2m is a dyadic cycle system for φ, and φ is a weakly von Neumann transformation.
Writing B for the closed subalgebra of A generated by C ∪ {d∗mi : m ∈ N, i < 2m }, then

C ∪ {d0nmi : m ≤ kn0 , i < 2m } = C ∪ {dn+1,m,i : m ≤ kn0 , i < 2m }

= C ∪ {d∗mi : m ≤ kn0 , i < 2m } ⊆ B
387O Dye’s theorem 563

for any n ∈ N. So b0n ∈ B for every n. If b ∈ B and ² > 0, there is an n ∈ N such that 2−n ≤ ² and bn = b,
so that µ̄(b 4 b0n ) ≤ ²; as every b0n belongs to B, and B is closed, b ∈ B; as b is arbitrary, and B τ -generates
A, B = A. Thus φ is a von Neumann transformation.
(f ) If n ∈ N and d ∩ e∗n = 0, then φj d = φjn d and φ−j d = φ−j
n d whenever 0 ≤ j ≤ rn . P P Induce on
j. For j = 0 the result is trivial. For the inductive step to j + 1 ≤ rn , note that if d0 ∩ dn,kn ,1 = 0 then
φ−1 0
n d ∩ dn,kn ,0 = 0, so

φ−1 d0 = φ−1 φn (φ−1 0

n d )=φ
−1
φ(φ−1 0 −1 0
n d ) = φn d .

Now we have
φj+1 d = φ(φjn d) = φn (φjn d) = φj+1
n d

because
φjn d ∩ dn,kn ,0 = φjn (d ∩ φ−j
n dn,kn ,0 ) = 0,

while
φ−j−1 d = φ−1 (φ−j −1 −j −j−1
n d) = φn (φn d) = φn d
because
φ−j −j j+1
n d ∩ dn,kn ,1 = φn (d ∩ φn dn,kn ,0 ) = 0. Q
Q
Thus φj d = φjn d whenever |j| ≤ rn .
(g) Finally, Gφ = Gπ . P P I remarked in (d) that φ ∈ Gπ , so that Gφ ⊆ Gπ . To see that π ∈ Gφ , take
any non-zero a ∈ A. Because µ̄(e∗n ∪ ẽn ) ≤ 2−n+1 for each n, there is an n such that a0 = a \ (e∗n ∪ ẽn ) 6= 0.
Now there is some j ∈ Z such that a00 = a0 ∩ enj 6= 0; since a0 ∩ ẽn = 0, |j| ≤ rn . If d ⊆ a00 , then πd = φjn d,
by the definition of enj . But also φjn d = φj d, by (f), because d ∩ e∗n = 0. So πd = φj d for every d ⊆ a00 . As
a is arbitrary, π ∈ Gφ and Gπ ⊆ Gφ . Q Q
This completes the proof.

387O Theorem Let (A1 , µ̄1 ) and (A2 , µ̄2 ) be totally finite measure algebras of countable Maharam
type, and π1 : A1 → A1 , π2 : A2 → A2 measure-preserving automorphisms. For each i, let Ci be the closed
subalgebra {c : c ∈ Ai , πi c = c} and Gπi the full subgroup of Aut Ai generated by πi . If (A1 , µ̄1 , C1 ) and
(A2 , µ̄2 , C2 ) are isomorphic, so are (A1 , µ̄1 , Gπ1 ) and (A2 , µ̄2 , Gπ2 ).
proof (a) It is enough to consider the case in which (A1 , µ̄1 , C1 ) and (A2 , µ̄2 , C2 ) are actually equal; I
therefore delete the subscripts and speak of a structure (A, µ̄, C), with two automorphisms π1 , π2 of A both
with fixed-point subalgebra C.
(b) Suppose first that A is relatively atomless over C, that is, that both the πi are aperiodic (385E). In
this case, 387N tells us that there are von Neumann transformations φ1 and φ2 of A such that Gπ1 = Gφ1 and
P Let hdmi im∈N,i<2m and hd0mi im∈N,i<2m be dyadic
Gπ2 = Gφ2 . But (A, µ̄, φ1 ) and (A, µ̄, φ2 ) are isomorphic. P
cycle systems for φ1 , φ2 respectively such that C ∪ {dmi : m ∈ N, i < 2m } and C ∪ {d0mi : m ∈ N, i < 2m }
both τ -generate A.
Writing B1 , B2 for the subalgebras of A generated by C ∪ {dmi : m ∈ N, i < 2m } and C ∪ {d0mi : m ∈
N, i < 2m } respectively, it is easy to see that these algebras are isomorphic: we just set θ0 c = c for c ∈ C,
θ0 dmi = d0mi for i < 2m to obtain a measure-preserving isomorphism θ0 : B1 → B2 . Because these are
topologically dense subalgebras of A, there is a unique extension of θ0 to a measure-preserving automorphism
θ : A → A (324O). Next, we see that
θφ1 θ−1 c = c = φ2 c for every c ∈ C,

θφ1 θ−1 d0mi = θφ1 dmi = θdm,i+1 = d0m,i+1 = φ2 d0m,i+1

for m ∈ N, i < 2m (as usual, taking dm,2m to be dm0 and d0m,2m to be d0m0 ). But this means that
θφ1 θ−1 b = φ2 b for every b ∈ B2 , so (again because B2 is dense in A) θφ1 θ−1 = φ2 . Thus θ is an isomorphism
between (A, µ̄, φ1 ) and (A, µ̄, φ2 ). Q
Q
Of course θ is now also an isomorphism between (A, µ̄, Gφ1 ) = (A, µ̄, Gπ1 ) and (A, µ̄, Gφ2 ) = (A, µ̄, Gπ2 ).
564 Automorphism groups 387O

(c) Next, consider the case in which π1 is periodic, with period n, for some n ≥ 1. In this case π2 ∈ Gπ1 .
PP Let (d0 , . . . , dn−1 ) be a partition of unity in A such that π1 di = di+1 for i < n − 1 and π1 dn−1 = d0
(385B). If d ⊆ dj , then c = supi<n π1i d ∈ C and d = dj ∩ c; so any member of A is of the form supj<n dj ∩ cj
for some family c0 , . . . , cn−1 in C.
If a ∈ A \ {0}, take i, j < n such that a0 = a ∩ di ∩ π2−1 dj 6= 0. Then any d ⊆ a0 is of the form
di ∩ c1 = π2−1 (dj ∩ c2 ) = c2 ∩ π2−1 dj
for some c1 , c2 ∈ C; setting c = c1 ∩ c2 , we have
d = di ∩ c, π2 d = dj ∩ c = π1j−i d.
As a is arbitrary, this shows that π2 ∈ Gπ1 . Q
Q
Now supn∈Z π2n d0 belongs to C and includes d0 , so must be 1. Finally, if we look at the two induced
automorphisms (π1 )d0 , (π2 )d0 on Ad0 , they must both be the identity, by 387Eb, because every element of
Ad0 is of the form d0 ∩ c for some c ∈ C. So 387J tells us that Gπ1 = Gπ2 .
(d) For the general case, we see from 385C that there is a partition of unity hci i1≤i≤ω in C such that
π1 ¹ Acω is aperiodic and if i is finite and ci 6= 0 then π1 ¹ Aci is periodic with period i. For each i, let Hi be
{φ¹ Aci : φ ∈ Gπ1 }; then Hi is a full subgroup of Aut Aci , and
Gπ1 = {φ : φ ∈ Aut A, φ¹ Aci ∈ Hi whenever 1 ≤ i ≤ ω}.
Similarly, writing Hi0 = {φ¹ Aci : φ ∈ Gπ2 },
Gπ2 = {φ : φ ∈ Aut A, φ¹ Aci ∈ Hi0 whenever 1 ≤ i ≤ ω}.
Note also that Hi , Hi0 are the full subgroups of Aut Aci generated by π1 ¹ Aci , π2 ¹ Aci respectively. By (b)
and (c), Hi = Hi0 for finite i, while there is a measure-preserving automorphism θ : Acω → Acω such that
θHω θ−1 = Hω0 . Now we can define a measure-preserving automorphism θ1 : A → A by setting θ1 a = θa
if a ⊆ cω , θ1 a = a if a ∩ cω = 0, and we shall have θ1 Gπ1 θ1−1 = Gπ2 . Thus (A, µ̄, Gπ1 ) and (A, µ̄, Gπ2 ) are
isomorphic, as claimed.

387X Basic exercises > (a) Let (X, Σ, µ) be a localizable measure space, with measure algebra (A, µ̄).
Suppose that π and φ are automorphisms of A, and that π is represented (in the sense of 343A) by a
measure space automorphism f : X → X. Show that the following are equiveridical: (i) φ belongs to
the full subgroup of Aut A generated by π; (ii) there is a function g : X → X, representing φ, such that
g(x) ∈ {f n (x) : n ∈ Z} for every x ∈ X; (iii) there is a measure space automorphism g : X → X, representing
φ, such that {g n (x) : n ∈ Z} ⊆ {f n (x) : n ∈ Z} for every x ∈ X.

(b) Let (X, Σ, µ) be a totally finite measure space, with measure algebra (A, µ̄); let f : X → X be a
measure space isomorphism, and π : A → A the corresponding measure-preserving automorphism. Take
E ∈ Σ and b = E • ∈ A; let πb : Ab → Ab be the corresponding induced automorphism, as in 387E. (i)
Set E1 = {x : x ∈ E, ∃ n ≥ 1, f n (x) ∈ E}; show that µ(E \ E1 ) = 0, so that E1• = b. (ii) For x ∈ E1
set nx = min{n : n ≥ 1, f nx (x) ∈ E}, gE (x) = f nx (x). Show that gE : E1 → E induces πb : Ab → Ab .
(iii) Show that there is a measurable set G ⊆ E1 such that E1T\ G is S negligible and gE ¹G = gG is an
automorphism for the induced measure on G. (Hint: try G = E ∩ n∈N m,r≥n f m [E] ∩ f −r [E].) (iv) Show
n
that, in (iii), {gG (x) : n ∈ Z} = G ∩ {f n (x) : n ∈ Z} for every x ∈ G. (v) Find an expression of 387Ec in
this language.

(c) Let (A, µ̄) be a totally finite measure algebra, and π : A → A a measure-preserving automorphism.
Let us say that a pseudo-cycle for π is a partition of unity hai ii<n , where n ≥ 1, such that πai = ai+1 for
i < n − 1 (so that πan−1 = a0 ). (i) Show that if we have pseudo-cycles hai ii<n and hbj ij<m , where m is a
multiple of n, then we have a pseudo-cycle hcj ij<m with c0 ⊆ a0 , so that ai = sup{cj : j < m, j ≡ i mod
n} for every i < n. (ii) Show that π is weakly von Neumann iff it has a pseudo-cycle of length 2n for any
n ∈ N.

(d) Let (A1 , µ̄1 ) and (A2 , µ̄2 ) be probability algebras, and π1 : A1 → A2 and π2 : A2 → A2 measure-
preserving von Neumann automorphisms. Show that there is a measure-preserving Boolean isomorphism
θ : A1 → A2 such that π2 = θπ2 θ−1 .
387 Notes Dye’s theorem 565

(e) Let (A, µ̄) be an atomless probability algebra of countable Maharam type, and Autµ̄ A the group of
measure-preserving Boolean automorphisms of A. Let π ∈ Autµ̄ A be a von Neumann transformation. (i)
Show that for any ultrafilter F on N there is a φF ∈ Autµ̄ A defined by the formula φF (a) = limn→F π n a for
every a ∈ A, the limit being taken in the measure-algebra topology. (ii) Show that {φF : F is an ultrafilter
on N} is a subgroup of Autµ̄ A homeomorphic to ZN 2 . (Hint: 387H.)

(f ) Let A be a Boolean algebra and π : A → A a weakly von Neumann automorphism. Show that π n is
a weakly von Neumann automorphism for every n ∈ Z \ {0}. (Hint: consider n = 2, n = −1, odd n ≥ 3
separately. The formula of 387H may be useful.)

(g) Let A be a Boolean algebra and π : A → A a von Neumann automorphism. (i) Show that π is ergodic
(in the sense that its fixed-point algebra is trivial) but π 2 is not ergodic. (ii) Show that π 2 is relatively von
Neumann. (iii) Show that π n is von Neumann for every odd n ∈ Z \ {0}.

387Y Further exercises (a) Let A be a Dedekind complete Boolean algebra and G a semigroup of
order-continuous Boolean homomorphisms from A to itself. Let us say that G is full if whenever φ : A → A
is an order-continuous Boolean homomorphism, and there is a partition of unity hai ii∈I in A such that for
every i ∈ I there is a πi ∈ G such that φa = πi a for every a ⊆ ai , then φ ∈ G. Show that if φ and π
are order-continuous Boolean homomorphisms from A to itself, then the following are equiveridical: (i) φ
belongs to the full semigroup generated by φ; (ii) for every non-zero a ∈ A there are a non-zero b ⊆ a and an
n ∈ N such that φd = π n d for every d ⊆ b; (iii) there is a partition of unity han in∈N in A such that φa = π n a
for every n ∈ N, a ⊆ an .

(b) Let A be a Dedekind complete Boolean algebra and Z its Stone space. Let π, φ : A → A be
Boolean automorphisms, and f , g : Z → Z the corresponding homeomorphisms. Show that the following
/ {f n (z) : n ∈ Z}}
are equiveridical: (i) φ belongs to the full subgroup of Aut A generated by π; (ii) {z : g(z) ∈
n n
is nowhere dense in Z; (iii) {z : {g (z) : n ∈ Z} 6⊆ {f (z) : n ∈ Z}} is nowhere dense in Z.

(c) Let X be a set, Σ a σ-algebra of subsets of X, and I a σ-ideal of Σ such that the quotient algebra
A = Σ/I is Dedekind complete and there is a countable subset of Σ separating the points of X. Suppose
that f and g are automorphisms of the structure (X, Σ, I) inducing π, φ ∈ Aut A. Show that the following
/ {g n (x) :
are equiveridical: (i) φ belongs to the full subgroup of Aut A generated by π; (ii) {x : x ∈ X, f (x) ∈
n n
n ∈ Z}} ∈ I; (iii) {x : x ∈ X, {f (x) : n ∈ Z} 6⊆ {g (x) : n ∈ Z}} ∈ I.

(d) Let (A, µ̄) be a totally finite measure algebra and π : A → A a relatively von Neumann transformation.
Show that π is aperiodic and has zero entropy.

(e) Let (A1 , µ̄1 ) and (A2 , µ̄2 ) be atomless probability algebras, and (A, µ̄) their probability algebra free
product. Let π1 : A1 → A1 be a measure-preserving von Neumann automorphism and π2 : A2 → A2 a
mixing measure-preserving automorphism. Let π : A → A be the measure-preserving automorphism such
that π(a1 ⊗ a2 ) = π1 (a1 ) ⊗ π2 (a2 ) for all a1 ∈ A1 , a2 ∈ A2 . Show that π is an ergodic weakly von Neumann
automorphism which is not a relatively von Neumann automorphism.

(f ) Let µ be Lebesgue measure on [0, 1]2 , and (A, µ̄) its measure algebra; let C be the closed subalgebra of
elements expressible as (E × [0, 1])• , where E ⊆ [0, 1] is measurable. Suppose that π : A → A is a measure-
preserving automorphism such that C = {c : πc = c}. Show that there is a family hfx ix∈[0,1] of ergodic
measure space automorphisms of [0, 1] such that (x, y) 7→ (x, fx (y)) is a measure space automorphism of
[0, 1]2 representing π.

387 Notes and comments Dye’s theorem (Dye 59) is actually Theorem 387O in the case in which π1 , π2
are ergodic, that is, in which C1 and C2 are both trivial. I take the trouble to give the generalized form here
(a simplified version of that in Krieger 76) because it seems a natural target, once we have a classification
of the relevant structures (A, µ̄, C) (333R). The essential mathematical ideas are the same in both cases.
You can find the special case worked out in Hajian Ito & Kakutani 75, from which I have taken the
argument used here; and you may find it useful to go through the version above, to check what kind of
566 Automorphism groups 387 Notes

simplifications arise if each C is taken to be {0, 1}. Essentially the difference will be that every ‘aperiodic’
turns into ‘ergodic’ (with an occasional ‘atomless’ thrown in) and ‘331B’ turns into ‘331C’. As far as I know,
there is no simplification available in the structure of the argument; of course the details become a bit easier,
but with the possible exception of 387L-387M I think there is little difference.
Of course modifying a general argument to give a simpler proof of a special case is a standard exercise in
this kind of mathematics. What is much more interesting is the reverse process. What kinds of theorem about
ergodic automorphisms will in fact be true of all automorphisms? A variety of very powerful approaches
to such questions have been developed in the last half-century, and I hope to describe some of the ideas in
Volumes 4 and 5. The methods used in this section are relatively straightforward and do not require any
deep theoretical underpinning beyond Maharam’s lemma 331B. But an alternative approach can be found
using 387Yf: in effect (at least for the Lebesgue measure algebra) any measure-preserving automorphism can
be disintegrated into ergodic measure space automorphisms (the fibre maps fx of 387Yf). It is sometimes
possible to guess which theorems about ergodic transformations are ‘uniformisable’ in the sense that they can
be applied to such a family hfx ix∈[0,1] , in a systematic way, to provide a structure which can be interpreted
on the product measure. The details tend to be complex, which is one of the reasons why I do not attempt
to work through them here; but such disintegrations can be a most valuable aid to intuition.
Dye’s theorem itself is less significant than many results which I have omitted; I include it partly because
it is relatively easy and partly because some of the ideas on the way are very important indeed. In particular,
the concept of ‘recurrence’ is vital. I have already offered a couple of relevant exercises (382Yc-382Yd). The
fundamental lemmas introduced in this section are 387E and 387F.
In this section I use von Neumann transformations as an auxiliary tool: the point is, first, that two von
Neumann transformations are isomorphic – that is, the von Neumann transformations on a given totally
finite measure algebra (A, µ̄) (necessarily isomorphic to the Lebesgue measure algebra, since we must have A
atomless and τ (A) = ω) form a conjugacy class in the group Autµ̄ A of measure-preserving automorphisms;
and next, that for any ergodic measure-preserving automorphism π (on an atomless totally finite algebra
of countable Maharam type) there is a von Neumann transformation φ such that Gπ = Gφ (387N). But
I think they are remarkable in themselves. A (weakly) von Neumann transformation has a ‘pseudo-cycle’
(387Xc) for every power of 2. For some purposes, existence is all we need to know; but in the arguments of
387K-387N we need to keep track of named pseudo-cycles in what I call ‘dyadic cycle systems’ (387G).
In this volume I have systematically preferred arguments which deal directly with measure algebras,
rather than with measure spaces. I believe that such arguments can have a simplicity and clarity which
repays the extra effort of dealing with more abstract structures. But undoubtedly it is necessary, if you are
to have any hope of going farther in the subject, to develop methods of transferring intuitions and theorems
between the two contexts. I offer 387Xb as an example. The description there of ‘induced automorphism’
requires a certain amount of manoeuvering around negligible sets, but in 387Xb(iv) gives a valuably graphic
description. In the same way, 387C, 387Xa and 387Yb provide alternative ways of looking at full subgroups.
There are contexts in which it is useful to know whether an element of the full subgroup generated by π
actually belongs to the full semigroup generated by π (387Ya); for instance, this happens in 387F.
391C Kelley’s theorem 567

Chapter 39
Measurable algebras
In the final chapter of this volume, I present results connected with the following question: which algebras
can appear as the underlying Boolean algebras of measure algebras? Put in this form, there is a trivial answer
(391A). The proper question is rather: which algebras can appear as the underlying Boolean algebras of
semi-finite measure algebras? This is easily reducible to the question: which algebras can appear as the
underlying Boolean algebras of probability algebras? Now in one sense Maharam’s theorem (§332) gives us
the answer exactly: they are the countable simple products of the measure algebras of {0, 1}κ for cardinals
κ. But if we approach from another direction, things are more interesting. Probability algebras share a very
large number of very special properties. Can we find a selection of these properties which will be sufficient
to force an abstract Boolean algebra to be a probability algebra when endowed with a suitable functional?
No fully satisfying answer to this question is known. But in exploring the possibilities we encounter
some interesting and important ideas. In §391 I discuss algebras which have strictly positive additive real-
valued functionals; for such algebras, weak (σ, ∞)-distributivity is necessary and sufficient for the existence
of a measure; so we are led to look for conditions sufficient to ensure that there is a strictly positive
additive functional. A slightly different approach lies through the concept of ‘submeasure’. Submeasures
arise naturally in the theories of topological Boolean algebras, topological Riesz spaces and vector measures
(see the second half of §393), and on any given algebra there is a strictly positive ‘uniformly exhaustive’
submeasure iff there is a strictly positive additive functional; this is the Kalton-Roberts theorem (392F). It
is unknown whether the word ‘uniformly’ can be dropped; this is one of the forms of the Control Measure
Problem, which I investigate at length in §393. In §394, I look at a characterization in terms of the special
properties which the automorphism group of a measure algebra must have (Kawada’s theorem, 394Q). §395
complements the previous section by looking briefly at the subgroups of an automorphism group Aut A
which can appear as groups of measure-preserving automorphisms.

391 Kelley’s theorem

In this section I introduce the notion of ‘measurable algebra’ (391B), which will be the subject of the
whole chapter once the trivial construction of 391A has been dealt with. I show that for weakly (σ, ∞)-
distributive algebras countable additivity can be left to look after itself, and all we need to find is a strictly
positive finitely additive functional (391D). I give Kelley’s criterion for the existence of such a functional
(391H-391J), and a version of Gaifman’s example of a ccc Boolean algebra without such a functional (391N).

391A Proposition Let A be any Dedekind σ-complete Boolean algebra. Then there is a function
µ̄ : A → [0, ∞] such that (A, µ̄) is a measure algebra.
proof Set µ̄0 = 0, µ̄a = ∞ for a ∈ A \ {0}.

391B Definition I will call a Boolean algebra A measurable if there is a functional µ̄ : A → [0, ∞[
such that (A, µ̄) is a totally finite measure algebra.
In this case, if µ̄ 6= 0, then it has a scalar multiple with total mass 1. So a Boolean algebra A is measurable
iff either it is {0} or there is a functional µ̄ such that (A, µ̄) is a probability algebra.

391C Proposition Let A be a Boolean algebra.

(a) The following are equiveridical: (i) there is a functional µ̄ : A → [0, ∞] such that (A, µ̄) is a semi-finite
measure algebra; (ii) A is Dedekind σ-complete and {a : a ∈ A, Aa is measurable} is order-dense in A,
writing Aa for the principal ideal generated by a.
(b) The following are equiveridical: (i) there is a functional µ̄ : A → [0, ∞] such that (A, µ̄) is a localizable
measure algebra; (ii) A is Dedekind complete and {a : a ∈ A, Aa is measurable} is order-dense in A.
proof (a) (i)⇒(ii): if (A, µ̄) is a semi-finite measure algebra, then Af = {a : µ̄a < ∞} is order-dense in A
and Aa is measurable for every a ∈ Af .
568 Measurable algebras 391C

(ii)⇒(i): setting D = {a : a ∈ A, Aa is measurable}, D is order-dense, so there is a partition of unity

C ⊆P D (313K). For each c ∈ C, choose µ̄c such that (Ac , µ̄c ) is a totally finite measure algebra. Set
µ̄a = c∈C µ̄c (a ∩ c) for every a ∈ A; then it is easy to check that (A, µ̄) is a semi-finite measure algebra.
(b) Follows immediately.

391D Theorem Let A be a Boolean algebra. Then the following are equiveridical:
(i) A is measurable;
(ii) A is Dedekind σ-complete and weakly (σ, ∞)-distributive, and there is a strictly positive finitely
additive functional ν : A → [0, ∞[.
Remark An additive functional ν on a Boolean algebra A is strictly positive if νa > 0 for every non-zero
a ∈ A.
proof (i)⇒(ii) Put the definition together with 322C(b)-(c) (for Dedekind completeness) and 322F (for
weak (σ, ∞)-distributivity).
(ii)⇒(i) Given that (ii) is satisfied, let µ̄ be the completely additive part of ν, as defined in 326Yq: that
is,
µ̄a = inf{supd∈D νd : D is a non-empty upwards-directed set with supremum a}
for every a ∈ A. Then (A, µ̄) is a totally finite measure algebra.
P α) Of course 0 ≤ µ̄a ≤ ν1 for every a ∈ A, so µ̄ is a function from A to [0, ∞[.
P(α
β ) Suppose that han in∈N is a disjoint sequence in A with supremum a. Let ² > 0. For each n,
(β
choose an upwards-directed set Dn , with supremum an , such that supd∈Dn νd ≤ µ̄an + 2−n ²; choose an
upwards-directed set D, with supremum a, such that supd∈D νd ≤ µ̄a + ².
Set
D∗ = {supi≤n di : n ∈ N, di ∈ Di for every i ≤ n}.
Then D∗ is upwards-directed, d ⊆ a for every d ∈ D∗ , and any upper bound for D∗ must be an upper bound
for Dn for every n, so sup D∗ = a. This means that

µ̄a ≤ sup νd = sup{ν(sup di ) : di ∈ Di for i ≤ n}

d∈D ∗ i≤n
n
X
= sup{ νdi : di ∈ Di for i ≤ n}
i=0
(because di ∩ dj ⊆ ai ∩ aj = 0 if i 6= j, di ∈ Di , dj ∈ Dj )
X∞ X∞ ∞
X
−i
= sup νd ≤ µ̄ai + 2 ² = 2² + µ̄ai .
i=0 d∈Di i=0 i=0

Next, set Dn0 = {an ∩ d : d ∈ D} for each n. Then Dn0 is upwards-directed and has supremum an ∩ a = an
(313Ba), so
P∞ P∞ Pn
i=0 µ̄ai ≤ i=0 supd∈Di0 νd = sup{ i=0 ν(di ∩ ai ) : n ∈ N, di ∈ D for i ≤ n}.

But, given n ∈ N and di ∈ D for i ≤ n, there is a d ∈ D such that supi≤n di ⊆ d (because D is upwards-
directed), so that (because a0 , . . . , an are disjoint)
Pn
i=0 ν(di ∩ ai ) ≤ νd ≤ µ̄a + ².
P∞
Accordingly i=0 µ̄aP i ≤ µ̄a + ².
∞
As ² is arbitrary, i=0 µ̄ai = µ̄a; as han in∈N is arbitrary, µ̄ is countably additive.
(γγ ) Now suppose that a ∈ A and µ̄a = 0. Then for every n ∈ N there is an upwards-directed set
Dn , with supremum a, such that νd ≤ 2−n for every d ∈ Dn . Set Bn = {a \ d : d ∈ Dn }, so that each
Bn is downwards-directed and has infimum 0 (313A). Because A is weakly (σ, ∞)-distributive, there is a
391E Kelley’s theorem 569

set B ⊆ A, also with infimum 0, such that for every b ∈ B, n ∈ N there is a b0 ∈ Bn with b0 ⊆ b. If
B = ∅ then A = {0} and surely a = 0. Otherwise, set D = {a \ b : b ∈ B}. Then D is upwards-directed
and has supremum a. But if d ∈ D, then for every n ∈ N there is a b0 ∈ Bn such that b0 ⊆ a \ d, that is,
d ⊆ a \ b0 ∈ Dn , and νd ≤ 2−n . Accordingly νd = 0; but we are supposing that ν is strictly positive, so this
means that D = {0} and a must be 0.
This shows that µ̄ is strictly positive.
(δδ ) Thus µ̄ is a strictly positive countably additive functional; as we are also assuming that A is
Dedekind σ-complete, (A, µ̄) is a totally finite measure algebra. Q
Q
Accordingly A is measurable.

391E Thus we are led naturally to the question: which Boolean algebras carry strictly positive finitely
additive functionals? The Hahn-Banach theorem, suitably applied, gives some sort of answer to this question.
For the sake of applications later on, I give two general results on the existence of additive functionals related
to given functionals.
Theorem Let A be a Boolean algebra, not {0}, and φ : A → [0, 1] a functional. Then the following are
equiveridical:
(i) there is a finitely additive functional ν : A → [0, 1] such
P that ν1 = 1 and νa ≤ φa for every a ∈ A;
(ii) whenever hai iPi∈I is a finite indexed family in A, and i∈I χai ≥ mχ1 in S = S(A) (definition: 361A),
where m ∈ N, then i∈I φai ≥ m.
proof (a)(i)⇒(ii) If ν : A → [0, 1] is a finitely additive functional such that ν1 = 1 and νa ≤ φa for every
a ∈ A, let h : S →
P R be the positive linear functional corresponding to ν (361G). Now if hai ii∈I is a finite
family in A and i∈I χai ≥ mχ1, then
X X X
φai ≤ νai = h(χai )
i∈I i∈I i∈I
X
= h( χai ) ≥ h(mχ1) = m.
i∈I

As hai ii∈I is arbitrary, (ii) is true.

(b)(ii)⇒(i) Now suppose that φ satisfies (ii). For u ∈ S, set
Pn Pn
p(u) = inf{ i=0 αi φai : a0 , . . . , an ∈ A, α0 , . . . , αn ≥ 0, i=0 αi χai ≥ u}.
Then it is easy to check that p(u + v) ≤ p(u) + p(v) for all u, v ∈ S, and that p(αu) = αp(u) for Pall u ∈ S,
n
α ≥P
0. Also p(χ1) ≥ 1. P P?? If not, there are a0 , . . . , an ∈ A and α0 , . . . , αn ≥ 0 such that χ1 ≤ i=0 αi χai
n
but i=0 αi φai < 1. Increasing each αi slightly if necessary, we may suppose that every αi is rational; let
m ≥ 1 and k0 , . . . , kn ∈ N be such that αi = ki /m for each i ≤ n.
Set K = {(i, j) : 0 ≤ i ≤ n, 1 ≤ j ≤ ki }, and for (i, j) ∈ K set aij = ai . Then
P Pn Pn
(i,j)∈K χaij = i=0 ki χai = m i=0 αi χai ≥ mχ1,

but
P Pn Pn
(i,j)∈K φaij = i=0 ki φai = m i=0 αi φai < m,
which is supposed to be impossible. X
XQQ
By the Hahn-Banach theorem, in the form 3A5Aa, there is a linear functional h : S → R such that
h(χ1) = p(χ1) ≥ 1 and h(u) ≤ p(u) for every u ∈ S. In particular, h(χa) ≤ φb whenever a ⊆ b ∈ A. Set
νa = h(χa) for a ∈ A; then ν : A → [0, ∞[ is an additive functional, ν1 ≥ 1 and νa ≤ φb whenever a ⊆ b
in A. We do not know whether ν is positive, but if we define ν + as in 362Ab, we shall have a non-negative
additive functional such that
ν + a = supb ⊆ a νb ≤ φa
for every a ∈ A, and
1 ≤ ν1 ≤ ν + 1 ≤ φ1 = 1,
so ν + witnesses that (i) is true.
570 Measurable algebras 391F

391F Theorem Let A be a Boolean algebra, not {0}, and ψ : A → [0, 1] a functional, where A ⊆ A.
Then the following are equiveridical:
(i) there is a non-negative finitely additive functional ν : A → [0, 1] such that ν1 = 1 and νa ≥ ψa for
every a ∈ A; P
(ii) whenever hai ii∈I is a finite indexed family in A, there is a set J ⊆ I such that #(J) ≥ i∈I ψai and
inf i∈J ai 6= 0.
Remark In (ii) here, we may have to interpret the infimum of the empty set in A as 1.
proof We apply 391E to the functional φ, where φa = 1 − ψ(1 \ a) for a ∈ A.
(a) If ν : A → [0, 1] is a non-negative finitely additive functional such that ν1 = 1, then
νa ≥ ψa ⇐⇒ 1 − νa ≤ 1 − ψa ⇐⇒ ν(1 \ a) ≤ φ(1 \ a).
So (i) here is true of ψ iff 391E(i) is true of φ.
P
(b)PSuppose that (ii) here is true of ψ, and that hai ii∈I is a finite family in A such that i∈I χai ≥ mχ1,
while i∈I φai = β. Then
P P
i∈I ψ(1 \ ai ) = i∈I (1 − φai ) = #(I) − β,

so there is a set J ⊆ I such that #(J) ≥ #(I) − β and inf i∈J (1 \ ai ) = c 6= 0. Now c ∩ ai = 0 for i ∈ J, so
P P
mχc ≤ i∈I χ(ai ∩ c) = i∈I\J χ(ai ∩ c) ≤ #(I \ J)χc
and m ≤ #(I) − #(J) ≤ β. As hai ii∈I is arbitrary, 391E(ii) is true of φ.
(c) Suppose that 391E(ii) is true of φ, and that hai ii∈I is a finite family in A. Set
P P
β = i∈I φ(1 \ ai ) = #(I) − i∈I ψai
P P
and
P let k be the least integer greater than β. Since i∈I φ(1 \ ai ) < k, i∈I χ(1 \ ai ) 6≥ kχ1, that is,
i∈I χa i ≤
6 (#(I) − k)χ1. But this means that there must be some J ⊆ I such that #(J) > #(I) − k and
inf i∈J ai 6= 0. Now
P
i∈I ψai = #(I) − β ≤ #(I) − (k − 1) ≤ #(J).

As hai ii∈I is arbitrary, (ii) here is true of ψ.

(d) Since we know that 391E(i) ⇐⇒ 391E(ii), we can conclude that (i) and (ii) here are equivalent.

391G Corollary Let A be a Boolean algebra, B a subalgebra of A, and ν0 : B → R a non-negative

finitely additive functional. Then there is a non-negative finitely additive functional ν : A → R extending
ν0 .
proof (a) Suppose first that ν0 1 = 1. Set ψb = ν0 b for every b ∈ B. Then ψ must satisfy the condition (ii)
of 391F when regarded as a functional defined on a subset of B; but this means that it satisfies the same
condition when regarded as a functional defined on a subset of A. So there is a non-negative finitely additive
functional ν : A → R such that ν1 = 1 and νb ≥ ν0 b for every b ∈ B. In this case
νb = 1 − ν(1 \ b) ≤ 1 − ν0 (1 \ b) = ν0 b ≤ νb
for every b ∈ B, so ν extends ν0 .
(b) For the general case, if ν0 1 = 0 then ν0 must be the zero functional on B, so we can take ν to be the
zero functional on A; and if ν0 1 = γ > 0, we apply (a) to γ −1 ν0 .

391H Definition Let A be a Boolean algebra, and A ⊆ A \ {0} any non-empty set. The intersection
number of A is the largest δ ≥ 0 such that whenever hai ii∈I is a finite family in A, with I 6= ∅, there is a
J ⊆ I such that #(J) ≥ δ#(I) and inf i∈J ai 6= 0.
Remarks (a) It is essential to note that in the definition above the hai ii∈I are indexed families, with
repetitions allowed; see 391Xh.
(b) I spoke perhaps rather glibly of ‘the largest δ such that . . . ’; you may prefer to write
391N Kelley’s theorem 571

#(J)
δ = inf{sup∅6=J⊆{0,... ,n},inf j∈J aj 6=0 : a0 , . . . , an ∈ A}.
n+1

391I Proposition Let A be a Boolean algebra and A ⊆ A \ {0} any non-empty set. Write C for the set
of non-negative finitely additive functionals ν : A → [0, 1] such that ν1 = 1. Then the intersection number
of A is precisely maxν∈C inf a∈A νa.
proof Write δ for the intersection number of A, and δ 0 for supν∈C inf a∈A νa.
(a) For any γ < δ 0 , we can find a ν ∈ C such that νa ≥ γ for every a ∈ A. So if we set ψa = γ for every
a ∈ A, ψ satisfies condition (i) of 391F. But this means that if hai ii∈I is any finite family in A, there must
be a J ⊆ I such that inf i∈J ai 6= 0 and #(J) ≥ γ#(I). Accordingly γ ≤ δ; as γ is arbitrary, δ 0 ≤ δ.
(b) Define ψ : A → [0, 1] by setting ψa = δ for every a ∈ A. If hai ii∈I isP a finite indexed family in A,
there is a J ⊆ I such that #(J) ≥ δ#(I) and inf i∈J ai 6= 0; but δ#(I) = i∈I ψai , so this means that
condition (ii) of 391F is satisfied. So there is a ν ∈ C such that νa ≥ δ for every a ∈ A; and ν witnesses not
only that δ 0 ≥ δ, but that the supremum is a maximum.

391J Theorem Let A be a Boolean algebra. Then the following are equiveridical:
(i) there is a strictly positive finitely additive functional on A;
(ii) either A = {0} or A\{0} is expressible as a countable union of sets with non-zero intersection numbers.
proof (i)⇒(ii) If there is a strictly positive finitely additive functional ν on A, and A 6= {0}, set An =
1
{a : νa ≥ 2−n ν1} for every n ∈ N; then (applying S 391I to the functional ν1 ν) we see that every An has
−n
intersection number at least 2 , while A \ {0} = n∈N An because ν is strictly positive, so (ii) is satisfied.
S
(ii)⇒(i) If A \ {0} is expressible as n∈N An , where each An has intersection number δn > 0, then for
each nPchoose a finitely additive functional νn on A such that νn 1 = 1, νn a ≥ δn for every a ∈ An . Setting
∞
νa = n=0 2−n νn a for every a ∈ A, ν is a strictly positive additive functional on A, and (i) is true.

391K Corollary Let A be a Boolean algebra. Then A is measurable iff it is Dedekind σ-complete and
weakly (σ, ∞)-distributive and either A = {0} or A \ {0} is expressible as a countable union of sets with
non-zero intersection numbers.
proof Put 391D and 391J together.

391L 391J-391K are due to Kelley 59; condition (ii) of 391J is called Kelley’s criterion. It
provides some sort of answer to the question ‘which Boolean algebras carry strictly positive finitely additive
functionals?’, but leaves quite open the possibility that there is some more abstract criterion which is also
necessary and sufficient. It is indeed a non-trivial exercise to find any ccc Boolean algebra which does not
carry a strictly positive finitely additive functional. The first example published seems to have been that of
Gaifman 64; I present this in a modified form, following Comfort & Negrepontis 82. First, a definition:
Definition Let A be a Boolean algebra. A set A ⊆ A is linked if a ∩ b 6= 0 for all a, b ∈ A. A is σ-linked
if A \ {0} is a countable union of linked sets.
Remark ‘σ-linkedness’ is one of a very long list of ‘chain conditions’ which have been studied; there is an
extensive investigation in Comfort & Negrepontis 82. I hope to look at some of them in Volume 5. For
the moment I will introduce them one by one as the occasion arises.

391M Lemma A σ-linked Boolean algebra is ccc.

proof If A is σ-linked, take a sequence hAn in∈N of linked sets with union A \ {0}. Then any disjoint subset
of A can meet each An in at most one element, so must be countable.

391N Example There is a σ-linked Boolean algebra A such that there is no strictly positive finitely
additive real-valued functional defined on A.
572 Measurable algebras 391N

proof (a) Write I for the set of half-open intervals of the form [q, q 0 [ where q, q 0 ∈ Q and q < q 0 . Then
I is countable; enumerate it as hIn in∈N . For each n ∈ N let Jn ⊆ I be a disjoint family of subintervals of
In such that #(Jn ) = (n + 1)2 . Give {0, 1}R its usual product topology, so that it is a compact Hausdorff
space (3A3K); for x ∈ {0, 1}R set Qx = {t : t ∈ R, x(t) = 1}. Now set
T
X = n∈N {x : x ∈ {0, 1}R , #({J : J ∈ Jn , Qx ∩ J 6= ∅}) ≤ n + 1}.
Take A to be the algebra of open-and-closed subsets of X.
(b) I show first that there is no strictly positive finitely additive functional on A. P P?? If there were,
there would be a sequence hAk ik∈N with union A \ {∅} such that every Ak had strictly positive intersection
number (391J). For each t ∈ R, write et = {x : x ∈ X, x(t) = 1}, so that et ∈ A. Note that if we set
xt (t) = 1, xt (s) = 0 for s 6= t, then Qx = {t} so xt ∈ X,S xt ∈ et and et 6= ∅; so there must be some k such
that et ∈ Ak . Set Tk = {t : et ∈ Ak } for each k; then k∈N Tk = R. By Baire’s theorem (3A3G) there is a
k ∈ N such that G = int T k 6= ∅.
Let δ > 0 be the intersection number of Ak . There must be some n ≥ 1/δ such that In ⊆ G. Since
I ⊆ T k , there is for every J ∈ Jn a point tJ ∈ J ∩ Tk , so that etJ ∈ Ak .
Consider the family hetJ iJ∈Jn . Because the intersection number of Ak is δ, there must T be a set K ⊆ Jn ,
2
of cardinal
T at least δ#(J n ) = δ(n + 1) > n + 1, such that inf e
J∈K tJ =
6 ∅, that is, X ∩ J∈K etJ 6= ∅. But
if x ∈ J∈K etJ then Qx contains tJ for every J ∈ K, so
#({J : J ∈ Jn , Qx ∩ J 6= ∅}) ≥ #(K) > n + 1
and x ∈/ X. X
XQQ
Thus A does not satisfy Kelley’s criterion and there is no strictly positive finitely additive functional
defined on A.
(c)(i) Write F for the set of functions f such that dom f is a finite subset of R and f (t) ∈ {0, 1} for
every t ∈ dom f ; for f ∈ F write
Qf = {t : t ∈ dom f , f (t) = 1},

Hf = {x : x ∈ {0, 1}R , x(t) = f (t) for every t ∈ dom f },

cf = X ∩ Hf ∈ A.

(ii) For k ∈ N write Kk for the set of all disjoint finite families K of non-empty half-open intervals with
rational endpoints such that #(K) = k and whenever n ≤ 2k and J ∈ Jn then every member of K is either
included in J or disjoint
S from J. (This allows ∅ to belong to K0 .) For K ∈ Kk let FK be the set of those
f ∈ F such that Qf = K ∩ dom f and Qf ∩ K has just one member for every K ∈ K. Set
AK = {a : a ∈ A, there is some f ∈ FK such that ∅ 6= cf ⊆ a}.
I claim that a ∩ b 6= ∅ for any a, b ∈ AK . P
P There are f , g ∈ FK such that a ⊇ cf 6= ∅, b ⊇ cg 6= ∅. Now if
t ∈ dom f ∩ dom g,
S
f (t) = 1 ⇐⇒ t ∈ K ⇐⇒ g(t) = 1;
that is, f and g agree on dom f ∩dom g, and therefore there is a function h = f ∪g, with domain dom f ∪dom g,
extending both. Of course h ∈ F . Define z ∈ {0, 1}R by setting z(t)S= h(t) if t ∈ dom h, 0 otherwise, so that
Qz = Qh = Qf ∪ Qg and z extends both f and g. Note that Qz ⊆ K, and #(Qz ) ≤ #(Qf ) + #(Qg ) = 2k.
Now we are supposing that cf is non-empty; say x ∈ cf . Then Qx ⊇ Qf , so Qx meets every member of
K. If n ≤ 2k, then
S
{J : J ∈ Jn , Qx ∩ J 6= ∅} ⊇ {J : J ∈ Jn , J ∩ K 6= ∅}
because for K ∈ K, J ∈ Jn either K ⊆ J or K ∩ J = ∅. But this means that
[
#({J : J ∈ Jn , Qz ∩ J 6= ∅}) = #({J : J ∈ Jn , J ∩ K 6= ∅})
≤ #({J : J ∈ Jn , Qx ∩ J 6= ∅}) ≤ n + 1
for every n ≤ 2k; while also
391Yb Kelley’s theorem 573

#({J : J ∈ Jn , Qz ∩ J 6= ∅}) ≤ #(Qz ) ≤ 2k ≤ n + 1

for every n ≥ 2k. So z ∈ X. As z extends both f and g, z ∈ cf ∩ cg ⊆ a ∩ b and a ∩ b 6= ∅. Q
Q
Thus every AK is linked.
(iii) For every non-zero a ∈ A there is some k ∈ N, K ∈ Kk such that a ∈ AK . P P Take any x ∈ a.
Because a is a relatively open subset of X, there is an open G ⊆ {0, 1}R such that a = G ∩ X; now, by the
definition of the topology of {0, 1}R , there is an f ∈ F such that x ∈ Hf ⊆ G, so that ∅ 6= cf ⊆ a.
Set k = #(Qf ). Then
S we can choose a disjoint family hKt it∈Qf in I such that, for each t, Kt ∩dom f = {t}
and, for every J ∈ n≤2k Jn , either Kt ⊆ J or Kt ∩ J = ∅. Set K = {Kt : t ∈ Qf }; then K ∈ Kk , f ∈ FK
and a ∈SAK . Q Q
But k∈N Kk is countable, being a subset of the family of finite sets in the countable set I, so the AK
form a countable family of linked sets covering A \ {0}, and A is σ-linked.

391X Basic exercises For this series of exercises, I will call a Boolean algebra A chargeable if there
is a strictly positive finitely additive functional ν : A → [0, ∞[.

(a) Show that a chargeable Boolean algebra is ccc, so is Dedekind complete iff it is Dedekind σ-complete.

(b) Show (i) that any subalgebra of a chargeable Boolean algebra is chargeable (ii) that a countable
simple product of chargeable Boolean algebras is chargeable (iii) that any free product of chargeable Boolean
algebras is chargeable.

(c) (i) Let A be a Boolean algebra with a chargeable order-dense subalgebra. Show that A is chargeable.
(ii) Show that the Dedekind completion of a chargeable Boolean algebra is chargeable.

(d) (i) Show that the algebra of open-and-closed subsets of {0, 1}I is chargeable for any set I. (ii) Show
that the regular open algebra of R is chargeable.

(e) (i) Show that any principal ideal of a chargeable Boolean algebra is chargeable. (ii) Let A be a
chargeable Boolean algebra and I an order-closed ideal of A. Show that A/I is chargeable.

> (f ) Show that a Boolean algebra is chargeable iff it is isomorphic to a subalgebra of a measurable
algebra. (Hint: if A is a Boolean algebra and ν : A → [0, ∞[ is a strictly positive additive functional, set
ρ(a, b) = ν(a 4 b) for a, b ∈ A. Show that ρ is a metric on A and that the metric completion of A under ρ
is a measurable algebra under the natural operations (cf. 324O).)

(g) Explain how to use the Hahn-Banach theorem to prove 391G directly, without passing through 391F.
(Hint: S(B) can be regarded as a subspace of S(A).)

> (h) Take X = {0, 1, 2, 3}, A = PX, A = {{0, 1}, {0, 2}, {0, 3}, {1, 2, 3}}. Show that the intersection
number of A is 35 . (Hint: use 391I.) Show that if a0 , . . . , an are distinct members of A then there is a set
J ⊆ {0, . . . , n}, with #(J) ≥ 23 (n + 1), such that inf j∈J aj 6= 0.

(i) Let A be a Boolean algebra. For non-empty A ⊆ A \ {0} write δ(A) for the intersection number of A.
Show that for any non-empty A ⊆ A \ {0}, δ(A) = sup{δ(I) : I is a non-empty finite subset of A}.

(j) (i) Show that any subalgebra of a σ-linked Boolean algebra is σ-linked. (ii) Show that if A is a Boolean
algebra with a σ-linked order-dense subalgebra, then A is σ-linked. (iii) Show that the simple product of
a countable family of σ-linked Boolean algebras is σ-linked. (iv) Show that a principal ideal of a σ-linked
Boolean algebra is σ-linked.

391Y Further exercises (a) Show that in 391D and 391K we can replace ‘weakly (σ, ∞)-distributive’
by ‘weakly σ-distributive’.

(b) Show that PN is σ-linked and chargeable but that the quotient algebra PN/[N]<ω is not ccc, therefore
neither σ-linked nor chargeable.
574 Measurable algebras 391Yc

(c) (i) Show that if X is a separable topological space, then its regular open algebra is chargeable. (ii) Let
hXi ii∈I be any family of topological spaces with chargeable regular open algebras. Show that their product
has a chargeable regular open algebra.

(d) Show that any σ-linked Boolean algebra can have cardinal at most c. (Hint: take a sequence hAn in∈N
of linked sets covering A \ {0}. Set A∗n = {a : ∃ b ∈ An , b ⊆ a}. Show that if a 6⊆ b there is an n such that
a ∈ A∗n and b ∈/ A∗n .)

(e) Show that the free product of c or fewer σ-linked Boolean algebras is σ-linked. (Hint: let hAi ii∈I be
a family of σ-linked Boolean algebras, where I ⊆ R. For each i ∈ I, let hAin in∈N be a sequence of linked
sets with union Ai \ {0}. For q0 < q1 < . . . < qr ∈ Q and n1 , . . . , nr ∈ N let Bq,n be the set of elements
expressible as inf i∈J εi (ai ) where J ⊆ I ∩ [q0 , qr [ is a set meeting each interval [qk−1 , qk [ in at most one point
and ai ∈ Ai,nk if i ∈ J ∩ [qk−1 , qk [; show that Bq,n is linked.)

(f ) Let X be the space of 391N. (i) Show that X is closed in {0, 1}R , therefore compact. (ii) Show that
the regular open algebra of X is σ-linked but not chargeable.

(g) Let A be the algebra of 391N. Show that A is not weakly (σ, ∞)-distributive. (Hint: show that for
any t ∈ R there is a strictly decreasing sequence hti ii∈N , converging to t, such that x 7→ hx(ti )ii∈N is a
surjection from X onto {0, 1}N , and hence that the algebra of open-and-closed subsets of {0, 1}N can be
regularly embedded into A; now use 316Xq and 316Xm.)

(h) If A is a Boolean algebra, a set A ⊆ A is m-linked, where m ≥ 2, if a1 ∩ a2 ∩ . . . ∩ am 6= 0 for all

a1 , . . . , am ∈ A; and A is σ-m-linked if A \ {0} can be expressed as the union of a sequence of m-linked
sets. (Thus ‘linked’ is ‘2-linked’ and ‘σ-linked’ is ‘σ-2-linked’.) Show that the algebra of 391N is σ-m-linked
for every m ≥ 2. (Hint: in part (c) of the proof, replace each ‘2k’ by ‘mk’.)

391Z Problem Must a Dedekind complete σ-linked weakly (σ, ∞)-distributive Boolean algebra be
measurable?

391 Notes and comments By the standards of this volume, this is an easy section; I note that I have
hardly called on anything after Chapter 32, except for a reference to the construction S(A) in §361. I do
ask for a bit of functional analysis (the Hahn-Banach theorem) in 391E. Kelley’s criterion (391J) is a little
unsatisfying. It is undoubtedly useful (see part (b) of the proof of 391N, or 392F below), but at the same
time the structure of the criterion – a special sequence of subsets of A – is rather close to the structure of
the conclusion; after all, one is, or can be represented by, a function from A \ {0} to N, while the other is a
function from A to R. Also the actual intersection number of a family A ⊆ A \ {0} can be hard to calculate;
as often as not, the best method is to look at the additive functionals on A (see 391Xh).
I take the trouble to show that Gaifman’s example (391N) is σ-linked in order to show that even conditions
very much stronger than ‘ccc’ are not sufficient to guarantee the existence of suitable functionals. (See also
391Yh.) For other examples see Comfort & Negrepontis 82. But I note that none of the standard
examples is weakly (σ, ∞)-distributive (see 391Yg), and I believe it is open, in the formal sense, whether any
weakly (σ, ∞)-distributive σ-linked Boolean algebra must carry a strictly positive finitely additive functional
(391Z). But I conjecture that the answer is ‘no’.
Since every σ-linked algebra has cardinal at most c (391Yd), not every measurable algebra is σ-linked.
In fact it is known that a measurable algebra of cardinal c or less is σ-m-linked (391Yh) for every m ≥ 2
(Dow & Steprāns 93).
392D Submeasures 575

392 Submeasures
In §391 I looked at what we can deduce if a Boolean algebra carries a strictly positive finitely additive
functional. There are important contexts in which we find ourselves with a subadditive, rather than additive,
functional, and this is what I wish to investigate here. It turns out that, once we have found the right
hypotheses, such functionals can also provide a criterion for measurability of an algebra (392J). The argument
runs through a new idea, using a result in finite combinatorics (392D).

392A Definition Let A be a Boolean algebra. A submeasure on A is a functional ν : A → [0, ∞[ such

that
ν(a ∪ b) ≤ νa + νb for all a, b ∈ A;
νa ≤ νb whenever a ⊆ b;
ν0 = 0.
(In this context I do not allow ∞ as a value of a submeasure.) Any positive finitely additive functional is
a submeasure (326Ba, 326Bf).

392B Definitions Let A be a Boolean algebra and ν : A → [0, ∞[ a submeasure. Then

(a) ν is strictly positive if νa > 0 for every a 6= 0;
(b) ν is exhaustive if limn→∞ νan = 0 for every disjoint sequence han in∈N in A;
(c) ν is uniformly exhaustive if for every ² > 0 there is an n ∈ N such that there is no disjoint family
a0 , . . . , an with νai ≥ ² for every i ≤ n.

392C Proposition Let A be a Boolean algebra.

(a) If there is an exhaustive strictly positive submeasure on A, then A is ccc.
(b) A uniformly exhaustive submeasure on A is exhaustive.
(c) Any positive linear functional on A is a uniformly exhaustive submeasure.
proof These are all elementary. If ν : A → [0, ∞[ is an exhaustive strictly positive submeasure, and hai ii∈I
is a disjoint family in A \ {0}, then {i : νai ≥ 2−n } must be finite for each n, so I is countable. (Cf. 322G.)
If ν : A → [0, ∞[ is a uniformly exhaustive submeasure and han in∈N is disjoint in A, then {i : νai ≥ 2−n } is
finite for each n, so limi→∞ νai = 0. If νP: A → [0, ∞[ is a positive linear functional, and ² > 0, then take
n
n ≥ 1² ν1; if a0 , . . . , an are disjoint, then i=0 νai ≤ ν1, so mini≤n νai < ².

392D Lemma Suppose that k, l, m ∈ N are such that 3 ≤ k ≤ l ≤ m and 18mk ≤ l2 . Let L, M be sets
of sizes l, m respectively. Then there is a set R ⊆ M × L such that (i) each vertical section of R has just
three members (ii) #(R[E]) ≥ #(E) whenever E ∈ [M ]≤k ; so that for every E ∈ [M ]≤k there is an injective
function f : E → L such that (x, f (x)) ∈ R for every x ∈ E.
recall that [M ]≤k = {I : I ⊆ M, #(I) ≤ k} (3A1J).
proof (a) We need to know that n! ≥ 3−n nn for every n ∈ N; this is immediate from the inequality
Pn Rn
i=2 ln i ≥ 1 ln x dx = n ln n − n + 1 for every n ≥ 2.

(b) Let Ω be the set of those R ⊆ M × L such that each vertical section of R has just three members, so
that
¡ l! ¢m
#(Ω) = #([L]3 )m = .
3!(l−3)!

(I write [X]j for the set of subsets of X with j members.) Let us regard Ω as a probability space with the
uniform probability.
If F ∈ [L]n , where 3 ≤ n ≤ k, and x ∈ M , then

#([F ]3 )
Pr(R[{x}] ⊆ F ) =
#([L]3 )
(because R[{x}] is a random member of [L]3 )
576 Measurable algebras 392D

n(n−1)(n−2) n3
= ≤ .
l(l−1)(l−2) l3

So if E ∈ [M ]n and F ∈ [L]n , then

Y
Pr(R[E] ⊆ F ) = Pr(R[{x}] ⊆ F )
x∈E
(because the sets R[{x}] are chosen independently)
n3n
≤ .
l3n

Accordingly

Pr(there is an E ⊆ M such that #(R[E]) < #(E) ≤ k)

≤ Pr(there is an E ⊆ M such that #(R[E]) ≤ #(E) ≤ k)
= Pr(there is an E ⊆ M such that 3 ≤ #(R[E]) ≤ #(E) ≤ k)
(because if E 6= ∅ then #(R[E]) ≥ 3)
k
X X X k
X n3n
≤ Pr(R[E] ⊆ F ) ≤ #([M ]n )#([L]n )
l3n
n=3 E∈[M ]n F ∈[L]n n=3
k
X k
X k
X
m! l! n3n mn ln n3n mn nn 32n
= ≤ ≤
n!(m−n)! n!(l−n)! l3n n!n!l 3n l2n
n=3 n=3 n=3
(using (a))
k
X k
X
¡ 9mn ¢n 1
= ≤ < 1.
l2 2n
n=3 n=3

There must therefore be some R ∈ Ω such that #(R[E]) ≥ #(E) whenever E ⊆ M and #(E) ≤ k.
(c) If now E ∈ [M ]≤k , the restriction RE = R ∩ (E × L) has the property that #(RE [I]) ≥ #(I) for
every I ⊆ E. By Hall’s Marriage Lemma (3A1K) there is an injective function f : E → L such that
(x, f (x)) ∈ RE ⊆ R for every x ∈ E.
Remark Of course this argument can be widely generalized; see references in Kalton & Roberts 83.

392E Lemma Let A be a Boolean algebra and ν : A → [0, ∞[ a uniformly exhaustive submeasure.
Then for any ² ∈ ]0, ν1] the set A = {a : νa ≥ ²} has intersection number greater than 0.
proof (a) If ν1 = 0 this is trivial, so we may assume that ν1 > 0; since neither the hypothesis nor
the conclusion is affected if we multiply ν by a positive scalar, we may suppose that ν1 = 1. Because
ν is uniformly exhaustive, thereP is an r ≥ 1 such that whenever hci ii∈I is a disjoint family in A then
#({i : νci > 15 ²}) ≤ r, so that i∈I νci ≤ r + 51 ²#(I). Set δ = ²/5r, η = 74
1 2
δ , so that
1 1
δ−η ≥ 18 (δ − η)2 ≥ 18 (δ
2
− 2η) = 4η.

(b) Let hai ii∈I be a non-empty finite family in A. Let m be any multiple of #(I) greater than or equal
to 1/η. Then there are integers k, l such that
k 1 l
3η ≤ ≤ 4η ≤ (δ − η)2 , δ−η ≤ ≤ δ,
m 18 m
in which case
3 ≤ k ≤ l ≤ m, 18mk ≤ m2 (δ − η)2 ≤ l2 .
392G Submeasures 577

(c) Take a set M of the form I × S where #(S) = m/#(I), so that #(M ) = m. For x = (i, s) ∈ M set
dx = ai . Let L be a set with l members. By 392D, there is a set R ⊆ M × L such that every vertical section
of R has just three members and whenever E ∈ [M ]≤k there is an injective function fE : E → L such that
(x, fE (x)) ∈ R for every x ∈ E.
For E ⊆ M set
bE = inf x∈E dx \ supx∈M \E dx ,
so that hbE iE⊆M is a partition of unity in A. For x ∈ M , j ∈ L set
cxj = sup{bE : x ∈ E ∈ [M ]≤k , fE (x) = j}.
If x, y are distinct members of M and j ∈ L then
cxj ∩ cyj = sup{bE : x, y ∈ E ∈ [M ]≤k , fE (x) = fE (y) = j} = 0,
because every fE is injective. Set
mj = #({x : x ∈ M, cxj 6= 0})
P
for each j ∈ L. Note that cxj = 0 if (x, j) ∈
/ R, so j∈L mj ≤ #(R) = 3m.
We have
P 1
x∈M νcxj ≤ r + ²mj
5
for each j, by the choice of r; so
X 1 X 3
νcxj ≤ rl + ² mj ≤ rl + m²
5 5
x∈M,j∈L j∈L
3 4
≤ (rδ + ²)m = ²m < ²m
5 5

by the choice of l and δ. There must therefore be some x ∈ M such that

P
ν(supj∈L cxj ) ≤ j∈L νcxj < ² ≤ νdx ,
and dx cannot be included in
supj∈L cxj = sup{bE : x ∈ E ∈ [M ]≤k }.
But as sup{bE : x ∈ E ⊆ M } is just dx , there must be an E ⊆ M , of cardinal greater than k, such that
bE 6= 0.
Recall now that M = I × S, and that
k ≥ 3ηm = 3η#(I)#(S).
The set J = {i : ∃ s, (i, s) ∈ E} must therefore have more than 3η#(I) members, since E ⊆ J × S. But also
d(i,s) = ai for each (i, s) ∈ E, so that inf i∈J ai ⊇ bE 6= 0.
(d) As hai ii∈I is arbitrary, the intersection number of A is at least 3η > 0.

392F Theorem Let A be a Boolean algebra with a strictly positive uniformly exhaustive submeasure.
Then A has a strictly positive finitely additive functional.
proof If A = {0} this is trivial. Otherwise, let ν : A → [0, ∞[ be a strictly positive uniformlySexhaustive
submeasure. For each n, An = {a : νa ≥ 2−n ν1} has intersection number greater than 0, and n∈N An =
A \ {0} because ν is strictly positive; so A has a strictly positive finitely additive functional, by Kelley’s
theorem (391J).

392G Since positive additive functionals are uniformly exhaustive submeasures, the condition of this
theorem is necessary as well as sufficient. Thus we have a description, in terms of submeasures, of a condition
equivalent to one part of the criterion for measurability of an algebra in 391D. The language of submeasures
also provides a formulation of another part of this criterion, as follows.
578 Measurable algebras 392G

Definition Let A be a Boolean algebra. A Maharam submeasure or continuous outer measure on A

is a submeasure ν : A → [0, ∞[ such that limn→∞ νan = 0 whenever han in∈N is a non-increasing sequence
in A with infimum 0.

392H Lemma Let A be a Boolean algebra and ν a Maharam submeasure on A.

(a) ν is sequentially order-continuous.
(b) ν is ‘countably subadditive’,
P∞ that is, whenever han in∈N is a sequence in A and a ∈ A is such that
a = supn∈N a ∩ an , then νa ≤ n=0 νan .
(c) If A is Dedekind σ-complete, then ν is exhaustive.
proof (a) (Of course ν is an order-preserving function, by the definition of ‘submeasure’; so we can apply the
ordinary definition of ‘sequentially order-continuous’ in 313Hb.) (i) If han in∈N is a non-decreasing sequence in
A with supremum a, then han \ ain∈N is a non-increasing sequence with infimum 0, so limn→∞ ν(an \ a) = 0;
but as
νan ≤ νa ≤ νan + ν(a \ an )
for every n, it follows that νa = limn→∞ νan . (ii) If han in∈N is a non-increasing sequence in A with infimum
a, then
νa ≤ νan ≤ νa + ν(an \ a) → νa
as n → ∞.
Pn
(b) Set bn = supi≤n a ∩ ai ; then νbn ≤ i=0νai for each n (inducing on n), so that
P∞
νa = limn→∞ νbn ≤ i=0 νai .

(c) If han in∈N is a disjoint sequence in A, set bn = supi≥n ai for each n; then inf n∈N bn = 0, so
lim supn→∞ νan ≤ limn→∞ νbn = 0.

392I Proposition Let A be a Dedekind σ-complete Boolean algebra and ν a strictly positive Maharam
submeasure on A. Then A is ccc, Dedekind complete and weakly (σ, ∞)-distributive.
proof By 392Hc, ν is exhaustive; by 392Ca, A is ccc; by 316Fa, A is Dedekind complete.
Now suppose that we have a sequence hAn in∈N of non-empty downwards-directed subsets of A, all with
infimum 0. Let A be the set
{a : a ∈ A, ∀ n ∈ N ∃ a0 ∈ An such that a0 ≤ a}.
By 316Fc and 392Ha, ν is order-continuous, so inf a∈An νa = 0 for each n. Given ² > 0,Pwe can choose
∞
han in∈N such that an ∈ An and νan ≤ 2−n ² for each n; now a = supn∈N an ∈ A and νa ≤ n=0 νan ≤ 2².
Thus inf a∈A νa = 0. Since ν is strictly positive, inf A = 0. As hAn in∈N is arbitrary, A is weakly (σ, ∞)-
distributive.

392J Theorem Let A be a Boolean algebra. Then it is measurable iff it is Dedekind σ-complete and
carries a uniformly exhaustive strictly positive Maharam submeasure.
proof If A is measurable, it surely satisfies the conditions, since any totally finite measure on A is also
a uniformly exhaustive strictly positive Maharam submeasure. If A satisfies the conditions, then it is
weakly (σ, ∞)-distributive, by 392I, and carries a strictly positive finitely additive functional, by 392F; so is
measurable, by 391D.

392X Basic exercises (a) Show that the first two clauses of the definition 392A can be replaced by
‘νa ≤ ν(a ∪ b) ≤ νa + νb whenever a ∩ b = 0’.

(b) Let A be any Boolean algebra and ν a submeasure on A. (i) Show that the following are equiveridical:
(α) ν is order-continuous; (β) whenever A ⊆ A is non-empty, downwards-directed and has infimum S 0, then
inf a∈A νa = 0. (ii) Show that in this case ν is exhaustive. (Hint: if han in∈N is disjoint, then n∈N {b : b ⊇ ai
for every i ≥ n} has infimum 0.)
§393 intro. The Control Measure Problem 579

> (c) Let A be the finite-cofinite algebra on an uncountable set (316Yk). (i) Set ν1 0 = 0, ν1 a = 1
for a ∈ A \ {0}. Show that ν1 is a strictly positive Maharam submeasure but is not exhaustive. (ii) Set
ν2 a = 0 for finite a, 1 for cofinite a. Show that ν2 is a uniformly exhaustive Maharam submeasure but is
not order-continuous.

>(d) Let A be a Boolean algebra and ν a submeasure on A. Set I = {a : νa = 0}. Show that (i) I is
an ideal of A (ii) there is a submeasure ν̄ on A/I defined by setting ν̄a• = νa for every a ∈ A (iii) if ν is
exhaustive, so is ν̄ (iv) if ν is uniformly exhaustive, so is ν̄ (v) if ν is a Maharam submeasure, I is a σ-ideal
(vi) if ν is a Maharam submeasure and A is Dedekind σ-complete, ν̄ is a Maharam submeasure.

(e) Let A be a Dedekind complete Boolean algebra and ν an order-continuous submeasure on A. Show
that ν has a unique support a ∈ A such that ν¹ Aa is strictly positive and ν¹ A1\a is identically zero.

(f ) Let A be a Dedekind σ-complete Boolean algebra and ν a uniformly exhaustive Maharam submeasure
on A. Show that there is a non-negative countably additive functional µ on A such that {a : µa = 0} = {a :
νa = 0}. (Hint: 392Xd(vi).)

392 Notes and comments Much of this section is a matter of generalizing earlier arguments. Thus 392C
and 392H ought by now to be very easy, while 392I uses the methods of 322F-322G, and 392Xb recalls the
elementary theory of τ -additive functionals.
The new ideas are in the combinatorics of 392D-392E. I have cast 392D in the form of an argument
in probability theory. Of course there is nothing here but simple counting, since the probability measure
simply puts the same mass on each point of Ω, and every statement of the form ‘Pr(R . . . ) ≤ . . . ’ is just
a matter of counting the elements R of Ω with the given property. But I think many of us find that the
probabilistic language makes the calculations more natural; in particular, we can use intuitions associated
with the notion of independence of events. Indeed I strongly recommend the method. It has been used to
very great effect in the last fifty years in a wide variety of combinatorial problems.
392F/392J constitute the Kalton-Roberts theorem (Kalton & Roberts 83).
It is not known whether every exhaustive submeasure is uniformly exhaustive; this is the Control Measure
Problem, which I will treat in the next section.

393 The Control Measure Problem

I come now to a discussion of a classic problem of measure theory. Its importance derives to a great extent
from the variety of forms in which it appears, and this section is devoted primarily to a description of some of
these forms, with the arguments to show that they are indeed all the same problem, in that a solution to one
of the questions will provide solutions to all the others. The syntax of the exposition seems to be simplest
if I present each formulation as a statement ‘CMn ’; the corresponding question being ‘is CMn true?’, and
the proof that all the questions are really the same question becomes a proof that CMm ⇐⇒ CMn for all
m, n.
The propositions CM∗ are listed in 393A, 393H, 393J, 393L and 393P, while the arguments that they are
equiveridical form the rest of the material down to and including 393R. CM1 -CM3B all involve submeasures
in one way or another, and much of the section amounts to a theory of submeasures. On the way I mention a
description of the open-and-closed algebra of {0, 1}N (393F). The propositions CM4 , CM5 and CM6 concern
topologies on Boolean algebras and L0 spaces, and vector measures. They can be expressed more or less
adequately with very little of the surrounding theories, but for completeness I include a basic theorem on
vector measures (393S). At the end of the section I present two of the many examples of submeasures which
have been described.
580 Measurable algebras 393A

393A The problem The language I introduced in the last section is already sufficient for more than
one formulation of the problem. Consider the statements
(CM1 ) If A is a Dedekind complete Boolean algebra and ν is a strictly positive Maharam submeasure
on A, then A is measurable.
(CM01 ) Let A be a Dedekind σ-complete Boolean algebra and ν : A → [0, ∞[ a Maharam submea-
sure. Then there is a non-negative countably additive functional µ : A → [0, ∞[ such that, for
a ∈ A, µa = 0 ⇐⇒ νa = 0.
(CM001 ) Let X be a set, Σ a σ-algebra of subsets of X, and ν : Σ → [0, ∞[ a Maharam submeasure.
Then there is a totally finite measure µ, with domain Σ, such that, for E ∈ Σ, νE = 0 ⇐⇒
µE = 0.
(CM2 ) Every exhaustive submeasure is uniformly exhaustive.
(CM02 ) Every exhaustive submeasure on the algebra of open-and-closed subsets of {0, 1}N is uni-
formly exhaustive.
The following lemmas assemble the new ideas we need in order to prove that these statements are equiv-
eridical.

393B Lemma Let A be a Boolean algebra and ν a strictly positive submeasure on A.

(a) We have a metric ρ on A defined by the formula
ρ(a, b) = ν(a 4 b)
for all a, b ∈ A.
(b) The Boolean operations ∪ , ∩ , 4 , \ , and the function ν : A → R, are all uniformly continuous for
ρ.
(c) The metric space completion (A, b ρ̂) of (A, ρ) is a Boolean algebra under the natural continuous
extensions of the Boolean operations, and ν has a unique continuous extension ν̂ to A b which is again a
strictly positive submeasure.
(d) If ν is exhaustive, then Ab is Dedekind complete and ccc and ν̂ is a Maharam submeasure.
b ν̂) is a totally finite measure algebra.
(e) If ν is additive, then (A,
proof (a)-(b) This is just a generalization of 323A-323B; essentially the same formulae can be used. For
the triangle inequality for ρ, we have a 4 c ⊆ (a 4 b) ∪ (b 4 c), so
ρ(a, c) = ν(a 4 c) ≤ ν(a 4 b) + ν(b 4 c) = ρ(a, b) + ρ(b, c).
For the uniform continuity of the Boolean operations, we have
(b ∗ c) 4 (b0 ∗ c0 ) ⊆ (b 4 b0 ) ∗ (c 4 c0 )
so that
ρ(b ∗ c, b0 ∗ c0 ) ≤ ρ(b, b0 ) + ρ(c, c0 )
for each of the operations ∗ = ∪ , ∩ , \ and 4 . For the uniform continuity of the function ν itself, we have
νb ≤ νc + ν(b \ c) ≤ νc + ρ(b, c),
so that |νb − νc| ≤ ρ(b, c).
b × A,
(c) A × A is a dense subset of A b so the Boolean operations on A, regarded as uniformly continuous
b b (3A4G). If we
functions from A × A to A ⊆ A, have unique extensions to continuous binary operations on A
look at
A = {(a, b, c) : a 4 (b 4 c) = (a 4 b) 4 c},
this is a closed subset of Ab×A b × A,
b because the maps (a, b, c) 7→ a 4 (b 4 c), (a, b, c) 7→ (a 4 b) 4 c are
b
continuous and the topology of A is Hausdorff; since A includes the dense set A × A × A, it is the whole of
b ×A
A b × A,
b that is, a 4 (b 4 c) = (a 4 b) 4 c for all a, b, c ∈ A.
b All the other identities we need to show that
b
A is a Boolean algebra can be confirmed by the same method. Of course A is now a subalgebra of A. b
393C The Control Measure Problem 581

b → [0, ∞[. We
Because ν : A → [0, ∞[ is uniformly continuous, it has a unique continuous extension ν̂ : A
have
ν̂0 = 0, ν̂a ≤ ν̂(a ∪ b) ≤ ν̂a + ν̂b, ν̂a = ρ̂(a, 0)
b so ν̂ is a submeasure on A,
for every a, b ∈ A and therefore for every a, b ∈ A, b and
ν̂a = 0 =⇒ ρ̂(a, 0) = 0 =⇒ a = 0,
so ν̂ is strictly positive.
(d) Now suppose that ν is exhaustive.
(i) The point is that any non-increasing sequence han in∈N in A b is a Cauchy sequence for the metric ρ̂.
P Let ² > 0. For each n ∈ N, choose bn ∈ A such that ρ̂(an , bn ) ≤ 2−n ², and set cn = inf i≤n bi . Then
P
Pn
ρ̂(an , cn ) = ρ̂(inf i≤n ai , inf i≤n bi ) ≤ i=0 ρ̂(ai , bi ) ≤ 2²
for every n. Choose hn(k)ik∈N inductively so that, for each k ∈ N, n(k + 1) ≥ n(k) and
ν(cn(k) \ cn(k+1) ) ≥ supi≥n(k) ν(cn(k) \ ci ) − ².
Then hcn(k) \ cn(k+1) ik∈N is a disjoint sequence in A, so

lim sup sup ρ̂(an(k) , ai ) ≤ 4² + lim sup sup ρ̂(cn(k) , ci )

k→∞ i≥n(k) k→∞ i≥n(k)

= 4² + lim sup sup ν(cn(k) \ ci )

k→∞ i≥n(k)

≤ 4² + lim sup ν(cn(k) \ cn(k+1) ) + ² = 5².

k→∞

As ² is arbitrary, han in∈N is Cauchy. Q

Q
(ii) It follows that Ab is Dedekind σ-complete. P b hbn in∈N =
P If han in∈N is any sequence in A,
b For any k ∈ N,
hinf i≤n ai in∈N is a Cauchy sequence with a limit b ∈ A.
ν̂(b \ ak ) = limn→∞ ν̂(bn \ ak ) = 0,
b is a lower bound for {an : n ∈ N}, we have c ⊆ bn
so b ⊆ ak , because ν̂ is strictly positive. While if c ∈ A
for every n, so
ν̂(c \ b) = limn→∞ ν̂(c \ bn ) = 0
b is Dedekind σ-complete (314Bc). Q
and c ⊆ b. Thus b = inf n∈N an ; as han in∈N is arbitrary, A Q
(iii) We also find that ν̂ is a Maharam submeasure, because if han in∈N is a non-increasing sequence in
b
A with infimum 0, it must have a limit a which (as in (ii) just above) must be its infimum, that is, a = 0;
consequently
limn→∞ ν̂an = ν̂a = 0.
b is ccc (392Ca) and Dedekind complete
(iv) It follows at once that ν̂ is exhaustive (392Hc), so that A
(316Fa).
(e) If ν is additive, then (being finite-valued) it must be exhaustive, so that Ab is Dedekind complete and
ν̂ is a Maharam submeasure. But now observe that the function
b ×A
(a, b) 7→ ν̂(a ∪ b) + ν̂(a ∩ b) − ν̂a − ν̂b : A b→R

is continuous (by (b)) and zero on the dense set A × A, so is zero everywhere on A b × A.
b In particular,
b and ν̂ is additive. Since it is also countably subadditive (392Hb)
ν̂(a ∪ b) = ν̂a + ν̂b whenever a ∩ b = 0 in A,
b
it is countably additive, and (A, ν̂) is a totally finite measure algebra.

393C Lemma Let A be a Boolean algebra and ν an exhaustive submeasure on A. Then there are a
Dedekind complete Boolean algebra B, a strictly positive Maharam submeasure λ on B, and a Boolean
homomorphism π : A → B such that ν = λπ. If ν is additive, then (B, λ) is a totally finite measure algebra.
582 Measurable algebras 393C

proof (a) Set I = {a : νa = 0}. Then I C A; let B0 be the Boolean quotient algebra A/I (312K). If a1 ,
a2 ∈ A and a•1 ⊆ a•2 in B, then a1 \ a2 ∈ I, so
νa1 ≤ νa2 + ν(a1 \ a2 ) = νa2 .
So if a•1 = a•2 we must have νa1 = νa2 ; there is therefore a functional λ0 : B0 → [0, ∞[ such that λ0 a• = νa
for every a ∈ A. We have just seen that λ0 a•1 ≤ λ0 a•2 if a•1 ⊆ a•2 ; now of course λ0• = ν0 = 0,
λ0 (a•1 ∪ a•2 ) = λ0 (a1 ∪ a2 )• = ν(a1 ∪ a2 ) ≤ νa1 + νa2 = λ0 a•1 + λ0 a•2
for all a1 , a2 ∈ A, so λ0 is a submeasure. If b ∈ B \ {0}, then b = a• where a ∈ / I, so λ0 b = νa > 0; thus λ0
is strictly positive.
If hbn in∈N is a disjoint sequence in B0 , express it as ha•n in∈N and set ãn = an \ supi<n ai for each n, so
that hãn in∈N is disjoint and
limn→∞ λ0 bn = limn→∞ νãn = 0
because ν is exhaustive. So λ0 is exhaustive.
(b) Let B be the metric completion of B0 under the metric associated with λ0 (393Bc) and λ the asso-
ciated strictly positive submeasure; because λ0 is exhaustive, B is Dedekind complete and λ is a Maharam
submeasure (393Bd).
Writing πa = a• , interpreted as a member of B, for each a ∈ A, π is a Boolean homomorphism and
λπa = λ0 a• = νa
for every a ∈ A.
(c) If ν is additive, then ν(a1 ∪ a2 )+ν(a1 ∩ a2 ) = νa1 +νa2 for all a1 , a2 ∈ A, so λ0 (b1 ∪ b2 )+λ0 (b1 ∩ b2 ) =
λ0 b1 + λ0 b2 for all b1 , b2 ∈ B0 , and λ0 is additive; by 393Bd, (B, λ) is a totally finite measure algebra. This
completes the proof.

393D Definition Let A be a Boolean algebra and ν, ν 0 two submeasures on A. Then ν is absolutely
continuous with respect to ν 0 if for every ² > 0 there is a δ > 0 such that νa ≤ ² whenever ν 0 a ≤ δ.

393E Lemma Let A be a Dedekind σ-complete Boolean algebra and ν, ν 0 two Maharam submeasures
on A such that νa = 0 whenever ν 0 a = 0. Then ν is absolutely continuous with respect to ν 0 .
proof ?? Otherwise, we can find a sequence han in∈N in A such that ν 0 an P ≤ 2−n for every n, but ² =
∞
inf n∈N νan > 0. Set bn = supi≥n ai for each n, b = inf n∈N bn . Then ν bn ≤ i=n 2−i ≤ 2−n+1 for each n
0

(392Hb), so ν 0 b = 0; but νbn ≥ ² for each n, so νb ≥ ² (392Ha), contrary to the hypothesis. X

X

393F Lemma Let B be the algebra of open-and-closed subsets of {0, 1}N . Then a Boolean algebra A
is isomorphic to B iff it is atomless, countable and not {0}.
proof (a) I must check that B has the declared properties. The point is that it is the subalgebra B0 of PX
generated by {bi : i ∈ N}, where I write X = {0, 1}N , bi = {x : x ∈ X, x(i) = 1}. P P Of course bi and its
complement {x : x(i) = 0} are open, so bi ∈ B for each i, and B0 ⊆ B. In the other direction, the open
cylinder sets of X are all of the form cz = {x : x(i) = z(i) for every i ∈ J}, where J ⊆ I and z ∈ {0, 1}J ;
now
T S
cz = X ∩ z(i)=1 bi \ z(i)=0 bi ∈ B0 .
If b ∈ B then b is expressible as a union of such cylinder sets, because it is open; but also it is compact, so
is the union of finitely many of them, and must belong to B0 . Thus B = B0 , as claimed. Q Q
Because B = B0 is generated by a countable set, it is countable (331Gc). Next, if b ∈ B is non-empty,
there are a finite J ⊆ I and a z ∈ {0, 1}J such that cz ⊆ b; now if we take any i ∈ N \ J, and look at the
two extensions z0 , z1 of z to J ∪ {i}, then cz0 , cz1 are disjoint non-empty members of B included in b. So
B is atomless.
(b) Now suppose that A is another algebra with the same properties. Enumerate A as han in∈N . For each
n ∈ N let Bn be the finite subalgebra of B generated by {bi : i < n} (so that B0 = {0, 1}). Then hBn in∈N
393G The Control Measure Problem 583

is an increasing sequence of subalgebras of B with union B; also b ∩ bn , b \ bn are non-zero for every n ∈ N,
b ∈ Bn .
Choose finite subalgebras An ⊆ A and isomorphisms πn : An → Bn as follows. A0 = {0, 1}, π0 0 = 0,
π0 1 = 1. Given An and πn , let An be the set of atoms of An . For a ∈ An , choose a0 ∈ A such that
if an ∩ a, an \ a are both non-zero, then a0 = an ∩ a;
otherwise, a0 ⊆ a is any element such that a0 , a \ a0 are both non-zero.
(This is where I use the hypothesis that A is atomless.) Set a0n = supa∈An a0 . Then we see that a ∩ a0n , a \ a0n
are non-zero for every a ∈ An and therefore for every non-zero a ∈ An , that is, that
sup{a : a ∈ An , a ⊆ a0n } = 0, inf{a : a ∈ An , a ⊇ a0n } = 1.
Let An+1 be the subalgebra of A generated by An ∪ {a0n }. Since we have
sup{b : b ∈ Bn , b ⊆ bn } = 0, inf{b : b ∈ Bn , b ⊇ bn } = 1,
there is a (unique) extension of πn : An → Bn to a homomorphism πn+1 : An+1 → Bn+1 such that
πn+1 a0n = bn (312N). Since we similarly have an extension φ of πn−1 to a homomorphism from Bn+1 to
An+1 with φbn = a0n , and since φπn+1 , πn+1 φ must be the respective identity homomorphisms, πn+1 is an
isomorphism, and the induction continues.
Since πn+1 extends πn for each n, these isomorphisms join together to give us an isomorphism
S S
π : n∈N An → n∈N Bn = B.
0
Observe next that the construction ensures that an ∈ An+1
S for each n, since an ∩ a is either 0 or a or an ∩ a
for every a ∈ An , and in all cases belongs to An+1 . So n∈N An contains every an and (by the choice of
han in∈N ) must be the whole of A. Thus π : A → B witnesses that A ∼
= B.

393G Theorem If one of CM1 , CM01 , CM001 , CM2 , CM02 is true, so are the others.
proof CM1 ⇒ CM01 Assume that CM1 is true, and that A and ν are as in the statement of CM01 . Set
I = {a : νa = 0}; because ν is countably subadditive, I is a σ-ideal, B = A/I is Dedekind σ-complete
and the quotient map a 7→ a• is sequentially order-continuous (313Qb, 314C). Now we have a functional
λ : B → [0, ∞[ defined by saying that λa• = νa for every a ∈ A, and λ is a strictly positive submeasure
(as in part (a) of the proof of 393C). In fact λ is a Maharam submeasure. P
P Suppose that hbn in∈N is a
non-increasing sequence in B with infimum 0. Choose an ∈ A such that a•n = bn for each n, and set
cn = inf i≤n ai \ inf i∈N ai ;
then hcn in∈N is non-increasing and has infimum 0, while c•n = bn for each n, so
limn→∞ λbn = limn→∞ νcn = 0.
As hbn in∈N is arbitrary, λ is a Maharam submeasure. Q Q
Now CM1 tells us that B must be a measurable algebra, that is, carries a totally finite measure µ̄. Setting
µa = µ̄a• for a ∈ A, we see that µ is a non-negative countably additive functional, and that
µa = 0 ⇐⇒ a• = 0 ⇐⇒ λa = 0,
as required.
CM01 ⇒ CM001 is trivial; allowing for the change in notation, CM001 is just a special case of CM01 .
CM001 ⇒ CM1 Assume CM001 , and let A be a Dedekind complete Boolean algebra with a strictly positive
Maharam submeasure ν. Then we can express A as Σ/I for some σ-algebra Σ of subsets of a set X and a
σ-ideal I of Σ (314M). Set λE = νE • for E ∈ Σ; then X, Σ, λ satisfy the conditions of CM001 , so there is a
totally finite measure µ on X, with domain Σ, such that
µE = 0 ⇐⇒ λE = 0 ⇐⇒ νE • = 0 ⇐⇒ E • = 0.
Consequently we can identify A with the measure algebra of (X, Σ, µ), and A is measurable.
CM1 ⇒ CM2 Now suppose that CM1 is true, and that ν is an exhaustive submeasure on a Boolean
algebra A. By 393B, we can find a Dedekind complete Boolean algebra B with a strictly positive Maharam
584 Measurable algebras 393G

submeasure λ and a Boolean homomorphism π : A → B such that νa = λπa for every a ∈ A. CM1 assures
us that B is measurable; let µ̄ be a totally finite measure on B.
Let ² > 0. By 393E, λ is absolutely continuous with respect to µ̄, so there is a δ > 0 such that λb ≤ ²
whenever µ̄a ≤ δ. Take n ≥ 1δ µ̄1. If a0 , . . . , an are disjoint in A, then πa0 , . . . , πan are disjoint in B,
so there is some i such that µ̄πai ≤ δ, in which case νai = λπai ≤ ². As ² is arbitrary, ν is uniformly
exhaustive; as A and ν are arbitrary, CM2 is true.
CM2 ⇒ CM02 is trivial.
CM02 ⇒ CM1 Suppose that CM02 is true, that is, every exhaustive submeasure on the algebra B of open-
and-closed subsets of {0, 1}N is uniformly exhaustive, and that ν is a strictly positive Maharam submeasure
on a Dedekind complete Boolean algebra A. Let E be the set of atoms of A, and set a = 1 \ sup E, so that
the principal ideal Aa is atomless, and ν¹ Aa is still a strictly positive Maharam submeasure.
?? Suppose, if possible, that ν¹ Aa is not uniformly exhaustive. Then there is a family hani ii≤n∈N in Aa
such that hani ii≤n is disjoint for each n but inf i≤n∈N νani > 0. There is a countable atomless subalgebra D
of Aa containing every ani . P P For each d ∈ Aa fix on a d0 ⊆ d such that d0 and d \ d0 are both non-zero.
Define hDn in∈N by setting
D0 = {0, a} ∪ {ani : i ≤ n ∈ N},

Dn+1 = Dn ∪ {d1 ∩ d2 : d1 , d2 ∈ Dn } ∪ {a \ d : d ∈ Dn } ∪ {d0 : d ∈ Dn }.

S
Then every Dn is countable, so D = n∈N Dn is countable. Because D includes D0 , it contains all the ani ;
also d1 ∩ d2 , 1 \ d1 and d01 belong to D for every d1 , d2 ∈ D, so D is an atomless subalgebra. Q Q
Because ν is an exhaustive submeasure on A, ν¹ D is an exhaustive submeasure on D. Because every ani
belongs to D and inf i≤n∈N νani > 0, ν¹ D is not uniformly exhaustive.
Let B be the algebra of open-and-closed subsets of {0, 1}N . By 393F, there is a Boolean isomorphism
π : B → D. Set λb = νπb for every b ∈ B; then (B, λ) is isomorphic to (D, ν¹ D), and, in particular, λ is an
exhaustive submeasure on B which is not uniformly exhaustive, which we are supposing to be impossible.
XX
Thus Aa has a uniformly exhaustive Maharam submeasure; since it is surely Dedekind complete, it is
measurable (392J). Let µ̄1 be a totally finite measure on Aa . Next, because limn→∞ νen = 0 for any sequence
hen in∈N of distinct elements of E, and νe > 0 for every e ∈ E, E must be countable,
P and there is a summable
family hαe ie∈E of strictly positive real numbers. Setting µ̄c = µ̄1 (c ∩ a) + e∈E,e ⊆ c αe , we get a totally
finite measure µ̄ on A, and A is measurable.

393H Variations on CM2 The following modifications of CM2 are interesting because they display
some general properties of exhaustive submeasures. Consider the statements
(CM3A ) If A is a Boolean algebra and ν is a non-zero exhaustive submeasure on A, then there is a
non-zero finitely additive functional µ on A such that 0 ≤ µa ≤ νa for every a ∈ A.
(CM03A ) If A is a Boolean algebra and ν is a non-zero exhaustive submeasure on A, then there is
a non-zero non-negative finitely additive functional µ on A such that µ is absolutely continuous
with respect to ν.
(CM3B ) If A is a Boolean algebra and ν is an exhaustive submeasure on A, then there is a non-
negative finitely additive functional µ on A such that ν is absolutely continuous with respect to
µ.

393I Proposition If one of CM1 , . . . , CM02 , CM3A , CM03A , CM3B is true, so are the others.
proof CM1 ⇒ CM3A & CM3B Assume CM1 , and let ν be a non-zero exhaustive submeasure on a
Boolean algebra A. By 393C, there are a Dedekind complete Boolean algebra B, a strictly positive Maharam
submeasure λ on B, and a Boolean homomorphism π : A → B such that ν = λπ. Since λ1 = ν1 6= 0,
B 6= {0}. CM1 tells us that B is measurable; let µ̄ be a strictly positive countably additive functional on B,
and set µ1 = µ̄π, so that µ1 is a finitely additive functional on A. By 393E, µ̄ is absolutely continuous with
respect to λ and λ is absolutely continuous with respect to µ̄; it follows from the latter that ν is absolutely
continuous with respect to µ1 .
393K The Control Measure Problem 585

Set δ = 21 λ1/µ̄1, and consider D = {b : b ∈ B, λb ≤ δ µ̄d}. ?? If D is order-dense in B, there is a disjoint

C ⊆ D such that sup C = 1. Because B is measurable, it is ccc, and C is countable. If C is infinite,
enumerate it as hcn in∈N ; if it is finite, enumerate it as hci ii≤n and set ci = 0 for i > n. In either case,
hcn in∈N is a disjoint sequence in C with supremum 1, so that
P∞ P∞
λ1 ≤ n=0 λcn ≤ δ n=0 µ̄cn = δ µ̄1 < λ1
by the choice of δ, which is absurd. X
X
There is therefore a non-zero b ∈ B such that λc > δ µ̄c for every non-zero c ⊆ b. Set
µ2 a = δ µ̄(b ∩ πa) ≤ λ(b ∩ πa) ≤ λπa = νa
for a ∈ A; then µ2 is a non-negative finitely additive functional on A, µ2 ≤ ν, and µ2 1 = δ µ̄b 6= 0, so µ2 is
non-zero.
As A and ν are arbitrary, CM3A and CM3B are both true.
(The statement of CM3B does not assume ν to be non-zero, but of course the case ν = 0 is trivial.)
CM3A ⇒ CM03A is trivial.
CM03A ⇒ CM1 Assume CM03A , and let ν be a strictly positive Maharam submeasure on a Dedekind
complete Boolean algebra A. Note that A is ccc (392Ca). Now C = {a : a ∈ A, Aa is measurable} is
order-dense in A. P P Take any a ∈ A \ {0}. Set νa b = ν(a ∩ b) for b ∈ A. It is easy to check that νa is a non-
zero Maharam submeasure on A; in particular, it is exhaustive. So there is a non-zero non-negative finitely
additive functional µ which is absolutely continuous with respect to νa . If hbn in∈N is a non-increasing
sequence in A with infimum 0, then limn→∞ νa bn = 0, so limn→∞ µbn = 0; accordingly µ is countably
additive (326Ga), therefore completely additive, because A is ccc (326L). Set I = {b : µb = 0}; then I is an
order-closed ideal, so contains its supremum b0 say. Since µb = 0 whenever νa b = 0, b0 ⊇ 1 \ a, and c ⊆ a,
where c = 1 \ b0 . But Ac ∩ I = {0}, so µ¹ Ac is strictly positive, and witnesses that Ac is measurable. Also
µc = µ1 6= 0, so c is a non-zero member of C included in a. As a is arbitrary, C is order-dense. Q Q
By 391Cb, there is a function µ̄1 such that (A, µ̄1 ) is a localizable measure algebra. Because A is ccc, A
is measurable (322G).
CM3B ⇒ CM1 Assume CM3B , and let A be a Dedekind complete Boolean algebra and ν a strictly
positive Maharam submeasure on A. By CM3B , there is a non-negative finitely additive functional µ on A
such that ν is absolutely continuous with respect to µ. But this means that
µa = 0 =⇒ νa = 0 =⇒ a = 0,
that is, µ is strictly positive. Also A is Dedekind complete and weakly (σ, ∞)-distributive, by 392I. So A is
measurable, by 391D. As A and ν are arbitrary, CM1 is true.

393J The first published version of the Control Measure Problem (Maharam 47), in the form ‘is
CM1 true?’, was a re-formulation of a question about topologies on Boolean algebras, which I now describe.
Consider the statement
(CM4 ) Let A be a ccc Dedekind complete Boolean algebra with a Hausdorff topology T such that
(i) the Boolean operation ∪ : A × A → A is continuous at (0, 0) (ii) if han in∈N is a non-increasing
sequence in A with infimum 0, then han in∈N converges to 0 for T. Then A is measurable.

393K Proposition CM4 is true iff CM1 , . . . , CM3B are true.

proof CM1 ⇒ CM4 Assume CM1 , and take A, T as in the statement of CM4 .
(i) For any e ∈ A \ {0}, there is a Maharam submeasure ν on A such that νe > 0.
P
P(αα) Choose a sequence hGn in∈N of neighbourhoods of 0, as follows. Because T is Hausdorff, there is a
neighbourhood G0 of 0 not containing e. Given Gn , choose a neighbourhood Gn+1 of 0 such that Gn+1 ⊆ Gn
and a ∪ b ∪ c ∈ Gn whenever a, b, c ∈ Gn+1 . (Take neighbourhoods H, H 0 of 0 such that a ∪ b ∈ Gn for a,
b ∈ H, b ∪ c ∈ H for b, c ∈ H 0 and set Gn+1 = H ∩ H 0 ∩ Gn .) Define ν0 : A → [0, 1] by setting
586 Measurable algebras 393K

ν0 a = 1 if a ∈
/ G0 ,
= 2−n if a ∈ Gn \ Gn+1 ,
\
= 0 if a ∈ Gn .
n∈N
Pr
Then whenever a0 , . . . , ar ∈ A, n ∈ N and i=0 ν0 ai < 2−n , supi≤r ai ∈ Gn . To see this, induce on r. If
r = 0 thenP we have ν0 a0 < 2−n P so a0 ∈ Gn+1 ⊆ Gn . For the inductive step to r ≥ 1, there must be a k ≤ r
such that i<k ν0 ai < 2−n−1 , k<i≤n ν0 ai < 2−n−1 (allowing k = 0 or k = n, in which case one of the
Pr
sums will be zero). (If i=0 ν0 ai < 2−n−1 , take k = n; otherwise, take k to be the least number such that
Pk −n−1
i=0 ν0 ai ≥ 2 .) By the inductive hypothesis, and because 0 certainly belongs to Gn+1 , b = supi<k ai
and c = supk<i≤r ai both belong to Gn+1 ; but also ν0 ak < 2−n so ak ∈ Gn+1 . Accordingly, by the choice of
Gn+1 ,
supi≤r ai = b ∪ ak ∪ c
belongs to Gn , and the induction continues.
β ) Set
(β
Pr
ν1 a = inf{ i=0 ν0 ai : a0 , . . . , ar ∈ A, a = supi≤r ai }
for every a ∈ A. It is easy to see that ν1 (a ∪ b) ≤ ν1 a + ν1 b for all a, b ∈ A; also a ∈ Gn whenever ν1 a < 2−n ,
so, in particular, ν1 e ≥ 1, because e ∈
/ G0 .
Set
νa = inf{ν1 b : a ∩ e ⊆ b ⊆ e}
for every a ∈ A. Then of course 0 ≤ νa ≤ νb whenever a ⊆ b, and
ν0 ≤ ν1 0 ≤ ν0 0 = 0,
so ν0 = 0. If a, b ∈ A and ² > 0, there are a0 , b0 such that a ∩ e ⊆ a0 ⊆ e, b ∩ e ⊆ b0 ⊆ e, ν1 a0 ≤ νa + ² and
ν1 b0 ≤ νb + ²; so that (a ∪ b) ∩ e ⊆ a0 ∪ b0 ⊆ e and
ν(a ∪ b) ≤ ν1 (a0 ∪ b0 ) ≤ ν1 a0 + ν1 b0 ≤ νa + νb + 2².
As ², a and b are arbitrary, ν is a submeasure. Next, if hai ii∈N is any non-increasing sequence in A with
infimum 0, hai ∩ eii∈N is another, so converges to 0 for T. If n ∈ N there is an m such that ai ∩ e ∈ Gn for
every i ≥ m, so that
νai ≤ ν1 (ai ∩ e) ≤ ν0 (ai ∩ e) ≤ 2−n
for every i ≥ m. As n is arbitrary, limi→∞ νai = 0; as hai ii∈N is arbitrary, ν is a Maharam submeasure.
Finally,
νe = ν1 e ≥ 1,
so νe 6= 0. Q
Q
(ii) Write C for the set of those c ∈ A such that Ac is a measurable algebra. Then C is order-dense in A.
P
P Take any e ∈ A \ {0}. By (i), there is a Maharam submeasure ν such that νe > 0. Set I = {a : νa = 0},
a∗ = sup I. Because A is ccc, there is a sequence han in∈N in I such that a∗ = supn∈N an ; because ν is
countably subadditive, νa∗ = 0. Consider c = e \ a∗ . Then ν¹ Ac is a strictly positive Maharam submeasure,
so CM1 assures us that Ac is measurable; also c 6= 0 because νc = νe 6= 0, so 0 6= c ⊆ e and c ∈ C. As e is
arbitrary, C is order-dense. QQ
Now A is a ccc, Dedekind complete Boolean algebra in which the measurable principal ideals are order-
dense, so A is measurable, just as in the proof of CM03A ⇒ CM1 (393I)
CM4 ⇒ CM1 Now assume that CM4 is true, and that A is a Dedekind complete Boolean algebra with
a strictly positive Maharam submeasure ν. Then the associated metric ρ on A (393B) defines a topology T
satisfying the conditions of CM4 . P
P The continuity of ∪ is mentioned in 393B. If han in∈N is a non-increasing
sequence with infimum 0, then ρ(an , 0) = νan → 0 so an → 0 for T. Q Q By CM4 , A is measurable.
393N The Control Measure Problem 587

393L My own first encounter with the Control Measure Problem was in the course of investigating
topological Riesz spaces. For various questions depending on this problem, see Fremlin 75. I give the
following as a sample.
(CM5 ) Let A be a ccc Dedekind complete Boolean algebra, and suppose that there is a Haus-
dorff linear space topology T on L0 (A) such that for every neighbourhood G of 0 there is a
neighbourhood H of 0 such that u ∈ G whenever v ∈ H and |u| ≤ |v|. Then A is measurable.

393M Proposition Let A be a Dedekind σ-complete Boolean algebra and ν : A → [0, ∞[ a strictly
positive Maharam submeasure. For u ∈ L0 = L0 (A) set
τ (u) = inf{α : α ≥ 0, ν[[|u| > α]] ≤ α}.
Then τ defines a metrizable linear space topology T on L0 such that for every neighbourhood G of 0 there
is a neighbourhood H of 0 such that u ∈ G whenever v ∈ H and |u| ≤ |v|.
proof (a) The point is that
τ (u + v) ≤ τ (u) + τ (v), τ (αu) ≤ τ (u) if |α| ≤ 1, limα→0 τ (αu) = 0
for every u, v ∈ L0 . PP (i) It will save a moment if we observe that whenever β > τ (u) there is an α ≤ β
such that ν[[|u| > α]] ≤ α, so that
ν[[|u| > β]] ≤ ν[[|u| > α]] ≤ α ≤ β.
Also, because ν is sequentially order-continuous,
ν[[|u| > τ (u)]] = limn→∞ ν[[|u| > τ (u) + 2−n ]] ≤ limn→∞ τ (u) + 2−n = τ (u).
(ii) So

ν[[|u + v| > τ (u) + τ (v)]] ≤ ν[[|u| + |v| > τ (u) + τ (v)]]) ≤ ν([[|u| > τ (u)]] ∪ [[|v| > τ (v)]])
(364Fa)
≤ ν[[|u| > τ (u)]] + ν[[|v| > τ (v)]] ≤ τ (u) + τ (v),

and τ (u + v) ≤ τ (u) + τ (v). (iii) If |α| ≤ 1 then

ν[[|αu| > τ (u)]] ≤ ν[[|u| > τ (u)]] ≤ τ (u),
and τ (αu) ≤ τ (u). (iv) limn→∞ ν[[|u| > n]] = 0 because h[[|u| > n]]in∈N is a non-increasing sequence with
infimum 0. So if ² > 0, there is an n ≥ 1 such that ν[[|u| > n²]] ≤ ², in which case ν[[|αu| > ²]] ≤ ² whenever
|α| ≤ n1 , so that τ (αu) ≤ ² whenever |α| ≤ n1 . As ² is arbitrary, limα→0 τ (αu) = 0. Q
Q
(b) Accordingly we have a metric (u, v) 7→ τ (u−v) which defines a linear space topology T on L0 (2A5B).
Now let G be an open set containing 0. Then there is an ² > 0 such that H = {u : τ (u) < ²} is included in
G. If v ∈ H and |u| ≤ |v|, then
ν[[|u| > τ (v)]] ≤ ν[[|v| > τ (v)]] ≤ τ (v),
so τ (u) ≤ τ (v) and u ∈ H ⊆ G. So T satisfies all the conditions.

393N Proposition CM5 is true iff CM1 , . . . , CM4 are true.

proof CM4 ⇒ CM5 Assume CM4 . Let A, T be as in the statement of CM5 . Let S be the topology on A
induced by T and the function χ : A → L0 ; that is, S = {χ−1 [G] : G ∈ T}. Then S satisfies the conditions
of CM4 . PP (i) Because T is Hausdorff and χ is injective, S is Hausdorff. (ii) If 0 ∈ G ∈ S, there is an
H ∈ T such that G = χ−1 [H]. Now 0 (the zero of L0 ) belongs to H, so there is an open set H1 containing
0 such that u ∈ H whenever v ∈ H1 and |u| ≤ |v|. Next, addition on L0 is continuous for T, so there is an
open set H2 containing 0 such that u + v ∈ H1 whenever u, v ∈ H2 . Consider G0 = χ−1 [H2 ]. This is an
open set in A containing 0, and if a, b ∈ G0 then
|χ(a ∪ b)| ≤ χa + χb ∈ H2 + H2 ⊆ H1 ,
588 Measurable algebras 393N

so χ(a ∪ b) ∈ H and a ∪ b ∈ G. As G is arbitrary, ∪ is continuous at (0, 0). (iii) If han in∈N is a non-increasing
sequence in A with infimum 0, u0 = supn∈N nχan is defined in L0 (use the criterion of 364Ma:
inf m∈N supn∈N [[nχan > m]] = inf m∈N am+1 = 0.)
If 0 ∈ G ∈ S, take H ∈ T such that G = χ−1 [H], and H1 ∈ T such that 0 ∈ H1 and u ∈ H whenever
v ∈ H1 , |u| ≤ |v|. Because scalar multiplication is continuous for T, there is a k ≥ 1 such that k1 u0 ∈ H1 .
For any n ≥ k, χan ≤ k1 u0 so χan ∈ H and an ∈ G. As G is arbitrary, han in∈N → 0 for S. As han in∈N is
arbitrary, condition (ii) in the statement of CM4 is satisfied. Q
Q
Since CM4 is true, A must be a measurable algebra.
CM5 ⇒ CM1 Assume that CM5 is true, and let A be a Dedekind complete Boolean algebra with a
strictly positive Maharam submeasure ν. By 393M, L0 = L0 (A) has a topology satisfying the conditions of
CM5 , so A is measurable.

393O The phrase ‘control measure’ derives, in fact, from none of the formulations above; it belongs to
the theory of vector measures, as follows.
Definitions (a) Let A be a Dedekind σ-complete Boolean algebra and U a Hausdorff linear topological
space. (The idea is intended to apply,
P∞ in particular, when
PnA is a σ-algebra of subsets of a set.) A function
θ : A → U is a vector measure if n=0 θan = limn→∞ i=0 θai is defined in U and equal to θ(supn∈N an )
for every disjoint sequence han in∈N in A.

(b) In this case, a non-negative countably additive functional µ : A → [0, ∞[ is a control measure for
θ if θa = 0 whenever µa = 0.

393P Now I can formulate the last of this string of statements equiveridical to CM1 . Consider the
statement
(CM6 ) If A is a Dedekind σ-complete Boolean algebra, U is a metrizable linear topological space,
and θ : A → U is a vector measure, then θ has a control measure.

393Q Lemma If A is a Dedekind σ-complete Boolean algebra, U a Hausdorff linear topological space,
and θ : A → U a vector measure, then limn→∞ θan = 0 whenever han in∈N is a non-increasing sequence in A
with infimum 0.
P∞
proof θan = i=n θ(ai \ ai+1 ) for every n.

393R Proposition CM6 is true iff CM1 , . . . , CM5 are true.

proof CM01 ⇒ CM6 (i) Assume CM01 , and let A, U and θ be as in the statement of CM6 . Then there is a
functional τ : U → [0, ∞[ such that, for u, v ∈ U , τ (u + v) ≤ τ (u) + τ (v), τ (αu) ≤ τ (u) whenever |α| ≤ 1,
limα→0 τ (αu) = 0, τ (u) = 0 iff u = 0, and the topology of U is defined by the metric (u, v) 7→ τ (u − v)
(2A5Cb). For a ∈ A set νa = supb ⊆ a min(1, τ (θb)).
(ii) Consider the functional ν : A → [0, ∞[. (α)
ν0 = τ (θ0) = τ (0) = 0.
(To see that θ0 = 0 set an = 0 for every n in the definition 393Oa.) (β) If a ⊆ b then of course νa ≤ νb. (γ)
If a, b ∈ A and c ⊆ a ∪ b, then

min(1, τ (θc)) = min(1, τ (θ(c ∩ a) + θ(c \ a)))

≤ min(1, τ (θ(c ∩ a)) + τ (θ(c \ a))) ≤ νa + νb.
As c is arbitrary, ν(a ∪ b) ≤ νa + νb. Thus ν is a submeasure. (δ) ?? Suppose, if possible, that there is
a non-decreasing sequence han in∈N in A, with infimum 0, such that hν(an )in∈N does not converge to 0.
Because hν(an )in∈N is non-increasing, ² = 31 inf n∈N νan is greater than 0. Now for each n ∈ N there are
m > n, b such that b ⊆ an \ am and τ (θb) ≥ ². PP As νan ≥ 3² there is a c ⊆ an such that τ (θc) ≥ 2². Now
hθ(am ∩ cim∈N converges to 0 in U , by 393Q, so there is an m > n such that
*393S The Control Measure Problem 589

τ (θ(c \ am )) = τ (θc − θ(am ∩ c)) ≥ τ (θc) − τ (θ(am ∩ c)) ≥ ²,

and we can take b = c \ am . Q
Q
We may therefore choose hbk ik∈N , hn(k)ik∈N such that n(k +1) > n(k), bk ⊆ an(k) \ an(k+1) and τ (θbk ) ≥ ²
P∞
for every k. But hbk ik∈N is disjoint, so we ought to be able to form k=0 θbk = θ(supk∈N bk ) in U , and
limk→∞ θbk = 0 in U , that is, limk→∞ τ (θbk ) = 0. X
X
Thus limn→∞ νan = 0 for every non-increasing sequence han in∈N with infimum 0, and ν is a Maharam
submeasure.
(iii) By CM01 , there is a non-negative countably additive functional µ : A → [0, ∞[ such that νa = 0
whenever µa = 0. In particular, if µa = 0, then τ (θa) = 0 and θa = 0. So µ is a control measure for θ. As
A, U and θ are arbitrary, CM6 is true.
CM6 ⇒ CM1 Assume CM6 , and let A be a Dedekind complete Boolean algebra with a strictly positive
Maharam submeasure ν. Give L0 = L0 (A) the topology of 393M. Then χ : A → L0 is a vector measure in
the sense of 393O. P
P If han in∈N is a disjoint sequence in A with supremum a, set bn = supi≤n ai , so that
Pn
χbn = i=0 χai for each n. We have ν(a \ bn ) → 0, so that
τ (χa − χbn )) = min(1, ν(a \ bn )) → 0,
P∞
where τ is the functional of 393M, and χa = i=0 χai in L0 . Q Q
CM6 now assures us that there is a non-negative countably additive functional µ on A such that
µa = 0 =⇒ χa = 0 =⇒ a = 0,
so that µ is strictly positive and A is measurable. As A and ν are arbitrary, CM1 is true.

*393S I must not go any farther without remarking that the generality of the phrase ‘metrizable linear
topological space’ in CM6 is essential. If we look only at normed spaces we do not need to know anything
about the Control Measure Problem, as the following theorem shows.
Theorem Let A be a Dedekind σ-complete Boolean algebra, U a normed space and θ : A → U a vector
measure. Then θ has a control measure.
proof (a) Since U can certainly be embedded in a Banach space Û (3A5Ib), and as θ will still be a vector
measure when regarded as a map from A to Û , we may assume from the beginning that U itself is complete.
(b) θ is bounded (that is, supa∈A kθak is finite). PP?? Suppose, if possible, otherwise. Choose han in∈N
inductively, as follows. a0 = 1. Given that supa ⊆ an kθak = ∞, choose b ⊆ an such that kθbk ≥ kθan k + 1.
Then kθ(an \ b)k ≥ 1. Also
supa ⊆ an kθak ≤ supa ⊆ an kθ(a ∩ b)k + kθ(a \ b)k,
so at least one of supa ⊆ b kθak, supa ⊆ an \b kθak must be infinite. We may therefore take an+1 to be either b
or an \ b and such that supa ⊆ an+1 kθak = ∞. Observe that in either case we shall have kθ(an \ an+1 )k ≥ 1.
Continue.
At the end of the P
induction we shall have a disjoint sequence han \ an+1 in∈N such that kθ(an \ an+1 )k ≥ 1
∞
for every n, so that n=0 θ(an \ an+1 ) cannot be defined in U ; which is impossible. X XQ Q
(c) Accordingly we have a bounded linear operator T : L∞ → U , where L∞ = L∞ (A), such that T χ = θ
(363Ea).
Now the key to the proof is the following fact: if hun in∈N is a disjoint order-bounded sequence in (L∞ )+ ,
hT un in∈N → 0 in U . P P Let γ be such that un ≤ γχ1 for every n. Let ² > 0, and let k be the integer
part of γ/². For n ∈ N, i ≤ k set ani = [[un > ²(i + 1)]]; then hani in∈N is disjoint for each i, and if we set
Pk
vn = ² i=0 χani , we get vn ≤ uP n ≤ vn + ²χ1, so kun − vn k∞ ≤ ².
∞
Because hani in∈N is disjoint, n=0 θani is defined in U , and hθani in∈N → 0, for each i ≤ k. Consequently
Pk
T vn = ² i=0 θani → 0
as n → ∞. But
kT un − T vn k ≤ kT kkun − vn k∞ ≤ ²kT k
590 Measurable algebras *393S

for each n, so lim supn→∞ kT un k ≤ ²kT k. As ² is arbitrary, limn→∞ kT un k = 0. Q

Q
(d) Consider the adjoint operator T 0 : U ∗ → (L∞ )∗ . Recall that L∞ is an M -space (363B) so that its
dual is an L-space (356N). Write
A = {T 0 g : g ∈ U ∗ , kgk ≤ 1} ⊆ (L∞ )∗ = (L∞ )∼ .
If u ∈ L∞ , then
supf ∈A |f (u)| = supkgk≤1 |(T ∗ g)(u)| = supkgk≤1 |g(T u)| = kT uk.
Now A is uniformly integrable. P P I use the criterion of 356O. Of course kf k ≤ kT 0 k for every f ∈ A, so A
is norm-bounded. If hun in∈N is an order-bounded disjoint sequence in (L∞ )+ , then
supf ∈A |f (un )| = kT un k → 0
as n → ∞. So A is uniformly integrable. Q
Q
(e) Next, A ⊆ (L∞ )∼ P If f ∈ A, it is of the form T 0 g for some g ∈ U ∗ , that is,
c . P

f (χa) = (T 0 g)(χa) = gT (χa) = g(θa)

for every a ∈ A. If now han in∈N is a disjoint sequence in A with supremum a,
P∞ P∞ P∞
f (χa) = g(θ(supn∈N an )) = g( n=0 θan ) = n=0 g(θan ) = n=0 f (χan ).
So f χ is countably additive. By 363K, f ∈ (L∞ )∼
c . Q
Q
(f ) Because A is uniformly integrable, there is for each m ∈ N an fm ≥ 0 in (L∞ )∗ such that k(|f | −
fm )+ k ≤ 2−m for every f ∈ A; moreover, we can suppose that fm is of the form supi≤km |fmi | where every
fmi belongs to A (354R(b-iii)), so that fm ∈ (L∞ )∼
c and µm = fm χ is countably additive. Set
P∞ 1
γm = 1 + µm 1 for each m, µ = m=0 m µm ;
2 γm

then µ : A → [0, ∞[ is a non-negative countably additive functional.

Now µ is a control measure for θ. P
P If µa = 0, then µm a = 0, that is, fm (χa) = 0, for every m ∈ N. But
this means that if g ∈ U ∗ and kgk ≤ 1,
|g(θa)| = |(T 0 g)(χa)| ≤ fm (χa) + k(|T 0 g| − fm )+ k ≤ 2−m
for every m, by the choice of fm ; so that g(θa) = 0. As g is arbitrary, θa = 0; as a is arbitrary, µ is a control
measure for θ. Q
Q

393T This concludes the list of ‘positive’ results I wish to present in this section. I now devote a
few pages to significant examples of submeasures. The first example is a classic formulation (taken from
Talagrand 80) which shows in clear relief some of the fundamental ways in which submeasures differ from
measures.
Examples (a) Fix n ≥ 1, and let I be the set {0, 1, . . . , 2n − 1}, X = [I]n , so that X is a finite set. For
each i ∈ I set Ai = {a : i ∈ a ∈ X}. For E ⊆ X set

1 [
νE = inf{#(J) : J ⊆ I, E ⊆ Ai }
n+1
i∈J
1
= inf{#(J) : a ∩ J 6= ∅ for every a ∈ E}.
n+1

It is elementary to check that ν : PX → [0, ∞[ is a strictly positive submeasure, therefore (because PX is

finite) a Maharam submeasure.
The essential properties of ν are twofold: (i) νX = 1; (ii) for any non-negative additive functional µ such
2
that µE ≤ νE for every E ⊆ X, µX ≤ n+1 . PP (i)(α) If J ⊆ I and #(J) ≤ n, there is an a ∈ [I \ J]n ,
S S
so that a ∈ X \ i∈J Ai and X 6⊆ i∈J Ai . This means that X cannot be covered by fewer than n + 1 of
the sets Ai , so that νX must be at leastS1. (β) On the other hand, if J ⊆ I is any set of cardinal n + 1,
a ∩ J 6= ∅ for every a ∈ X, so that X = i∈J Ai and νX ≤ 1. (ii) Every member of X belongs to just n of
the sets Ai , so
393U The Control Measure Problem 591

P #(I) 2n
nµX = i∈I µAi ≤ = ,
n+1 n+1
2
and µX ≤ n+1 . Q
Q

(b) This example shows at least that any proof of CM3A cannot work through any generally valid in-
equality of the form ‘if ν is a Maharam submeasure there is an additive functional µ with δν ≤ µ ≤ ν’. If
we take a sequence of these spaces we can form a result which in one direction is stronger, as follows.
For each n ≥ 1 set In =Q{0, . . . , 2n − 1} and define Xn = [In ]n , Ani = {a : i ∈ a ∈ Xn }, νn : PXn → [0, 1]
∞
as in (a) above. Set Z = n=1 Xn , K = {(n, i) : n ≥ 1, i ∈ In } and
Cni = {x : x ∈ Z, x(n) ∈ Ani }
for (n, i) ∈ K. Now define θ : PZ → [0, 1] by setting
P 1 S
θW = inf{ (n,i)∈J : J ⊆ K, W ⊆ (n,i)∈J Cni }
n+1
for every W ⊆ Z. Then θ is an outer measure on Z, by arguments we have been familiar with since 114D.
Also θZ = 1. P P (i) Because (for instance) X1 P is covered by the two sets A10 and A11 , Z is covered by C10
1
and C11 , so that θZ ≤ 1. (ii) If J ⊆ K and (n,i)∈J n+1 < 1, set Jn = {i : (n, i) ∈ J} for each n; then
S
#(Jn ) < n + 1, so we can choose an x(n) ∈ Xn \ i∈Jn Ani . This defines a sequence x ∈ Z such that x ∈ / Cni
S
for every (n, i) ∈ J, and Z 6= (n,i)∈J Cni . As J is arbitrary, θZ ≥ 1. Q Q
Finally, if Σ is any subalgebra of PZ containing every Cni , and µ : Σ → [0, ∞[ a non-negative finitely
additive functional such that µE ≤ θE for every E ∈ Σ, then µ = 0. P P For each n, every point of x belongs
to n different Cni , just as in (a) above; so that
P 2n
nµZ ≤ i∈In µCni ≤ .
n+1
As this is true for every n ≥ 1, µZ = 0. Q
Q

(c) A non-zero submeasure ν on a Boolean algebra A is called pathological if the only additive functional
µ such that 0 ≤ µa ≤ νa for every a ∈ A is the zero functional. Thus the submeasure θ of (b) above is
pathological, and CM3A can be read ‘an exhaustive submeasure cannot be pathological’.

(d) It is important to note that Fubini’s theorem fails catastrophically for submeasures. As a simple
example, consider the space (X, ν) of (a) above, for some fixed n ≥ 1. If we define θ : P(X × X) → [0, 1] by
setting
P∞ S
θW = inf{ i=0 νEi · νFi : W ⊆ i∈N Ei × Fi }
for each W ⊆ X × X, then we obtain an outer measure, just as if ν itself were a measure; but θ(X × X) ≤
4n/(n + 1)2 is small compared with (νX)2 . P
P Give {0, . . . , 2n − 1} = Z2n its usual group operation +2n of
addition mod 2n. Then
S S
X × X ⊆ i<2n (Ai × Ai ) ∪ i<2n (Ai × Ai+2n 1 ),
because if a, b ∈ X either a ∩ b 6= ∅ and there is some i such that a, b both belong to Ai , or b =
{0, . . . , 2n − 1} \ a and there is some i such that i ∈ a, i +2n 1 ∈ b. So
P 4n
θ(X × X) ≤ i<2n νAi (νAi + νAi+2n 1 ) = . Q
Q
2 (n+1)

393U For the next example, I present a much deeper idea from Roberts 93.
Example Let B be the algebra of open-and-closed subsets of {0, 1}N . Then for any ² > 0 we can find a
submeasure ν : B → [0, 1] such that
(i) for every n ∈ N there is a disjoint sequence Sn0 , . . . , Snn in B such that νSni = 1 for every i ≤ n;
(ii) if hEn in∈N is any disjoint sequence in B then lim supn→∞ νEn ≤ ².
Q
proof (a) For each n ∈ N let In be the finite set {0, . . . , n}, given its discrete topology; set X = n∈N In ,
with the product topology; let C be the algebra of subsets of X generated by sets of the form Sij = {x :
592 Measurable algebras 393U

x(i) = j}, where i ∈ N and j ≤ i. Note that X is compact and Hausdorff and that every member of C is
open-and-closed (because all the Sij are). Also C is atomless, countable and non-zero, so is isomorphic to
B, by 393F. It will therefore be enough if I can describe a submeasure ν : C → [0, 1] with the properties (i)
and (ii) above, and this is what I will do.
(b) For each n ∈ N let An be the set of non-empty members of C determined by coordinates in {0, . . . , n};
note that An is finite. For k ≤ l ∈ N, say that E ∈ C is (k, l)-thin if for every A ∈ Ak there is an A0 ∈ Al
such that A0 ⊆ A \ E. Note that if k 0 ≤ k ≤ l ≤ l0 then Ak0 ⊆ Ak and Al ⊆ Al0 , so any (k, l)-thin set is also
(k 0 , l0 )-thin.
Say that every E ∈ C is (k, 0)-small for every k ∈ N, and that for k, r ∈ N a set E ∈ C is (k, r+1)-small if
there is some l ≥ k such that E is (k, l)-thin and (l, r)-small. Observe that E is (k, 1)-small iff it is (k, l)-thin
for some l ≥ k, that is, there is no member of Ak included in E. Observe also that if E is (k, r)-small then
it is (k 0 , r)-small for every k 0 ≤ k.
Write S = {Sij : j ≤ i ∈ N}.
(c) Suppose that E ∈ C and k ≤ l ≤ m are such that E is both (k, l)-thin and (l, m)-thin. Then whenever
A ∈ Ak , S ∈ S and A ∩ S 6= ∅, there is an A0 ∈ Am such that A0 ⊆ A \ E and A0 ∩ S 6= ∅. P P Take S = Sni
where i ≤ n. (i) If n ≤ l, then A ∩ S ∈ Al ; because E is (l, m)-thin, there is an A0 ∈ Am such that
A0 ⊆ (A ∩ S) \ E. (ii) If n > l, there is an A0 ∈ Al such that A0 ⊆ A \ E, because E is (k, l)-thin; now
A0 ∈ Am , and A0 ∩ S is non-empty because A0 is determined by coordinates less than n. Q Q
(d) It follows that if S ∈ S, k ∈ N, A ∈ Ak , A ∩ S 6= ∅, r ∈ N and E0 , . . . , Er−1 are (k, 2r)-small, then
A ∩ S is not covered by E0 , . . . , Er−1 . P
P Induce on r. The case r = 0 demands only that A ∩ S should not
be covered by the empty sequence, that is, A ∩ S 6= ∅, which is one of the hypotheses. For the inductive
step to r + 1, we know that for each j ≤ r there are lj , mj such that k ≤ lj ≤ mj and Ej is (k, lj )-thin and
(lj , mj )-thin and (mj , 2r)-small. Rearranging E0 , . . . , Er if necessary we may suppose that mr ≤ mj for
every j ≤ r; set m = mr . By (c), there is an A0 ∈ Am such that A0 ∩ S 6= ∅ and A0 ⊆ A \ Er . Now S every
Ej , for j < r, is (mj , 2r)-small, therefore (m, 2r)-small, so by the inductive hypothesis A0 ∩ S 6⊆ j<r Ej .
S
Accordingly A ∩ S 6⊆ j≤r Ej and the induction continues. Q Q
(e) Now suppose that hEn in∈N is a disjoint sequence inSC. Then for any k ∈ N there are l, n∗ ∈ N such
that En is (k, l)-thin for every n ≥ n∗ . P
P Consider Gn = j≥n Ej for each n ∈ N. Then every Gn is open
T
and n∈N Gn = ∅. If A ∈ Ak , then A, with its subspace topology, is compact, so Baire’s theorem (3A3G)
tells us that there is an nA such that GnA ∩ A is not dense in A; let lA be such that A \ GnA includes a
member of AlA . Set n∗ = max{nA : A ∈ Ak }, l = max{lA : A ∈ Ak }. If n ≥ n∗ , A ∈ Ak there is an
A0 ∈ AlA ⊆ Al such that
A0 ⊆ A \ GnA ⊆ A \ En .
As A is arbitrary, En is (k, l)-thin. Q
Q
It follows at once that for any r ∈ N we can find n∗r , k0 < k1 < . . . < kr ∈ N such that En is (kj , kj+1 )-thin
for every j < r and n ≥ n∗r ; so that En is (0, r)-small for every n ≥ n∗r .
(f ) Take an integer r ≥ 1/². Let U be the set of (0, 2r)-small members of C. Set
1
νE = min{m : E ⊆ E1 ∪ . . . ∪ Em for some E1 , . . . , Em ∈ U}
r

if E can be covered by r or fewer members of U, 1 otherwise. It is easy to check that ν : C → [0, 1] is a

submeasure. By (d), no member of S can be covered by r or fewer members of U, so νSni = 1 whenever
i ≤ n ∈ N. By (e), if hEn in∈N is any disjoint sequence in C, En belongs to U for all but finitely many n, so
that νEn ≤ 1r ≤ ² for all but finitely many n. Thus ν has the required properties.

393X Basic exercises (a) Let A be a Boolean algebra and ν a strictly positive Maharam submeasure
on A. Show that a subset F of A is closed for the topology defined by ν iff the limit of any order*-convergent
sequence in F belongs to F .

(b) Let A be a Dedekind σ-complete Boolean algebra with a strictly positive Maharam submeasure ν.
Show that A is complete under the metric defined from ν (393B).
393Yd The Control Measure Problem 593

(c) Let A be a Dedekind complete Boolean algebra and ν, ν 0 two strictly positive Maharam submeasures
on A. Show that the corresponding metrics on A (393B) are uniformly equivalent.

(d) Let A be a countable Boolean algebra, not {0}. Show that A is isomorphic to an order-closed
subalgebra of the algebra B of open-and-closed subsets of {0, 1}N . (Hint: show that A ⊗ B ∼
= B.)

(e) Suppose that CM1 -CM6 are false. Show that there is a Dedekind complete Boolean algebra A, with
a strictly positive Maharam submeasure, such that (i) the only countably additive real-valued functional on
A is the zero functional (ii) τ (A) = ω.

(f ) Let A be a Dedekind complete Boolean algebra with a strictly positive Maharam submeasure. Show
that if τ (A) ≤ ω then the associated topology on A (393B) is separable and A is σ-linked.

(g) Consider the statement

(CM06 ) If X is a set, Σ a σ-algebra of subsets of X, U a metrizable linear topological space, and
θ : Σ → U a vector measure, then θ has a control measure.
Show that CM06 ⇐⇒ CM6 .

(h) Consider the outer measures νn , θ of 393Ta-b. Give every Xn its discrete topology and Z the
corresponding product topology. Let E be the algebra of open-and-closed subsets of Z. (i) Show that E is
the subalgebra of PZ generated P by sets of the form {x : x ∈ Z, x(n) = a} for n ≥ 1, a ∈ Xn . (ii) Take
n
n ≥ 1 and set A = {a : a ∈ Xn , i∈a i is even}. Show that νn A = νn (X \ A) = n+1 . (iii) Show that for
any α < 1 there is a disjoint sequence hEn in∈N in E such that θEn ≥ α for every n.

393Y Further exercises (a) Let A be a Dedekind complete Boolean algebra with a strictly positive
Maharam submeasure. Show that if τ (A) ≤ ω then A is σ-m-linked (391Yh) for every m.

(b) Let A be a Boolean algebra with just four elements, and let N + be the set of submeasures on A,
N = N + − N − the set of functionals from A to R expressible as the difference of two submeasures. (i) Show
that N is just the three-dimensional space of functionals ν : A → R such that ν0 = 0. (ii) Show that there
is a partial order on N under which N is a partially ordered linear space with positive cone N + , but that
N is now not a lattice.

(c) Let A be a Dedekind complete Boolean algebra. Show that there is at most one Hausdorff topology T
on A such that (i) the Boolean operations ∩ , 4 are continuous (ii) for every open set G containing 0 there
is an open set H containing 0 such that a ∈ G whenever a ⊆ b ∈ H (iii) 0 ∈ A whenever A ⊆ A is non-empty
and downwards-directed and has infimum 0. (Hint: Given such a topology T, show that the construction
in 393K produces enough order-continuous submeasures on A to define T. Now if ν is any order-continuous
submeasure, let a be its support; because Aa is ccc, there is a T-continuous submeasure with support a; use
393E to see that ν is continuous.)

(d) Let A be a Boolean algebra. Let T be the topology on A such that the closed sets for T are just those
sets F ⊆ A such that a ∈ F whenever han in∈N is a sequence in F which order*-converges to a (367Yc). Show
that a 7→ a ∪ c, a 7→ a ∩ c, a 7→ a 4 c, a 7→ a \ c, a 7→ c \ a are all T-continuous, for any c ∈ A. Write U for the
family of open sets G containing 0 such that [0, a] ⊆ G for every a ∈ G; for A ⊆ A set A0 = {a ∪ b : a, b ∈ A}.
Show that G ⊆ G0 ∈ U for every G ∈ U.
Suppose now that A is ccc and Dedekind complete and that T is Hausdorff. Show that (i) A is weakly
(σ, ∞)-distributive; (ii) whenever A ⊆ A and a ∈ A there is a sequence in A which order*-converges to a (see
367Yl); (iii) whenever 0 ∈ G ∈ T there is an H ∈ U such that H ⊆ G (hint: H = int{a : [0, a] ⊆ G} ∈ U);
(iv) for any a ∈ A \ {0} there is a G ∈ U such that a ∈ / G0 ; (v) for every G ∈ U there isTan H ∈ U such that
00 0
H ⊆ G ; (vi) for any a ∈ A \ {0} there is a sequence hGn in∈N in U such that a ⊆ 6 sup( n∈N Gn ); (vii) there
T
is a sequence hGn in∈N in U such that n∈N Gn = {0}; (viii) for every G ∈ U there is an H ∈ U such that
H 0 ⊆ G; (ix) there is a strictly positive Maharam submeasure on A (hint: 393K).
(See Balcar Glowczyński & Jech 98.)
594 Measurable algebras 393Ye

(e) Consider the statement

(CM04 ) Let A be a ccc Dedekind complete Boolean algebra with a Hausdorff topology T such that
if han in∈N is a sequence in A which order*-converges to a ∈ A, then han in∈N converges to 0 for
the topology T. Then A is measurable.
Show that CM04 is true iff CM1 is true.

(f ) Let A be a Dedekind complete Boolean algebra with a strictly positive Maharam submeasure, and let
S, T be the associated metrizable topologies on A, L0 (A) (393B, 393N). Write d(A), d(L0 ) for the topological
densities of these spaces (331Yf). Show that
max(τ (A), ω) = max(d(A), ω) = max(d(L0 ), ω).

(g) Let A be a Dedekind σ-complete Boolean algebra, λ : A → [0, ∞[ a non-negative finitely additive
functional, and ν a Maharam submeasure on A such that νa = 0 whenever λa = 0. Show that ν is absolutely
continuous with respect to λ and therefore also with respect to the countably additive part of λ as defined
in 362Bc.

(h) Let A be a Dedekind σ-complete Boolean algebra, U a Hausdorff linear topological space and θ : A → U
a vector measure. Suppose that there is a bounded finitely additive functional λ : A → R such that θa = 0
whenever λa = 0. Show that θ has a control measure.

(i) A linear topological space U is locally convex if the topology has a base consisting of convex sets.
Show that if A is a Dedekind σ-complete Boolean algebra, U is a metrizable locally convex linear topological
space, and θ : A → U is a vector measure, then θ has a control measure.

(h) Consider the outer S

measure θ of 393Tb. (i) Show that there is a non-decreasing sequence hWn in∈N of
S Wn ) > supn∈N θWn . (ii) Show that if hWn in∈N is a non-decreasing sequence
subsets of Z such that θ( n∈N
of open subsets of Z then θ( n∈N Wn ) = supn∈N θWn .

393 Notes and comments This section is long in pages, but I hope has been reasonably easy reading,
because so many of the arguments amount to re-written versions of ideas already presented. Thus 393Ba-
b can be thought of as an elementary extension of 323A-323B, and the completion procedure in 393Bc
uses some of the same ideas as the proof of 325C. The notion of ‘absolute continuity’ for submeasures is
taken directly from that for measures, and 393E is a simple translation of 232Ba. Other fragments of the
argument for the Radon-Nikodým theorem appear in the proof that CM1 implies CM3A (393I) and in 393S.
The argument of 393K takes a fair bit of space, but is mostly a recapitulation of the proof that a uniformity
can be defined from pseudometrics (Engelking 89, 8.1.10; Bourbaki 66, IX.1.4). If there is a new idea
there, it is in the formula
νa = inf{ν1 b : a ∩ e ⊆ b ⊆ e}
in the middle of the proof. (Contrast this with the formula
νa = supb ⊆ a min(1, τ (θb))
in the proof of 393R.) 393M is just a matter of picking the right description of the topology of convergence
in measure to generalize.
I do think it is a little surprising that CM3A and CM3B should be equiveridical; one is asking for an
additive functional dominated by ν, and the other for an additive functional weakly dominating ν. Of
course it is not exactly the same ν in both cases. It is tempting to look for a theory of spaces of submeasures
corresponding to the theory of spaces of additive functionals (§326), but it seems that, at the very least,
there are new obstacles (393Yb).
The arguments of this section tend to be based on hypotheses of the form ‘CMn is true’; I hope that
this will not lead to any presumption that the Control Measure Problem has a positive answer. I am myself
inclined to believe that all the statements CMn are false, and that one day all this material will have to
be re-written with the arguments in reverse, proving ¬CMn ⇒ ¬CMm instead of CMm ⇒ CMn , or using
reductio ad absurdum at every point where it is not used above.
394A Kawada’s theorem 595

I include CM02 because it seems to make the problem more accessible, and indeed it is significant for
theoretical reasons. In this form it is possible to show that the Control Measure Problem cannot depend on
any of the special axioms that have been introduced in the last thirty-five years; that is, if there is a solution
using such an axiom as the continuum hypothesis, or Martin’s axiom, or the axiom of constructibility,
then there must be a solution using only the ordinary axioms of Zermelo-Fraenkel set theory (including
the axiom of choice). For elucidation of this remark, which I fear may be somewhat cryptic, look for
‘Shoenfield’s Absoluteness Theorem’ in a book on mathematical logic and forcing (e.g., Kunen 80). An
incidental benefit from including CM02 is that it has forced me, at last, to spell out the characterization of
the algebra of open-and-closed subsets of {0, 1}N (393F).
I mention CM001 and CM06 (393Xg) as well as CM01 and CM6 because some natural versions of the Control
Measure Problem arise in the context of σ-algebras of sets, rather than Dedekind σ-complete Boolean
algebras, and a reminder that this makes no difference to the problem may be helpful.
This is not a book about vector measures, but having introduced vector measures in CM6 it would be
disgraceful to leave you unaware that there is no control measure problem for measures taking values in
normed spaces, and since the proof is no more than an assembly of ideas already covered in their scattered
locations, it seems right to set it out (393S).
I have said already that my own prejudice is in favour of believing that all the statements CM∗ are false;
that is, that there is a Dedekind complete Boolean algebra A, with a strictly positive Maharam submeasure,
such that A is not measurable. Ordinarily such a presumption makes a problem seem less interesting; only
rarely is there as much honour and profit in constructing a recondite counter-example as there is in proving
a substantial theorem. But in this case I believe that it could be the starting point of a new theory of
‘submeasurable algebras’, being Dedekind complete Boolean algebras carrying strictly positive Maharam
submeasures. These would be ccc weakly (σ, ∞)-distributive algebras (392I), some of them σ-m-linked
for every m (393Ya), carrying metrics for which the Boolean operations were uniformly continuous and
order-closed sets were closed (393B); there would be associated theories of topologies of ‘convergence in
submeasure’ on algebras and L0 spaces (393B, 393M). We already have a remarkable characterization of
such algebras in terms of order*-convergence (393Yd). But the real prize would be a new algebra for use in
forcing, conceivably leading to new models of set theory.
The examples in 393T and 393U are there for different purposes. In 393Ta we have submeasures on finite
algebras, which are therefore necessarily uniformly exhaustive, in which dominated measures are cruelly
dominated; the submeasures are ‘almost pathological’, and can readily be assembled into a submeasure
which is pathological in the strict sense (393Tb), but is now very far from being exhaustive (393Xh). Of
course the method of 393Tb is extraordinarily crude, but as far as I know nothing else works either (see
393Td).
I called 393T a ‘classic’ construction; I am sure that whatever resolution is at last found for the Control
Measure Problem, 393Ta at least will always be of interest. It is less clear that 393U will endure in the same
way, but for the moment it is the best example known of a submeasure which is almost exhaustive while
being far from uniformly exhaustive.

394 Kawada’s theorem

I now describe a completely different characterization of (homogeneous) measurable algebras, based on
the special nature of their automorphism groups. The argument depends on the notion of ‘non-paradoxical’
group of automorphisms; this is an idea of great importance in other contexts, and I therefore aim at a fairly
thorough development, with proofs which are adaptable to other circumstances.

394A Definitions Let A be a Dedekind complete Boolean algebra, and G a subgroup of Aut A. For a,
b ∈ A I will say that an isomorphism φ : Aa → Ab between the corresponding principal ideals belongs to the
full local semigroup generated by G if there are a partition of unity hai ii∈I in Aa and a family hπi ii∈I
in G such that φc = πi c whenever i ∈ I and c ⊆ ai . If such an isomorphism exists I will say that a and b
are G-τ -equidecomposable.
I will write a 4τG b to mean that there is a b0 ⊆ b such that a and b0 are G-τ -equidecomposable.
596 Measurable algebras 394A

For any function f with domain A, I will say that f is G-invariant if f (πa) = f (a) whenever a ∈ A and
π ∈ G.

394B The notion of ‘full local semigroup’ is of course an extension of the idea of ‘full subgroup’ (381M,
387A). The word ‘semigroup’ is justified by (c) of the following lemma, and the word ‘full’ by (e).
Lemma Let A be a Dedekind complete Boolean algebra and G a subgroup of Aut A. Write G∗τ for the full
local semigroup generated by G.
(a) Suppose that a, b ∈ A and that φ : Aa → Ab is an isomorphism. Then the following are equiveridical:
(i) φ ∈ G∗τ ;
(ii) for every non-zero c0 ⊆ a there are a non-zero c1 ⊆ c0 and a π ∈ G such that φc = πc for every
c ⊆ c1 ;
(iii) for every non-zero c0 ⊆ a there are a non-zero c1 ⊆ c0 and a ψ ∈ G∗τ such that φc = ψc for every
c ⊆ c1 .
(b) If a, b ∈ A and φ : Aa → Ab belongs to G∗τ , then φ−1 : Ab → Aa also belongs to G∗τ .
(c) Suppose that a, b, a0 , b0 ∈ A and that φ : Aa → Aa0 , ψ : Ab → Ab0 belong to G∗τ . Then ψφ ∈ G∗τ ; its
domain is Ac where c = φ−1 (b ∩ a0 ), and its set of values is Ac0 where c0 = ψ(b ∩ a0 ).
(d) If a, b ∈ A and φ : Aa → Ab belongs to G∗τ , then φ¹ Ac ∈ G∗τ for any c ⊆ a.
(e) Suppose that a, b ∈ A and that ψ : Aa → Ab is an isomorphism such that there are a partition of
unity hai ii∈I in Aa and a family hφi ii∈I in G∗τ such that ψc = φi c whenever i ∈ I and c ⊆ ai . Then ψ ∈ G∗τ .
proof (a) (Compare 387B.)
(i)⇒(iii) is trivial, since of course G ⊆ G∗τ .
(iii)⇒(ii) Suppose that φ satisfies (iii), and that 0 6= c0 ⊆ a. Then we can find a ψ ∈ G∗τ and a non-zero
c1 ⊆ c0 such that φ agrees with ψ on Ac1 . Suppose that dom ψ = Ad , where necessarily d ⊇ c1 . Then there
are a partition of unity hdi ii∈I in Ad and a family hπi ii∈I such that ψc = πi c whenever c ⊆ di . There is
some i ∈ I such that c2 = c1 ∩ di 6= 0, and we see that φc = ψc = πi c for every c ⊆ c2 . As c0 is arbitrary, φ
satisfies (ii).
(ii)⇒(i) If φ satisfies (ii), set
D = {d : d ⊆ a, there is some π ∈ G such that πc = φc for every c ⊆ d}.
The hypothesis is that D is order-dense in A, so there is a partition of unity hai ii∈I of Aa lying within D
(313K); for each i ∈ I take πi ∈ G such that φc = πi c for c ⊆ ai ; then hai ii∈I and hπi ii∈I witness that
φ ∈ G∗τ .
(b) This is elementary; if hai ii∈I , hπi ii∈I witness that φ ∈ G∗τ , then hφai ii∈I = hπi ai ii∈I , hπi−1 ii∈I witness
that φ−1 ∈ G∗τ .
(c) I ought to start by computing the domain of ψφ:

d ∈ dom(ψφ) ⇐⇒ d ∈ dom φ, φd ∈ dom ψ

⇐⇒ d ⊆ a, φd ⊆ b ⇐⇒ d ⊆ φ−1 (a0 ∩ b) = c.
So the domain of ψφ is indeed Ac ; now φ¹ Ac is an isomorphism between Ac and Aφc , where φc = a0 ∩ b ∈ Ab ,
so ψφ is an isomorphism between Ac and Aψφc = Ac0 . Let hai ii∈I , hbj ij∈J be partitions of unity in Aa ,
Ab respectively, and hπi ii∈I , hθj ij∈J families in G such that φd = πi d for d ⊆ ai , ψe = θj e for e ⊆ bj . Set
cij = ai ∩ πi−1 bj ; then hcij ii∈I,j∈J is a partition of unity in Ac and ψφd = θj πi d for d ⊆ cij , so ψφ ∈ G∗τ
(because all the θj πi belong to G).
(d) This is nearly trivial; use the definition of G∗τ or the criteria of (a), or apply (c) with the identity
map on Ac as one of the factors.
(e) This follows at once from the criterion (a-iii) above, or otherwise.

394C Lemma Let A be a Dedekind complete Boolean algebra and G a subgroup of Aut A. Write G∗τ
for the full local semigroup generated by G.
394D Kawada’s theorem 597

(a) For a, b ∈ A, a 4τG b iff there is a φ ∈ G∗τ such that a ∈ dom φ and φa ⊆ b.
(b)(i) 4τG is transitive and reflexive;
(ii) if a 4τG b and b 4τG a then a and b are G-τ -equidecomposable.
(c) G-τ -equidecomposability is an equivalence relation on A.
(d) If hai ii∈I and hbi ii∈I are families in A, of which hbi ii∈I is disjoint, and ai 4τG bi for every i ∈ I, then
supi∈I ai 4τG supi∈I bi .
proof (a) This is immediate from the definition of ‘G-τ -equidecomposable’ and 394Bd.
(b)(i) a 4τG a because the identity homomorphism belongs to G∗τ . If a 4τG b 4τG c there are φ, ψ ∈ G∗τ
such that φa ⊆ b, ψb ⊆ c so that ψφa ⊆ c; as ψφ ∈ G∗τ (394Bc), a 4τG c.
(ii) (This is of course a Schröder-Bernstein theorem, and the proof is the usual one.) Take φ, ψ ∈ G∗τ
such that φa ⊆ b, ψb ⊆ a. Set a0 = a, b0 = b, an+1 = ψbn and bn+1 = φan for each n. Then han in∈N ,
hbn in∈N are non-increasing sequences; set a∞ = inf n∈N an , b∞ = inf n∈N bn . For each n,
φ¹ Aa2n \a2n+1 : Aa2n \a2n+1 → Ab2n+1 \b2n+2 ,

ψ¹ Ab2n \b2n+1 : Ab2n \b2n+1 → Aa2n+1 \a2n+2

are isomorphisms, while
φ¹ Aa∞ : Aa∞ → Ab∞
is another. So we can define an isomorphism θ : Aa → Ab by setting

θc = φc if c ⊆ a∞ ∪ sup a2n \ a2n+1 ,

n∈N

= ψ −1 c if c ⊆ sup a2n+1 \ a2n+2 .

n∈N

By 394Be, θ ∈ G∗τ , so a and b are G-τ -equidecomposable.

(c) This is easy to prove directly from the results in 394B, but also follows at once from (b-i); any
transitive reflexive relation gives rise to an equivalence relation.
(d) We may suppose that I is well-ordered by a relation ≤. For i ∈ I, set a0i = ai \ supj<i aj . Set
a = supi∈I ai = supi∈I a0i , b = supi∈I bi . For each i ∈ I, we have a b0i ⊆ bi and a φi ∈ G∗τ such that φi a0i = b0i .
Set b0 = supi∈I b0i ⊆ b; then we have an isomorphism ψ : Aa → Ab0 defined by setting ψd = φi d if d ⊆ a0i ,
and ψ ∈ G∗τ , so a and b0 are G-τ -equidecomposable and a 4τG b.

394D Theorem Let A be a Dedekind complete Boolean algebra and G a subgroup of Aut A. Then the
following are equiveridical:
(i) there is an a 6= 1 such that a is G-τ -equidecomposable with 1;
(ii) there is a disjoint sequence han in∈N of non-zero elements of A which are all G-τ -equidecomposable;
(iii) there are non-zero G-τ -equidecomposable a, b, c ∈ A such that a ∩ b = 0 and a ∪ b ⊆ c;
(iv) there are G-τ -equidecomposable a, b ∈ A such that a ⊂ b.
proof Write G∗τ for the full local semigroup generated by G.
(i)⇒(ii) Assume (i). There is a φ ∈ G∗τ such that φ1 = a. Set an = φn (1 \ a) for each n ∈ N; because
every φn belongs to G∗τ (counting φ0 as the identity operator on A, and using 394Bc), with dom φn = A, an
is G-τ -equidecomposable with a0 = 1 \ a for every n. Also an = φn 1 \ φn+1 1 for each n, while hφn 1in∈N is
non-increasing, so han in∈N is disjoint. Thus (ii) is true.
(ii)⇒(iii) Assume (ii). Set a = supn∈N a2n , b = supn∈N a2n+1 , c = supn∈N an , so that a ∩ b = 0 and
a ∪ b = c. For each n we have a φn ∈ G∗τ such that φn a0 = an . So if we set
ψd = supn∈N φn φ−1
2n (d ∩ a2n ) for d ⊆ a,

ψ belongs to G∗τ (using 394B) and witnesses that a and c are G-τ -equidecomposable. Similarly, b and c are
G-τ -equidecomposable, so (iii) is true.
(iii)⇒(iv) is trivial.
598 Measurable algebras 394D

(iv)⇒(i) Take φ ∈ G∗τ such that φb = a. Set

ψd = φ(d ∩ b) ∪ (d \ b)
for d ∈ A; then ψ ∈ G∗τ witnesses that 1 is G-τ -equidecomposable with a ∪ (1 \ b) 6= 1.

394E Definition Let A be a Dedekind complete Boolean algebra and G a subgroup of Aut A. I will
say that G is fully non-paradoxical if the statements of 394D are false; that is, if one of the following
equiveridical statements is true:
(i) if a is G-τ -equidecomposable with 1 then a = 1;
(ii) there is no disjoint sequence han in∈N of non-zero elements of A which are all G-τ -equide-
composable;
(iii) there are no non-zero G-τ -equidecomposable a, b, c ∈ A such that a ∩ b = 0 and a ∪ b ⊆ c;
(iv) if a ⊆ b ∈ A and a, b are G-τ -equidecomposable then a = b.
Note that if G is fully non-paradoxical, and H is a subgroup of Aut A such that H ⊇ G, then H is also fully
non-paradoxical, because if a 4τG b then a 4τH b, so that a and b are H-τ -equidecomposable whenever they
are G-τ -equidecomposable.

394F Proposition Let (A, µ̄) be a totally finite measure algebra, and G = Autµ̄ A the group of
measure-preserving automorphisms of A. Then G is fully non-paradoxical.
proof If φ : A → Aa belongs to the full local subgroup generated by G, then we have a partition of unity
hai ii∈I and a family hπi ii∈I in G such that φai = πi ai for every i; but this means that
P P P
µ̄a = i∈I µ̄φi ai = i∈I µ̄πi ai = i∈I µ̄ai = µ̄1.
As µ̄1 < ∞, we can conclude that a = 1, so that G satisfies the condition (i) of 394E.

394G The fixed-point subalgebra of a group Let A be a Boolean algebra and G a subgroup of
Aut A.

(a) By the fixed-point subalgebra of G I mean

C = {c : c ∈ A, πc = c for every π ∈ G}.
(I looked briefly at this construction in 333R, and again in §387 in the special case of a group generated by
a single element.) This is a subalgebra of A, and is order-closed, because every π ∈ G is order-continuous.

(b) Now suppose that A is Dedekind complete. In this case C is Dedekind complete (314Ea), and we
have, for any a ∈ A, an element upr(a, C) of C, defined by setting
upr(a, C) = inf{c : a ⊆ c ∈ C}
(314V). Now upr(a, C) = sup{πa : π ∈ G}. P P Set c1 = upr(a, C), c2 = sup{πa : π ∈ G}. (i) Because
a ⊆ c1 ∈ C, πa ⊆ πc1 = c1 for every π ∈ G, and c2 ⊆ c1 . (ii) For any φ ∈ G,
φc2 = supπ∈G φπa = supπ∈G πa = c2
because G = {φπ : π ∈ G}. So c2 ∈ C; since also a ⊆ c2 , c1 ⊆ c2 , and c1 = c2 , as claimed. Q
Q

(c) Again supposing that A is Dedekind complete, write G∗τ for the full local semigroup generated by
G. Then φ(a ∩ c) = φa ∩ c whenever φ ∈ G∗τ , a ∈ dom φ and c ∈ C. PP We have φa = supi∈I πi ai , where
a = supi∈I ai and πi ∈ G for every i. Now
φ(a ∩ c) = supi∈I πi (ai ∩ c) = supi∈I πi ai ∩ c = φa ∩ c. Q
Q
Consequently upr(φa, C) = upr(a, C) whenever φ ∈ G∗τ and a ∈ dom φ. P
P For c ∈ C,
a ⊆ c ⇐⇒ a ∩ c = a ⇐⇒ φ(a ∩ c) = φa ⇐⇒ φa ∩ c = φa ⇐⇒ φa ⊆ c. Q
Q
It follows that upr(a, C) ⊆ upr(b, C) whenever a 4τG b.
394I Kawada’s theorem 599

(d) Still supposing that A is Dedekind complete, we also find that if a 4τG b and c ∈ C then a ∩ c 4τG b ∩ c.
P There is a φ ∈ G∗τ such that φa ⊆ b; now φ(a ∩ c) = φa ∩ c ⊆ b ∩ c. Q
P Q Hence, or otherwise, a ∩ c and b ∩ c
are G-τ -equidecomposable whenever a and b are G-τ -equidecomposable and c ∈ C.

(e) Of course the case C = {0, 1} is particularly significant; when this happens I will call G ergodic.
Thus an automorphism π is ‘ergodic’ in the sense of 372P iff the group {π n : n ∈ Z} it generates is ergodic.

394H I now embark on a series of lemmas leading to the main theorem (394N).
Lemma Let A be a Dedekind complete Boolean algebra and G a fully non-paradoxical subgroup of Aut A.
Write C for the fixed-point subalgebra of G. Take any a, b ∈ A. Set c0 = sup{c : c ∈ C, a ∩ c 4τG b}; then
a ∩ c0 4τG b and b \ c0 4τG a.
proof Enumerate G as hπξ iξ<κ , where κ = #(G). Define haξ iξ<κ , hbξ iξ<κ inductively, setting
aξ = (a \ supη<ξ aη ) ∩ πξ−1 (b \ supη<ξ bη ), bξ = πξ aξ .
Then haξ iξ<κ is a disjoint family in Aa and hbξ iξ<κ is a disjoint family in Ab , and supξ<κ aξ is G-τ -
equidecomposable with supξ<κ bξ . Set a0 = a \ supξ<κ aξ , b0 = b \ supξ<κ bξ ,
c̃0 = 1 \ upr(a0 , C) = sup{c : c ∈ C, c ∩ a0 = 0}.
Then
a ∩ c̃0 ⊆ supξ<κ aξ 4τG b,
so c̃0 ⊆ c0 .
Now b0 ⊆ c̃0 . P
P?? Otherwise, because c̃0 = 1 \ supξ<κ πξ a0 (394Gb), there must be a ξ < κ such that
πξ a ∩ b 6= 0. But in this case d = a0 ∩ πξ−1 b0 6= 0, and we have
0 0

d ⊆ (a \ supη<ξ aη ) ∩ πξ−1 (b \ supη<ξ bη ),

so that d ⊆ aξ , which is absurd. X
XQQ Consequently
b \ c̃0 ⊆ supξ<κ bξ 4τG a.
Now take any c ∈ C such that a ∩ c 4τG b, and consider c0 = c \ c̃0 . Then b0 ∩ c0 = 0, that is, b ∩ c0 =
supξ<κ bξ ∩ c0 , which is G-τ -equidecomposable with supξ<κ aξ ∩ c0 = (a \ a0 ) ∩ c0 (394Gd). But now
a ∩ c0 = a ∩ c ∩ c0 4τG b ∩ c0 4τG (a ∩ c0 ) \ (a0 ∩ c0 );
because G is fully non-paradoxical, a0 ∩ c0 must be 0, that is, c0 ⊆ c̃0 and c0 = 0. As c0 is arbitrary, c0 ⊆ c̃0
and c0 = c̃0 . So c0 has the required properties.
Remark By analogy with the notation I used in discussing the Hahn decomposition of countably additive
functionals (326O), we might denote c0 as ‘[[a 4τG b]]’, or perhaps ‘[[a 4τG b]]C ’, ‘the region (in C) where a 4τG b’.
The same notation would write upr(a, C) as ‘[[a 6= 0]]C ’.

394I The construction I wish to use depends essentially on L0 spaces as described in §364. The next
step is the following.
Lemma Let A be a Dedekind complete Boolean algebra, not {0}, and G a fully non-paradoxical subgroup
of Aut A. Let C be the fixed-point subalgebra of G. Suppose that a, b ∈ A and that upr(a, C) = 1. Then
there are non-negative u, v ∈ L0 = L0 (C) such that

[[u ≥ n]] = max{c : c ∈ C, there is a disjoint family hdi ii<n

such that c ∩ a 4τG di ⊆ b for every i < n},
[[v ≤ n]] = max{c : c ∈ C, there is a family hdi ii<n
such that di 4τG a for every i < n and b ∩ c ⊆ sup di }
i<n

for every n ∈ N. Moreover, we can arrange that

(i) [[u ∈ N]] = [[v ∈ N]] = 1,
600 Measurable algebras 394I

(ii) [[v > 0]] = upr(b, C),

(iii) u ≤ v ≤ u + χ1.
Remark By writing ‘max’ in the formulae above, I mean to imply that the elements [[u ≥ n]], [[v ≤ n]] belong
to the sets described.
proof (a) Choose hcn in∈N , hbn in∈N as follows. Given hbi ii<n , set b0n = b \ supi<n bi ,
cn = sup{c : a ∩ c 4τG b0n },
so that a ∩ cn 4τG b0n (394H); choose bn ⊆ b0n such that a ∩ cn is G-τ -equidecomposable with bn , and continue.
Then hbn in∈N is a disjoint sequence in Ab and hcn in∈N is a non-increasing sequence in C.
For each n, we have b0n \ cn 4τG a, by 394H; while a ∩ c 64τG b0n whenever c ∈ C and c 6⊆ cn . Note also that,
because upr(a, C) = 1,
cn = upr(a ∩ cn , C) = upr(bn , C) ⊆ upr(b0n , C).

(b) Now c∞ = inf n∈N cn = 0. P P hbn ∩ c∞ in∈N is a disjoint sequence, all G-τ -equidecomposable with
a ∩ c∞ , so a ∩ c∞ = 0; because upr(a, C) = 1, it follows that c∞ = 0. Q Q Accordingly, if we set u =
supn∈N (n + 1)χcn , u ∈ L0 and [[u ≥ n]] = cn−1 for n ≥ 1. The construction ensures that [[u ∈ N]], as defined
in 364H, is equal to 1.
(c) Consider next c00 = upr(b, C), c0n = cn−1 ∩ upr(b0n , C) for n ≥ 1. Then hc0n in∈N is a non-increasing
sequence with zero infimum, so again we can define v ∈ L0 by setting v = supn∈N (n + 1)χc0n . Once again,
[[v ∈ N]] = 1, and [[v ≤ n]] = 1 \ c0n for each n.
Of course [[v > 0]] = c00 = upr(b, C). Because cn ⊆ c0n ⊆ cn−1 ,
(n + 1)χcn ≤ (n + 1)χc0n ≤ nχcn−1 + χ1
for each n ≥ 1, and u ≤ v ≤ u + χ1.
(d) Now set

Cn = {c : c ∈ C, there is a disjoint family hdi ii<n

such that c ∩ a 4τG di ⊆ b for every i < n}.
Then cn = max Cn+1 .
P
P(α α) Because cn ⊆ cn−1 ⊆ . . . ⊆ c0 , a ∩ cn 4τG bi for every i ≤ n, so that hbi ii≤n witnesses that cn ∈
Cn+1 .
(ββ ) Suppose that c ∈ Cn+1 ; let hdi ii≤n be a disjoint family such that c ∩ a 4τG di ⊆ b for every i. Set
c = c \ cn . For each i < n, bi 4τG a, so
0

bi ∩ c0 4τG a ∩ c0 4τG di ∩ c0 ,
while also
b0n ∩ c0 4τG a ∩ c0 4τG dn ∩ c0 .
Take d ⊆ dn ∩ c0 such that b0n ∩ c0 is G-τ -equidecomposable with d. Then
b ∩ c0 = (b0n ∩ c0 ) ∪ supi<n (bi ∩ c0 ) 4τG d ∪ supi<n (di ∩ c0 ) ⊆ b ∩ c0 .
Because G is fully non-paradoxical, d ∪ supi<n (di ∩ c0 ) must be exactly b ∩ c0 , so d must be the whole of
dn ∩ c0 , and
a ∩ c0 4τG dn ∩ c0 = d 4τG b0n .
But this means that c0 ⊆ cn . Thus c0 = 0 and c ⊆ cn . So cn = sup Cn+1 = max Cn+1 . Q
Q
Accordingly
[[u ≥ n]] = cn−1 = max Cn
for n ≥ 1. For n = 0 we have [[u ≥ 0]] = 1 = max C0 . So [[u ≥ n]] = max Cn for every n, as required.
(e) Similarly, if we set
394K Kawada’s theorem 601

Cn0 = {c : c ∈ C, there is a family hdi ii<n

such that di 4τG a for every i < n and b ∩ c ⊆ sup di }
i<n

then 1 \ c0n = max Cn0 for every n.

P α) If n = 0, then of course (interpreting sup ∅ as 0) 1 \ c00 ∈ C00 because b ⊆ c00 . For each n ∈ N, set
P(α
b̃n = bn ∪ (b0n \ cn ) = (bn ∩ cn ) ∪ (b0n \ cn ).
Because bn 4τG a and b0n \ cn 4τG a, we have bn ∩ cn 4τG a ∩ cn and b0n \ cn 4τG a \ cn , so b̃n 4τG a (394Cd). If
we look at
supi<n b̃i ⊇ supi<n bi ∪ (b0n−1 \ cn−1 ),
we see that, for n ≥ 1,
b \ supi<n b̃i ⊆ b0n ∩ cn−1 ⊆ c0n ,
so that b \ c0n ⊆ supi<n b̃i and {b̃i : i < n} witnesses that 1 \ c0n ∈ Cn0 .
β ) Now take any c ∈ Cn0 and a corresponding family hdi ii<n such that di 4τG a for every i < n and
(β
b ∩ c ⊆ supi<n di .
Set c0 = c ∩ c0n . For each i < n,
c0 ∩ di 4τG c0 ∩ a 4τG bi
because c0 ⊆ ci . So (by 394Cd, as usual)
c0 ∩ b 4τG c0 ∩ supi<n bi ⊆ c0 ∩ b,
and (again because G is fully non-paradoxical) c0 ∩ b = c0 ∩ supi<n bi , that is, c0 ∩ b0n = 0. But c0 ⊆ c0n ⊆
upr(b0n , C), so c0 must be 0, which means that c ⊆ 1 \ c0n . As c is arbitrary, 1 \ c0n = sup Cn0 = max Cn0 . Q
Q
Thus [[v ≤ n]] = sup Cn0 , as declared.

394J Notation In the context of 394I, I will write bb : ac for u, db : ae for v.

394K Lemma Let A be a Dedekind complete Boolean algebra, not {0}, and G a fully non-paradoxical
subgroup of Aut A with fixed-point subalgebra C. Suppose that a, b, b1 , b2 ∈ A and that upr(a, C) = 1.
(a) b0 : ac = d0 : ae = 0, b1 : ac ≥ χ1 and b1 : 1c = χ1.
(b) If b1 4τG b2 then bb1 : ac ≤ bb2 : ac and db1 : ae ≤ db2 : ae.
(c) db1 ∪ b2 : ae ≤ db1 : ae + db2 : ae.
(d) If b1 ∩ b2 = 0, bb1 : ac + bb2 : ac ≤ bb1 ∪ b2 : ac.
(e) If c ∈ C is such that a ∩ c is a relative atom over C (definition: 331A), then c ⊆ [[db : ae − bb : ac = 0]].
proof (a)-(b) are immediate from the definitions and the basic properties of 4τG , d. . . e and b. . . c, as listed
in 394C, 394E and 394I.
(c) For j, k ∈ N, set cjk = [[db1 : ae = j]] ∩ [[db2 : ae = k]]. Then
cjk ⊆ [[db1 ∪ b2 : ae ≤ j + k]] ∩ [[db1 : ae + db2 : ae = j + k]].
P
P We may suppose that cjk 6= 0. Of course
cjk ⊆ [[db1 : ae + db2 : ae = j + k]].
Next, there are sets J, J ⊆ A such that d 4τG a for every d ∈ J ∪ J 0 , #(J) ≤ j, #(J 0 ) ≤ k, sup J ⊇ b1 ∩ cjk
0

and sup J 0 ⊇ b2 ∩ cjk . So sup(J ∪ J 0 ) ⊇ (b1 ∪ b2 ) ∩ cjk and J ∪ J 0 witnesses that cjk ⊆ [[db1 ∪ b2 : ae ≤ j + k]].
Q
Q
Accordingly
cjk ⊆ [[db1 : ae + db2 : ae − db1 ∪ b2 : ae ≥ 0]].
Now as supj,k∈N cjk = 1, we must have db1 ∪ b2 : ae ≤ db1 : ae + db2 : ae.
602 Measurable algebras 394K

(d) This time, set cjk = [[bb1 : ac = j]] ∩ [[bb2 : ac = k]] for j, k ∈ N. Then
cjk ⊆ [[bb1 ∪ b2 : ac ≥ j + k]] ∩ [[bb1 : ac + bb2 : ac = j + k]]
for every j, k ∈ N. P
P Once again, we surely have
cjk ⊆ [[bb1 : ac + bb2 : ac = j + k]].
Next, we can find a family hdi ii<j+k such that
hdi ii<j is disjoint, a ∩ cjk 4τG di ⊆ b1 for every i < k,

hdi ij≤i<j+k is disjoint, a ∩ cjk 4τG di ⊆ b2 for j ≤ i < j + k.

As b1 ∩ b2 = 0, the whole family hdi ii<j+k is disjoint and witnesses that cjk ⊆ [[bb1 ∪ b2 : ac ≥ j + k]]. Q
Q
So
cjk ⊆ [[bb1 ∪ b2 : ac − bb1 : ac − bb2 : ac ≥ 0]]
Since supj,k∈N cjk = 1, as before, we must have bb1 ∪ b2 : ac ≥ bb1 : ac + bb2 : ac.
(e) ?? Otherwise, there must be some k ∈ N such that
c0 = c ∩ [[bb : ac = k]] ∩ [[db : ae > k]] 6= 0.
Let hdi ii<k be a disjoint family in Ab such that a ∩ c0 4τG di for each i; cutting the di down if necessary, we
may suppose that a ∩ c0 is G-τ -equidecomposable with di for each i. As c0 6⊆ [[db : ae ≤ k]], b ∩ c0 6⊆ supi<k di ;
set d = b ∩ c0 \ supi<k di 6= 0. If c0 ∈ C is non-zero and c0 ⊆ c0 , then a ∩ c0 4τG di for every i < k, while
c0 ⊆
6 [[bb : ac ≥ k + 1]], so a ∩ c0 64τG d; by 394H, d ∩ c0 4τG a and d = d ∩ c0 4τG a ∩ c0 . There is therefore a
non-zero ã ⊆ a ∩ c0 such that ã 4τG d. But now remember that a ∩ c is supposed to be a relative atom over
C, so ã = a ∩ c̃ for some c̃ ∈ C such that c̃ ⊆ c0 . In this case, a ∩ c̃ 4τG di for every i < k and also a ∩ c̃ 4τG d,
so 0 6= c̃ ⊆ [[bb : ac ≥ k + 1]], which is absurd. X
X

394L Lemma Let A be a Dedekind complete Boolean algebra, not {0}, and G a fully non-paradoxical
subgroup of Aut A with fixed-point subalgebra C. Suppose that a1 , a2 , b ∈ A and that upr(a1 , C) =
upr(a2 , C) = 1. Then
bb : a2 c ≥ bb : a1 c × ba1 : a2 c, db : a2 e ≤ db : a1 e × da1 : a2 e.

proof I use the same method as in 394K. As usual, write G∗τ for the full local semigroup generated by G.
(a) For j, k ∈ N set
cj,k = [[bb : a1 c = j]] ∩ [[ba1 : a2 c = k]].
Then
cj,k ⊆ [[bb : a1 c × ba1 : a2 c = jk]] ∩ [[bb : a2 c ≥ jk]].
PP Write c for cj,k . As in parts (c) and (d) of the proof of 394K, it is elementary that c is included in
[[bb : a1 c × ba1 : a2 c = jk]]; what we need to check is that c ⊆ [[bb : a2 c ≥ jk]]. Again, we may suppose that
c 6= 0. There are families hdi ii<j , hd∗l il<k such that
hdi ii<j is disjoint, a1 ∩ c 4τG di ⊆ b for every i < j,

hd∗l il<k is disjoint, a2 ∩ c 4τG d∗l ⊆ a1 for every l < k.

For each i < j, let φi ∈ G∗τ be such that φi (a1 ∩ c) ⊆ di . If i < j and l < k, then
a2 ∩ c 4τG d∗l ∩ c 4τG φi (d∗l ∩ c) ⊆ φi (a1 ∩ c) ⊆ di ⊆ b.
Also hφi (d∗l ∩ c)ii<j,l<k is disjoint because hφi (a1 ∩ c)ii<j and hd∗l il<k are, so witnesses that c is included in
[[bb : a2 c ≥ jk]]. Q
Q
Now, just as in 394K, it follows from the fact that supj,k∈N cj,k = 1 that bb : a1 c × ba1 : a2 c ≤ bb : a2 c.
(b) For j, k ∈ N set
cj,k = [[db : a1 e = j]] ∩ [[da1 : a2 e = k]].
394M Kawada’s theorem 603

Then
cj,k ⊆ [[db : a1 e × da1 : a2 e = jk]] ∩ [[db : a2 e ≤ jk]].
PP Write c for cj,k . Then c ⊆ [[db : a1 e × da1 : a2 e = jk]]. There are families hdi ii<j , hd∗l il<k such that
di 4τG a1 for every i < j, d∗l 4τG a2 for every l < k, b ∩ c ⊆ supi<j di and a1 ∩ c ⊆ supl<k d∗l . For each i < j,
let d0i ⊆ a1 be G-τ -equidecomposable with di , and take φi ∈ G∗τ such that φi d0i = di . Then
φi (d0i ∩ d∗l ) 4τG d∗l 4τG a2 for every i < j, l < k,

sup φi (d0i ∩ d∗l ) = sup φi (d0i ∩ sup d∗l ) ⊇ sup φi (d0i ∩ c)

i<j,l<k i<j l<k i<j

= sup di ∩ c ⊇ b ∩ c.
i<j

So hφi (d0i ∩ d∗l )ii<j,l<k witnesses that c ⊆ [[db : a2 e ≤ jk]]. Q

Q
Once again, it follows easily that db : a1 e × da1 : a2 e ≥ db : a2 e.

394M Lemma Let A be a Dedekind complete Boolean algebra, not {0}, and G a subgroup of Aut A
with fixed-point subalgebra C.
(a) For any a ∈ A, there is a b ⊆ a such that b 4τG a \ b and a0 = a \ upr(b, C) is a relative atom over C.
(b) Now suppose that G is fully non-paradoxical. Then for any ² > 0 there is an a ∈ A such that
upr(a, C) = 1 and db : ae ≤ bb : ac + ²b1 : ac for every b ∈ A.
proof (a) Set B = {d : d ⊆ a, d 4τG a \ d} and let D ⊆ B be a maximal subset such that upr(d, C) ∩ upr(d0 , C)
= 0 for all distinct d, d0 ∈ D. Set b = sup D. For any d ∈ D, d 4τG a \ d, so
b ∩ upr(d, C) = d ∩ upr(d, C) 4τG (a \ d) ∩ upr(d, C) = (a \ b) ∩ upr(d, C) ⊆ a \ b
by 394Gc. By 394H,
b = b ∩ supd∈D upr(d, C) 4τG a \ b.
?? Suppose, if possible, that a0 = a \ upr(b, C) is not a relative atom over C. Let d0 ⊆ a0 be an element
not expressible as a0 ∩ c for any c ∈ C; then d0 6= a ∩ upr(d0 , C) and there must be a π ∈ G such that
d1 = πd0 ∩ a \ d0 is non-zero. In this case
d1 4τG π −1 d1 ⊆ d0 ⊆ a \ d1 ,
so d1 ∈ B; but also
d1 ∩ upr(d, C) ⊆ d1 ∩ upr(b, C) = 0,
so upr(d1 , C) ∩ upr(d, C) = 0, for every d ∈ D, and we ought to have put d1 into D. X
X
Thus b has the required properties.
(b)(i) For every n ∈ N we can find an ∈ A and cn ∈ C such that upr(an , C) = 1, an \ cn is a relative
atom over C, and b1 : an c ≥ 2n χcn . P P Induce on n. The induction starts with a0 = c0 = 1, because
b1 : 1c = χ1. For the inductive step, having found an and cn , let d ⊆ an ∩ cn be such that d 4τG an ∩ cn \ d
and an ∩ cn \ upr(d, C) is a relative atom over C, as in (a). Set cn+1 = upr(d, C), an+1 = (an \ cn+1 ) ∪ d;
then

upr(an+1 , C) = upr(an \ cn+1 , C) ∪ upr(d, C)

= (upr(an , C) \ cn+1 ) ∪ cn+1 = (1 \ cn+1 ) ∪ cn+1 = 1
by 314Vb-314Vc and the inductive hypothesis.
We have cn+1 ∩ d 4τG cn+1 ∩ an \ d, so
cn+1 ∩ an+1 = d ⊆ an , cn+1 ∩ an+1 4τG an \ d,
and ban : an+1 c ≥ 2χcn+1 ; by 394L,
b1 : an+1 c ≥ b1 : an c × ban : an+1 c ≥ 2n χcn × 2χcn+1 = 2n+1 χcn+1 .
If
604 Measurable algebras 394M

b ⊆ an+1 \ cn+1 = (an \ cn ) ∪ (an ∩ cn \ cn+1 ),

then, because both terms on the right are relative atoms over C, there are c0 , c00 ∈ C such that

b = (b ∩ an \ cn ) ∪ (b ∩ an ∩ cn \ cn+1 )
= (c0 ∩ an \ cn ) ∪ (c00 ∩ an ∩ cn \ cn+1 ) = c ∩ an+1 \ cn+1

where c = (c0 \ cn ) ∪ (c00 ∩ cn ) belongs to C. So an+1 \ cn+1 is a relative atom over C.

Thus the induction continues. Q Q
(ii) Now suppose that ² > 0. Take n such that 2−n ≤ ², and consider an , cn taken from (i) above.
Let b ∈ A. Set
c = [[db : an e − bb : an c − ²b1 : an c > 0]] ∈ C.
Since we know that
²b1 : an c ≥ 2−n 2n χcn = χcn , db : an e ≤ bb : an c + χ1,
we must have c ∩ cn = 0. But this means that an ∩ c is a relative atom over C. By 394Ke, c is included in
[[db : an e − bb : an c = 0]]; as also b1 : an c ≥ χ1 (394Ka), c must be zero, that is, db : an e ≤ bb : an c+²b1 : an c.

394N We are at last ready for the theorem.

Theorem Let A be a Dedekind complete Boolean algebra and G a fully non-paradoxical subgroup of Aut A
with fixed-point subalgebra C. Then there is a unique function θ : A → L∞ (C) such that
(i) θ is additive, non-negative and order-continuous;
(ii) [[θa > 0]] = upr(a, C) for every a ∈ A; in particular, θa = 0 iff a = 0;
(iii) θ1 = χ1;
(iv) θ(a ∩ c) = θa × χc for every a ∈ A, c ∈ C; in particular, θc = χc for every c ∈ C;
(v) If a, b ∈ A are G-τ -equidecomposable, then θa = θb; in particular, θ is G-invariant.
proof If A = {0} this is trivial; so I suppose henceforth that A 6= {0}.
(a) Set A∗ = {a : a ∈ A, upr(a, C) = 1} and for a ∈ A∗ , b ∈ A set

db : ae
θa (b) = ∈ L0 = L0 (C);
b1 : ac
the first thing to note is that because b1 : ac ≥ χ1, we can always do the divisions to obtain elements θa (b)
of L0 (A) (364P). Set
θb = inf a∈A∗ θa b
0
for b ∈ A. (Note that L (C) is Dedekind complete (364O), so the infimum is defined.)
(b) The formulae of 394K tell us that, for a ∈ A∗ and b1 , b2 ∈ A,
θa 0 = 0, θa b1 ≤ θa b2 if b1 ⊆ b2 ,

θa (b1 ∪ b2 ) ≤ θa b1 + θa b2 ,

θa 1 ≥ χ1.
It follows at once that
θ0 = 0, θb1 ≤ θb2 if b1 ⊆ b2 ,

θ1 ≥ χ1.

(c) For each n ∈ N there is an en ∈ A∗ such that db : en e ≤ bb : en c + 2−n b1 : en c for every b ∈ A (394M).
Now θen b ≤ θa b + 2−n db : ae for every a ∈ A∗ , b ∈ A. P
Pda : en e ≤ ba : en c + 2−n b1 : en c, so
394N Kawada’s theorem 605

da : en e × b1 : ac ≤ ba : en c × b1 : ac + 2−n b1 : en c × b1 : ac
≤ b1 : en c + 2−n b1 : en c × b1 : ac
(by 394L); accordingly

db : en e × b1 : ac ≤ db : ae × da : en e × b1 : ac
(by the other half of 394L)
≤ db : ae × b1 : en c + 2−n db : ae × b1 : en c × b1 : ac

and, dividing by b1 : ac × b1 : en c, we get θen b ≤ θa b + 2−n db : ae. Q

Q
(d) Now θ is additive. P
P Taking hen in∈N from (c), observe first that
inf n∈N θen b ≤ θa b + inf n∈N 2−n db : ae = θa b
for every a ∈ A∗ , b ∈ A, so that θb = inf n∈N θen b for every b. Now suppose that b1 , b2 ∈ A and b1 ∩ b2 = 0.
Then, for any n ∈ N,

db1 : en e + db2 : en e ≤ bb1 : en c + bb2 : en c + 2−n+1 b1 : en c

≤ bb1 ∪ b2 : en c + 2−n+1 b1 : en c
(by 394Kd)
≤ db1 ∪ b2 : en e + 2−n+1 b1 : en c.

Dividing by b1 : en c, we have
θb1 + θb2 ≤ θen b1 + θen b2 ≤ θen (b1 ∪ b2 ) + 2−n+1 χ1.
Taking the infimum over n, we get
θb1 + θb2 ≤ θ(b1 ∪ b2 ).
0 ∗
In the other direction, if a, a ∈ A and n ∈ N,

θ(b1 ∪ b2 ) ≤ θen (b1 ∪ b2 ) ≤ θen (b1 ) + θen (b2 )

≤ θa (b1 ) + 2−n db1 : ae + θa0 (b2 ) + 2−n db2 : a0 e.
As n is arbitrary, θ(b1 ∪ b2 ) ≤ θa (b1 ) + θa0 (b2 ); as a and a0 are arbitrary, θ(b1 ∪ b2 ) ≤ θb1 + θb2 (using 351Dc).
As b1 and b2 are arbitrary, θ is additive. Q Q
We see also that d1 : en e ≤ (1 + 2−n )b1 : en c, so that θen 1 ≤ (1 + 2−n )χ1 for each n; since we already
know that θ1 ≥ χ1, we have θ1 = χ1 exactly.
(e) If c ∈ C then
[[θc > 0]] ⊆ [[θ1 c > 0]] ⊆ [[dc : 1e > 0]] = upr(c, C) = c
(394I(ii)). It follows that
θ(b ∩ c) ≤ θb ∧ θc ≤ θb × χc
for any b ∈ A, c ∈ C. Similarly, θ(b \ c) ≤ θb × χ(1 \ c); adding, we must have equality in both, and
θ(b ∩ c) = θb × χc.
Rather late, I point out that
0 ≤ θa ≤ θ1 = χ1 ∈ L∞ = L∞ (C)
for every a ∈ A, so that θa ∈ L∞ for every a.
(f ) If b ∈ A \ {0}, then
[[θb > 0]] ⊆ [[θ1 b > 0]] ⊆ [[db : 1e > 0]] = upr(b, C)
606 Measurable algebras 394N

by 394I(ii) again. ?? Suppose, if possible, that [[θb > 0]] 6= upr(b, C). Set c0 = upr(b, C) \ [[θb > 0]], a0 =
b ∪ (1 \ upr(b, C)) ∈ A∗ . Let k ≥ 1 be such that c1 = c0 ∩ [[d1 : a0 e ≤ k]] 6= 0. Then a0 ∩ c1 = b ∩ c1 , so
θa0 × χc1 = θ(a0 ∩ c1 ) = θ(b ∩ c1 ) = θb × χc1 = 0.
By 364Nb, there is an a ∈ A∗ such that c1 6⊆ [[θa a0 × χc1 ≥ k1 ]], that is, c2 = c1 ∩ [[θa a0 < k1 ]] 6= 0. Now
c2 ⊆ [[b1 : ac − kda0 : ae > 0]] ⊆ [[d1 : a0 e × da0 : ae − kda0 : ae > 0]] ⊆ [[d1 : a0 e > k]],
which is impossible, as c2 ⊆ c1 . X
X
Thus [[θb > 0]] = upr(b, C). In particular, θb = 0 iff b = 0.
(g) If b, b0 ∈ A and b 4τG b0 , then θb ≤ θb0 . P
P For every a ∈ A∗ , db : ae ≤ db0 : ae (394Kb) so θa b ≤ θa b0 .
QQ So if b, b ∈ A and c = [[θb − θb > 0]], b ∩ c 4τG b. P
0 0 0
P?? Otherwise, by 394H, there is a non-zero c0 ⊆ c
such that b ∩ c 4G b . But in this case θb × χc = θ(b ∩ c0 ) ≤ θb0 and c0 ⊆ [[θb0 − θb ≥ 0]]. X
0 τ 0 0
XQQ
P
(h) If hai ii∈I is any disjoint
P family in A with supremum a, θa = i∈I θai , where the sum is to be
interpreted as supJ⊆I is finite i∈J θai . PP Induce on #(I). If #(I) is finite, this is just finite additivity ((d)
above). For the inductive step to #(I) = κ ≥ ω, we may suppose that I is actually equal to the cardinal κ.
Of course
P
θa ≥ θ(supξ∈J aξ ) = ξ∈J θaξ
P
for every finite J ⊆ κ, so (because L∞ (C) is Dedekiond complete) u = ξ<κ θaξ is defined, and u ≤ θa.
For ζ < κ, set bζ = supξ<ζ aξ . By the inductive hypothesis,
P P
θbζ = ξ<ζ θaξ = supJ⊆ζ is finite ξ∈J θaξ ≤ u.
P
At the same time, if J ⊆ κ is finite, there is some ζ < κ such that J ⊆ ζ, so that ξ∈J θaξ ≤ θbζ ; accordingly
supζ<κ θbζ = u.
?? Suppose, if possible, that u < θa; set v = θa − u. Take δ > 0 such that c0 = [[v > δ]] 6= 0. Let ζ < κ
be such that c1 = c0 \ [[u − θbζ > δ]] is non-zero (cf. 364Nb). Now u − θbζ ≤ θ(a \ bζ ), so
c1 ⊆ [[θ(a \ bζ ) > 0]] = upr(a \ bζ , C),
and c1 ∩ (a \ bζ ) 6= 0; there is therefore an η 0 ≥ ζ such that d = c1 ∩ aη0 6= 0. Since θd ≤ u − θbζ and
c1 ⊆ [[u − θbζ ≤ δ]] ∩ [[v > δ]], [[v − θd > 0]] ⊇ c1 .
Choose hdξ iξ<κ inductively, as follows. Given that hdη iη<ξ is a disjoint family in Aa\d such that dη is G-
τ -equidecomposable with aη ∩ c1 for every η < ξ, then eξ = supη<ξ dη is G-τ -equidecomposable with bξ ∩ c1 ,
so that θeξ ≤ θbξ , and

[[θ(a \ (d ∪ eξ )) − θaξ > 0]] = [[θa − θd − θeξ − θaξ > 0]] ⊇ [[θa − θd − θbξ − θaξ > 0]]
= [[θa − θd − θbξ+1 > 0]] ⊇ [[v − θd > 0]] ⊇ c1 .
By (g), aξ ∩ c1 4τG a \ (d ∪ eξ ); take dξ ⊆ a \ (d ∪ eξ ) G-τ -equidecomposable with aξ ∩ c1 , and continue.
At the end of this induction, we have a disjoint family hdξ iξ<κ in Aa\d such that dξ is G-τ -equidecom-
posable with aξ ∩ c1 for every ξ. But this means that a0 = supξ<κ dξ is G-τ -equidecomposable with a ∩ c1 ,
while a0 ⊆ (a \ d) ∩P
c1 ; since d ∩ c1 6= 0, G cannot be fully non-paradoxical. X X
Thus θa = u = ξ<κ θaξ and the induction continues. Q Q
(i) It follows that
S θ is order-continuous. P
P (α) If B ⊆ A is non-empty and upwards-directed and has
supremum e, then b∈B Ab is order-dense in Ae , so includes a partition of unity A of Ae ; now (h) tells us
that
P
θe = a∈A θa ≤ supb∈B θb.
Since of course θb ≤ θe for every b ∈ B, θe = supb∈B θb. (β) If B ⊆ A is non-empty and downwards-directed
and has infimum e, then, using (α), we see that
θ1 − θe = θ(1 \ e) = supb∈B θ(1 \ b) = supb∈B θ1 − θb,
so that θe = inf b∈B θb. Q
Q
(j) I still have to show that θ is unique. Let θ0 : A → L∞ be any non-negative order-continuous G-invariant
additive function such that θ0 c = χc for every c ∈ C.
394P Kawada’s theorem 607

(i) Just as in (e) of this proof, but more easily, we see that θ0 (b ∩ c) = θ0 b × χc for every b ∈ A, c ∈ C.
(ii) If hai ii∈I is a disjoint family in A with supremum a, then hsupi∈J ai iJ⊆I is finite is an upwards-
directed family with supremum a, so that
P P
θ0 a = supJ⊆I is finite θ0 (supi∈J ai ) = supJ⊆I is finite i∈J θ0 ai = i∈I θ0 ai .

(iii) θ0 a = θ0 b whenever a and b are G-τ -equidecomposable. P P Take a partition hai ii∈I of a and a
family hπi ii∈I in G such that hπi ai ii∈I is a partition of b. Then
P P
θ0 a = i∈I θ0 ai = i∈I θ0 πi ai = θ0 b. Q
Q
Consequently θ0 a ≤ θ0 b whenever a 4τG b.
(iv) Take a ∈ A∗ , b ∈ A and for j, k ∈ N set cjk = [[b1 : ac = j]] ∩ [[db : ae = k]]. Then
db : ae × χcjk ≥ θ0 b × b1 : ac × χcjk .
P
P If cjk = 0 this is trivial; suppose cjk 6= 0. Now we have sets I, J such that #(I) = j, #(J) ≤ k,
a ∩ cjk 4τG d for every d ∈ I, e 4τG a for every e ∈ J, I is disjoint, and b ∩ cjk ⊆ sup J. So
X
θ0 b × b1 : ac × χcjk = jθ0 b × χcjk = jθ0 (b ∩ cjk ) ≤ j θ0 (e ∩ cjk )
e∈J
X
0
≤ jkθ (a ∩ cjk ) ≤ k θ (d ∩ cjk ) ≤ kθ0 cjk
0

d∈I

= kχcjk = db : ae × χcjk . Q
Q

Summing over j and k, db : ae ≥ θ0 b × b1 : ac, that is, θa b ≥ θ0 b. Taking the infimum over a, θb ≥ θ0 b. But
also
θb = χ1 − θ(1 \ b) ≤ χ1 − θ0 (1 \ b) = θ0 b,
so θb = θ0 b. As b is arbitrary, θ = θ0 . This completes the proof.

394O We have reached the summit. The rest of the section is a list of easy corollaries.
Theorem Let A be a Dedekind complete Boolean algebra, not {0}, and G a fully non-paradoxical subgroup
of Aut A. Then there is a G-invariant additive functional ν : A → [0, 1] such that ν1 = 1.
proof Let C be the fixed-point subalgebra of G, and θ : A → L∞ (C) the function of 394N. By 311D, there
is a ring homomorphism ν0 : C → {0, 1} such that ν0 1 = 1; now ν0 can also be regarded as an additive
functional from C to R. Let f0 : L∞ (C) → R be the corresponding positive linear functional (363K). Set
ν = f0 θ. Then ν is order-preserving and additive because f0 and θ are, ν1 = f0 (χ1) = ν0 1 > 0, and ν is
G-invariant because θ is.

394P Theorem Let A be a Dedekind complete Boolean algebra and G a fully non-paradoxical subgroup
of Aut A with fixed-point subalgebra C. Then the following are equiveridical:
(i) A is a measurable algebra;
(ii) C is a measurable algebra;
(iii) there is a strictly positive G-invariant countably additive real-valued functional on A.
proof (iii)⇒(i)⇒(ii) are trivial. For (ii)⇒(iii), let θ : A → L∞ (C) be the function of 394N, and ν̄ : C → R
a strictly positive countably additive functional. Let f : L∞ (C) → R be the corresponding linear operator;
then f is sequentially order-continuous (363K again). Set µ̄ = f θ. Then µ̄ is additive and order-preserving
and sequentially order-continuous because f and θ are. It is also strictly positive, because if a ∈ A \ {0}
then θa > 0 (394N(ii)), that is, there is some δ > 0 such that [[θa > δ]] 6= 0, so that
µ̄a ≥ δν̄[[θa > δ]] > 0.
Finally, µ̄ is G-invariant because θ is.
608 Measurable algebras 394Q

394Q Corollary: Kawada’s Theorem Let A be a Dedekind complete Boolean algebra such that
Aut A is ergodic and fully non-paradoxical. Then A is measurable.
proof This is the case C = {0, 1} of 394P.

394R Thus the existence of an ergodic fully non-paradoxical subgroup is a sufficient condition for
a Dedekind complete Boolean algebra to be measurable. It is not quite necessary, because if a measure
algebra A is not homogeneous then its automorphism group is not ergodic. But for homogeneous algebras
the condition is necessary as well as sufficient, by the following result.
Proposition If (A, µ̄) is a homogeneous totally finite measure algebra, the group G = Autµ̄ A of measure-
preserving automorphisms of A is ergodic.
proof If A = {0, 1} this is trivial. Otherwise, A is atomless. If a ∈ A \ {0, 1}, set γ = min(µ̄a, µ̄(1 \ a)) > 0;
then there are b ⊆ a, d ⊆ 1 \ a such that µ̄b = µ̄d = γ. By 382Fb, there is a π ∈ G such that πb = d, so that
πa 6= a. As a is arbitrary, the fixed-point subalgebra of G is {0, 1}.

394X Basic exercises (a) Re-write the section on the assumption that every group G is ergodic,
that is, C is always {0, 1}, so that L0 (C) may be identified with R, the functions d. . . e and b. . . c become
real-valued, the functionals θa (394N) become submeasures and θ becomes a measure.

(b) Let A be a Dedekind complete Boolean algebra and G a subgroup of Aut A with fixed-point subalgebra
C. Suppose that hci ii∈I is a partition of unity in C and that a, b ∈ A are such that a ∩ ci 4τG b for every
i ∈ I. Show that a 4τG b.

(c) Let A be a Dedekind complete Boolean algebra and G a subgroup of Aut A with fixed-point subalgebra
C. Show that A is relatively atomless over C iff the full local semigroup generated by G has many involutions
(definition: 381P).

(d) Let A be a Dedekind complete Boolean algebra and G a fully non-paradoxical subgroup of Aut A with
fixed-point subalgebra C. Show that the following are equiveridical: (i) there is a strictly positive real-valued
additive functional on A; (ii) there is a strictly positive real-valued additive functional on C; (iii) there is a
strictly positive G-invariant real-valued additive functional on A.

(e) Let A be a Dedekind complete Boolean algebra and G a fully non-paradoxical subgroup of Aut A
with fixed-point subalgebra C. Show that the following are equiveridical: (i) there is a non-zero completely
additive functional on A; (ii) there is a non-zero completely additive functional on C; (iii) there is a non-zero
G-invariant completely additive functional on A.

(f ) Let A be a ccc Dedekind complete Boolean algebra. Show that it is a measurable algebra iff there is
a fully non-paradoxical subgroup G of Aut A such that the fixed-point subalgebra of G is purely atomic.

(g) Let (A, µ̄) be a localizable measure algebra. Show that the following are equiveridical: (i) Autµ̄ A is
ergodic; (ii) A is quasi-homogeneous in the sense of 374G; (iii) whenever a, b ∈ A and µa = µb then the
principal ideals Aa , Ab are isomorphic.

(h) Let (A, µ̄) be a localizable measure algebra. Show that Autµ̄ A is fully non-paradoxical iff (i) for every
infinite cardinal κ, the Maharam-type-κ component of A (definition: 332G) has finite measure (ii) for every
γ ∈ ]0, ∞[ there are only finitely many atoms of measure γ.

394Y Further exercises (a) Let A be a Dedekind complete Boolean algebra, G a subgroup of Aut A,
and G∗τ the full local semigroup generated by G. For φ, ψ ∈ G∗τ , say that φ ≤ ψ if ψ extends φ. (i) Show that
every member of G∗τ can be extended to a maximal member of G∗τ . (ii) Show that G is fully non-paradoxical
iff every maximal member of G∗τ is actually a Boolean automorphism of A.

(b) Let A be a Dedekind complete Boolean algebra and G a fully non-paradoxical subgroup of Aut A with
fixed-point subalgebra C. Show that A is ccc iff C is ccc. (Hint: if C is ccc, L∞ (C) has the countable sup
property (363Yb).)
394 Notes Kawada’s theorem 609

(c) Let A be a Dedekind complete Boolean algebra and G a fully non-paradoxical subgroup of Aut A with
fixed-point subalgebra C. Show that A is weakly (σ, ∞)-distributive iff C is.

(d) Let A be a Dedekind complete Boolean algebra, G an ergodic subgroup of A, and G∗τ the full local
semigroup generated by G. Suppose that there is a non-zero a ∈ A for which there is no φ ∈ G∗τ such that
φa ⊂ a. Show that there is a measure µ̄ such that (A, µ̄) is a localizable measure algebra. (Hint: show that
Aa is a measurable algebra.)

394Z Problem Suppose that A is a Dedekind complete Boolean algebra, not {0}, and G a subgroup
of Aut A such that whenever hai ii≤n is a finite partition of unity in A and we are given πi , πi0 ∈ G for every
i ≤ n, then the elements π0 a0 , π 0 a0 , π1 a1 , π10 a1 , . . . , πn0 an are not all disjoint. Must there be a non-zero
non-negative G-invariant finitely additive functional θ on A?
(See ‘Tarski’s theorem’ in the notes below.)

394 Notes and comments Regarded as a sufficient condition for measurability, Kawada’s theorem suffers
from the obvious defect that it is going to be rather rarely that we can verify the existence of an ergodic
fully non-paradoxical group of automorphisms without having some quite different reason for supposing that
our algebra is measurable. If we think of it as a criterion for the existence of a G-invariant measure, rather
than as a criterion for measurability in the abstract, it seems to make better sense. But if we know from
the start that the algebra A is measurable, the argument short-circuits, as we shall see in §395.
I take the trouble to include the ‘τ ’ in every ‘G-τ -equidecomposable’, ‘G∗τ ’ and ‘4G τ
’ because there are
important variations on the concept, in which the partitions hai ii∈I of 394A are required to be finite or
countable. Indeed Tarski’s theorem relies on one of these. I spell it out because it is close to Kawada’s in
spirit, though there are significant differences in the ideas needed in the proof:
Let X be a set and G a subgroup of Aut PX. Then the following are equiveridical: (i) there is
a G-invariant additive functional θ : PX → [0, 1] such that θA = 1; (ii) there are no A0 , . . . , An ,
π0 , . . . , πn , π00 , . . . , πn0 such that A0 , . . . , An are subsets of X covering X, π0 , . . . , πn0 all belong
to G, and π0 A0 , π00 A0 , π1 A1 , π10 A1 , . . . , πn0 An are all disjoint.
For a proof, see 449I in Volume 4; for an illuminating discussion of this theorem, see Wagon 85, Chapter
9. But it seems to be unknown whether the natural translation of this result is valid in all Dedekind
complete Boolean algebras (394Z). Note that we are looking for theorems which do not depend on any
special properties of the group G or the Boolean algebra A. For abelian or ‘amenable’ groups, or weakly
(σ, ∞)-distributive algebras, for instance, much more can be done, as described in 395Ya and §449.
The methods of this section can, however, be used to prove similar results for countable groups of auto-
morphisms on Dedekind σ-complete Boolean algebras; I will return to such questions in §448.
As noted, Kawada (Kawada 44) treated the case in which the group G of automorphisms is ergodic,
that is, the fixed-point subalgebra C is trivial. Under this hypothesis the proof is of course very much
simpler. (You may find it useful to reconstruct the original version, as suggested in 394Xa.) I give the more
general argument partly for the sake of 394O, partly to separate out the steps which really need ergodicity
from those which depend only on non-paradoxicality, partly to prepare the ground for the countable version
in the next volume, partly to show off the power of the construction in §364, and partly to get you used
to ‘Boolean-valued’ arguments. A bolder use of language could indeed simplify some formulae slightly by
writing (for instance) [[kda0 : ae < b1 : ac]] in place of [[b1 : ac − kda0 : ae > 0]] (see part (f) of the proof of
394N). As in §387, the differences involved in the extension to non-ergodic groups are, in a sense, just a
matter of technique; but this time the technique is more obtrusive. The presentation here owes a good deal
to Nadkarni 90 and something to Becker & Kechris 96.
610 Measurable algebras §395 intro.

395 The Hajian-Ito theorem

In the notes to the last section, I said that the argument there short-circuits if we are told that we are
dealing with a measurable algebra. The point is that in this case there is a much simpler criterion for the
existence of a G-invariant measure (395B(ii)), with a proof which is independent of §394 in all its non-trivial
parts, which makes it easy to prove that non-paradoxicality is sufficient as well as necessary.

395A Lemma Let (A, µ̄) be a localizable measure algebra.

(a) Let π ∈ Aut A be a Boolean automorphism (not necessarily measure-preserving). Let Tπ be the
corresponding
R Riesz homomorphism
R from L0 = L0 (A) to itself (364R). Then there is a unique wπ ∈ (L0 )+
such that wπ × v = Tπ v for every v ∈ (L0 )+ .
(b) If φ, π ∈ Aut A then wπφ = wφ × Tφ−1 wπ .
(c) For each π ∈ Aut A we have a norm-preserving isomorphism Uπ from L2 = L2 (A, µ̄) to itself defined
by setting
√
Uπ v = Tπ v × wπ−1
for every v ∈ L2 , and Uπφ = Uπ Uφ for all π, φ ∈ Aut A.
R
proof (a) Applying 365T with ν̄a = µ̄(πa), we see that there is a unique wπ ∈ (L0 )+ such that a
wπ = µ̄(πa)
for every a ∈ A. If we look at
R R
W = {v : v ∈ (L0 )+ , v × wπ = Tπ v},
we see that W contains χa for every a ∈ A, that v + v ∈ W and αv ∈ W whenever v, v 0 ∈ W and α ≥ 0,
0

and that supn∈N vn ∈ W whenever hvn in∈N is a non-decreasing sequence in W which is bounded above in
L0 . By 364Kd, W = (L0 )+ , as required.
(b) For any v ∈ (L0 )+ ,

Z Z Z
wπφ × v = Tπφ v = Tπ Tφ v

(364Re)
Z Z
= wπ × Tφ v = Tφ (Tφ−1 wπ × v)

(recalling that Tφ is multiplicative)

Z
= wφ × Tφ−1 wπ × v.

As v is arbitrary (and (A, µ̄) is semi-finite), wπφ = wφ × Tφ−1 wπ .

(c)(i) For any v ∈ L0 ,
R √ R R R
(Tπ v × wπ−1 )2 = Tπ v 2 × wπ−1 = Tπ−1 Tπ v 2 = v2 .
So Uπ v ∈ L2 and kUπ vk2 = kvk2 whenever v ∈ L2 , and Uπ is a norm-preserving operator on L2 .
(ii) Now consider Uπφ . For any v ∈ L2 , we have

√ √
Uπ Uφ v = Tπ (Tφ v × wφ−1 ) × wπ−1
p
= Tπ Tφ v × Tπ wφ−1 × wπ−1
(using 364Rd)
√
= Tπφ v × wφ−1 π−1
(by (b) above)
= Uπφ v.
395B The Hajian-Ito theorem 611

So Uπφ = Uπ Uφ .
(iii) Writing ι for the identity operator on A, we see that Tι is the identity operator on L0 , wι = χ1
and Uι is the identity operator on L2 . Since Uπ−1 Uπ = Uπ Uπ−1 = Uι , Uπ : L2 → L2 is an isomorphism,
with inverse Uπ−1 , for every π ∈ Aut A.

395B Theorem (Hajian & Ito 69) Let A be a measurable algebra and G a subgroup of Aut A. Then
the following are equiveridical:
(i) there is a G-invariant functional ν̄ such that (A, ν̄) is a totally finite measure algebra;
(ii) whenever a ∈ A \ {0} and hπn in∈N is a sequence in G, hπn ain∈N is not disjoint;
(iii) G is fully non-paradoxical (definition: 394E).
proof (a) (i)⇒(iii) by the argument of 394F, and (iii)⇒(ii) by the criterion (ii) of 394E. So for the rest of
the proof I assume that (ii) is true and seek to prove (i).
(b) Let µ̄ be such that (A, µ̄) is a totally finite measure algebra. If a ∈ A \ {0}, then inf π∈G µ̄(πa) > 0.
PP?? Otherwise, let hπn in∈N be a sequence in G such that µ̄πn a ≤ 2−n for each n ∈ N. Set bn = supk≥n πk a
for each n; then inf n∈N bn = 0, so that
inf n∈N πbn = 0, limn→∞ µ̄(ππn a) = 0
for every π ∈ Aut A. Choose hni ii∈N inductively so that
µ̄(πn−1
i
πnj a) ≤ 2−j−2 µ̄a
whenever i < j. Set
c = a \ supi<j πn−1
i
πnj a.
Because
P∞ Pj−1
j=1 i=0 µ̄(πn−1
i
πnj a) < µ̄a,
c 6= 0, while πni c ∩ πnj c = 0 whenever i < j, contrary to the hypothesis (ii). X
XQQ
(c) For each π ∈ G, define R w ∈ L0 = L0 (A) and Uπ : L2 → L2 as in 395A, where L2 = L2 (A, µ̄).
√π
If
R a ∈ A \ {0}, then inf π∈G a wπ > 0. P P?? Otherwise, there is a sequence hπn in∈N in G such that
−n−2 √
v ≤4
a n
µ̄a for every n, where vn = wπn . In this case, µ̄(a ∩ [[vn ≥ 2−n ]]) ≤ 2−n−2 µ̄a for every n, so
that b = a \ supn∈N [[vn ≥ 2−n ]] is non-zero. But now
R R
µ̄(πn b) = b
wπn = b
vn2 ≤ 4−n µ̄b → 0
as n → ∞, contradicting (b) above. X
XQQ
(d) Write e = χ1 for the standard weak order unit of L0 or L2 . Let C ⊆ L2 be the convex hull of
{Uπ e : π ∈ G}. Then C and its norm closure C are G-invariant in the sense that Uπ v ∈ C, Uπ v 0 ∈ C
whenever v ∈ C, v 0 ∈ C and π ∈ G. By 3A5Ld, there is a unique u0 ∈ C such that ku0 k2 ≤ kuk2 for every
u ∈ C. Now if π ∈ G, Uπ u0 ∈ C, while kUπ u0 k2 = ku0 k2 ; so Uπ u0 = u0 . Also, if a ∈ A \ {0},

Z Z Z
u0 ≥ inf u = inf u
a u∈C a u∈C a
R
(because u 7→ a
u is k k2 -continuous)
Z Z
√
= inf Uπ e = inf Tπ e × wπ−1
π∈G π∈G
Za a
Z
√ √
= inf wπ−1 = inf wπ > 0
π∈G a π∈G a

by (c). So [[u0 > 0]] = 1.

R
(e) For a ∈ A, set ν̄a = a u20 . Because u0 ∈ L2 , ν̄ is a non-negative countably additive functional on A;
because [[u20 > 0]] = [[u0 > 0]] = 1, ν̄ is strictly positive, and (A, ν̄) is a totally finite measure algebra. Finally,
ν̄ is G-invariant. PP If a ∈ A and π ∈ G, then
612 Measurable algebras 395B

Z Z Z
ν̄(πa) = u20 =
u20 × χ(πa) = Tπ (Tπ−1 u20 × χa)
Zπa Z
√
= wπ × Tπ−1 u0 × χa = (Tπ−1 u0 × wπ )2
2
a
Z Z
2 2
= (Uπ−1 u0 ) = u0 = ν̄a. Q Q
a a

So (i) is true.

395C Remark If A is a Boolean algebra and G a subgroup of Aut A, a non-zero element a of A is called
weakly wandering if there is a sequence hπn in∈N in G such that hπn ain∈N is disjoint. Thus condition (ii)
of 395B may be read as ‘there is no weakly wandering element of A’.

395X Basic exercises (a) Let (A, µ̄) be a totally finite measure algebra, and π : A → A an order-
continuous Boolean homomorphism. Let Tπ : L0 (A) → 0
R L (A)Rbe the corresponding Riesz homomorphism.
Show that there is a unique wπ ∈ L (A, µ̄) such that Tπ v = v × wπ for every v ∈ L0 (A)+ .
1

(b) In 395A, show that the map π 7→ Uπ : Aut A → B(L2 ; L2 ) is injective.

(c) Let (A, µ̄) be a probability algebra, π ∈ Autµ̄ A an ergodic measure-preserving automorphism, and
φ ∈ Aut A an automorphism. Suppose that φπφ−1 is measure-preserving. Show that φ is measure-preserving.
(Hint: compare wφ , wπφ and wφπ in 395A.)
(d) Let A be a measurable algebra and G a subgroup of Aut A. Suppose that there is a strictly positive
G-invariant finitely additive functional on A. Show that there is a G-invariant µ̄ such that (A, µ̄) is a totally
finite measure algebra.

395Y Further exercises (a) Let A be a weakly (σ, ∞)-distributive Dedekind complete Boolean algebra
and G a subgroup of Aut A. For a, b ∈ A, say that a and b are G-equidecomposable if there are finite
partitions of unity hai ii∈I in Aa and hbi ii∈I in Ab , and a family hπi ii∈I in G, such that πi ai = bi for every
i ∈ I. Show that the following are equiveridical: (i) G is fully non-paradoxical in the sense of 394E; (ii) if
han in∈N is a disjoint sequence of mutually G-equidecomposable elements of A, they must all be 0.

395 Notes and comments I have separated these few pages from §394 partly because §394 was already
up to full weight and partly in order that the ideas here should not be entirely overshadowed by those of
the earlier section. It will be evident that the construction of the Uπ in 395A, providing us with a faithful
representation, acting on a Hilbert space, of the whole group Aut A, is a basic tool for the study of that
group.
3A1E Set Theory 613

Appendix to Volume 3
Useful Facts
This volume assumes a fairly wide-ranging competence in analysis, a solid understanding of elementary
set theory and some straightforward Boolean algebra. As in previous volumes, I start with a few pages of
revision in set theory, but the absolutely essential material is in §3A2, on commutative rings, which is the
basis of the treatment of Boolean rings in §311. I then give three sections of results in analysis: topological
spaces (§3A3), uniform spaces (§3A4) and normed spaces (§3A5). Finally, I add six sentences on group
theory (§3A6).

3A1 Set Theory

3A1A The axioms of set theory This treatise is based on arguments within, or in principle reducible
to, ‘ZFC’, meaning ‘Zermelo-Fraenkel set theory, including the Axiom of Choice’. For discussions of this
system, see, for instance, Krivine 71, Jech 78 or Kunen 80. As I remarked in §2A1, I believe that it is
helpful, as a matter of general principle, to distinguish between results dependent on the axiom of choice and
those which can be proved without it, or with some relatively weak axiom such as ‘countable choice’. (See
134C.) In Volumes 1 and 2, such a distinction is useful in appreciating the special features of different ideas.
In the present volume, however, most of the principal theorems require something close to the full axiom of
choice, and there are few areas where it seems at present appropriate to work with anything weaker. Indeed,
at many points we shall approach questions which are, or may be, undecidable in ZFC; but I postpone
discussion of these to Volume 5. In particular, I specifically exclude, for the time being, results dependent
on such axioms as the continuum hypothesis.

3A1B Definition Let X be a set. By an enumeration of X I mean a bijection f : κ → X where

κ = #(X) (2A1Kb); more often than not I shall express such a function in the form hxξ iξ<κ . In this case
I say that the function f , or the family hxξ iξ<κ , enumerates X. You will see that I am tacitly assuming
that #(X) is always defined, that is, that the axiom of choice is true.

3A1C Calculation of cardinalities The following formulae are basic.

(a) For any sets X and Y , #(X × Y ) ≤ max(ω, #(X), #(Y )). (Enderton 77, p. 64; Jech 78, p. 42;
Krivine 71, p. 33; Kunen 80, 10.13.)
Qr
(b) For any r ∈ N and any family hXi ii≤r of sets, #( i=0 Xi ) ≤ max(ω, maxi≤r #(Xi )). (Induce on r.)
S
(c) For any family hXi ii∈I of sets, #( i∈I Xi ) ≤ max(ω, #(I), supi∈I #(Xi )). (Jech 78, p. 43; Krivine
71, p. 33; Kunen 80, 10.21.)

(d) For any set

S X, the set [X]<ω of finite subsets of X has cardinal at most max(ω, #(X)). (There is a
surjection from r∈N X onto [X]<ω . For the notation [X]<ω see 3A1J below.)
r

3A1D Cardinal exponentiation For a cardinal κ, I write 2κ for #(Pκ). So 2ω = c, and κ+ ≤ 2κ for
every κ. (Enderton 77, p. 132; Lipschutz 64, p. 139; Jech 78, p. 24; Krivine 71, p. 25; Halmos 60,
p. 93.)

3A1E Definition The class of infinite initial ordinals, or cardinals, is a subclass of the class On of
all ordinals, so is itself well-ordered; being unbounded, it is a proper class; consequently there is a unique
increasing enumeration of it as hωξ iξ∈On . We have ω0 = ω, ωξ+1 = ωξ+ for every ξ (compare 2A1Fc),
S
ωξ = η<ξ ωη for non-zero limit ordinals ξ. (Enderton 77, pp. 213-214; Jech 78, p. 25; Krivine 71, p.
31.)
614 Appendix 3A1F

3A1F Cofinal sets (a) If P is any partially ordered set (definition: 2A1A), a subset Q of P is cofinal
with P if for every p ∈ P there is a q ∈ Q such that p ≤ q.

(b) If P is any partially ordered set, the cofinality of P , cf(P ), is the least cardinal of any cofinal subset
of P . Note that cf(P ) = 0 iff P = ∅, and that cf(P ) = 1 iff P has a greatest element.

(c) Observe that if P is upwards-directed and cf(P ) is finite, then cf(P ) is either 0 or 1; for if Q is a finite,
non-empty cofinal set then it has an upper bound, which must be the greatest element of P .

(d) If P is a totally ordered set of cofinality κ, then there is a strictly increasing family hpξ iξ<κ in P such
that {pξ : ξ < κ} is cofinal with P . PP If κ = 0 then P = ∅ and this is trivial. Otherwise, let Q be a cofinal
subset of P of cardinal κ, and {qξ : ξ < κ} an enumeration of Q. Define hpξ iξ<κ inductively, as follows.
Start with p0 = q0 . Given hpη iη<ξ , where ξ < κ, then if pη < qξ for every η < ξ, take pξ = qξ ; otherwise,
because #(ξ) ≤ ξ < κ, {pη : η < ξ} cannot be cofinal with P , so there is a pξ ∈ P such that pξ 6≤ pη for
every η < ξ, that is, pη < pξ for every η < ξ. Note that there is some η < ξ such that qξ ≤ pη , so that
qξ ≤ pξ . Continue.
Now hpξ iξ<κ is a strictly increasing family in P such that qξ ≤ pξ for every ξ; it follows at once that
{pξ : ξ < κ} is cofinal with P . QQ

(e) In particular, for a totally ordered set P , cf(P ) = ω iff there is a cofinal strictly increasing sequence
in P .

3A1G Zorn’s Lemma In Volume 2 I used Zorn’s Lemma only once or twice, giving the arguments in
detail. In the present volume I feel that continuing in such a manner would often be tedious; but nevertheless
the arguments are not always quite obvious, at least until you have gained a good deal of experience. I
therefore take a paragraph to comment on some of the standard forms in which they appear.
The statement of Zorn’s Lemma, as quoted in 2A1M, refers to arbitrary partially ordered sets P . A large
proportion of the applications can in fact be represented more or less naturally by taking P to beSa family
P of sets ordered by ⊆; in such a case, it will be sufficient to check that (i) P is not empty (ii) Q ∈ P
for every non-empty totally ordered Q ⊆ P. More often than not, this will in fact be true for all non-empty
upwards-directed sets Q ⊆ P, and the line of the argument is sometimes clearer if phrased in this form.
Within this class of partially ordered sets, we can distinguish a special subclass. If A is any set and ⊥
any relation on A, we can consider the collection P of sets I ⊆ A such that a ⊥ b for all distinct a, b ∈ I.
In this case we need look no farther before declaring ‘P has S a maximal element’; for ∅ necessarily belongs
S
to P, and if Q is any upwards-directed subset of P, then Q ∈ P. P P If a, b are distinct elements of Q,
there are I1 , I2 ∈ Q such that a ∈ I1 , b ∈ I2 ; because Q is upwards-directed,
S there is an I ∈ Q such that
I1 ∪ I2 ⊆ I, so that a, b are distinct members of I ∈ P, and a ⊥ b. QQ So Q is an upper bound of Q in P;
as Q is arbitrary, P satisfies the conditions of Zorn’s Lemma, and must have a maximal element.
Another important type of partially ordered set in this context is a family Φ of functions, ordered by
saying that f ≤ g if g is an extension of f . In this case, for any non-empty upwards-directed Ψ ⊆ Φ, we
shall have a function h defined by saying that
S
dom h = f ∈Ψ dom f , h(x) = f (x) whenever f ∈ Ψ, x ∈ dom f ,
and the usual attack is to seek to prove that any such h belongs to Φ.
I find that at least once I wish to use Zorn’s Lemma ‘upside down’: that is, I have a non-empty partially
ordered set P in which every non-empty totally ordered subset has a lower bound. In this case, of course,
P has a minimal element. The point is that the definition of ‘partial order’ is symmetric, so that (P, ≥) is
a partially ordered set whenever (P, ≤) is; and we can seek to apply Zorn’s Lemma to either.

3A1H Natural numbers and finite ordinals I remarked in 2A1De that the first few ordinals
∅, {∅}, {∅, {∅}}, {∅, {∅}, {∅, {∅}}}, ...
may be identified with the natural numbers 0, 1, 2, 3, . . . ; the idea being that n = {0, 1, . . . , n − 1} is a set
with n elements. If we do this, then the set N of natural numbers becomes identified with the first infinite
ordinal ω. This convention makes it possible to present a number of arguments in a particularly elegant
3A2A Rings 615

form. A typical S example is in 344H. There I wish to describe an inductive construction for a family hKz iz∈S
where S = n∈N {0, 1}n . If we think of n as the set of its predecessors, then z ∈ {0, 1}n becomes a function
from n to {0, 1}; since the set n has just n members, this corresponds well to the idea of z as the list of
its n coordinates, except that it would now be natural to index them as z(0), . . . , z(n − 1) rather than as
ζ1 , . . . , ζn , which was the language I favoured in Volume 2. An extension of z to a member of {0, 1}n+1 is
of the form v = z a i where v(k) = z(k) for k < n and v(n) = i. If w ∈ {0, 1}N , then we can identify the
initial segment (w(0), w(1), . . . , w(n − 1)) of its first n coordinates with the restriction w¹n of w to the set
n = {0, . . . , n − 1}.

3A1I Definitions (a) If P and Q are lattices (2A1Ad), a lattice homomorphism from P to Q is a
function f : P → Q such that f (p ∧ p0 ) = f (p) ∧ f (p0 ) and f (p ∨ p0 ) = f (p) ∨ f (p0 ) for all p, p0 ∈ P . Such
a homomorphism is surely order-preserving (313H), for if p ≤ p0 in P then f (p0 ) = f (p ∨ p0 ) = f (p) ∨ f (p0 )
and f (p) ≤ f (p0 ).
(b) If P is a lattice, a sublattice of P is a set Q ⊆ P such that p ∨ q and p ∧ q belong to Q for all p,
q ∈ Q.
(c) A lattice P is distributive if
(p ∧ q) ∨ r = (p ∨ r) ∧ (q ∨ r), (p ∨ q) ∧ r = (p ∧ r) ∨ (q ∧ r)
for all p, q, r ∈ P .

3A1J Subsets of given size The following concepts are used often enough for a special notation to
be helpful. If X is a set and κ is a cardinal, write
[X]κ = {A : A ⊆ X, #(A) = κ},

[X]≤κ = {A : A ⊆ X, #(A) ≤ κ},

[X]<κ = {A : A ⊆ X, #(A) < κ}.

Thus
[X]0 = [X]≤0 = [X]<1 = {∅},
[X]2 is the set of doubleton subsets of X, [X]<ω is the set of finite subsets of X, [X]≤ω is the set of countable
subsets of X, and so on.

3A1K The next result is one of the fundamental theorems of combinatorics. In this volume it is used
in the proofs of Ornstein’s theorem (§386) and the Kalton-Roberts theorem (§392).
Hall’s Marriage Lemma Suppose that X and Y are finite sets and R ⊆ X × Y is a relation such that
#(R[I]) ≥ #(I) for every I ⊆ X. Then there is an injective function f : X → Y such that (x, f (x)) ∈ R for
every x ∈ X.
Remark Recall that R[I] is the set {y : ∃ x ∈ I, (x, y) ∈ R} (1A1Bc).
proof Bollobás 79, p. 54, Theorem 7; Anderson 87, 2.2.1; Bose & Manvel 84, §10.2.

3A2 Rings
I give a very brief outline of the indispensable parts of the elementary theory of (commutative) rings. I
assume that you have seen at least a little group theory.

3A2A Definition A ring is a triple (R, +, .) such that

(R, +) is a commutative group; its identity will always be denoted 0 or 0R ;
(R, .) is a semigroup, that is, ab ∈ R for all a, b ∈ R and a(bc) = (ab)c for all a, b, c ∈ R;
a(b + c) = ab + ac, (a + b)c = ac + bc for all a, b, c ∈ R.
A commutative ring is one in which multiplication is commutative, that is, ab = ba for all a, b ∈ R.
616 Appendix 3A2B

3A2B Elementary facts Let R be a ring.

(a) a0 = 0a = 0 for every a ∈ R. P

P
a0 = a(0 + 0) = a0 + a0, 0a = (0 + 0)a = 0a + 0a;
because (R, +) is a group, we may subtract a0 or 0a from each side of the appropriate equation to see that
0 = a0, 0 = 0a. Q
Q

(b) (−a)b = a(−b) = −(ab) for all a, b ∈ R. P

P
ab + ((−a)b) = (a + (−a))b = 0b = 0 = a0 = a(b + (−b)) = ab + a(−b);
subtracting ab from each term, we get (−a)b = −(ab) = a(−b). Q
Q

3A2C Subrings If R is a ring, a subring of R is a set S ⊆ R such that 0 ∈ S and a + b, ab, −a belong
to S for all a, b ∈ S. In this case S, together with the addition and multiplication induced by those of R, is
a ring in its own right.

3A2D Homomorphisms (a) Let R, S be two rings. A function φ : R → S is a ring homomorphism

if φ(a + b) = φ(a) + φ(b) and φ(ab) = φ(a)φ(b) for all a, b ∈ R. The kernel of φ is {a : a ∈ R, φ(a) = 0S }.

(b) Note that if φ : R → S is a ring homomorphism, then it is also a group homomorphism from (R, +)
to (S, +), so that φ(0R ) = 0S and φ(−a) = −φ(a) for every a ∈ R; moreover, φ[R] is a subring of S, and φ
is injective iff its kernel is {0R }.

(c) If R, S and T are rings, and φ : R → S, ψ : S → T are ring homomorphisms, then ψφ : R → T is a

ring homomorphism, because
(ψφ)(a ∗ b) = ψ(φ(a ∗ b)) = ψ(φ(a) ∗ φ(b)) = ψ(φ(a)) ∗ ψ(φ(b))
for all a, b ∈ R, taking ∗ to be either addition or multiplication. If φ is bijective, then φ−1 : S → R is a ring
homomorphism, because
φ−1 (c ∗ d) = φ−1 (φ(φ−1 (c)) ∗ φ(φ−1 (d))) = φ−1 φ(φ−1 (c) ∗ φ−1 (d)) = φ−1 (c) ∗ φ−1 (d)
for all c, d ∈ S, again taking ∗ to be either addition or multiplication.

3A2E Ideals (a) Let R be a ring. An ideal of R is a subring I of R such that ab ∈ I and ba ∈ I
whenever a ∈ I and b ∈ R. this case we write I C R.
Note that R and {0} are always ideals of R.

(b) If R and S are rings and φ : R → S is a ring homomorphism, then the kernel I of φ is an ideal of R.
P
P (i) Because φ is a group homomorphism, I is a subgroup of (R, +). (ii) If a ∈ I, b ∈ R then
φ(ab) = φ(a)φ(b) = 0S φ(b) = 0S , φ(ba) = φ(b)φ(a) = φ(b)0S = 0S
so ab, ba ∈ I. Q
Q

3A2F Quotient rings (a) Let R be a ring and I an ideal of R. A coset of I is a set of the form
a + I = {a + x : x ∈ I} where a ∈ R. (Because + is commutative, we do not need to distinguish between
‘left cosets’ a + I and ‘right cosets’ I + a.) Let R/I be the set of cosets of I in R.

(b) For A, B ∈ R/I, set

A + B = {x + y : x ∈ A, y ∈ B}, A · B = {xy + z : x ∈ A, y ∈ B, z ∈ I}.
Then A + B, A · B both belong to R/I; moreover, if A = a + I and B = b + I, then A + B = (a + b) + I
and A · B = ab + I. P
P (i)
3A2G Rings 617

A + B = (a + I) + (b + I)
= {(a + x) + (b + y) : x, y ∈ I}
= {(a + b) + (x + y) : x, y ∈ I}
(because addition is associative and commutative)
⊆ {(a + b) + z : z ∈ I} = (a + b) + I
(because I + I ⊆ I)
= {(a + b) + (z + 0) : z ∈ I}
⊆ (a + I) + (b + I) = A + B

because 0 ∈ I. (ii)

A · B = {(a + x)(b + y) + z : x, y, z ∈ I}
= {ab + (ay + xb + z) : x, y, z ∈ I}
⊆ {ab + w : w ∈ I} = ab + I
(because ay, xb ∈ I for all x, y ∈ I, and I is closed under addition)
= {(a + 0)(b + 0) + w : w ∈ I}
⊆ A · B. Q
Q

(c) It is now an elementary exercise to check that (R/I, +, ·) is a ring, with zero 0 + I = I and additive
inverses −(a + I) = (−a) + I.

(d) Moreover, the map a 7→ a + I : R → R/I is a ring homomorphism.

(e) Note that for a, b ∈ R, the following are equiveridical: (i) a ∈ b+I; (ii) b ∈ a+I; (iii) (a+I)∩(b+I) 6= ∅;
(iv) a+I = b+I; (v) a−b ∈ I. Thus the cosets of I are just the equivalence classes in R under the equivalence
relation a ∼ b ⇐⇒ a + I = b + I; accordingly I shall generally write a• for a + I, if there seems no room
for confusion. In particular, the kernel of the canonical map from R to R/I is just {a : a + I = I} = I = 0• .

(f ) If R is commutative so is R/I, since

a• b• = (ab)• = (ba)• = b• a•
for all a, b ∈ R.

3A2G Factoring homomorphisms through quotient rings: Proposition Let R and S be rings,
I an ideal of R, and φ : R → S a homomorphism such that I is included in the kernel of φ. Then we have
a ring homomorphism π : R/I → S such that π(a• ) = φ(a) for every a ∈ R. π is injective iff I is precisely
the kernel of φ.
proof If a, b ∈ R and a• = b• in R/I, then a−b ∈ I (3A2Fe), so φ(a)−φ(b) = φ(a−b) = 0, and φ(a) = φ(b).
This means that the formula offered does indeed define a function π from R/I to S. Now if a, b ∈ R and ∗
is either multiplication or addition,
π(a• ∗ b• ) = π((a ∗ b)• ) = φ(a ∗ b) = φ(a) ∗ φ(b) = π(a• ) ∗ π(b• ).
So π is a ring homomorphism.
The kernel of π is {a• : φ(a) = 0}, which is {0} iff φ(a) = 0 ⇐⇒ a• = 0 ⇐⇒ a ∈ I.
618 Appendix 3A2H

Q
3A2H Product rings (a) Let hRi ii∈I be any family of rings. Set R = i∈I Ri and for a, b ∈ R define
a + b, ab ∈ R by setting
(a + b)(i) = a(i) + b(i), (ab)(i) = a(i)b(i)
for every i ∈ I. It is easy to check from the definition in 3A2A that R is a ring; its zero is given by the
formula
0R (i) = 0Ri for every i ∈ I,
and its additive inverses by the formula
(−a)(i) = −a(i) for every i ∈ I.

(b) Now let S be any other ring. Then it is easy to see that a function φ : S → R is a ring homomorphism
iff s 7→ φ(s)(i) : S → Ri is a ring homomorphism for every i ∈ I.

(c) Note that R is commutative iff Ri is commutative for every i.

3A3 General topology

In §2A3, I looked at a selection of topics in general topology in some detail, giving proofs; the point was
that an ordinary elementary course in the subject would surely go far beyond what we needed there, and
at the same time might omit some of the results I wished to quote. It seemed therefore worth taking a bit
of space to cover the requisite material, giving readers the option of delaying a proper study of the subject
until a convenient opportunity arose. In the context of the present volume, this approach is probably no
longer appropriate, since we need a much greater proportion of the fundamental ideas, and by the time you
have reached familiarity with the topics here you will be well able to find your way about one of the many
excellent textbooks on the subject. This time round, therefore, I give most of the results without proofs (as
in §§2A1 and 3A1), hoping that some of the references I offer will be accessible in all senses. I do, however,
give a full set of definitions, partly to avoid ambiguity (since even in this relatively mature subject, there
are some awkward divergences remaining in the usage of different authors), and partly because many of the
proofs are easy enough for even a novice to fill in with a bit of thought, once the meaning of the words is
clear. In fact this happens so often that I will mark with a ∗ those points where a proof needs an idea not
implicit in the preceding work.

3A3A Taxonomy of topological spaces I begin with the handful of definitions we need in order to
classify the different types of topological space used in this volume. A couple have already been introduced
in Volume 2, but I repeat them because the list would look so odd without them.
Definitions Let (X, T) be a topological space.

(a) X is Hausdorff or T2 if for any distinct points x, y ∈ X there are disjoint open sets G, H ⊆ X such
that x ∈ G and y ∈ H.

(b) X is regular if whenever F ⊆ X is closed and x ∈ X \ F there are disjoint open sets G, H ⊆ X such
that x ∈ G and F ⊆ H. (Note that in this definition I do not require X to be Hausdorff, following James
87 but not Engelking 89, Bourbaki 66, Dugundji 66, Schubert 68 or Gaal 64.)

(c) X is completely regular if whenever F ⊆ X is closed and x ∈ X \ F there is a continuous function

f : X → [0, 1] such that f (x) = 1 and f (y) = 0 for every y ∈ F . (Note that many authors restrict the
phrase ‘completely regular’ to Hausdorff spaces. The terms Tychonoff space and T3 21 space are also used
for Hausdorff completely regular spaces.)

(d) X is zero-dimensional if whenever G ⊆ X is an open set and x ∈ G then there is an open-and-closed

set H such that x ∈ H ⊆ G.
3A3D General topology 619

(e) X is extremally disconnected if the closure of every open set in X is open.

(f ) X is compact if every open cover of X has a finite subcover.

(g) X is locally compact if for every x ∈ X there is a set K ⊆ X such that x ∈ int K and K is compact
(in its subspace topology, as defined in 2A3C).

(h) If every subset of X is open, we call T the discrete topology on X.

3A3B Elementary relationships (a) A completely regular space is regular. (Engelking 89, p. 39;
Dugundji 66, p. 154; Schubert 68, p. 104.)

(b) A locally compact Hausdorff space is completely regular, therefore regular. ∗ (Engelking 89, 3.3.1;
Dugundji 66, p. 238; Gaal 64, p. 149.)

(c) A compact Hausdorff space is locally compact, therefore completely regular and regular.

(d) A regular extremally disconnected space is zero-dimensional. (Engelking 89, 6.2.25.)

(e) Any topology defined by pseudometrics (2A3F), in particular the weak topology of a normed space
(2A5I), is completely regular, therefore regular. (Bourbaki 66, IX.1.5; Dugundji 66, p. 200.)

(f ) If X is a completely regular Hausdorff space (in particular, if X is (locally) compact and Hausdorff),
and x, y are distinct points in X, then there is a continuous function f : X → R such that f (x) 6= f (y).
(Apply 3A3Ac with F = {y}, which is closed because X is Hausdorff.)

(g) An open set in a locally compact Hausdorff space is locally compact in its subspace topology. (En-
gelking 89, 3.3.8; Bourbaki 66, I.9.7.)

3A3C Continuous functions Let (X, T) and (Y, S) be topological spaces.

(a) If f : X → Y is a function and x ∈ X, we say that f is continuous at x if x ∈ int f −1 [H] whenever

H ⊆ Y is an open set containing f (x).

(b) Now a function f : X → Y is continuous iff it is continuous at every point of X. (Bourbaki 66,
I.2.1; Dugundji 66, p. 80; Schubert 68, p. 24; Gaal 64, p. 183; James 87, p. 26.)

(c) If f : X → Y is continuous at x ∈ X, and A ⊆ X is such that x ∈ A, then f (x) ∈ f [A]. (Bourbaki

66, I.2.1; Schubert 68, p. 23.)

(d) If f : X → Y is continuous, then f [A] ⊆ f [A] for every A ⊆ X. (Engelking 89, 1.4.1; Bourbaki
66, I.2.1; Dugundji 66, p. 80; Schubert 68, p. 24; Gaal 64, p. 184; James 87, p. 27.)

(e) A function f : X → Y is a homeomorphism if it is a continuous bijection and its inverse is also

continuous; that is, if S = {f [G] : G ∈ T} and T = {f −1 [H] : H ∈ S}.

(f ) A function f : X → [−∞, ∞] is lower semi-continuous if {x : x ∈ X, f (x) > α} is open for every

α ∈ R. (Cf. 225H.)

3A3D Compact spaces Any extended series of applications of general topology is likely to involve
some new features of compactness. I start with the easy bits, continuing from 2A3Nb.
(a) The first is just a definition of compactness
T in terms of closed sets instead of open sets. A family F of
sets has the finite intersection
T property if F0 is non-empty for every finite F0 ⊆ F. Now a topological
space X is compact iff F = 6 ∅ whenever F is a family of closed subsets of X with the finite intersection
property. (Engelking 89, 3.1.1; Bourbaki 66, I.9.1; Dugundji 66, p., 223; Schubert 68, p. 68; Gaal
64, p. 127.)
620 Appendix 3A3Db

(b) A marginal generalization of this is the following. Let X be a topological space andT F a family of
closed subsets of X with the finite intersection property. If F contains a compact set then F 6= ∅. (Apply
(a) to {K ∩ F : F ∈ F} where K ∈ F is compact.)

(c) In a Hausdorff space, compact subsets are closed. (Engelking 89, 3.1.8; Bourbaki 66, I.9.4;
Dugundji 66, p. 226; Schubert 68, p. 70; Gaal 64, p. 138; James 87, p. 77.)

(d) If X is compact, Y is Hausdorff and φ : X → Y is continuous and injective, then φ is a homeomorphism

between X and φ[X] (where φ[X] is given the subspace topology). (Engelking 89, 3.1.12; Bourbaki 66,
I.9.4; Dugundji 66, p. 226; Schubert 68, p. 71; Gaal 64, p. 207.)

(e) Let X be a regular topological space and A a subset of X. Then the following are equiveridical: (i)
A is relatively compact in X (that is, A is included in some compact subset of X, as in 2A3Na); (ii) A is
compact; (iii) every ultrafilter on X which contains A has a limit in X. P
P(ii)⇒(i) is trivial, and (i)⇒(iii)
is a consequence of 2A3R; neither of these requires X to be regular. Now assume (iii) and let F be an
ultrafilter on X containing A. Set
H = {B : B ⊆ X, there is an open set G ∈ F such that A ∩ G ⊆ B}.
Then H does not contain ∅ and B1 ∩ B2 ∈ H whenever B1 , B2 ∈ H, so H is a filter on X, and it contains
A. Let H∗ ⊇ H be an ultrafilter (2A1O). By hypothesis, H∗ has a limit x say. Because A ∈ H∗ , X \ A is
an open set not belonging to H∗ , and cannot be a neighbourhood of x; thus x must belong to A. Let G be
an open set containing x. Then there is an open set H such that x ∈ H ⊆ H ⊆ G (this is where I use the
hypothesis that X is regular). Because H∗ → x, H ∈ H∗ so X \ H does not belong to H∗ and therefore does
not belong to H. But X \ H is open, so by the definition of H it cannot belong to F. As F is an ultrafilter,
H ∈ F and G ∈ F. As G is arbitrary, F → x. As F is arbitrary, A is compact (2A3R). Thus (iii)⇒(ii). Q Q

3A3E Dense sets Recall that a set D in a topological space X is dense if D = X, and that X is
separable if it has a countable dense subset (2A3Ud).
(a) If X is a topological space, D ⊆ X is dense and G ⊆ X is dense and open, then G ∩ D is dense.
(Engelking 89, 1.3.6.) Consequently the intersection of finitely many dense open sets is always dense.

(b) If X and Y are topological spaces, D ⊆ A ⊆ X, D is dense in A and f : X → Y is a continuous

function, then f [D] is dense in f [A]. (Use 3A3Cd.)

3A3F Meager sets Let X be a topological space.

(a) A set A ⊆ X is nowhere dense or rare if int A = ∅, that is, int(X \ A) = X \ A is dense, that is, for
every non-empty open set G there is a non-empty open set H ⊆ G \ A.

(b) A set M ⊆ X is meager, or of first category, if it is expressible as the union of a sequence of

nowhere dense sets.

(c) Any subset of a nowhere dense set is nowhere dense; the union of finitely many nowhere dense sets is
nowhere dense. (3A3Ea.)

(d) Any subset of a meager set is meager; the union of countably many meager sets is meager. (314L.)

3A3G Baire’s theorem for locally compact Hausdorff spaces T Let X be a locally compact Haus-
dorff space and hGn in∈N a sequence of dense open subsets of X. Then n∈N Gn is dense. ∗ (Engelking
89, 3.9.4; Bourbaki 66, IX.5.3; Dugundji 66, p. 249; Schubert 68, p. 148.)

3A3H Corollary (a) Let X be a compact Hausdorff space. Then a non-empty open subset of X cannot
be meager. (Dugundji 66, p. 250; Schubert 68, p. 147.)
(b) Let X be a non-empty locally compact Hausdorff space. If hAn in∈N is a sequence of sets covering X,
then there is some n ∈ N such that int An is non-empty. (Dugundji 66, p. 250.)
3A3L General topology 621

Q
3A3I Product spaces (a) Definition Let hXi ii∈I be a family of topological spaces, and X = i∈I Xi
their Cartesian product. We say that a set G ⊆ X is open for the product topology if for every x ∈ G
there are a finite J ⊆ I and a family hGj ij∈J such that every Gj is an open set in the corresponding Xj and
{y : y ∈ X, y(j) ∈ Gj for every j ∈ J}
contains x and is included in G.
(Of course we must check that this does indeed define a topology; see Engelking 89, 2.3.1; Bourbaki
66, I.4.1; Schubert 68, p. 38; Gaal 64, p. 144.)

(b) If hXi ii∈I is a family of topological spaces, with product X, and Y another topological space, a
function φ : Y → X is continuous iff πi φ is continuous for every i ∈ I, where πi (x) = x(i) for x ∈ X, i ∈ I.
(Engelking 89, 2.3.6; Bourbaki 66, I.4.1; Dugundji 66, p. 101; Schubert 68, p. 62; James 87, p. 31.)

(c) Let hXi ii∈I be any family of non-empty topological spaces, with product X. If F is a filter on X and
x ∈ X, then F → x iff πi [[F]] → x(i) for every i, where πi (y) = y(i) for y ∈ X, and πi [[F]] is the image
filter on Xi (2A1Ib). (Bourbaki 66, I.7.6; Schubert 68, p. 61; James 87, p. 32.

(d) The product of any family of Hausdorff spaces is Hausdorff. (Engelking 89, 2.3.11; Bourbaki 66,
I.8.2; Schubert 68, p. 62; James 87, p. 87.)
Q
(e) Let hX
Qi ii∈I be any family of topological spaces. If Di is a dense subset of Xi for each i, then i∈I Di
is dense in i∈I Xi . (Engelking 89, 2.3.5.).
Q
(f ) Let hX
Qi ii∈I be any family of topological spaces. If Fi is a closed subset of Xi for each i, then i∈I Fi
is closed in i∈I Xi . (Engelking 89, 2.3.4; Bourbaki 66I.4.3.)

(g) Let h(Xi , Ti )ii∈I be a family of topological spaces with product (X, T). Suppose that each Ti is defined
by a family Pi of pseudometrics on Xi (2A3F). Then T is defined by the family P = {ρ̃i : i ∈ I, ρ ∈ Pi } of
pseudometrics on X, where I write ρ̃i (x, y) = ρ(πi (x), πi (y)) whenever i ∈ I, ρ ∈ Pi and x, y ∈ X, taking
πi to be the coordinate map from X to Xi , as in (b)-(c). P P (Compare 2A3Tb). (i) It is easy to check that
every ρ̃i is a pseudometric on X. Write TP for the topology generated by P. (ii) If x ∈ G ∈ TP , let P0 ⊆ P
and δ > 0 be such that P0 is finite and {y : τ (y, x) ≤ δ for every τ ∈ P0 } is included in G. Express P0 as
{ρ̃j : j ∈ J, ρ ∈ P0j } where J ⊆ I is finite and P0j ⊆ Pj is finite for each j ∈ J. Set
Gj = {t : t ∈ Xj , ρ(t, πj (x)) < δ for every ρ ∈ P0j }
for every j ∈ J. Then G0 = {y : πj (y) ∈ Gj for every j ∈ J} contains x, belongs to T and is included in G.
As x is arbitrary, G ∈ T; as G is arbitrary, TP ⊆ T. (iii) Now every πi is (TP , Ti )-continuous, by 2A3H; by
(b) above, the identity map from X to itself is (TP , T)-continuous, that is, TP ⊆ T and TP = T, as claimed.
QQ

3A3J Tychonoff ’s theorem The product of any family of compact topological spaces is compact.
proof Engelking 89, 3.2.4; Bourbaki 66, I.9.5; Dugundji 66, p. 224; Schubert 68, p. 72; Gaal 64,
p. 146 and p. 272; James 87, p. 67.
Q
3A3K The spaces {0, 1}I , RI For any set I, we can think of {0, 1}I as the product i∈I Xi where
Xi = {0, 1} for each i. If we endow each Xi with its discrete topology, the product topology is the usual
topology on {0, 1}I . Being a product of Hausdorff spaces, it is Hausdorff; by Tychonoff’s theorem, it is
compact. A subset G of {0, 1}I is open iff for every x ∈ G there is a finite J ⊆ I such that {y : y ∈
{0, 1}I , y¹J = x¹J} ⊆ G.
Similarly, the ‘usual topology’ of RI is the product topology when each factor is given its Euclidean
topology (cf. 2A3Tc).

3A3L Cluster points of filters (a) Let X be a topological space and F a filter on X. A point x of
X is a cluster point (or adherence point or accumulation point) of F if x ∈ A for every A ∈ F.
622 Appendix 3A3Lb

(b) For any topological space X, filter F on X and x ∈ X, x is a cluster point of F iff there is a filter
G ⊇ F such that G → x. (Engelking 89, 1.6.8; Bourbaki 66, I.7.2; Gaal 64, p. 260; James 87, p. 22.)
(c) If hαn in∈N is a sequence in R, α ∈ R and limn→H αn = α for every non-principal ultrafilter H
on N (definition: 2A3Sb), then limn→∞ αn = α. P P?? If hαn in∈N 6→ α, there is some ² > 0 such that
I = {n : |αn − α| ≥ ²} is infinite. Now F0 = {F : F ⊆ N, I \ F is finite} is a filter on N, so there is an
ultrafilter F ⊇ F0 . But now α cannot be limn→F αn . X
XQQ

3A3M Topology bases (a) If X is a set and A is any family of subsets of X, the topology generated
by A is the smallest topology on X including A.
(b) If X is a set and T is a topology on X, a base for T is a set
S U ⊆ T such that whenever x ∈ G ∈ T
there is a U ∈ U such that x ∈ U ⊆ G; that is, such that T = { G : G ⊆ U}. In this case, of course, U
generates T.
(c) If X is a set and E is a family of subsets of X, then E is a base for a topology
S on X iff (i) whenever
E1 , E2 ∈ E and x ∈ E1 ∩ E2 then there is an E ∈ E such that x ∈ E ⊆ E1 ∩ E2 (ii) E = X. (Engelking
89, p. 12.)

3A3N Uniform convergence (a) Let X be a set, (Y, ρ) a metric space and hfn in∈N a sequence of
functions from X to Y . We say that hfn in∈N converges uniformly to a function f : X → Y if for every
² > 0 there is an n0 ∈ N such that ρ(fn (x), f (x)) ≤ ² whenever n ≥ n0 and x ∈ X.
(b) Let X be a topological space and (Y, ρ) a metric space. Suppose that hfn in∈N is a sequence of
continuous functions from X to Y converging uniformly to f : X → Y . Then f is continuous. ∗ (Engelking
89, 1.4.7/4.2.19; Gaal 64, p. 202.)

3A3O One-point compactifications Let (X, T) be a locally compact Hausdorff space. Take any
object x∞ not belonging to X and set X ∗ = X ∪ {x∞ }. Let T∗ be the family of those sets H ⊆ X ∗ such
/ H or X \ H is compact (for T). Then T∗ is the unique compact Hausdorff
that H ∩ X ∈ T and either x∞ ∈
topology on X inducing T as the subspace topology on X; (X ∗ , T∗ ) is the one-point compactification
∗

or Alexandroff compactification of (X, T). (Engelking 89, 3.5.11; Bourbaki 66, I.9.8; Dugundji 66,
p. 246.)

3A3P Miscellaneous definitions Let X be a topological space.

(a) A subset F of X is a zero set or functionally closed if it is of the form f −1 [{0}] for some continuous
function f : X → R. A subset G of X is a cozero set or functionally open if its complement is a zero
set.
(b) An isolated point of X is a point x ∈ X such that the singleton set {x} is open.

3A4 Uniformities
I continue the work of §3A3 with some notes on uniformities, so as to be able to discuss completeness
and the extension of uniformly continuous functions in non-metrizable contexts (3A4F-3A4H). As in §3A3,
most of the individual steps are elementary; I mark exceptions with a ∗.

3A4A Uniformities (a) Let X be any set. A uniformity on X is a filter W on X × X such that
(i) (x, x) ∈ W for every x ∈ X, W ∈ W;
(ii) for every W ∈ W, W −1 = {(y, x) : (x, y) ∈ W } ∈ W;
(iii) for every W ∈ W, there is a V ∈ W such that
V ◦ V = {(x, z) : ∃ y, (x, y) ∈ V & (y, z) ∈ V } ⊆ W .
It is convenient to allow the special case X = ∅, W = {∅}, even though this is not properly speaking a filter.
The pair (X, W) is now a uniform space.
3A4E Uniformities 623

(b) If W is a uniformity on a set X, the associated topology T is the set of sets G ⊆ X such that
for every x ∈ G there is a W ∈ W such that W [{x}] ={y : (x, y) ∈ W } ⊆ G.
(Engelking 89, 8.1.1; Bourbaki 66, II.1.2; Gaal 64, p. 48; Schubert 68, p. 115; James 87, p. 101.)

(c) We say that a uniformity is Hausdorff if the associated topology is Hausdorff.

(d) If U is a linear topological space, then it has an associated uniformity

W = {W : W ⊆ U × U, there is an open set G containing 0

such that (u, v) ∈ W whenever u − v ∈ G}.
(Schaefer 66, I.1.4.)

3A4B Uniformities and pseudometrics (a) If P is a family of pseudometrics on a set X, then the
associated uniformity is the smallest uniformity on X containing all the sets W (ρ; ²) = {(x, y) : ρ(x, y) < ²}
as ρ runs through P, ² through ]0, ∞[. (Engelking 89, 8.1.18; Bourbaki 66, IX.1.2.)

(b) If W is the uniformity defined by a family P of pseudometrics, then the topology associated with W
is the topology defined from P (2A3F). (Dugundji 66, p. 203.)

(c) A uniformity W is metrizable if it can be defined by a single metric.

(d) If U is a linear space with a topology defined from a family of functionals τ : U → [0, ∞[ such that
τ (u + v) ≤ τ (u) + τ (v), τ (αu) ≤ τ (u) when |α| ≤ 1, and limα→0 τ (αu) = 0 (2A5B), the uniformity defined
from the topology (3A4Ad) coincides with the uniformity defined from the pseudometrics ρτ (u, v) = τ (u−v).
(Immediate from the definitions.)

3A4C Uniform continuity (a) If (X, W) and (Y, V) are uniform spaces, a function φ : X → Y is
uniformly continuous if {(x, y) : (φ(x), φ(y)) ∈ V } ∈ W for every V ∈ V.

(b) The composition of uniformly continuous functions is uniformly continuous. (Bourbaki 66, II.2.1;
Schubert 68, p. 118.)

(c) If uniformities W, V on sets X, Y are defined by non-empty families P, Θ of pseudometrics, then a

function φ : X → Y is uniformly continuous iff for every θ ∈ Θ, ² > 0 there are ρ0 , . . . , ρn ∈ P and δ > 0
such that θ(φ(x), φ(x0 )) ≤ ² whenever x, x0 ∈ X and maxi≤n ρi (x, x0 ) ≤ δ. (Elementary verification.)

(d) A uniformly continuous function is continuous for the associated topologies. (Bourbaki 66, II.2.1;
Schubert 68, p. 118; James 87, p. 102.)

3A4D Subspaces (a) If (X, W) is a uniform space and Y is any subset of X, then WY = {W ∩(Y ×Y ) :
W ∈ W} is a uniformity on Y ; it is the subspace uniformity. (Bourbaki 66, II.2.4; Schubert 68, p.
122.)

(b) If W defines a topology T on X, then the topology defined by WY is the subspace topology on Y , as
defined in 2A3C. (Schubert 68, p. 122; James 87, p. 103.)

(c) If W is defined by a family P of pseudometrics on X, then WY is defined by {ρ¹Y × Y : ρ ∈ P}.

(Elementary verification.)

3A4E Product uniformities (a) If (X, U) and (Y, V) are uniform spaces, the product uniformity
is the smallest uniformity W on X × Y containing all sets of the form
{((x, y), (x0 , y 0 )) : (x, x0 ) ∈ U, (y, y 0 ) ∈ V }
as U runs through U and V through V. (Engelking 89, §8.2; Bourbaki 66, II.2.6; Schubert 68, p. 124;
James 87, p. 93.)
624 Appendix 3A4Eb

(b) If U , V are defined from families P, Θ of pseudometrics, then W will be defined by the family
{ρ̃ : ρ ∈ P} ∪ {θ̄ : θ ∈ Θ}, writing
ρ̃((x, y), (x0 , y 0 )) = ρ(x, x0 ), θ̄((x, y), (x0 , y 0 )) = θ(y, y 0 )
as in 2A3Tb. (Elementary verification.)

(c) If (X, U), (Y, V) and (Z, W) are uniform spaces, a map φ : Z → X × Y is uniformly continuous iff the
coordinate maps φ1 : Z → X and φ2 : Z → Y are uniformly continuous. (Engelking 89, 8.2.1; Bourbaki
66, II.2.6; Schubert 68, p. 125; James 87, p. 93.)

3A4F Completeness (a) If W is a uniformity on a set X, a filter F on X is Cauchy if for every

W ∈ W there is an F ∈ F such that F × F ⊆ W .
Any convergent filter in a uniform space is Cauchy. (Bourbaki 66, II.3.1; Gaal 64, p. 276; Schubert
68, p. 134; James 87, p. 109.)

(b) A uniform space is complete if every Cauchy filter is convergent.

(c) If W is defined from a family P of pseudometrics, then a filter F on X is Cauchy iff for every ρ ∈ P
and ² > 0 there is an F ∈ F such that ρ(x, y) ≤ ² for all x, y ∈ F ; equivalently, for every ρ ∈ P, ² > 0 there
is an x ∈ X such that U (x; ρ; ²) ∈ F. (Elementary verification.)

(d) A complete subspace of a Hausdorff uniform space is closed. (Engelking 89, 8.3.6; Bourbaki 66,
II.3.4; Schubert 68, p. 135; James 87, p. 148.)

(e) A metric space is complete iff every Cauchy sequence converges (cf. 2A4Db). (Schubert 68, p. 141;
Gaal 64, p. 276; James 87, p. 150.)

(f ) If (X, ρ) is a complete metric space, D ⊆ X a dense subset, (Y, σ) a metric space and f : X → Y is
an isometry (that is, σ(f (x), f (x0 )) = ρ(x, x0 ) for all x, x0 ∈ X), then f [X] is precisely the closure of f [D]
in Y . (For it must be complete, and and we use (d).)

(g) If U is a linear space with a linear space topology and the associated uniformity (3A4Ad), then a
filter F on U is Cauchy iff for every open set G containing 0 there is an F ∈ F such that F − F ⊆ G (cf.
2A5F). (Immediate from the definitions.)

3A4G Extension of uniformly continuous functions: Theorem If (X, W) is a uniform space,

(Y, V) is a complete uniform space, D ⊆ X is a dense subset of X, and φ : D → Y is uniformly continuous
(for the subspace uniformity of D), then there is a uniformly continuous φ̂ : X → Y extending φ. If Y
is Hausdorff, the extension is unique. ∗ (Engelking 89, 8.3.10; Bourbaki 66, II.3.6; Gaal 64, p. 300;
Schubert 68, p. 137; James 87, p. 152.)
In particular, if (X, ρ) is a metric space, (Y, σ) is a complete metric space, D ⊆ X is a dense subset, and
φ : D → Y is an isometry, then there is a unique isometry φ̂ : X → Y extending φ.

3A4H Completions (a) Theorem If (X, W) is any Hausdorff uniform space, then we can find a
complete Hausdorff uniform space (X̂, Ŵ) in which X is embedded as a dense subspace; moreover, any two
such spaces are essentially unique. ∗ (Engelking 89, 8.3.12; Bourbaki 66, II.3.7; Gaal 64, p. 297 & p.
300; Schubert 68, p. 139; James 87, p. 156.)

(b) Such a space (X̂, Ŵ) is called a completion of (X, W). Because it is unique up to isomorphism as
a uniform space, we may call it ‘the’ completion.

(c) If W is the uniformity defined by a metric ρ on a set X, then there is a unique extension of ρ to a
metric ρ̂ on X̂ defining the uniformity Ŵ. (Bourbaki 66, IX.1.3.)

3A4I A note on metric spaces I mention some elementary facts which are used in §386. Let (X, ρ)
be a metric space. If x ∈ X and A ⊆ X is non-empty, set
3A5C Normed spaces 625

ρ(x, A) = inf y∈A ρ(x, y).

Then ρ(x, A) = 0 iff x ∈ A (2A3Kb). If B ⊆ X is another non-empty set, then
ρ(x, B) ≤ ρ(x, A) + supy∈A ρ(y, B).
In particular, ρ(x, A) = ρ(x, A). If hAn in∈N is a non-decreasing sequence of non-empty sets with union A,
then
ρ(x, A) = limn→∞ ρ(x, An ).

3A5 Normed spaces

I run as quickly as possible over the results, nearly all of them standard elements of any introductory
course in functional analysis, which I find myself calling on in this volume. As in the corresponding section
of Volume 2 (§2A4), a large proportion of these are valid for both real and complex normed spaces, but
as the present volume is almost exclusively concerned with real linear spaces I leave this unsaid, except in
3A5L, and if in doubt you should suppose that scalars belong to the field R.

3A5A The Hahn-Banach theorem: analytic forms This is one of the central ideas of functional
analysis, both finite- and infinite-dimensional, and appears in a remarkable variety of forms. I list those
formulations which I wish to quote, starting with those which are more or less ‘analytic’, according to the
classification of Bourbaki 87. Recall that if U is a normed space I write U ∗ for the Banach space of
bounded linear functionals on U .
(a) Let U be a linear space and p : U → [0, ∞[ a functional such that p(u + v) ≤ p(u) + p(v) and
p(αu) = αp(u) whenever u, v ∈ U and α ≥ 0. Then for any u0 ∈ U there is a linear functional f : U → R
such that f (u0 ) = p(u0 ) and f (u) ≤ p(u) for every u ∈ U . Rudin 91, 3.2; Dunford & Schwartz 57,
II.3.10.

(b) Let U be a normed space and V a linear subspace of U . Then for any f ∈ V ∗ there is a g ∈ U ∗ ,
extending f , with kgk = kf k. (363R; Bourbaki 87, II.3.2; Rudin 91, 3.3; Dunford & Schwartz 57,
II.3.11; Lang 93, p. 69; Wilansky 64, p. 66; Taylor 64, 3.7-B & 4.3-A.)

(c) If U is a normed space and u ∈ U there is an f ∈ U ∗ such that kf k ≤ 1 and f (u) = kuk. (Bourbaki
87, II.3.2; Rudin 91, 3.3; Dunford & Schwartz 57, II.3.14; Wilansky 64, p. 67; Taylor 64, 3.7-C &
4.3-B.)

(d) If U is a normed space and V ⊆ U is a linear subspace which is not dense, then there is a non-zero
f ∈ U ∗ such that f (v) = 0 for every v ∈ V . (Rudin 91, 3.5; Dunford & Schwartz 57, II.3.12; Taylor
64, 4.3-D.)

(e) If U is a normed space, U ∗ separates the points of U . (Rudin 91, 3.4; Lang 93, p. 70; Dunford &
Schwartz 57, II.3.14.)

3A5B Cones (a) Let U be a linear space. A convex cone (with apex 0) is a set C ⊆ U such that
αu + βv ∈ C whenever u, v ∈ C and α, β ≥ 0. The intersection of any family of convex cones is a convex
cone, so for every subset A of U there is a smallest convex cone including A.

(b) Let U be a normed space. Then the closure of a convex cone is a convex cone, and the closure of a
linear subspace is a linear subspace. (Bourbaki 87, II.2.6; Dunford & Schwartz 57, V.2.1.)

3A5C Hahn-Banach theorem: geometric forms (a) Let U be a normed space and C ⊆ U a convex
set such that kuk ≥ 1 for every u ∈ C. Then there is an f ∈ U ∗ such that kf k ≤ 1 and f (u) ≥ 1 for every
u ∈ C. (Dunford & Schwartz 57, V.1.12.)
626 Appendix 3A5Cb

(b) Let U be a normed space and B ⊆ U a non-empty convex set such that 0 ∈ / B. Then there is an
f ∈ U ∗ such that inf u∈B f (u) > 0. (Bourbaki 87, II.4.1; Rudin 91, 3.4; Lang 93, p. 70; Dunford &
Schwartz 57, V.2.12.)

(c) Let U be a normed space, B a closed convex subset of U containing 0, and u a point of U \ B. Then
there is an f ∈ U ∗ such that f (u) > 1 and f (v) ≤ 1 for every v ∈ B. (Apply (b) to B − u to find a g ∈ U ∗
such that g(u) < inf v∈B g(v) and now set f = − α1 g where g(u) < α < inf v∈B g(v)).

3A5D Separation from finitely-generated cones Let U be a linear space over R and u, v0 , . . . , vn
points of U such that u does not belong to the convex cone generated by {v0 , . . . , vn }. Then there is a linear
functional f : U → R such that f (vi ) ≥ 0 for every i and f (u) < 0.
proof (a) If U is finite-dimensional this is covered by Gale 60, p. 56.
(b) For the general case, let V be the linear subspace of U generated by u, v0 , . . . , vn . Then there is
a linear functional f0 : V → R such that f0 (u) < 0 ≤ f0 (vi ) for every i. By Zorn’s Lemma, there is a
maximal linear subspace W ⊆ U such that W ∩ V = {0}. Now W + V = U (for if u ∈ / W + V , the linear
subspace W 0 generated by W ∪ {u} still has trivial intersection with V ), so we have an extension of f0 to
a linear functional f : U → R defined by setting f (v + w) = f0 (v) whenever v ∈ V and w ∈ W . Now
f (u) < 0 ≤ mini≤n f (vi ), as required.

3A5E Weak topologies (a) Let U be any linear space over R and W a linear subspace of the space
U 0 of all linear functionals from U to R. Then I write Ts (U, W ) for the linear space topology defined by the
method of 2A5B from the functionals u 7→ |f (u)| as f runs through W . (Bourbaki 87, II.6.2; Rudin 91,
3.10; Dunford & Schwartz 57, V.3.2; Taylor 64, 3.81.)

(b) I note that the weak topology of a normed space U (2A5Ia) is Ts (U, U ∗ ), while the weak* topology
of U ∗ (2A5Ig) is Ts (U ∗ , W ) where W is the canonical image of U in U ∗∗ . (Rudin 91, 3.14.)

(c) Let U and V be linear spaces over R and T : U → V a linear operator. If W ⊆ U 0 and Z ⊆ V 0 are
such that gT ∈ W for every g ∈ Z, then T is continuous for Ts (U, W ) and Ts (V, Z). (Bourbaki 87, II.6.4.)

(d) If U and V are normed spaces and T : U → V is a bounded linear operator then we have an adjoint
(or conjugate, or dual) operator T 0 : V ∗ → U ∗ defined by saying that T 0 g = gT for every g ∈ V ∗ . T 0
is linear and is continuous for the weak* topologies of U ∗ and V ∗ . (Bourbaki 87, II.6.4; Dunford &
Schwartz 57, §VI.2; Taylor 64, 4.5.)

(e) If U is a normed space and A ⊆ U is convex, then the closure of A for the norm topology is the same
as the closure of A for the weak topology of U . In particular, norm-closed convex subsets (for instance,
norm-closed linear subspaces) of U are closed for the weak topology. (Rudin 91, 3.12; Lang 93, p. 88;
Dunford & Schwartz 57, V.3.13.)

3A5F Weak* topologies: Theorem If U is a normed space, the unit ball of U ∗ is compact and
Hausdorff for the weak* topology. (Rudin 91, 3.15; Lang 93, p. 71; Dunford & Schwartz 57, V.4.2;
Taylor 64, 4.61-A.)

3A5G Reflexive spaces (a) A normed space U is reflexive if every member of U ∗∗ is of the form
f 7→ f (u) for some u ∈ U .

(b) A normed space is reflexive iff bounded sets are relatively weakly compact. (Dunford & Schwartz
57, V.4.8; Taylor 64, 4.61-C.)

(c) If U is a reflexive space, hun in∈N is a bounded sequence in U and F is an ultrafilter on N, then
limn→F un is defined in U for the weak topology. (Use (b) and the argument of 2A3Se.)
3A5Ld Normed spaces 627

3A5H (a) Uniform Boundedness Theorem Let U be a Banach space, V a normed space, and
A ⊆ B(U ; V ) a set such that {T u : T ∈ A} is bounded in V for every u ∈ U . Then A is bounded in B(U ; V ).
(Rudin 91, 2.6; Dunford & Schwartz 57, II.3.21; Taylor 64, 4.4-E.)

(b) Corollary If U is a normed space and A ⊆ U is such that f [A] is bounded for every f ∈ U ∗ , then A
is bounded. (Wilansky 64, p. 117; Taylor 64, 4.4-AS.) Consequently any relatively weakly compact set
in U is bounded. (Rudin 91, 3.18.)

3A5I Completions Let U be a normed space.

(a) Recall that U has a metric ρ associated with the norm (2A4Bb), and that the topology defined by ρ
is a linear space topology (2A5D, 2A5B). This topology defines a uniformity W (3A4Ad) which is also the
uniformity defined by ρ (3A4Bd). The norm itself is a uniformly continuous function from U to R (because
|kuk − kvk| ≤ ku − vk for all u, v ∈ U ).

(b) Let (Û , Ŵ) be the uniform space completion of (U, W) (3A4H). Then addition and scalar multiplication
and the norm extend uniquely to make Û a Banach space. (Schaefer 66, I.1.5; Lang 93, p. 78.)

(c) If U and V are Banach spaces with dense linear subspaces U0 and V0 , then any norm-preserving
isomorphism between U0 and V0 extends uniquely to a norm-preserving isomorphism between U and V (use
3A4G).

3A5J Normed algebras If U is a normed algebra (2A4J), its multiplication, regarded as a function
from U × U to U , is continuous. (Wilansky 64, p. 259.)

3A5K Compact operators Let U and V be Banach spaces.

(a) A linear operator T : U → V is compact or completely continuous if {T u : kuk ≤ 1} is relatively

compact in V for the topology defined by the norm of V .

(b) A linear operator T : U → V is weakly compact if {T u : kuk ≤ 1} is relatively weakly compact in

V.

3A5L Hilbert spaces I mentioned the phrases ‘inner product space’, ‘Hilbert space’ briefly in 244N-
244O, without explanation, as I did not there rely on any of the abstract theory of these spaces. For the
main result of §395 we need one of their fundamental properties, so I now skim over the definitions.
(a) An inner product space is a linear space U over R R
C together with an operator ( | ) : U × U → C
such that
(u1 + u2 |v) = (u1 |v) + (u2 |v), (αu|v) = α(u|v), (u|v) = (v|u)
(the complex conjugate of (u|v)),
(u|u) ≥ 0, u = 0 whenever (u|u) = 0
R
for all u, u1 , u2 , v ∈ U and α ∈ C.
p
(b) If U is any inner product space, we have a norm on U defined by setting kuk = (u|u) for every
u ∈ U . (Taylor 64, 3.2-B.)

(c) A Hilbert space is an inner product space which is a Banach space under the norm of (b) above,
that is, is complete in the metric defined from its norm.

(d) If U is a Hilbert space, C ⊆ U is a non-empty closed convex set, and u ∈ U , then there is a unique
v ∈ C such that ku − vk = inf w∈C ku − wk. (Taylor 64, 4.81-A.)
628 Appendix §3A6 intro.

3A6 Group Theory

For Chapter 38 we need four definitions and two results from elementary abstract group theory.

3A6A Definition If G is a group, I will say that an element g of G is an involution if its order is 2,
that is, g 2 = e, the identity of G, but g 6= e.

3A6B Definition If G is a group, the set Aut G of automorphisms of G (that is, bijective homo-
morphisms from G to itself) is a group. For g ∈ G define ĝ : G → G by writing ĝ(h) = ghg −1 for every
h ∈ G; then ĝ ∈ Aut G, and the map g 7→ ĝ is a homomorphism from G onto a normal subgroup J of Aut G
(Rotman 84, p. 130). We call J the group of inner automorphisms of G. Members of (Aut G) \ J are
called outer automorphisms.

3A6C Normal subgroups For any group G, the family of normal subgroups of G, ordered by ⊆, is
a Dedekind complete lattice, with H ∨ K = HK and H ∧ K = H ∩ K. (Davey & Priestley 90, 2.8 &
2.19.)
 Group Theory 629

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bounded Principal topics and results 633

Index to volumes 1, 2 and 3

Principal topics and results

The general index below is intended to be comprehensive. Inevitably the entries are voluminous to the
point that they are often unhelpful. I am therefore preparing a shorter, better-annotated, index which will,
I hope, help readers to focus on particular areas. It does not mention definitions, as the bold-type entries in
the main index are supposed to lead efficiently to these; and if you draw blank here you should always, of
course, try again in the main index. Entries in the form of mathematical assertions frequently omit essential
hypotheses and should be checked against the formal statements in the body of the work.
absolutely continuous real functions §225
—– as indefinite integrals 225E
absolutely continuous additive functionals §232
—– characterization 232B
—– on measure algebras 327B
additive functionals on Boolean algebras §326, §327, §362
—– dominating or subordinate to a given functional 391E, 391F
Archimedean Riesz spaces §353
associate norm (on a dual function space) §369
atomless measure spaces
—– have elements of all possible measures 215D
automorphisms and automorphism groups
—– of complete Boolean algebras §381, §383
—– —– automorphisms as products of involutions 381N
—– —– normal subgroups of automorphism groups 381S, 382I
—– —– isomorphisms of automorphism groups 383D, 383E, 383J, 383M
—– of measure algebras §382, §384, §385, §386, §387
Banach lattices §354
—– order-bounded linear operators are continuous 355C
—– duals 356D
Banach-Ulam problem 363S
band algebra in a Riesz space 352Q
Bernoulli shifts §386
—– calculation of entropy 384R
—– as factors of given homomorphisms (Sinaı̌’s theorem) 386E, 386L
—– specified by entropy (Ornstein’s theorem) 386I, 386K
biduals of Riesz spaces 356F, 356I
Boolean algebras Chap. 31
Boolean homomorphisms §312
—– between measure algebras §324
—– induced by measurable functions 324A
—– continuity and uniform continuity 324F
—– when measure-preserving 324K
—– represented by measurable functions 343B, 344B, 344E
Boolean rings §311
Borel sets in Rr 111G
—– and Lebesgue measure 114G, 115G, 134F
bounded variation, real functions of §224
—– as differences of monotonic functions 224D
—– integrals of their derivatives 224I
—– Lebesgue decomposition 226C
634 Index Cantor

Cantor set and function 134G, 134H

Carathéodory’s construction of measures from outer measures 113C
Carleson’s theorem (Fourier series of square-integrable functions converge a.e.) §286
Central Limit Theorem (sum of independent random variables approximately normal) §274
—– Lindeberg’s condition 274F, 274G
change
R of variable inR the integral §235
—– J × gφ dµ = g dν 235A, 235E, 235L
—– finding J 235O;
—– —– J = | det T | for linear operators T 263A; J = | det φ0 | for differentiable operators φ 263D
—– —– —– when the measures are Hausdorff measures 265B, 265E
—– when
R φ is inverse-measure-preserving
R 235I
—– gφ dµ = J × g dν 235T
characteristic function of a probability distribution §285
—– sequences of distributions converge in vague topology iff characteristic functions converge pointwise
285L
closed subalgebra of a measure algebra 323H, 323J
—– classification theorem 333H, 333K
—– defined by a group of automorphisms 333R
compact measure space §342, §343
—– and representation of homomorphisms between measure algebras 343B
complete measure space §212
completion of a measure 212C et seq.
concentration of measure 264H
conditional expectation
—– of a function §233
—– as operator on L1 (µ) 242J
construction of measures
—– image measures 112E
—– from outer measures (Carathéodory’s method) 113C
—– subspace measures 131A, 214A
—– product measures 251C, 251F, 251W, 254C
—– as pull-backs 132G
continued fractions 372M et seq.
Control Measure Problem §393
convergence theorems (B.Levi, Fatou, Lebesgue) §123
convergence in measure (linear space topology on L0 )
—– on L0 (µ) §245
—– on L0 (A) §367
—– when Hausdorff/complete/metrizable 245E, 367N
—– and positive linear operators 367P
convex functions 233G et seq.
convolution of functions
r
—– (on
R R ) §255 R
—– h × (f ∗ g) = h(x + y)f (x)g(y)dxdy 255G
—– f ∗ (g ∗ h) = (f ∗ g) ∗ h 255J
convolution of measures
r
—– (on
R R ) §257 R
—– h d(ν1 ∗ ν2 ) = h(x + y)ν1 (dx)ν2 (dy) 257B
—– of absolutely continuous measures 257F
countable sets 111F, 1A1C et seq.
countable-cocountable measure 211R
counting measure 112Bd
fundamental Principal topics and results 635

Dedekind (σ)-complete Boolean algebras §314

—– Riesz spaces §353
Dedekind completion of a Boolean algebra 314T
differentiable functions (from Rr to Rs ) §262, §263
direct sum of measure spaces 214K
distribution of a random variable X §271
—– as a Radon measure 271B
—– of φ(X X ) 271J
distributive laws in Boolean algebras 313B
—– in Riesz spaces 352E
Doob’s Martingale Convergence Theorem 275G
duals
—– of Riesz spaces §356, §362, 369C, 369J
—– of Banach lattices 356D
Dye’s theorem (on the full subgroup generated by a measure-preserving automorphism) 387N, 387O
entropy (of a partition or a function) §384, §385
—– calculation (Kolmogorov-Sinaı̌ theorem) 384P; (Bernoulli shifts) 384R
Ergodic Theorem §372
—– (Pointwise Ergodic Theorem) 372D, 372E
—– (Maximal Ergodic Theorem) 372C
exhaustion, principle of 215A
extended real line §135
extension of order-continuous positive linear operators 355F, 368B, 368M
R R
Fatou’s Lemma ( lim inf ≤ lim inf for sequences of non-negative functions) 123B
Féjer sums (running averages of Fourier sums) converge to local averages of f 282H
—– uniformly if f is continuous 282G
Fourier series §282
—– norm-converge in L2 282J
—– converge at points of differentiability 282L
—– converge to midpoints of jumps, if f of bounded variation 282O
—– and convolutions 282Q
—– converge a.e. for square-integrable function 286V
Fourier transforms
—– on R §283, §284
Rd ∧
—– formula for c f in terms of f 283F
—– and convolutions 283M
—– in terms of action on test functions 284H et seq.
—– of square-integrable functions 284O, 286U
—– inversion formulae for differentiable functions 283I; for functions of bounded variation 283L
∧ R∞ 2
—– f (y) = lim²↓0 √12π −∞ e−iyx e−²x f (x)dx a.e. 284M
free products of Boolean algebras §315
—– universal mapping theorem 315I
free products of measure algebras §325
—– universal mapping theorems 325D, 325J
Fubini’s
R theorem §252 RR
—– f d(µ × ν) = f (x, y)dxdy 252B
—– when both factors σ-finite 252C, 252H
—– for characteristic functions 252D, 252F
function spaces §369, §374, §376
d
Rx Rb
Fundamental Theorem of the Calculus ( dx a
f = f (x) a.e.) §222; ( a F 0 (x)dx = F (b) − F (a)) 225E
636 Index Hahn

Hahn decomposition of a countably additive functional 231E

—– on a Boolean algebra 326I
Hahn-Banach property see Nachbin-Kelley theorem (363R)
Hardy-Littlewood Maximal Theorem 286A
Hausdorff measures (on Rr ) §264
—– are topological measures 264E
—– r-dimensional Hausdorff measure on Rr a multiple of Lebesgue measure 264I
—– (r − 1) dimensional measure on Rr 265F-265H
image measures 112E
indefinite integrals
—– differentiate back to original function 222E, 222H
—– to construct measures §234
independent random variables §272
—– joint distributions are product measures 272G
—– limit theorems §273, §274
inner regularity of measures
—– (with respect to compact sets) Lebesgue measure 134F
integral operators §376
—– represented by functions on a product space 376E
—– characterized by action on weakly convergent sequences 376H
—– into M -spaces or out of L-spaces 376M
—– and weak compactness 376P
—– disintegrated 376S
integration of real-valued functions, construction §122
—– as a positive linear functional 122O
—– —– acting on L1 (µ) 242B
—– by parts 225F
—– characterization of integrable functions 122P, 122R
—– over subsets 131D, 214E
—– functions and integrals with values in [−∞, ∞] §133
invariant measures on measure algebras 394P
Jensen’s inequality 233I-233J
—– expressed in L1 (µ) 242K
Kakutani’s theorem (on the representation of L-spaces as L1 -spaces) 369E
Kolmogorov-Sinaı̌ theorem (on the entropy of a measure-preserving homomorphism) 384P
Komlós’ subsequence theorem 276H
Kwapien’s theorem (on maps between L0 spaces) 375I
Lebesgue’s Density Theorem (in R) §223
R x+h
—– limh↓0 h1 x f = f (x) a.e. 223A
1
R x+h
—– limh↓0 2h x−h
|f (x − y)|dy = 0 a.e. 223D
—– (in Rr ) 261C, 261E
Lebesgue measure, construction of §114, §115
—– further properties §134
—– characterized as measure space 344I R R
Lebesgue’s Dominated Convergence Theorem ( lim = lim for dominated sequences of functions) 123C,
367J R R R P PR
B.Levi’s theorem ( lim = lim for monotonic sequences of functions) 123A; ( = ) 226E
lifting (of a measure)
—– complete strictly localizable spaces have liftings 341K
—– translation-invariant liftings on Rr and {0, 1}I §345
—– respecting product structures §346
order Principal topics and results 637

Lipschitz functions §262

—– differentiable a.e. 262Q
localizable measure space
—– assembling partial measurable functions 213N
—– which is not strictly localizable 216E
Loomis-Sikorski representation of a Dedekind σ-complete Boolean algebra 314M
lower density (on a measure space)
—– strictly localizable spaces have lower densities 341H
—– respecting a product structure 346G
Lusin’s theorem (measurable functions are almost continuous) 256F
Maharam’s theorem
—– (homogeneous probability algebras of Maharam type κ are isomorphic) 331I
—– —– to measure algebra of {0, 1}κ ) 331L
—– classification of localizable measure algebras 332J
Maharam type
—– (calculation of) 332S
—– —– for measure algebras of qproduct spaces 334A, 334C
—– relative to a subalgebra 333E
martingales §275
—– L1 -bounded martingales converge a.e. 275G, 367K
—– when of form E(X|Σn ) 275H, 275I
measurable algebra §391
—– characterized by weak (σ, ∞)-distributivity and existence of strictly positive additive functional 391D;
by existence of uniformly exhaustive strictly positive Maharam submeasure 392J
—– Control Measure Problem §393
measurable envelopes
—– elementary properties 132E
measurable functions
—– (real-valued) §121
—– —– sums, products and other operations on finitely many functions 121E
—– —– limits, infima, suprema 121F
measure algebras
—– properties related to those of measure spaces 322B
—– relationships between elementary properties 322C
—– satisfying the countable chain condition 322G
—– topologies and uniformities on §323, §324; uniqueness of topology and uniformity 324H
measure-preserving Boolean homomorphisms
—– extension from a closed subalgebra 333C
Monotone Class Theorem 136B
monotonic functions
—– are differentiable a.e. 222A
non-measurable set (for Lebesgue measure) 134B
non-paradoxical group (of automorphisms of a Boolean algebra) §394
—– characterizations 394D
—– invariant functionals 394O, 394P, 395B
order-bounded linear operators §355
order-closed ideals and order-continuous Boolean homomorphisms 313P
order-continuous linear operators §355
order*-convergence of a sequence in a lattice §367
order-dense sets in Boolean algebras 313K
—– in Riesz spaces 352N
638 Index Ornstein

Ornstein’s theorem (on isomorphism of Bernoulli shifts with the same entropy) 386I, 386K
outer measures constructed from measures §132
—– elementary properties 132A
outer regularity of Lebesgue measure 134F
partially ordered linear spaces §351
perfect measure space 342K et seq.
Plancherel Theorem (on Fourier series and transforms of square-integrable functions) 282K, 284O
Poisson’s theorem (a count of independent rare events has an approximately Poisson distribution) 285Q
product of two measure spaces §251
—– basic properties of c.l.d. product measure 251I
—– Lebesgue measure on Rr+s as a product measure 251M
—– more than two spaces 251W
—– Fubini’s theorem 252B
—– Tonelli’s theorem 252G
—– and L1 spaces §253
—– continuous bilinear maps on L1 (µ) × L1 (ν) 253F
—– conditional expectation on a factor 253H
—– and measure algebras 325A et seq.
product of any number of probability spaces §254
—– basic properties of the (completed) product 254F
—– characterization with inverse-measure-preserving functions 254G
—– products of subspaces 254L
—– products of products 254N
—– determination by countable subproducts 254O
—– subproducts and conditional expectations 254R
—– and measure algebras 325I et seq.
—– having homogeneous measure algebras 334E

Rademacher’s theorem (Lipschitz functions are differentiable a.e.) 262Q

Radon measures
—– on Rr §256
—– as completions of Borel measures 256C
—– indefinite-integral measures 256E
—– image measures 256G
—– product measures 256K
Radon-Nikodým theorem (truly continuous additive set-functions have densities) 232E
—– in terms of L1 (µ) 242I
—– on a measure algebra 327D, 365E
rearrangements (monotonic rearrangements of measurable functions) §373, §374
regular open algebras 314P
representation
—– of Boolean algebras see Stone’s theorem (311E)
—– of Dedekind σ-complete Boolean algebras 314M
—– of measure algebras 321J
—– of homomorphisms between measure algebras §343, §344
—– of partially ordered linear spaces 351Q
—– of Riesz spaces 352L, 353M, 368E et seq., 369A
—– of Riesz space duals 369C
—– of L-spaces 369E
—– of M -spaces 354L
Riesz spaces (vector lattices) §352
—– identities 352D, 352F, 352M
Weyl Principal topics and results 639

Shannon-McMillan-Breiman theorem (entropy functions of partitions generated by a measure-preserving

homomorphism converge a.e.) 385G
simple product of Boolean algebras
—– universal mapping theorem 315B
—– of measure algebras 322K
Sinaı̌’s theorem (on existence of Bernoulli partitions for a measure-preserving automorphism) 386E, 386L
split interval 343J
Stone space of a Boolean ring or algebra 311E et seq.
—– as topological space 311I
—– and Boolean homomorphisms 312P, 312Q
—– of a Dedekind complete algebra 314S
—– and the countable chain condition 316B
—– and weak (σ, ∞)-distributivity 316I
—– of a measure algebra 321J, 322N, 322Q
Stone-Weierstrass theorem §281
—– for Riesz subspaces of Cb (X) 281A
—– for subalgebras of Cb (X) 281E
—– for *-subalgebras of Cb (X; C) 281G
strictly localizable measures
—– sufficient condition for strict localizability
Pn 213O
1
strong law of large numbers (limn→∞ n+1 i=0 (Xi − E(Xi )) = 0 a.e.) §273
P∞ 1
—– when n=0 Var(Xn ) < ∞ 273D
(n+1) 2

—– when supn∈N E(|Xn |1+δ ) < ∞ 273H

—– for identically distributed Xn 273I
—– for martingale difference sequences 276C, 276F
—– convergence of averages for k k1 , k kp 273N
submeasure §392
subspace measures
—– for measurable subspaces §131
—– for arbitrary subspaces §214
surface measure in Rr §265
tensor products of L1 spaces §253, 376C
RR
Tonelli’s theorem (f is integrable if |f (x, y)|dxdy < ∞) 252G
uniformly exhaustive submeasures
—– and additive functionals 392F
uniformly integrable sets in L1 §246
—– criteria for uniform integrability 246G
—– in L-spaces 354P et seq.
—– and convergence in measure 246J
—– and weak compactness 247C, 356Q
—– in dual spaces 356O, 362E
Vitali’s theorem (for coverings by intervals in R) 221A
—– (for coverings by balls in Rr ) 261B
weak compactness in L1 (µ) §247
—– in L-spaces 356Q
weakly (σ, ∞)-distributive Boolean algebras §316
—– and measure algebras 322F, 391D
—– Riesz spaces 368Q
Weyl’s Equidistribution Theorem 281N
640 Index C

c.l.d. version 213D et seq.

L-space 354N et seq., §371
L0 (µ) (space of equivalence classes of measurable functions) §241
—– as Riesz space 241E
L0 (A) (based on a Boolean algebra) §364, §368, §369, §375
—– as a quotient of a space of functions 364D
—– algebraic operations 364E
—– calculation of suprema and infima 364M
—– linear operators induced by Boolean homomorphisms 364R
—– *when A is a regular open algebra 364U
—– —– *of a compact extremally disconnected space 364W
—– as the domain of a linear operator 375A, 375C
—– positive linear operators between L0 spaces can be derived from Riesz homomorphisms 375I
L1 (µ) (space of equivalence classes of integrable functions) §242
—– norm-completeness 242F
—– density of simple functions 242M
—– (for Lebesgue measure) density of continuous functions and step functions 242O
L1 (A, µ̄) (based on a measure algebra) §365
—– related to L1 (µ) 365B
—– as L-space 365C, 369E
—– linear operators induced by Boolean homomorphisms 365H, 365O, 365P
—– duality with L∞ 365J
—– universal mapping theorems 365L, 365N
Lp (µ) (space of equivalence classes of pth-power-integrable functions, where 1 < p < ∞) §244
—– is a Banach lattice 244G
—– has dual Lq (µ), where p1 + 1q = 1 244K
—– and conditional expectations 244M
Lp (A) (based on a Boolean algebra) §366
—– related to Lp (µ) 366B
—– as Banach lattice 366C
—– linear operators induced by Boolean homomorphisms 366H
L∞ (µ) (space of equivalence classes of bounded measurable functions) §243
—– duality with L1 243F-243G
—– norm-completeness 243E
—– order-completeness 243H
L∞ (A) (where A is a Boolean algebra) §363
—– universal mapping theorems 363E
—– linear operators induced by Boolean homomorphisms 363F
—– order-completeness 363M
—– Nachbib-Kelley theorem (generalized Hahn-Banach theorem) 363R
L∼ (U ; V ) (space of order-bounded linear operators) §355, 371B, 371C
L× (U ; V ) (space of differences of order-continuous linear operators) §355, 376E
M -space 354G et seq.
S(A) (space of ‘simple’ functions corresponding to a Boolean ring A) §361
—– universal mapping theorems 361F-361I
—– linear operators induced by ring homomorphisms 361J
—– dual spaces §362
T , T (0) , T × (classes of operators which are norm-reducing for every k kp ) 371F-371G, §372, §373, §374

σ-algebras of sets §111

—– generated by given families 136B, 136G
σ-finite measures 215B
atom General index 641

{0, 1}κ
—– usual measure is (Maharam) homogeneous with Maharam type κ 331K; is homogeneous in strict
sense 344L

General index
This index covers the ‘full’ version of the work. References in bold type refer to definitions; references
in italics are passing references. Definitions marked with > are those in which my usage is dangerously at
variance with that of some other author.
Abel’s theorem 224Yi
absolute summability 226Ac
absolutely continuous additive functional 232Aa, 232B, 232D, 232F-232I, 232Xa, 232Xb, 232Xd, 232Xf,
232Xh, 234Ce, 256J, 257Xf, 327A, 327B, 327C, 362C, 362Xh, 362Xi, 363S
absolutely continuous function 225B, 225C-225G, 225K-225O, 225Xa-225Xh, 225Xn, 225Xo, 225Ya,
225Yc, 232Xb, 244Yh, 252Yj, 256Xg, 262B, 263I, 264Yp, 265Ya, 282R, 283Ci
absolutely continuous submeasure 393D, 393E, 393H, 393Yg
Absoluteness Theorem see Shoenfield’s Absoluteness Theorem
abstract integral operator 376D, 376E, 376F, 376H, 376J, 376K, 376M, 376P, 376Xc, 376Xk, 376Yh-
376Yj, 376Yl, 376Yn
accumulation point see cluster point (3A3La)
additive functional on an algebra of sets see finitely additive (136Xg, 231A), countably additive (231C)
additive function(al) on a Boolean algebra see finitely additive (326A, 361B), countably additive (326E),
completely additive (326J)
adherence point see cluster point (3A3La)
adjoint operator 243Fc, 243 notes, 371Xe, 371Yd, 373S-373U, 373Xu, 373Yg, 3A5Ed
algebra (over R) 361Xb, 361Xf; see also algebra of sets (231A), Baire property algebra (314Yd), Banach
algebra (2A4Jb), Boolean algebra (311A), category algebra (314Yd), normed algebra (2A4J), f -algebra
(352W), regular open algebra (314Q)
algebra of sets 113Yi, 136E, 136F, 136G, 136Xg, 136Xh, 136Xk, 136Ya, 136Yb, 231A, 231B, 231Xa,
311Bb, 311Xb, 311Xh, 312B, 315G, 315L, 362Xg, 363Yf, 381Xa; see also Boolean algebra (311A), σ-algebra
(111A)
Alexandroff compactification see one-point compactification (3A3O)
almost continuous function 256F
almost every, almost everywhere 112Dd
almost isomorphic (inverse-measure-preserving functions) 384U, 384V, 384Xn-384Xp, 384Yf
almost surely 112De
amenable group 394 notes
analytic (complex) function 133Xc
antichain 316 notes
aperiodic Boolean homomorphism 385A, 385C, 385E, 385F, 385Xa, 385Yb, 387Ee, 387I, 387K, 387M,
387N, 387Yd
Archimedean partially ordered linear space 351R, 351Xe, 361Gb;
—– Riesz space 241F, 241Yb, 242Xc, 353A-353F, 353Ha, 353L-353P, 353Xa, 353Xb, 353Xd, 353Ya,
353Yd-353Yh, 354Ba, 354F, 354I-354K, 354Yi, 355Xd, 356G-356I, 361Ee, 367C, 367F, 367Xh, 367Ya, 368B,
368E-368G, 368I, 368J, 368M, 368O, 368P, 368R, 368Ya, 368Yb
area see surface measure
arrow (‘double arrow space’, ‘two arrows space’) see split interval (343J)
associate extended Fatou norm 369H, 369I-369L, 369O, 369R, 369Xd, 374B, 374C, 374Xh, 376S
asymptotic density 273G
asymptotically equidistributed see equidistributed (281Yi)
atom (in a Boolean algebra) 316L, 316M, 316Xr-316Xt, 316Xy, 316Yq, 322Bf, 324Ye, 331H, 333Xb,
343Xe, 362Xe; see also relative atom (331A)
642 Index atom

atom (in a measure space) 211I, 211Xb, 246G, 322Bf

atom (in a Riesz space) 362Xe
atomic see purely atomic (211K, 316Lc)
atomless Boolean algebra 316Lb, 316Mb, 316Xr, 316Xs, 316Xu-316Xw, 316Yl-316Yn, 316Yp, 316Yq,
322Bg, 322Kc, 324Kf, 324Ye, 332I, 332P, 332Ya, 375B, 375Xb, 375Yb, 383E, 383F, 383L, 383Xc, 385F,
385O, 386Cd, 386C-386H, 386L; see also relatively atomless (331A)
atomless additive functional 326Ya, 326Yb-326Yd, 326Yf, 362Xf, 362Xg, 362Yi
atomless measure algebra 331C, 369Xh, 374Xl, 382G, 382H, 382J, 382Xf, 382Xg, 382Ya, 383Ld, 383M,
383O, 383P, 383Xe
atomless measure (space) 211J, 211Md, 211Q, 211Xb, 211Yd, 211Ye, 212G, 213He, 214Xe, 215D, 215Xe,
215Xf, 216A, 216Ya, 234Xb, 234Yd, 251Xq, 252Yp, 252Yr, 252Yt, 256Xd, 264Yg, 322Bg, 325Ye, 342Xc,
343Cb, 344I
atomless vector measure 326Ye
automorphism see Banach lattice automorphism, Boolean automorphism, group automorphism (3A6B),
measure space automorphism
automorphism group of a Boolean algebra §381, 382Yb, §383, §394; of a measure algebra 366Xh, 374J,
§§382-383, 385Xa, 394F, 394R
axiom see Banach-Ulam problem, choice (2A1J), countable choice
Baire property (for subsets of a topological space) 314Yd
Baire property algebra 314Yd, 316Yi, 341Yb, 367Yk
Baire space 314Yd, 341Yb, 364Yi, 364Yl, 367Yi, 367Yk
Baire’s theorem 3A3G
Baire σ-algebra 341Yc, 341Zb, 343Xc, 344E, 344Ya, 344Yc-344Ye
ball (in Rr ) 252Q, 252Xh; see also sphere
Banach algebra > 2A4Jb, 363Xa
Banach function space §369, §374
Banach lattice 242G, 242Xc, 242Yc, 242Ye, 243E, 243Xb, 326Yj, 354A, 354C, 354Ee, 354L, 354Xa,
354Xb, 354Xe-354Xj, 354Xn-354Xp, 354Yd, 354Yi-354Yl, 355C, 355K, 355Xb, 355Ya, 356D, 356M, 356Xc,
356Xk, 356Yg, 356Yh, 363E, 365N, 366C, 366Xd, 367D, 367P, 369B, 369G, 369Xe, 371B-371E, 371Xa,
371Xc, 375Xb, 376C, 376M, 376Xg, 376Yj; see also extended Fatou norm, L-space (354M), Lp , M -space
(354Gb), Orlicz space
Banach lattice automorphism 366Xh
Banach space 231Yh, 262Yi, 2A4D, 2A4E, 2A4I, 326Yk, 354Yk, 3A5H, 3A5I; see also Banach algebra
(2A4Jb), Banach lattice (242G), separable Banach space
Banach-Ulam problem 232Hc, 326 notes, 363S, 376Yg
band in a Riesz space §352 (352O), 353B, 353C, 353E, 353H, 353I, 354Bd, 354O, 355H, 355I, 356B, 356L,
362B, 362C, 362Xf-362Xi, 364Xn, 364Xo; see also complemented band, complement of a band, principal
band, projection band
band algebra (of an Archimedean Riesz space) 353B, 353D, 356Yc, 356Yd, 361Yc, 362Ya, 362Yb, 365S,
365Xm, 366Xb, 368E, 368R; see also complemented band algebra (352Q), projection band algebra (352S)
band projection 352R, 352S, 352Xl, 355Yh, 356C, 356Xe, 356Xf, 356Yb, 362B, 362D, 362Ye, 362Yi
base for a topology 3A3M
basically disconnected topological space 314Yf
Bernoulli partition 386A, 386B, 386D-386H, 386J
—– shift 384Q, 384R, 384S, 384Xi-384Xm, 385Xc, 386B, 386I, 386K, 386L, 386Xa, 386Xc, 386Ya
Berry-Esséen theorem 274Hc, 285 notes
bidual of a normed space (U ∗∗ ) 356Xh, 3A5Ga; see also order-continuous bidual
Bienaymé’s equality 272R
bilinear map §253 (253A), 255Xb, 363L, 376B, 376C, 376Ya-376Yc
Bochner integral 253Yf, 253Yg, 253Yi, 354Yl
Bochner’s theorem 285Xr
Boolean algebra Chap. 31 (311Ab), 363Xf; see also algebra of sets, complemented band algebra (352Q),
Dedekind (σ-)complete Boolean algebra, measure algebra (321A), projection band algebra (352S), regular
open algebra (314Q)
cellularity General index 643

Boolean automorphism 363Ye, 366Yh, 374Yd, 381C-381G, 381J, 381L, 381Xe, 381Ya, 383A, 385B, 385Xa,
387B, 387G, 387Xa, 387Yb, 387Yc, 394Ge, 394Ya, 395A; see also involution, measure-preserving Boolean
automorphism, von Neumann automorphism (387G), weakly von Neumann automorphism (387G)
Boolean homomorphism 312F, 312G-312K, 312N, 312P-312S, 312Xe, 312Xg, 312Xj, 312Ya, 313L-313N,
313P-313R, 313Xp, 313Yb, 314I, 314K, 314Xh, 316Yo, §324, 326Be, 332Yc, 343A, 352Ta, 361Xd, 363F,
363Xb, 363Xc, 384K, 385A, 385C, 385Xa see also aperiodic Boolean homomorphism (385A), Boolean
isomorphism, measure-preserving Boolean homomorphism, (sequentially) order-continuous Boolean homo-
morphism, periodic Boolean homomorphism (385A)
Boolean-independent subalgebras 315Xn
Boolean isomorphism 312L, 314I, 332Xj, 344Yb, 366Yh
Boolean ring §311 (311Aa), §361
Boolean subalgebra see subalgebra of a Boolean algebra (312A)
‘Boolean value’ (of a proposition) 364Bb
Borel algebra see Borel σ-algebra
Borel-Cantelli lemma 273K
Borel lifting 345F, 345Xg, 345Yc
Borel measurable function 121C, 121D, 121Eg, 121H, 121K, 121Yf, 134Fd, 134Xd, 134Yt, 135Ef, 135Xc,
135Xe, 225H, 225J, 225Yf, 233Hc, 241Be, 241I, 241Xd, 256M, 364I, 364J, 364Xg, 364Yd, 367Yp
Borel measure (on R) 211P, 216A, 341Lg, 343Xd, 345F
Borel sets in R, Rr 111G, 111Yd, 114G, 114Yd, 115G, 115Yb, 115Yd, 121Ef, 121K, 134F, 134Xc, 135C,
136D, 136Xj, 212Xc, 212Xd, 225J, 264F, 342Xi, 364H, 364Yc
Borel σ-algebra (of subsets of Rr ) 111Gd, 114Yg, 114Yh, 114Yi, 121J, 121Xd, 121Xe, 121Yb, 216A,
251L, 264E, 264Xb, 364G;
—– (of other spaces) 135C, 135Xb, 256Ye, 264Yc, 271Ya, 314Ye, 333Ya
bounded bilinear map 253Ab
bounded linear operator 253Ab, 253F, 253Gc, 253L, 253Xc, 253Yf, 253Yj, 253Yk, 2A4F, 2A4G-2A4I,
2A5If, 355C, 3A5Ed; see also (weakly) compact linear operator (3A5K), order-bounded linear operator
(355A), B(U ; V ) (2A4F)
bounded set (in Rr ) 134E; (in a normed space) 2A4Bc, 3A5H; (in a linear topological space) 245Yf; see
also order-bounded (2A1Ab)
bounded support, function with see compact support
bounded variation, function of §224 (224A, 224K), 225Cb, 225M, 225Oc, 225Xh, 225Xn, 225Yc, 226Bc,
226C, 264Yp, 282M, 282O, 283L, 283Xj, 283Xk, 283Xm, 283Xn, 283Xq, 284Xk, 284Yd, 343Yc, 354Xt
bounding see ω ω -bounding (316Yg)
Breiman see Shannon-McMillan-Breiman theorem (385G)
Cantor function 134H, 134I, 222Xd, 225N, 226Cc, 262K, 264Yn
Cantor measure 256Hc, 256Ia, 256Xk, 264Ym
Cantor set 134G, 134H, 134I, 134Xe, 256Hc, 256Xk, 264J, 264Ym, 264Yn; see also {0, 1}N
Carathéodory complete measure space see complete (211A)
Carathéodory’s method (of constructing measures) 113C, 113D, 113Xa, 113Xd, 113Xg, 113Yc, 114E,
114Xa, 121Yc, 132Xc, 136Ya, 212A, 212Xg, 213C, 213Xa, 213Xf, 213Xg, 213Ya, 214H, 214Xc, 216Xb,
251C, 251Wa, 251Xd, 264C, 264K
cardinal 2A1Kb, 2A1L, 3A1B-3A1E
cardinal function (of a Boolean algebra) see cellularity (332D, Maharam type (331F)
—– (of a topological space) see cellularity (332Xd, density (331Yf
Carleson’s theorem 282K remarks, 282 notes, 284Yg, 286U, 286V
category algebra (of a topological space) 314Yd
Cauchy distribution 285Xm, 367Xw
Cauchy filter 2A5F, 2A5G, 3A4F
Cauchy’s inequality 244E
Cauchy sequence 242Yc, 2A4D, 354Ed, 356Yf, 356Yg, 3A4Fe
cellularity(of a topological space) 332Xd, 332Xe; (of a Boolean algebra) §332 (332D), 365Ya; see also
magnitude (332Ga)
644 Index central

Central Limit Theorem 274G, 274I-274K, 274Xc-274Xg, 285N, 285Xn, 285Ym

Césaro sums 273Ca, 282Ad, 282N, 282Xn
Chacon-Krengel theorem 371 notes
chain condition (in Boolean algebras or topological spaces) see ccc (316A), σ-linked (391L), σ-m-linked
(391Yh)
chain rule for Radon-Nikodým derivatives 235Xi
change of variable in integration §235, 263A, 263D, 263F, 263G, 263I, 263Xc, 263Xe, 263Yc
characteristic function (of a set) 122Aa
—– (of a probability distribution) §285 (285Aa)
—– (of a random variable) §285 (285Ab);
charge 326A; see finitely additive functional
chargeable Boolean algebra 391D, 391J, 391N, 391X, 391Xa-391Xf, 391Yb, 391Yc, 391Yf, 392F, 394Xd
Chebyshev’s inequality 271Xa
choice, axiom of 134C, 1A1G, 254Da, 2A1J, 2A1K-2A1M, 361 notes; see also countable choice
choice function 2A1J
Choquet capacity see capacity
circle group 255M, 255Yh, 345Xb, 345Xg
clopen algebra 311I, 311J, 311Xh
closed convex hull 253G, 2A5E
closed interval (in R or Rr ) 114G, 115G, 1A1A; (in general partially ordered spaces) 2A1Ab
closed set (in a topological space) 134Fb, 134Xc, 1A2E, 1A2F, 1A2G, 2A2A, 2A3A, 2A3D, 2A3Nb; (in
an ordered space) see order-closed (313D)
closed subalgebra of a measure algebra 323H-323K (323I), 323Xb, 323Xd, 323Yd, 325Xa, 327F, 331B,
331D, 332P, 332T, §333, 334Xb, 364Xe, 366J, 372G, 372J, 384D, 384G, 384Xq, 385E, 385N-385P, 385Xf,
385Yc, 385Yd, 386Be, 387L; see also order-closed subalgebra
closure of a set 2A2A, 2A2B, 2A3D, 2A3Kb
cluster point (of a filter) 3A3L; (of a sequence) 2A3O
Coarea Theorem 265 notes
cofinal set (in a partially ordered set) 3A1F
cofinality (of a partially ordered set) 3A1F
cofinite see finite-cofinite algebra (231Xa, 316Yk)
commutative (ring, algebra) 2A4Jb, 363Xf, 3A2A, 3A2Ff, 3A2Hc
commutative Banach algebra 224Yb, 243D, 255Xc, 257Ya, 363B
commutative group see abelian group
commutator in a group 381Xf, 381Xg, 381Ya
compact class of sets 342Ab, 342D
compact Hausdorff space 364V, 364W, 364Yj, 364Yl, 364Ym, 3A3D, 3A3Ha, 3A3K
compact linear operator 371Ya, 371Yb, 376Yn, 3A5Ka; see also weakly compact operator (3A5Kb)
compact measure 342A, 342E-342H, 342J, 342M, 342N, 342Xd-342Xh, 342Xl, 342Xm, 342Xo, 342Ya,
342Yb, 343J, 343K, 343Xa, 343Xb, 343Ye; see also locally compact measure (342Ad)
compact set (in a topological space) 247Xc, 2A2D, 2A2E-2A2G, > 2A3N, 2A3R, 3A3D; see also convex
compact, relatively compact (2A3N), relatively weakly compact (2A5Id), weakly compact (2A5Ic)
compact support, function with 242O, 242Pd, 242O, 242Xh, 244H, 244Yi, 256Be, 256D, 256Xh, 262Yd-
262Yg
compact support, measure with 284Yi
compact topological space > 2A3N, 3A3Dd, 3A3J see also compact Hausdorff space, locally compact
(3A3Ag)
compactification see one-point compactification (3A3O)
complement of a band (in a Riesz space) 352P, 352Xg
complementary Young’s functions 369Xc, 369Xd, 369Xr
complemented band (in a Riesz space) 352P, 352Xe, 352Xg, 353B, 353Xa; see also complemented band
algebra (352Q)
complemented band algebra 352Q, 352S, 352Xf, 353B, 356Yc
continuity General index 645

complete generation of a Boolean algebra see Maharam type (331F)

complete lattice 314Bf
complete linear topological space 245Ec, 2A5F, 2A5H, 367Nc
complete locally determined measure (space) 213C, 213D, 213H, 213J, 213L, 213O, 213Xg, 213Xi, 213Xl,
213Yd, 213Ye, 214I, 214Xc, 216D, 216E, 234F, 251Yb, 252B, 252D, 252E, 252N, 252Xb, 252Yh, 252Yj,
252Yr-252Yt, 253Yj, 253Yk, 325B, 341M, 341Pb, 342N, 364Xm, 376S, 376Xj; see also c.l.d. version (213E)
complete measure (space) 112Df, 113Xa, 122Ya, 211A, 211M, 211N, 211R, 211Xc, 211Xd, §212, 214I,
214J, 216A, 216C, 216Ya, 234A, 234D, 254F, 254G, 254J, 264Dc, 321K, 341J, 341K, 341Mb, 341Xc, 341Yd,
343B, 344C, 344I, 344Xb-344Xd, 384V; see also complete locally determined measure
complete metric space 224Ye, 323Yd, 393Xb, 3A4Fe, 3A4Hc; see also Banach space (2A4D)
complete normed space see Banach space (2A4D), Banach lattice (242G, 354Ab)
complete Riesz space see Dedekind complete (241Fc)
complete uniform space 323G, 3A4F, 3A4G, 3A4H; see also completion (3A4H)
complete (in ‘κ-complete filter’) 368F
complete see also Dedekind complete, Dedekind σ-complete, uniformly complete (354Yi)
completed indefinite-integral measure see indefinite-integral measure (234B)
completely additive functional on a Boolean algebra 326J, 326K-326P, 326Xe, 326Xf, 326Xh, 326Xi,
326Yp-326Ys, 327B-327E, 327Ya, 332Xo, 362Ad, 362B, 362D, 362Xe-362Xg, 363K, 363S, 365E, 394Xe; see
also Mτ
completely additive part (of an additive functional on a Boolean algebra) 326Yq, 362Bd; (of a linear
functional on a Riesz space) 355Yh
completely continuous linear operator see compact linear operator (3A5Ka)
completely generate see τ -generate (331E)
completely regular topological space 353Yb, 367Yi, > 3A3Ac, 3A3B
completion (of a Boolean algebra) see Dedekind completion (314U)
—– (of a linear topological space) ,
—– (of a measure (space)) §212 (212C), 213Fa, 213Xk, 214Xb, 214Xj, 232Xe, 234D, 235D, 235Xe,
241Xb, 242Xb, 243Xa, 244Xa, 245Xb, 251S, 251Wn, 251Xp, 252Ya, 254I, 256C, 322Da, 342Gb, 342Ib,
342Xn, 343Ac
—– (of a metric space) 393B
—– (of a normed space) 3A5Ib
—– (of a normed Riesz space) 354Xh, 354Yg
—– (of a uniform space) 325Ea, 325Yb, 3A4H
complexification of a Riesz space 354Yk, 355Yk, 356Yh, 362Yj, 363Xj, 364Yn
complex-valued function §133
component (in a Riesz space) 352Rb, 352Sb, 356Yb, 368Yj; (in a topological space) 111Ye; see also
Maharam-type-κ component (332Gb)
concave function 384A
conditional entropy 384D, 384E, 384G, 384N, 384Xb-384Xd, 384Xq, 384Ya, 384Yb, 385N
conditional expectation 233D, 233E, 233J, 233K, 233Xg, 233Yc, 235Yc, 242J, 246Ea, 253H, 253Le,
275Ba, 275H, 275I, 275K, 275Ne, 275Xi, 275Ya, 275Yk, 275Yl, 365R, 369Xq, 372K
conditional expectation operator 242Jf, 242K, 242L, 242Xe, 242Yk, 243J, 244M, 244Yk, 246D, 254R,
254Xp, 275Xd, 275Xe, 327Xb, 365R, 365Xl, 366J, 372G, 384B, 384D, 384E
conditionally (order)-complete see Dedekind complete (314A)
cone 3A5B, 3A5D; see also positive cone (351C)
conegligible set 112Dc, 214Cc
connected set 222Yb
conjugate operator see adjoint operator (3A5Ed)
consistent disintegration 452A, 452C, 452E, 452I, 452K, 452Xg, 452Ya, 452Yd, 454Xf, 457R, 457Xl
consistent lifting 346I, 346J, 346L, 346Xe, 346Yd
continued fractions 372M-372O; (continued-fraction approximations) 372M, 372Xj, 372Yf; (continued-
fraction coefficients) 372M, 372O, 372Xh-372Xj, 372Xt, 372Ye
continuity, points of 224H, 224Ye, 225J
646 Index continuous

continuous function 121D, 121Yf, 262I, 2A2C, 2A2G, 2A3B, 2A3H, 2A3Nb, 2A3Qb, 3A3C, 3A3Eb,
3A3Ib, 3A3Nb
continuous at a point 3A3C
continuous linear functional 284Yj; see also dual linear space (2A4H)
continuous linear operator 2A4Fc; see also bounded linear operator (2A4F)
continuous outer measure see Maharam submeasure (392G)
continuous see also order-continuous (313H), semi-continuous (225H), uniformly continuous (3A4C)
continuum see c (2A1L)
control measure 393O, 393P, 393S, 393Xg, 393Yh, 393Yi
Control Measure Problem §393
convergence in mean (in L1 (µ) or L1 (µ)) 245Ib
convergence in measure (in L0 (µ)) 232Ya, §245 (> >245A), 246J, 246Yc, 247Ya
—– (in L0 (µ)) §245 (>
>245A), 274Yd
—- (in L0 (A)) §367 (367M), 369M, 369Xf, 369Ye, 393M
—– (of sequences) §245, 246J, 246Xh, 246Xi, 253Xe, 255Yf, 273Ba, 276Yf, 367Na, 367Q, 369Yf, 376Xf
convergent almost everywhere 245C, 245K, 273Ba, 276G, 276H; see also strong law
convergent filter 2A3Q, 2A3S, 2A5Ib, 3A3Ic, 3A3Lb;
—– sequence 135D, 245Yi, 2A3M, 2A3Sg, 3A3Lc; see also convergent in measure (245Ad), order*-
convergent (367A)
convex function 233G, 233H-233J, 233Xb, 233Xc, 233Xd, 233Xe, 233Xh, 233Ya, 233Yc, 242K, 242Yi,
242Yj, 242Yk, 244Xm, 244Yg, 255Yk, 275Yg, 365Rb, 367Xx, 369Xb, 369Xc, 369Xd, 373Xb; see also mid-
convex (233Ya)
convex hull 2A5E; see also closed convex hull (2A5E)
convex set 233Xd, 244Yj, 262Xh, 2A5E, 326Ye, 351Ce, 3A5C, 3A5Ee, 3A5Ld
—– see also cone (3A5B), order-convex (351Xb)
convex structure 373Xv, 373Yf
convolution in L0 255Fc, 255Xc, 255Yf, 255Yk
convolution of functions 255E, 255F-255K, 255O, 255Xa-255Xc, 255Xf-255Xj, 255Ya, 255Yb, 255Yd,
255Ye, 255Yi, 255Yl, 255Ym, 255Yn, 262Xj, 262Yd, 262Ye, 263Ya, 282Q, 282Xt, 283M, 283Wd, 283Wf,
283Wj, 283Xl, 284J, 284K, 284O, 284Wf, 284Wi, 284Xb, 284Xd, 373Xg, 376Xa, 376Xd
convolution of measures §257 (257A), 272S, 285R, 285Yn, 364Xf
convolution of measures and functions 257Xe, 284Xo, 284Yi
convolution of sequences 255Xe, 255Yo, 282Xq, 352Xk, 376Ym
countable (set) 111F, 114G, 115G, §1A1, 226Yc
countable antichain condition 316 notes (see ccc (316A))
countable chain condition see ccc (316A)
countable choice (axiom of) 134C
countable-cocountable algebra 211R, 211Ya, 232Hb, 316Yk, 368Xa
countable-cocountable measure 211R, 232Hb, 252L, 326Xf, 342M, 356Xc
countable sup property (in a Riesz space) 241Yd, 242Yd, 242Ye, 244Yb, 353Ye, 354Yc, 355Yi, 356Ya,
363Yb, 364Yb, 366Yb, 368Yh, 376Ye, 376Yf
countably additive functional (on a σ-algebra of sets) §231 (231C), §232, 246Yg, 246Yi, 327C, 362Xg,
363S; (on a Boolean algebra) > 326E, 326F-326I, 326L, 326Xb-326Xi, 327B, 327C, 327F, 327G, 327Xa,
327Xd, 327Xe, 362Ac, 362B, 363S, 363Yh, 392Xf; see also completely additive (326J), countably subadditive
(392H), Mσ
countably additive part (of an additive functional on a Boolean algebra) 326Yn, 362Bc, 362Ye, 393Yg
countably full group (of automorphisms of a Boolean algebra) 381Xd
countably generated σ-algebra 381Yb, 381Yc, 382Yf
countably separated (measure space, σ-algebra of sets) 343D, 343E-343H, 343K, 343L, 343Xe, 343Xh,
343Yb, 343Ye, 343Yf, 344B, 344C, 344I, 344Xb-344Xd, 384V, 387C, 387D
countably subadditive functional 392H
counting measure 112Bd, 122Xd, 122 notes, 211N, 211Xa, 212Ya, 226A, 241Xa, 242Xa, 243Xl, 244Xi,
244Xj, 244Xn, 245Xa, 246Xc, 251Xb, 251Xh, 252K, 255Yo, 264Db, 324Xe
determined General index 647

cover see measurable envelope (132D)

covering theorem 221A, 261B, 261F, 261Xc, 261Ya, 261Yi, 261Yk
cozero set 3A3Pa
cycle notation (for automorphisms of Boolean algebras) 381G, 381H, 381I, 385B; see also pseudo-cycle
(387Xc)
cyclic automorphism 381G; see also exchanging involution (381G)
cylinder (in ‘measurable cylinder’) 254Aa, 254F, 254G, 254Q, 254Xa
Davies R.O. 325 notes
decimal expansions 273Xf
decomposable measure (space) see strictly localizable (211E)
decomposition (of a measure space) 211E, 211Ye, 213O, 213Xh, 214Ia, 214K, 214M, 214Xi, 322L; see
also Hahn decomposition of an additive functional (231F), Jordan decomposition of an additive functional
(231F), Lebesgue decomposition of a countably additive functional (232I), Lebesgue decomposition of a
function of bounded variation (§226)
decreasing rearrangement (of a function) 252Yp; (of an element of M 0,∞ (A)) §373 (373C), 374B-374D,
374J, 374L, 374Xa, 374Xj, 374Ya-374Yd
Dedekind complete Boolean algebra 314B, 314Ea, 314Fa, 314G, 314Ha, 314I, 314Ja, 314K, 314P, 314S,
314T, 314Va, 314Xa, 314Xb, 314Xf, 314Xg, 314Xh, 314Yd, 314Yg, 314Yh, 315F, 315Yf, 316Fa, 316K, 316Xt,
316Yi, 316Yn, 331Yd, 332Xa, 333Bc, 352Q, 363Mb, 363P-363S, 364O, 385B, 385C, 368A-368D, 368Xe,
375C, 375D, 375Xa, 375Xc, 375Ya, §381, 383D, 383J, 393A-393C, 393J, 393Xc-393Xf, 393Ya, 393Yc-393Yf
Dedekind complete partially ordered set 135Ba, 314Aa, 314B, 314Ya, 315De, 343Yc, 3A6Csee also
Dedekind complete Boolean algebra, Dedekind complete Riesz space
Dedekind complete Riesz space 241Fc, 241G, 241Xf, 242H, 242Yc, 243H, 243Xj, 244L, 353G, 353I,
353Jb, 353K, 353Yb, 354Ee, §355, 356B, 356K, 356Xj, 356Ye, 361H, 363Mb, 363P, 363S, 364O, 366C,
366G, 368H-368J, 371B-371D, 371Xd, 371Xe, 375J, 375Ya
Dedekind completion of a Boolean algebra 314T, 314U, 314Xe, 314Yh, 315Yd, 322O, 361Yc, 365Xm,
366Xk, 368Xb, 383Lf, 383Xb, 383Xd, 391Xc; see also localization (322P)
Dedekind completion of a Riesz space 368I, 368J, 368Xb, 368Yb, 369Xp
Dedekind σ-complete Boolean algebra 314C-314F, 314Hb, 314Jb, 314M, 314N, 314Xa, 314Xc, 314Ye,
314Yf, 315O, 316C, 316Fa, 316Hb, 316J, 316Xg, 316Yi, 316Yk, 321A, 324Yb, 324Yc, 326Fg, 326I, 326O,
326P, 326Xc, 326Xi, 326Yf, 326Yo, 344Yb, 362Xa, 363Ma, 363P, 363Xh, 363Yh, §364, 367Xk, 368Yd, 375Yb,
381B, 381C, 381T, 381Ya, 392H, 392Xd, 392Xf, 393A, 393E, 393M, 393O-393Q, 393S, 393Xb, 393Yg-393Yi
Dedekind σ-complete partially ordered set 314Ab, 315De, 367Bf; see also Dedekind σ-complete Boolean
algebra, Dedekind σ-complete Riesz space
Dedekind σ-complete Riesz space 241Fb, 241G, 241Xe, 241Yb, 241Yh, 242Yg, 243H, 243Xb, 353G,
353H, 353J, 353Xb, 353Yc, 353Yd, 354Xn, 354Yi, 354Yl, 356Xc, 356Xd, 363M-363P, 364C, 364E
delta function see Dirac’s delta function (284R)
delta system see ∆-system
De Morgan’s laws 311Xf; see also distributive laws
dense set in a topological space 254Yc, 2A3U, 313Xj, 323Dc, 3A3E, 3A3G, 3A3Ie, 3A4Ff; see also
nowhere dense (3A3Fa), order-dense (313J, 352Na), quasi-order-dense (352Na)
density (of a topological space) 331Ye, 331Yf, 365Ya, 393Yf
density function (of a random variable) 271H, 271I-271K, 271Xc-271Xe, 272T, 272Xd, 272Xj; see also
Radon-Nikodým derivative (232If, 234B)
density point 223B, 223Xi, 223Yb
density topology 223Yb, 223Yc, 223Yd, 261Yf
density see also asymptotic density (273G), Lebesgue’s Density Theorem (223A)
derivative of a function (of one variable) 222C, 222E, 222F, 222G, 222H, 222I, 222Yd, 225J, 225L, 225Of,
225Xc, 226Be, 282R; (of many variables) 262F, 262G, 262P; see also gradient, partial derivative
determinant of a matrix 2A6A
determined see locally determined measure space (211H), locally determined negligible sets (213I)
determined by coordinates (in ‘W is determined by coordinates in J’) 254M, 254O, 254R, 254S, 254T,
254Xp, 254Xr, 311Xh, 325N, 325Xh
648 Index Devil

Devil’s Staircase see Cantor function (134H)

differentiability, points of 222H, 225J
differentiable function 123D, 222A, 224I, 224Kg, 224Yc, 225L, 225Of, 225Xc, 225Xn, 233Xc, 252Yj,
255Xg, 255Xh, §262 (262F), 263D, 263Xc, 263Yc, 265E, 265Xd, 265Ya, 274E, 282L, 282Xs, 282Xk, 283I-
283K, 283Xm, 284Xk; see also derivative
‘differentiable relative to its domain’ 262F
diffused measure see atomless measure (211J)
dilation 286C
dimension see Hausdorff dimension (264 notes))
Dirac’s delta function 257Xa, 284R, 284Xn, 284Xo, 285H, 285Xp
direct image (of a set under a function or relation) 1A1B
direct sum of measure spaces 214K, 214L, 214Xi-214Xl, 241Xg, 242Xd, 243Xe, 244Xg, 245Yh, 251Xh,
251Xi, 322Kb, 332C, 342Gd, 342Ic, 342Xn, 343Yb
directed set see downwards-directed (2A1Ab), upwards-directed (2A1Ab)
Dirichlet kernel 282D; see also modified Dirichlet kernel (282Xc)
disconnected see extremally disconnected (3A3Ae), basically disconnected
discrete topology (3A3Ah)
disjoint family (of sets) 112Bb; (in a Boolean ring) 311Gb; (in a Riesz space) 352C
disjoint sequence theorem 246G, 246Ha, 246Yd, 246Ye, 246Yf, 246Yj, 354Rb, 356O, 356Xm
disjoint set (in a Boolean ring) 311Gb; (in a Riesz space) 352C
disjoint union topology 315Xe
distribution see Schwartzian distribution, tempered distribution
distribution of a random variable 241Xc, 271B, 271C, 271D-271G, 272G, 272S, 272Yf, 285Ab, 285Mb,
364Xd, 364Xf, 367Xv, 373Xh; see also empirical distribution (273 notes)
distribution function of a random variable > 271G, 271Xb, 271Yb, 271Yc, 272Xe, 272Yc, 273Xg, 273Xh,
285P
distributive lattice 367Yb, 381Xi, 3A1Ic; see also (2, ∞)-distributive (367Yd)
distributive laws in Boolean algebras 313B; see also De Morgan’s laws, weakly σ-distributive (316Yg),
weakly (σ, ∞)-distributive (316G)
distributive laws in Riesz spaces 352E; see also weakly σ-distributive, weakly (σ, ∞)-distributive (368N)
Dominated Convergence Theorem see Lebesgue’s Dominated Convergence Theorem (123C)
Doob’s Martingale Convergence Theorem 275G
double arrow space see split interval (343J)
doubly stochastic matrix 373Xe
downwards-directed partially ordered set 2A1Ab
dual linear operator see adjoint operator (3A5Ed)
dual linear space (of a normed space) 243G, 244K, 2A4H, 356D, 356N, 356O, 356P, 356Xg, 356Yh, 365I,
365J, 366C, 366D, 369K, 3A5A, 3A5C, 3A5E-3A5H
dual
—– see also algebraic dual, bidual, order-bounded dual (356A), order-continuous dual (356A), sequen-
tially order-continuous dual (356A)
Dunford’s theorem 376N
dyadic cycle system (for a Boolean automorphism) 387G, 387K, 387M
Dye’s theorem 387O, 387 notes
Dynkin class 136A, 136B, 136Xb
Eberlein’s theorem 2A5J, 356 notes
Egorov’s theorem 131Ya, 215Yb
Egorov property (of a Boolean algebra) 316Yg, 316Yh
empirical distribution 273Xh, 273 notes
entropy §384; (of a partition of unity) 384C, 385G, 385K, 385N, 385Q, 386B-386D, 386F-386H; (of a
measure-preserving Boolean homomorphism) 384M, 385N, 385Xe, 385Yc, 385Yd, 386C-386E, 386I-386L,
387Yd; see also conditional entropy (384D), entropy metric (384Xq)
entropy metric 384Xq, 384Yg
finitely General index 649

enumerate, enumeration 3A1B

envelope see measurable envelope (132D), upr(a, C) (314V)
equidecomposable (in ‘G-equidecomposable’) 395Ya; (in ‘G-τ -equidecomposable’) §394 (394A)
equidistributed sequence (in a topological probability space) 281N, 281Yi, 281Yj, 281Yk
Equidistribution Theorem see Weyl’s Equidistribution Theorem (281N)
equivalent norms 355Xb, 369Xd
equiveridical 121B, 212B, 312B
ergodic automorphism (of a Boolean algebra) 387Xg, 394Ge
ergodic group of automorphisms (of a Boolean algebra) 394Ge, 394Q, 394R, 394Xa, 394Xg, 394Yd
ergodic inverse-measure-preserving function 372P, 372Q, 372Xo, 372Xs, 372Yi, 372Yj, 387Yf
ergodic measure-preserving Boolean homomorphism (of a measure algebra) 372P, 372Q, 372Xk, 372Xl,
384Se, 385F, 385H, 386C-386E, 386J, 386Xb, 387Xg, 387Ye, 395Xc
Ergodic Theorem 372D, 372E, 372Ya, 385Xc; see also Maximal Ergodic Theorem (372C), Mean Ergodic
Theorem (372Xa), Wiener’s Dominated Ergodic Theorem (372Yb)
essential supremum of a family of measurable sets 211G, 213K, 215B, 215C; of a real-valued function
243D, 243I, 376S, 376Xn
essentially bounded function 243A
Etemadi’s lemma 272U
Euclidean metric (on Rr ) 2A3Fb
Euclidean topology §1A2, §2A2, 2A3Ff, 2A3Tc
even function 255Xb, 283Yb, 283Yc
exchangeable sequence of random variables 276Xe
exchanging involution 381G, 381H, 381K, 381Yb
exhaustion, principle of 215A, 215C, 215Xa, 215Xb, 232E, 246Hc, 342B, 365 notes
exhaustive submeasure 392Bb, 392C, 392Hc, 392Xb-392Xd, 393A-393C, 393H; see also uniformly ex-
haustive (392Bc)
expectation of a random variable 271Ab, 271E, 271F, 271I, 271Xa, 272Q, 272Xb, 272Xi, 285Ga, 285Xo;
see also conditional expectation (233D)
extended Fatou norm §369 (369F), 376S, 376Xn, 376Yl; see also T -invariant extended Fatou norm
(374Ab), rearrangement-invariant extended Fatou norm (374Eb)
extended real line 121C, §135
extension of finitely additive functionals 391G
extension of measures 132Yd, 212Xk, 327Xf; see also completion (212C), c.l.d. version (213E)
extremally disconnected topological space 314S, 353Yb, 363Yc, 364W, 364Yk-364Ym, 368G, 368Yc,
3A3Ae, 3A3Bd
extreme point of a convex set 353Yf

factor (of an automorphism of a Boolean algebra) 386Ac, 386L, 386Xb

fair-coin probability 254J
Fatou’s Lemma 123B, 133K, 135G, 135Hb, 365Xc, 365Xd, 367Xf
Fatou norm on a Riesz space 244Yf, 354Da, 354Eb, 354J, 354Xk, 354Xn, 354Xo, 354Ya, 354Ye, 356Da,
367Xg, 369G, 369Xe, 371B-371D, 371Xc, 371Xd; see also extended Fatou norm (369F)
Féjer integral 283Xf, 283Xh-283Xj
Féjer kernel 282D
Féjer sums 282Ad, 282B-282D, 282G-282I, 282Yc
Feller, W. Chap. 27 intro.
field (of sets) see algebra (136E)
filter 254Ta, 2A1I, 2A1N, 2A1O, 2A5F; see also convergent filter (2A3Q), ultrafilter (2A1N)
finite-cofinite algebra 231Xa, 231Xc, 316Yk, 392Xc
finite rank operators see abstract integral operators (376D)
finitely additive functional on an algebra of sets 136Xg, 136Ya, 136Yb, 231A, 231B, 231Xb-231Xe,
231Ya-231Yh, 327C; see also countably additive, completely additive
650 Index finitely

finitely additive function(al) on a Boolean algebra 326A, 326B-326D, 326Fa, 326G, 326Kg, 326Xa-326Xc,
326Xe, 326Xg, 326Xi, 326Yt-326Yd, 326Yg-326Yj, 326Yk, 326Yl-326Yn, 326Yq, 326Yr, 327B, 327C, 331B,
361Xa-361Xc, 391D-391G, 391I, 391J, 391N, 393Be, 393C, 394N, 394O; see also chargeable Boolean algebra
(391X), completely additive functional (326J), countably additive functional (231C, 326E)
finitely additive function(al) on a Boolean ring 361B, 361C, 361E-361I, 365Eb
finitely additive measure 326A
first category see meager (3A3Fb)
fixed-point subalgebra (in a Boolean algebra) 394G, 394H, 394I, 394K-394N, 394P, 394Xb-394Xf, 394Yb,
394Yc
Fourier coefficients 282Aa, 282B, 282Cb, 282F, 282I, 282J, 282M, 282Q, 282R, 282Xa, 282Xg, 282Xq,
282Xt, 282Ya, 283Xu, 284Ya, 284Yg
Fourier’s integral formula 283Xm
Fourier series 121G, §282 (282Ac)
Fourier sums 282Ab, 282B-282D, 282J, 282L, 282O, 282P, 282Xi-282Xk, 282Xp, 282Xt, 282Yd, 286V,
286Xb
Fourier transform 133Xd, 133Yc, §283 (283A, 283Wa), §284 (284H, 284Wd), 285Ba, 285D, 285Xd,
285Ya, 286U, 286Ya
Fourier-Stieltjes transform see characteristic function (285A)
Fréchet filter 2A3Sg
free product of Boolean algebras §315 (315H), 316Yl, §325, 326Q, 326Yt, 326Yu, 361Yf, 383Le, 391Xb,
391Ye; see also localizable measure algebra free product (325Ea), probability algebra free product (325K)
Frolı́k’s theorem 381J, 381Yb
Fubini’s theorem 252B, 252C, 252H, 252R, 393Td
full local semigroup (of partial automorphisms of a Boolean algebra) 394A, 394B, 394C, 394Gc, 394Xc,
394Ya, 394Yd
full outer measure 132F, 132G, 132Yd, 133Yf, 134D, 134Yt, 214F, 322Jb, 324Cb, 343Xa
full subgroup of Aut A 381M, 381N, 381O, 381R, 381S, 381Xb, 381Xc, 381Xi, 381Xj, 381Xk, 382C, §387;
see also countably full (381Xd)
—– subsemigroup of Aut A 387Ya
fully non-paradoxical group of automorphisms of a Boolean algebra 394E, 394F, 394H, 394I, 394K-394R,
394Xd-394Xf, 394Xh, 394Ya-394Yc, 395B, 395Ya
fully symmetric extended Fatou norm see T -invariant (374Ab)
function 1A1B
function space see Banach function space (§369)
functionally closed see zero set (3A3Pa)
functionally open see cozero set (3A3Pa)
Fundamental Theorem of Calculus 222E, 222H, 222I, 225E
Fundamental Theorem of Statistics 273Xh, 273 notes
Gaifman’s example 391N, 391Yf-391Yh,
game see infinite game, Banach-Mazur game
Gamma function see Γ-function (225Xj)
Gauss C.F. 372Yg
Gaussian random variable, distribution see normal random variable (274Ad)
generated topology 3A3Ma
generated (σ-)algebra of sets 111Gb, 111Xe, 111Xf, 121J, 121Xd, 136B, 136C, 136G, 136Xc, 136X,
136Xl, 136Yb
generated (σ)-subalgebra of a Boolean algebra 313F, 313M, 314G, 314Ye, 331E
generating Bernoulli partition 386Ab, 386Bg
generating set in a Boolean algebra 331E; see also σ-generating (331E), τ -generating (331E)
Glivenko-Cantelli theorem 273 notes
group 255Yn, 255Yo; see also amenable group, automorphism group, circle group, ergodic group, simple
group
group automorphism 3A6B; see also inner automorphism (3A6B), outer automorphism (3A6B)
independent General index 651

Hahn-Banach theorem 363R, 373Yd, 3A5A, 3A5C

Hahn decomposition of an additive functional 231F, 326I, 326O
—– see also Vitali-Hahn-Saks theorem (246Yg)
Hajian-Ito theorem 395B
half-open interval (in R or Rr ) 114Aa, 114G, 114Xe, 114Yj, 115Ab, 115Xa, 115Xc, 115Yd
Hall’s Marriage Lemma 3A1K
Halmos-Rokhlin-Kakutani lemma 385E
Hardy-Littlewood Maximal Theorem 286A
Hausdorff dimension 264 notes
Hausdorff measure §264 (264C, 264Db, 264K, 264Yo), 343Ye, 345Xb, 345Xg; see also normalized
Hausdorff measure (265A)
Hausdorff metric (on a space of closed subsets) 246Yb
Hausdorff outer measure §264 (264A, 264K, 264Yo)
Hausdorff topology 2A3E, 2A3L, 2A3Mb, 2A3S, 3A3Aa, 3A3D, 3A3Id, 3A3K, 3A4Ac, 3A4Fd
Hausdorff uniformity 3A4Ac
Hilbert space 244N, 244Yj, 3A5L; see also inner product space (3A5L)
Hilbert transform 376Ym
Hölder’s inequality 244Eb
homeomorphism 3A3Ce
homogeneous Boolean algebra 331M, 331N, 331Xj, 331Yg, 331Yh, 331Yi, 331Yj, 381Q, 381T, 381Yd,
383E, 383F, 383G, 383La, 383Xc; see also Maharam-type-homogeneous (331Fc), relatively Maharam-type-
homogeneous (333Ac)
—– measure algebra 331N, 332M, 373Yb, 374H, 374Yc, 375Kb, 382E, 382F, 382I, 394R; see also quasi-
homogeneous (374G)
—– measure space
—– probability algebra 333P, 333Yc, 334E, 372Xk
homomorphic image (of a Boolean algebra) 314M
homomorphism see Boolean homomorphism (312F), group homomorphism, lattice homomorphism
(3A1I), ring homomorphism (3A2D)
hull see convex hull (2A5E), closed convex hull (2A5E)
Humpty Dumpty’s privilege 372 notes
ideal in an algebra of sets 232Xc, 312C, 363Yf;see also σ-ideal (112Db)
—– in a Boolean ring or algebra 311D, 312C, 312K, 312O, 312Xd, 312Xi, 312Xk, 381S, 392Xd; see also
principal ideal (312D), σ-ideal (313E)
—– in a Riesz space see solid linear subspace (352J)
—– in a ring 352Xl, 3A2E, 3A2F, 3A2G
idempotent 363Xf, 363Xg
identically distributed random variables 273I, 274 notes, 276Yg, 285Xn, 285Yc, 372Xg; see also exchange-
able sequence (276Xe)
image filter 2A1Ib, 2A3Qb, 2A3S
image measure 112E, 112F, 112Xd, 123Ya, 132G, 132Yb, 132Yf, 211Xd, 212Bd, 212Xg, 235L, 254O,
256G, 342Xh, 342Xj, 343Xb, 343Yf, 386Xd
image measure catastrophe 235J, 343 notes
indecomposable transformation see ergodic inverse-measure-preserving function (372Pb)
indefinite integral 131Xa, 222D-222F, 222H, 222I, 222Xa-222Xc, 222Yc, 224Xg, 225E, 225Od, 225Xh,
232D, 232E, 232Yf, 232Yi; see also indefinite-integral measure
indefinite-integral measure §234 (234A), 235M, 235P, 235Xi, 253I, 256E, 256J, 256L, 256Xe, 256Yd, 257F,
257Xe, 263Ya, 275Yi, 275Yj, 285Dd, 285Xe, 285Ya, 322Xf, 342Xd, 342Xn, 342Yd; see also uncompleted
indefinite-integral measure
independence §272 (272A)
independent elements of L0 (A) 364Xe, 364Xf, 367Xw
independent family in a probability algebra 325Xe, 325Yf, 371Yc
652 Index independent

independent random variables 272Ac), 272D-272I, 272L, 272M, 272P-272U, 272Xb, 272Xd, 272Xh-272Xj,
272Ya-272Yd, 272Yf, 272Yg, 273B, 273D, 273E, 273H, 273I, 273L-273N, 273Xh, 273Xi, 273Xk, 274B-274D,
274F-274K, 274Xc, 274Xd, 274Xg, 275B, 275Yh, 276Af, 285I, 285Xf, 285Xg, 285Xm-285Xo, 285Yc, 285Yk,
285Yl
independent sets 272Aa, 272Bb, 272F, 272N, 273F, 273K
independent subalgebras of a probability algebra 325L, 325Xe, 325Xf, 325Xg, 327Xe, 364Xe, 384Q, 384Sf,
384Xd-384Xf, 386B; see also Boolean-independent (315Xn)
independent σ-algebras 272Ab, 272B, 272D, 272F, 272J, 272K, 272M, 272O, 275Ym
Individual Ergodic Theorem see Ergodic Theorem (372D, 372E)
induced automorphism (on a principal ideal of a Boolean algebra) 387E, 387I, 387J, 387Xb
induced topology see subspace topology (2A3C)
inductive definitions 2A1B
infimum in a Boolean algebra 313A-313C
infinity 112B, 133A, §135
information 384Cb
initial ordinal 2A1E, 2A1F, 2A1K
injective ring homomorphism 3A2Da, 3A2G
inner automorphism of a group 3A6B
inner measure 113Yh, 212Yc, 213Xe, 213Yc, 324Cb
inner product space 244N, 253Xe, 3A5L; see also Hilbert space (3A5L)
inner regular measure 256A, 256B, 342Aa, 342C, 342Xa
—– —– with respect to closed sets 256Ya, 342F
—– —– with respect to compact sets 342Xh, 343Yc
integrable function §122 (122M), 123Ya, 133B, 133Db, 133Dc, 133F, 133J, 133Xa, 135Fa, 212B, 212F,
213B, 213G; see also Bochner integrable function (253Yf), L1 (µ) (242A)
integral §122 (122E, 122K, 122M), 363L; (on an L-space) 356P; see also integrable function, Lebesgue
integral (122Nb), lower integral (133I), Riemann integral (134K), upper integral (133I)
integral operator see kernel operator, abstract integral operator (§376)
integration by parts 225F, 225Oe, 252Xi
integration by substitution see change of variable in integration
interior of a set 2A3D, 2A3Ka
interpolation see Riesz Convexity Theorem
intersection number (of a family in a Boolean algebra) 391H, 391I-391K, 391Xh, 391Xi, 392E
interval see half-open interval (114Aa, 115Ab), open interval (111Xb, split interval (343J)
invariant function (in ‘G-invariant function’) 394A, 394N-394P, 394Xd, 394Xe, 394Z, 395B, 395Xd
—– ideal 381S
—– lower density 346Xd
—– see also rearrangement-invariant (374E), T -invariant (374A), translation-invariant
inverse (of an element in an f -algebra) 353Pc, 353Yh
inverse Fourier transform 283Ab, 283B, 283Wa, 283Xb, 284I; see also Fourier transform
inverse image (of a set under a function or relation) 1A1B
inverse-measure-preserving function 132G, 134Yl, 134Ym, 134Yn, 235G, 235H, 235I, 235Xe, 241Xh,
242Xf, 243Xn, 244Xo, 246Xf, 254G, 254H, 254K, 254O, 254Xc-254Xf, 254Xh, 254Yb, 324M, 324N, 341P,
341Xd, 341Yc, 341Yd, 343Ad, 343C, 343J, 343Xd, 343Xh, 343Yd, 365Xi, 372H-372L, 372Xe, 372Xf, 372Yh,
382Yd, 384S-384V, 384V; isomorphic inverse-measure-preserving functions 384Tb; see also almost isomor-
phic (384U); see also ergodic inverse-measure-preserving function (372P), image measure (112E), mixing
inverse-measure-preserving function (372P)
Inversion Theorem (for Fourier series and transforms) 282G-282I, 282L, 282O, 282P, 283I, 283L, 284C,
284M; see also Carleson’s theorem
invertible element(in an f -algebra) 353Pc, 353Yh
involution in a group 3A6A, 381Xl
involution in Aut A 381K, 381N, 381O, 381Xd, 381Xe, 381Xf, 381Xh, 381Xk, 381Ya, 381Yc, 381Z, 382D,
382G, 382Yf, 384Xl; see also exchanging involution (381G), ‘many involutions’ (381P)
Lebesgue General index 653

irreducible continuous function 313Ye

isodiametric inequality 264H, 264 notes
isolated point 316M, 316Yj, 316Yq, 3A3Pb
isometry 324Yh, 3A4Ff, 3A4G
isomorphic see almost isomorphic (384U)
isomorphism see Boolean isomorphism, measure space isomorphism, order-isomorphism
Jacobian 263Ea
Jensen’s inequality 233I, 242Yi, 365Rb
joint distribution see distribution (271C)
Jordan decomposition of an additive functional 231F, 231Ya, 232C, 326D, 326H, 326M
Kakutani’s theorem 369E, 369Yb; see also Halmos-Rokhlin-Kakutani lemma (385E)
Kalton-Roberts theorem 392F, 392J
Kawada’s theorem 394Q
Kechris A.S. see Becker-Kechris theorem, Nadkarni-Becker-Kechris theorem
Kelley’s criterion 391L; see also Nachbin-Kelley theorem
kernel (of a ring homomorphism) 3A2D, 3A2Eb, 3A2G; see also Dirichlet kernel (282D), Féjer kernel
(282D), modified Dirichlet kernel (282Xc)
kernel operator 373Xf, §376
Kirzbraun’s theorem 262C
Kolmogorov’s Strong Law of Large Numbers 273I, 275Yn, 372Xg
Kolmogorov-Sinaı̌ theorem 384P
Komlós’ theorem 276H, 276Yh, 367Xn
Kronecker’s lemma 273Cb
Kwapien’s theorem 375I
Lacey-Thiele Lemma 286M
Laplace’s central limit theorem 274Xe
Laplace transform 123Xc, 123Yb, 133Xc, 225Xe
laterally complete Riesz space 368L, 368M
lattice 231Yc, 2A1Ad, 311L, 311Xi, 311Yb, 315Xb, 315Yg, 367A, 367B, 367Xa, 367Ye, 3A1I; see also
Riesz space (=vector lattice) (352A), Banach lattice (242G, 354Ab)
—– homomorphism 352Nd, 3A1Ia
—– norm see Riesz norm (242Xg, 354Aa)
—– of normal subgroups 381Xi, 382H, 382J, 382Xf, 382Xg, 382Ya, 3A6C
law of a random variable see distribution (271C)
law of large numbers see strong law (§273)
Lebesgue, H. Vol. 1, intro., Chap. 27, intro.
Lebesgue Covering Lemma 2A2Ed
Lebesgue decomposition of a countably additive functional 232I, 232Yb, 232Yg, 256Ib
Lebesgue decomposition of a function of bounded variation 226C, 226Dc, 226Ya, 232Yb
Lebesgue density see lower Lebesgue density (341E)
Lebesgue’s Density Theorem §223, 261C, 275Xg
Lebesgue’s Dominated Convergence Theorem 123C, 133G, 363Yh, 367J, 367Xf
Lebesgue extension see completion (212C)
Lebesgue integrable function 122Nb, 122Yb, 122Ye, 122Yf
Lebesgue integral 122Nb
Lebesgue measurable function 121C, 121D, 134Xd, 225H, 262K, 262P, 262Yc
Lebesgue measurable set 114E, 114F, 114G, 114Xe, 114Ye, 115E, 115F, 115G, 115Yc
Lebesgue measure (on R) §114 (114E), 131Xb, 133Xc, 133Xd, 134G-134L, 212Xc, 216A, Chap. 22, 242Xi,
246Yd, 246Ye, 252N, 252O, 252Xf, 252Xg, 252Yj, 252Yp, §255, 342Xo, 343H, 344K, 345Xc, 346Xe, 372Xd,
382Xe, 383Q
—– —– (on Rr ) §115 (115E), 132C, 132Ee, 133Yc, §134, 211M, 212Xd, 245Yj, 251M, 251Wi, 252Q,
252Xh, 252Yu, 254Xk, 255A, 255K, 255L, 255Xd, 255Yc, 255Yd, 256Ha, 256J-256L, 264H, 264I, 342Ja,
344K, 345B, 345D, 345Xf
654 Index Lebesgue

—– —– (on [0, 1], [0, 1[) 211Q, 216A, 252Yq, 254K, 254Xh, 254Xj, 254Xk, 254Xl, 324Yg, 343Cb, 343J,
343Xd, 344K, 384Xj, 384Xk, 384Yd
—– —– (on other subsets of Rr ) 242O, 244Hb, 244I, 244Yh, 246Yf, 246Yl, 251Q, 252Ym, 255M, 255N,
255O, 255Ye, 255Yh, 343Cc, 343H, 343M, 344J, 345Xd, 346Xb, 372Yj, 372Yk, 387Yf
—– —– algebra 331Xd, 331Xe, 373C, 374C, 374D, 374Xa, 374Xf, 374Xh, 374Ya, 374Yd, 375Xe, 381Yd
Lebesgue negligible set 114E, 115E, 134Yk
Lebesgue outer measure 114C, 114D, 114Xc, 114Yd, 115C, 115D, 115Xb, 115Xd, 115Yb, 132C, 134A,
134D, 134Fa
Lebesgue set of a function 223D, 223Xf, 223Xg, 223Xh, 223Yg, 261E, 261Ye
Lebesgue-Stieltjes measure 114Xa, 114Xb, 114Yb, 114Yc, 114Yf, 131Xc, 132Xh, 134Xc, 211Xb, 212Xd,
212Xi, 225Xf, 232Xb, 232Yb, 235Xb, 235Xg, 235Xh, 252Xi, 256Xg, 271Xb, 224Yh, 342Xe
left-translation-invariant see translation-invariant
length of a curve 264Yl, 265Xd, 265Ya
length of an interval 114Ab
B.Levi’s theorem 123A, 123Xa, 133K, 135G, 135Hb, 226E, 242E, 365Df, 365Dh
Levi property of a normed Riesz space 242Yb, 244Ye, 354Db, 354J, 354N, 354Xi, 354Xn, 354Xo, 354Yi,
356Da, 356L, 356Xk, 365C, 366D, 369G, 369Xe, 369Yg, 371C, 371D, 371Xc, 371Xd
Lévy’s martingale convergence theorem 275I
Lévy’s metric 274Ya, 285Yd
lexicographic ordering 351Xa
Liapounoff’s central limit theorem 274Xg
Liapounoff’s vector measure theorem 326Ye
lifting of a measure (algebra) Chap. 34 (341A, 341Ya), 363Xe, 363Yg; see also linear lifting (363Xe),
translation-invariant lifting (345A)
Lifting Theorem 341K, 363Yg
limit of a filter 2A3Q, 2A3R, 2A3S
limit of a sequence 2A3M, 2A3Sg
limit ordinal 2A1Dd
Lindeberg’s central limit theorem 274F-274H, 285Ym
Lindeberg’s condition 274H
linear functional 3A5D; see also positive linear functional
linear lifting 341Xe, 341Ye, 345Yb, 363Xe, 363Yg
linear operator 262Gc, 263A, 265B, 265C, §2A6, 355D, 3A5E; see also bounded linear operator (2A4F),
(weakly) compact linear operator (3A5K), continuous linear operator, order-bounded linear operator
(355A), positive linear operator (351F)
linear order see totally ordered set (2A1Ac)
linear space topology see linear topological space (2A5A), weak topology (2A5I), weak* topology
(2A5I), Ts (U, V ) (3A5E)
linear subspace (of a normed space) 2A4C; (of a partially ordered linear space) 351E, 351Rc
linear topological space 245D, 284Ye, 2A5A, 2A5B, 2A5C, 2A5Eb, 2A5F, 2A5G, 2A5H, 2A5I, 367N,
367Yn, 367Yo, 393L, 393M, 393O-393Q, 393Yh, 393Yi, 3A4Ad, 3A4Bd, 3A4Fg
linked set(in a Boolean algebra) 391L; (in κ-linked set, <κ-linked set) 391Yh; see also σ-linked (391L),
σ-m-linked (391Yh)
Lipschitz constant 262A, 262C, 264Yj
Lipschitz function 225Yc, §262 (262A), 263F, 264Yj, 282Yb
local convergence in measure see convergence in measure (245A)
local semigroup see full local semigroup (394A)
localizable measure algebra 322Ae, 322Be, 322C, 322K-322O, 323Gc, 323H, 323J, 323K, 323Xc, 323Yb,
323Z, 324Yf, 325C, 325D, 332B, 332C, 332J, 332O, 332S, 332T, 332Xo, 332Ya, 332Yc, 333H, 333Ia, 364Xk,
365J, 365K, 365S, 365T, 366Xb, 366Xf, 367Nc, 367V, 369A, 369B, 369D, 369E, 369R, 373L-373N, 373R,
373T, 373U, 375Yd, 382B-382E, 382Ga, 382Xa, 382Xb, 382Xd, 382Xg, 383M, 383N, 383Pa, 383Ya-383Yd,
391Cb, 394Xg, 394Xh, 394Yd, 395A; see also localization (322P)
Marczewski General index 655

localizable measure algebra free product 325D, 325Ea, 325H, 325Xa, 325Xb, 325Xc, 327Ya, 333E-333H,
333K, 333Q, 333R, 334B, 334Xb, 376B, 376E, 376F, 376Xb, 376Yb; see also probability algebra free product
(325K)
localizable measure (space) 211G, 211L, 211Ya, 211Yb, 212G, 213Hb, 213L-213N, 213Xl, 213Xm, 214Id,
214J, 214Xa, 214Xd, 214Xf, 216C, 216E, 216Ya, 216Yb, 234F, 234G, 234Ye, 241G, 241Ya, 243G, 243H,
245Ec, 245Yf, 252Yq, 252Yr, 252Yt, 254U, 322Be, 322N, 325B, 342N, 342Yb, 363S, 364Xm; see also strictly
localizable (211E)
localization of a semi-finite measure algebra 322P, 322Yb, 332Yb, 365Xm, 366Xe, 366Xf, 369Xp
locally compact measure (space) 342Ad, 342H, 342I, 342L-342N, 342Xc, 342Xd, 343B, 343Xa, 343Xg,
343Ya, 344H
locally compact topological space 3A3Ag, 3A3B, 3A3G, 3A3Hb
locally convex linear topological space 393Yi
locally determined measure (space) 211H, 211L, 211Ya, 216Xb, 216Ya, 216Yb, 251Xc, 252Ya, 322N; see
also complete locally determined measure
locally determined negligible sets 213I, 213J-213L, 213Xk, 213Xl, 214Ib, 214Xg, 214Xh, 216Yb, 234Yb,
252Yb, 376Yk
locally finite measure 256A, 256C, 256G, 256Xa, 256Ya
locally integrable function 242Xi, 255Xh, 255Xi, 256E, 261Xa, 262Yg
Loève, M. Chap. 27 intro.
logistic map see quadratic map (372Xn)
Loomis-Sikorski theorem 314M
Lorentz norm 374Xj, 374Yb
lower density on a measure space §341 (341C, 341Ya), 343Yc, §345, 346F, 346G, 346Xa, 346Xc, 346Xd,
346Ye, 346Yf, 346Zb, 363Xe; see also lower Lebesgue density (341E)
lower integral 133I, 133J, 133Xe, 135H, 364Xm
lower Lebesgue density 223Yf, 341E
lower Riemann integral 134Ka
lower semi-continuous function 225H, 225I, 225Xl, 225Xm, 225Yd, 225Ye, 323Cb, 367Xx
Lusin’s theorem 134Yc, 256F
Luxemburg, W.A.J. 363 notes
magnitude of (an element in) a measure algebra 332Ga, 332J, 332O, 382Xc, 382Xd, 382Xg
magnitude of a measure space 332Ga, 343Yb, 344I
Maharam algebra see localizable measure algebra (322Ae)
Maharam measure (space) see localizable (211G)
Maharam submeasure 392G, 392H-392J, 392Xc, 392Xd, 392Xf, 393A-393C, 393E, 393M, 393Xc-393Xf,
393Ya, 393Yf, 393Yg
Maharam’s theorem 331I, 332B
Maharam type of a Boolean algebra 331F, 331H, 331Xc, 331Xg, 331Xh, 331Xj, 331Yd, 332H, 365Ya,
373Yb, 393Xe, 393Xf, 393Ya, 393Yf; see also relative Maharam type (333Aa)
—– —– of a measure algebra 331I-331K, 331Xd-331Xf, 331Xi, 332M, 332N, 332R-332T, 333D, §334,
369Xg, 375Kb, 386K, 386L, 386Xc, 387N, 387O
—– —– of a measure (space) 331Fc, 365Xp, 367Xr
Maharam-type-homogeneous Boolean algebra 331Fb, 331H, 331Xh, 331Xj, 332A, 332H, 332Xa; see also
homogeneous (331M)
—– —– measure algebra 331I, 331K, 331L, 331N, 331Xd, 331Xe, 331Yj, 344Xe; see also relatively
Maharam-type-homogeneous (333Ac)
—– —– measure (space) 331Fc, 334Xe, 334Xf, 334Ya, 341Yc, 341Yd, 346E
Maharam-type-κ component in a Boolean algebra 332Gb, 332H, 332J, 332O, 332P, 332Xj, 332Ya, 383N,
394Xh
many involutions (group with many involutions) 381P, 381Q-381S, 381Xi-381Xk, 382G, 383A, 383C,
383D, 383I, 394Xc
Marczewski functional 343E
656 Index Markov

Markov time see stopping time (275L)

Marriage Lemma see Hall’s Marriage Lemma (3A1K)
martingale §275 (275A, 275Cc, 275Cd, 275Ce); see also reverse martingale
martingale convergence theorems 275G-275I, 275K, 275Xf, 367K, 369Xq
martingale difference sequence 276A, 276B, 276C, 276E, 276Xd, 276Ya, 276Yb, 276Ye, 276Yg
martingale inequalities 275D, 275F, 275Xb, 275Yc-275Ye, 276Xb, 372 notes
Max-flow Min-cut Theorem 332Xk
maximal element in a partially ordered set 2A1Ab
Maximal Ergodic Theorem 372C
maximal theorems 275D, 275Yc, 275Yd, 276Xb, 286A, 286T, 372C, 372Yb
Mazur S. see Banach-Mazur game
McMillan see Shannon-McMillan-Breiman theorem (385G)
meager set 314L, 314M, 314Yd, 316I, 316Yf, 316Yi, 341Yb, 3A3F, 3A3Ha
mean (of a random variable) see expectation (271Ab)
Mean Ergodic Theorem 372Xa
—– see also convergence in mean (245Ib)
measurable algebra 391B, 391C, 391D, 391K, 391Xf, 391Z, 392J, 393A, 393J, 393Ye, 394P, 394Q, 394Xf,
395B, 395Xd
measurable cover see measurable envelope (132D)
measurable envelope 132D, 132E, 132F, 132Xf, 132Xg, 132Xh, 134Fc, 134Xc, 213K-213M, 214G, 216Yc,
322I, 322J; see also full outer measure (132F)
measurable envelope property 213Xl, 214Xl, 364Xm
measurable function (taking values in R) §121 (121C), 122Ya, 212B, 212F, 213Yd, 214La, 214Ma, 235C,
235K, 252O, 252P, 256F, 256Yb, 256Yc, 316Yi, 322Yf; (taking values in Rr ) 121Yf), 256G; (taking values
in other spaces) 133Da, 133E, 133Yb, 135E, 135Xd, 135Yf; (Σ, T)-measurable function 121Yb, 251Ya;
see also Borel measurable, Lebesgue measurable
measurable set 112A; µ-measurable set 212Cd; see also relatively measurable (121A)
measurable space 111Bc
measurable transformation §235, 365H; see also inverse-measure-preserving function
measure 112A; see also control measure (393O), vector measure (393O)
—– (in ‘µ measures E’, ‘E is measured by µ’) > 112Be
measure algebra 211Yb, 211Yc, vol. 3 (321A); isomorphic measure algebras 331I, 331L, 332B, 332C,
332J, 332K, 332P, 332Q, 332Ya, 332Yb
measure algebra of a measure space 321H-321K (321I), 322B, 322N, 327C; see also usual topology on a
measure algebra (323A)
measure-algebra topology §323 (323A), 324F, 324G, 324H, 324K, 324Xb, 324Xc, 327B, 327C, 365Ea,
367R, 367Xs, 367Yp
measure-algebra uniformity 323A, 323B, 323D, 323G, 324F, 324H, 327B
measure metric (on a measure algebra) 323A, 323Ca, 323Xg, 324Yh
measure-preserving Boolean automorphism 332L, 333Gb, 333P-333R, 333Yc, 343Jc, 344C, 344E-344G,
344Xf, 372Xk, 372Xl, 372Yi, 373Yb, 374E, 374G, 374L, 374Yc, 382D, 382Ye, 384P, 384Sb, 384Sf, 384Xg,
384Yd, 385P, 386B-386H, 386J, 386L, 387C, 387E, 387F, 387H-387K, 387M-387O, 387Xa-387Xe, 387Yf,
395Xc; see also automorphism group of a measure algebra, two-sided Bernoulli shift (384Qb)
measure-preserving Boolean homomorphism 324I, 324J-324P, 324Xd, 324Xe, 324Yf, 324Yh, 325C, 325D,
325I, 325J, 325Xd, 327Xa, 331D, 332L-332O, 332Q, 332Xm, 332Xn, 333C, 333D, 333F, 333Gb, 333Xc,
333Yd, 343B, 366Xf, 369Xm, 369Xn, 372G, 372H, 372Xc, 373Bd, 373U, 373Xi, 382Ye, 384L-384Q, 384T,
384V, 384Xf-384Xi, 384Xm, 384Xp, 384Yb-384Ye, 385D-385H, 385N, 385P, 385Xe, 385Xf, 385Yb-385Yd,
386A, 386B, 386F; isomorphic measure-preserving Boolean homomorphisms 384Ta; see also automorphism
of a measure algebra, Bernoulli shift (384Q), measure-preserving ring homomorphism
measure-preserving function see inverse-measure-preserving function (235G), measure space automor-
phism, measure space isomorphism
measure-preserving ring automorphism 366L, 366Xh
measure-preserving ring homomorphism 361Ad, 365O, 365Q, 366H, 366K, 366L, 366Xg, 366Xh, 366Yg,
369Xl, 372F; see also measure-preserving Boolean homomorphism
one-point General index 657

measure space §112 (112A), 113C, 113Yi

measure space automorphism 255A, 255Ca, 255N, 255Ya, 255 notes, 344C, 344E-344G, 344Xf, 345Ab,
345Xa, 346Xd, 384Sb
measure space isomorphism 254K, 254Xj, 254Xk, 254Xl, 255Ca, 255Mb, 344I, 344J, 344K, 344L, 344Xa-
344Xc, 344Xe-344Xg, 344Yc
metric 2A3F, 2A4Fb; see also entropy metric (384Xq), Euclidean metric (2A3Fb), Hausdorff metric
(246Yb), Lévy’s metric (274Ya), measure metric (323Ad), pseudometric (2A3F)
metric outer measure 264Xb, 264Yc
metric space 224Ye, 261Yi, 316Yj, 3A4Fe, 3A4Ff, 3A4Hc; see also complete metric space, metrizable
space (2A3Ff)
metrically transitive transformation see ergodic inverse-measure-preserving function (372Pb)
metrizable (topological) space 2A3Ff, 2A3L; see also metric space, separable metrizable space
—– uniformity 3A4Bc
mid-convex function 233Ya
minimal element in a partially ordered set 2A1Ab
mixing inverse-measure-preserving function 372P, 372Q, 372R, 372Xk, 372Xm-372Xo, 372Xq, 372Xr,
372Xu, 372Xv, 372Yh
mixing measure-preserving homomorphism 333P, 333Yc, 372P, 372Q, 372R, 372Xk, 372Xl, 372Xp, 384Se,
386Xb, 387Ye
modified Dirichlet kernel 282Xc
modulation 286C
Monotone Class Theorem 136B, 312Xc, 313G, 313Xd
Monotone Convergence Theorem see B.Levi’s theorem (133A)
monotonic function 121D, 222A, 222C, 222Yb, 224D, 313Xh
Monte Carlo integration 273J, 273Ya
multilinear map 253Xc
multiplicative identity (in an f -algebra) 353P, 353Yg
multiplicative Riesz homomorphism 352Xl, 353Pd, 361J, 363F, 364R
Nachbin-Kelley theorem 363R, 363Yj
natural extension (of an inverse-measure-preserving function) 382Ye
negligible set 112D, 131Ca, 214Cb, 344H, 344Yf
Neumann, J. von 341 notes
non-decreasing sequence of sets 112Ce
non-increasing sequence of sets 112Cf
non-measurable set 134B, 134D, 134Xg
norm 2A4B; (of a linear operator) 2A4F, 2A4G, 2A4I; (of a matrix) 262H, 262Ya; (norm topology)
242Xg, 2A4Bb; see also Fatou norm (354Da), Riesz norm (354Aa)
normal density function 274A, 283N, 283We, 283Wf
normal distribution function 274Aa, 274F-274K, 274M, 274Xe, 274Xg
normal random variable 274A, 274B, 285E, 285Xm, 285Xn
normal subgroup 381S, 381Xi, 381Xk, 382I, 382Xd, 382Yb; see also lattice of normal subgroups
normal subspace (of a Riesz space) see band (352O)
normalized Hausdorff measure 264 notes, §265 (265A)
normed algebra 2A4J, 3A5J
normed space 224Yf, §2A4 (2A4Ba); see also Banach space (2A4D)
Novikov’s Separation Theorem see Second Separation Theorem
nowhere dense set 313R, 313Yb, 315Yb, 316I, 316Yc, 316Yf, 316Yh, 3A3F
nowhere rigid Boolean algebra 383H, 383I-383L, 383Xa-383Xd
null set see negligible (112Da)
odd function 255Xb, 283Yd
Ogasawara’s representation theorem for Riesz spaces 368 notes
one-point compactification 311Ya, 3A3O
658 Index open

open interval 111Xb, 114G, 115G, 1A1A, 2A2I

open map 313R
open set 111Gc, 111Yc, 114Yd, 115G, 115Yb, 133Xb, 134Fa, 134Yj, 135Xa, 1A2A, 1A2B, 1A2D,
256Ye, 2A3A, 2A3G; (in R) 111Ye, 114G, 134Xc, 2A2I; see also topology (2A3A)
operator topology see very weak operator topology (373K)
optional time see stopping time (275L)
orbit of a bijection 387C, 387Xa, 387Xb, 387Yb, 387Yc
order (in a Boolean ring) 311H
order-bounded dual Riesz space (U ∼ ) §356 (356Aa), 362A, 363K, it 365I, 365J, 366D, 366Ya, 368P,
371Xe, 375Yb
order-bounded set (in a partially ordered space) 2A1Ab, 354Xd, 368Xe
order-bounded linear operator (between Riesz spaces) §355 (355A); see also order-bounded dual (356A),
L∼ (355A)
order-closed set in a partially ordered space 313Da, 313Fa, 313Id, 313Xb, 313Xc, 314Ya, 316Fb, 323D,
352Oa, 354Xp; (ideal in a Boolean algebra) 313Eb, 313Pa, 313Qa, 313Xo, 314Xb, 314Yh, 316Xh, 316Xi,
316Xn, 316Xu; (Riesz subspace of a Riesz space) 353J, 354Xp, 375C; (subalgebra of a Boolean algebra)
313E-313G, 314Xg, 314Xh, 314Yc, 315Xm, 322Md, 322Xh, 323H-323J, 323Yc, 331E, 331G, 331Yb, 331Yc,
333Bc, 393Xd; see also sequentially order-closed (313Db)
order-complete see Dedekind complete (241Ec, 314Aa)
order-continuous bidual Riesz space (U ×× ) 356I, 356J, 369D
order-continuous Boolean homomorphism 313L-313N, 313Xl-313Xn, 313Xp, 313Yf, 314Fa, 314G, 314R,
314T, 315Jc, 315P, 315Ya, 316Fd, 316Xy, 322Yd, 324E-324G, 324K, 324Ya, 324Ye, 324Yf, 325Aa, 325C,
325D, 325H, 326Kf, 331H, 331J, 332Xm, 332Xn, 334Xb, 343B, 344A, 344C, 344E, 344F, 352Xh, 363Ff,
364Rc, 364Yh, 366Xf, 369Xm, 369Xn, 373Bd, 373U, 375Ya, 385C, 395Xa
order-continuous dual Riesz space (U × ) §356 (356Ac), 362A, 363K, 363S, 365I, 365J, 366D, 366Ya,
366Yc, 367Xf, 368Pc, 368Yj, 369A, 369C, 369D, 369K, 369Q, 369Xa, 369Xe, 369Yh, 371Xe, 375B, 375J,
375Yd
order-continuous norm (on a Riesz space) 242Yc, 242Ye, 244Yd, 313Yd, 326Yj, 354Dc, 354E, 354N,
354Xi, 354Xj, 354Xl, 354Xm, 354Xo, 354Xp, 354Yc-354Yh, 355K, 355Yg, 356D, 356M, 356Yg, 365C, 366D,
367E, 367Xu, 367Yn, 367Yr, 369B, 369Xf, 369Xg, 369Yc-369Yf, 371Xa-371Xc, 371Ya, 374Xe, 374Xg, 374Yb,
376L, 376M
order-continuous order-preserving function 313Ha, 313I, 313Xi, 313Yc, 313Yd, 315D, 315Yg, 316Fc,
326Kc, 361Cf, 361Gb, 363Eb, 363Ff, 366Yd, 367Xb, 367Yc, 384Ya, 385Yc, 385Yd, 392Xb, 394N; see also
sequentially order-continuous
order-continuous positive linear operator 351Ga, 355G, 355H, 355K, 364Rc, 366H, 368I, 375Xa, 375Xb,
375Yd; see also order-continuous dual (356A), order-continuous Riesz homomorphism, L× (355G)
order-continuous Riesz homomorphism 327Yb, 351Xc, 352N, 352Oe, 352Rb, 352Ub, 352Xd, 353O, 353Xc,
356I, 361Je, 355F, 366H, 367Xh, 368B, 375C, 375Xc, 375Ya
order-continuous ring homomorphism (between Boolean rings) 361A, 361Je, 365P
order*-convergent sequence in a partially ordered set 245Xc, 356Xd, §367 (> >367A), 368Yg, 368Yh,
369Xq, 376G, 376H, 376Xe, 376Xg, 376Ye, 376Yh, 393Xa, 393Yd, 393Ye; (in C(X)) 367L, 367Yi, 367Yj,
367Yk; (in L0 (µ)) 245C, 245K, 245L, 245Xc, 245Xd, 376J; (in L0 (A)) §367, 368Yi, 372D-372G, 372Xb,
385G, 385H
order-convex set in a partially ordered set 351Xb
order-dense set in a Boolean algebra 313J, 313K, 313Xm, 314Yg, 332A
order-dense Riesz subspace of a Riesz space 352N, 353A, 353D, 354Ef, 354I, 354Ya, 355F, 355J, 356I,
363C, 363Xd, 364L, 365F, 365G, 367Yf, 368B-368E, 368G-368I, 368M, 368P, 368S, 368Ya, 368Ye, 369A,
369B, 369C, 369D, 369G, 375D, 375Xc; see also quasi-order-dense (352Na)
order-dense subalgebra of a Boolean algebra 313O, 313Xj, 313Xn, 313Ye, 314I, 314T, 314Xf, 316Xf,
316Xo, 316Xr, 316Yk, 316Yn, 323Dc, 363Xd, 391Xj
order-isomorphism 312L
order*-limit see order*-convergent (367A)
order-preserving function 313H, 313I, 313La, 315D, 324Yg, 326Bf, 361Ce
order topology (on a partially ordered set) 313Xb, 313Xj, 313Yc, 326Yr, 367Yl, 393Xa, 393Yd
porous General index 659

order unit (in a Riesz space) 243C, 353L, 353M, 363N, 368Ya; see also order-unit norm (354Ga), standard
order unit (354Gc), weak order unit (353L)
order-unit norm 354F, 354G (354Ga), 354I-354K, 354Yi, 353Yf, 355Xc, 356N, 356O; see also M -space
(354Gb)
ordered set see partially ordered set (2A1Aa), totally ordered set (2A1Ac), well-ordered set (2A1Ae)
ordinal 2A1C, 2A1D-2A1F, 2A1K
ordinate set 252N, 252Yg, 252Yh
Orlicz norm 369Xd, 369Xi, 369Xj, 369Xn, 369Yc, 369Yd, 369Ye, 369Yg, 374Xc
Orlicz space 369Xd, 369Xi, 369Xj, 373Xm
Ornstein’s theorem 386I, 386K
orthogonal matrix 2A6B, 2A6C
orthogonal projection in Hilbert space 244Nb, 244Yj, 244Yk, 366K
orthonormal vectors 2A6B
outer automorphism of a group 383G, 383O, 383Pb, 383Q, 383Yc, 383Yd, 3A6B
outer measure §113 (113A), 114Xd, 132B, 132Xh, 136Ya, 212Ea, 212Xa, 212Xb, 212Xg, 213C, 213Xa,
213Xg, 213Xk, 213Ya, 251B, 251Wa, 251Xd, 254B, 254G, 254L, 254S, 254Xq, 254Yd, 264B, 264Xa, 264Ya,
264Yo, 393T, 393Xh, 393Yh; see also Lebesgue outer measure (114C, 115C), metric outer measure
(264Yc), regular outer measure (132Xa), submeasure (392A)
—– —– defined from a measure 113Ya, §132 (132B), 213C, 213F, 213Xa, 213Xg-213Xi, 213Xk, 213Yd,
214Cd, 215Yc, 251O, 251R, 251Wk, 251Wm, 251Xm, 251Xo, 252Yh, 254Xb, 264F, 264Yd
outer regular measure 256Xi
Parseval’s identity 284Qd
partial derivative 123D, 252Yj, 262I, 262J, 262Xh, 262Yb, 262Yc
partial lower density on a measure space 341Dc, 341N
partial order see partially ordered set (2A1Aa)
partially ordered linear space 231Yc, 241E, 241Yg, 326C, §351 (351A), 355Xa, 361C, 361G, 362Aa; see
also Riesz space (352A)
partially ordered set 2A1Aa, 313D, 313F, 313H, 313I, 313Xb, 313Xg, 313Xh, 313Yc, 315C, 315D, 315Xb,
315Yg
partition of unity in a Boolean ring or algebra 311G, 313K, 313L, 313Xk, 315E, 315F, 315Xk, 315Xq,
316Xp, 322E, 332E, 332I, 332Xi, 332Yb, 352T, 375H, 375I, 381B, 381C, 381J, 382F, 384C, 384D, 384G-
384P, 384R, 384Xa-384Xe, 384Xi, 384Xq, 384Ya-384Yc, 384Yg, 385B, 385C, 385G, 385K, 385L, 385N, 385O,
385Q, 385Xd, 385Xe, 387Lb; see also Bernoulli partition (386A)
pathological submeasure 393Tc
Peano curve 134Yl, 134Ym, 134Yn, 134Yo
perfect measure (space) 342K, 342L, 342M, 342Xh-342Xo, 343K-343M, 343Xg, 343Xh, 344C, 344I,
344Xb-344Xd, 344Yf, 384V
perfect Riesz space 356J, 356K-356M, 356P, 356Xg, 356Xi-356Xk, 356Ye, 356Yg, 365C, 365K, 366D,
369D, 369K, 369Q, 369Ya, 374M, 374Xk, 374Xl, 374Ya, 376P, 376Xl
periodic Boolean homomorphism of a Boolean algebra 385A, 385B, 385C, 385Xa
periodic extension of a function on ]−π, π] 282Ae
permutation group see symmetric group
Plancherel Theorem (on Fourier series and transforms of square-integrable functions) 282K, 284O, 284Qd
pointwise convergence (topology on a space of functions) 281Yf
pointwise convergent see order*-convergent (245Cb, 367A)
pointwise topology see pointwise convergence
Poisson distribution 285Q, 285Xo
Poisson’s theorem 285Q
polar coordinates 263G, 263Xf
Pólya’s urn scheme 275Xc
polynomial (on Rr ) 252Yu
porous set 223Ye, 261Yg, 262L
660 Index positive

positive cone 253G, 253Xi, 253Yd, 351C

positive definite function 283Xt, 285Xr
positive linear operator (between partially ordered linear spaces) 351F, 355B, 355E, 355K, 355Xa, 361G,
367P, 375I-375K, 375Xa, 375Xe, 375Xg, 376Cc; see also (sequentially) order-continuous positive linear
operator, Riesz homomorphism (351H)
predictable sequence 276Ec
presque partout 112De
primitive product measure 251C, 251E, 251F, 251H, 251K, 251Wa, 251Xa-251Xc, 251Xe, 251Xf, 251Xj,
251Xl-251Xp, 252Yc, 252Yd, 252Yg, 253Ya-253Yc, 253Yg, 325Ya
principal band (in a Riesz space) 352V, 353C, 353H, 353Xb, 362Yd
principal ideal in a Boolean ring or algebra 312D, 312E, 312J, 312S, 312Xf, 312Yf, 314E, 314Xb, 315E,
315Xl, 316Xb, 316Xk, 316Xv, 321Xa, 322H-322J, 322Xf, 323Xe, 325Xb, 331Fb, 331H, 331M, 332A, 332L,
332P, 332Xh, 352Sc, 352Xf, 364Xo, 383Lb, 391Xe, 391Xj
principal projection property (of a Riesz space) 353Xb, 353Yd, 354Yi
principal ultrafilter 2A1N
probability algebra 322Aa, 322Ba, 322Ca, 322G, 322Mb, §384, 385G, 385J-385L, 385N-385Q, 385Xe,
385Yc, 385Yd, §386, 391B
probability algebra free product 325F, 325G, 325I-325M (325K) 325Xd, 334D, 334Xc, 384Xm, 387Ye
probability density function see density (271H)
probability space 211B, 211L, 211Q, 211Xb, 211Xc, 211Xd, 212G, 213Ha, 215B, 243Xi, 253H, 253Xh,
§254, Chap. 27, 322Ba
product Boolean algebra see simple product (315A), free product (315H)
product f -algebra 352Wc, 364S
product measure Chap. 25; see also c.l.d. product measure (251F, 251W), primitive product measure
(251C), product probability measure (254C)
product partial order 315C, 315D, 315Xb
product partially ordered linear space 351L, 351Rd, 351Xc, 351Xd; see also product Riesz space
product probability measure §254 (254C), 272G, 272J, 272M, 275J, 275Yi, 275Yj, 281Yk, 325I, 334C,
334E, 334Xf, 334Xg, 334Ya, 342Gf, 342Xn, 343H, §346, 372Xf, 384S
product Riesz space 352K, 352T, 354Xb
product ring 3A2H
product topology 281Yc, 2A3T, 315Xf, 315Yb, 315Yd, 323L, 391Yc, 3A3I, 3A3J, 3A3K
product uniformity 3A4E
—– see also inner product space
projection (on a Riesz space) see band projection (352Rb)
projection band (in a Riesz space) 352R (352Ra), 352S, 352T, 352Xg, 353E, 353H, 353I, 353Xb, 361Xh,
361Ye, 362B
projection band algebra 352S, 352T, 361K, 363J, 363N, 363O, 364Q
pseudo-cycle (for a Boolean automorphism) 387Xc
pseudometric 2A3F, 2A3G, 2A3H, 2A3I, 2A3J, 2A3K, 2A3L, 2A3Mc, 2A3S, 2A3T, 2A3Ub, 2A5B, 323A,
3A3Be, 3A4B, 3A4D-3A4F
pseudo-simple function 122Ye, 133Ye
pull-back measures 132G
purely atomic Boolean algebra 316Lc, 316M, 316Xr-316Xx, 316Yk, 316Yl, 316Yq, 322Bh, 322Kc, 324Kg,
331Yd, 332Xb, 332Xc, 362Xf, 384J, 384Xq, 394Xf
purely atomic measure (space) 211K, 211N, 211R, 211Xb, 211Xc, 211Xd, 212G, 213He, 214Xe, 234Xb,
251Xr, 322Bh, 342Xn, 375Ya
purely infinite measurable set 213 notes
quadratic map 372Xn
quasi-homogeneous measure algebra 374G, 374H-374M, 374Xl, 374Ye, 394Xg
quasi-order-dense Riesz subspace (of a Riesz space) 352N, 353A, 353K, 353Ya
quasi-Radon measure (space) 256Ya, 263Ya
representation General index 661

quasi-simple function 122Yd, 133Yd

quasi-Stonian topological space 314Yf
quotient Boolean algebra (or ring) 312K, 312Xk, 313Q, 313Xo, 314C, 314D, 314M, 314N, 314Yd, 316C,
316D, 316Xh, 316Xi, 316Xn, 316Xu, 316Ye, 316Yp, 361M, 363Gb, 391Xe, 391Yb, 392Xd
quotient partially ordered linear space 241Yg, 351J, 351K, 351Xb; see also quotient Riesz space
quotient Riesz space 241Yg, 241Yh, 242Yg, 352Jb, 352U, 354Yi, 361M, 364C, 364U
quotient ring 3A2F, 3A2G
quotient topology 245Ba
Rademacher’s theorem 262Q
Radon measure(on R or Rr ) §256 (256A), 284R, 284Yi, 342Jb, 342Xj; (on ]−π, π]) 257Yb
Radon-Nikodým derivative 232Hf, 232Yj, 234B, 234Ca, 234Yd, 234Yf, 235Xi, 256J, 257F, 257Xe, 257Xf,
272Xe, 272Yc, 275Ya, 275Yi, 285Dd, 285Xe, 285Ya, 363S
Radon-Nikodým theorem 232E, 232F, 232G, 234G, 235Xk, 242I, 244Yk, 327D, 365E, 365Xf
Radon probability measure (on R or Rr ) 271B, 271C, 271Xb, 285Aa, 285M, 364Xd, 372Xf; (on other
spaces) 256Ye, 271Ya
Radon product measure (of finitely many spaces) 256K
random variable 271Aa
rapidly decreasing test function §284 (284A, 284Wa), 285Dc, 285Xd, 285Ya
rare see nowhere dense (3A3Fa)
rearrangement 373Ya; see also decreasing rearrangement (252Yp, 373C)
rearrangement-invariant extended Fatou norm 374Eb, 374F, 374K
rearrangement-invariant set 374Ea, 374F, 374M, 374Xk, 374Xl, 374Ye
Recurrence Theorem (for a measure-preserving Boolean homomorphism) 382Yc, 382Yd, 385D
recursion 2A1B
reduced power of R 351M, 351Q, 351Yd, 352L, 352M, 368F
refine 311Gd
reflexive Banach space 372A, 3A5G
regular embedding of Boolean algebras 313N
regular measure see inner regular (256Ac)
regular open algebra (of a topological space) 314P-314S (314Q), 314Yd, 315Xe, 315Yd, 316Xe, 316Yb,
316Yd, 316Yf, 316Yj, 316Yq, 332Xe, 363Yc, 364U-364W, 364Yh-364Yl, 368Ya, 391Yc, 391Yf; (of R) 316K,
316Yb, 316Yn, 316Yo, 331Xh, 331Yi, 367Yq, 375Xe, 375Yf, 375Z, 376Yi, 391Xd
regular open set 314O, 314P, 314Q
regular operator (between Riesz spaces) 355 notes
regular outer measure 132C, 132Xa, 214Hb, 251Xm, 254Xb, 264Fb
regular topological space 2A5J, 316Yf, > 3A3Ab, 3A3Ba, 3A3De; see also completely regular (3A3Ac)
regularly embedded (subalgebra of a Boolean algebra) 313N, 313O, 313P, 316Xm, 316Xs, 326Kf; (Riesz
subspace) 352Ne, 352Xd, 354Xk, 354Xm, 367F, 368Pa, 368S
relation 1A1B
relative atom in a Boolean algebra 331A
relative Maharam type of a Boolean algebra over a subalgebra 333A, 333B, 333C, 333E, 333F, 333Yb
relatively atomless (Boolean algebra) 331A, 385E, 387L, 394Xc
relatively compact set 2A3Na, 2A3Ob, 3A3De
relatively Maharam-type-homogeneous 333Ac, 333Bb
relatively measurable set 121A
relatively von Neumann transformation 387Ga, 387N, 387Xg, 387Yd, 387Ye
relatively weakly compact set (in a normed space) 247C, 2A5I, 356Q, 356Xl, 3A5Gb, 3A5Hb, 3A5Kb;
(in other linear spaces) 376O, 376P, 376Xl
repeated integral §252 (252A); see also Fubini’s theorem, Tonelli’s theorem
representation of homomorphisms (between Boolean algebras) 344Ya, 344Yd, 364Xr; (between measure
algebras) 324A, 324B, 343A, 343B, 343G, 343J, 343M, 343Xc, 343Xf, 343Yd, 344A-344C, 344E-344G, 344Xf,
344Yc
662 Index respects

‘respects coordinates’ (said of a lifting) 346A, 346C, 346E, 346Xg, 346Yc, 346Za
reverse martingale 275K
Riemann integrable function 134K, 134L, 281Yh, 281Yi
Riemann integral 134K, 242 notes, 363Yi
Riemann-Lebesgue lemma 282E
Riesz Convexity Theorem 244 notes
Riesz homomorphism (between partially ordered linear spaces) 351H, 351J, 351L, 351Q, 351Xc, 351Ya,
352G; (between Riesz spaces) 352G-352J, 352W, 352Xb, 352Xd, 353Pd, 353Yf, 355Xe, 356Xh, 361Gc, 361J,
361Xg, 362Xe, 363Ec, 363F, 363Xb, 363Xc, 364R, 365N, 375I, 375J, 375Xg, 375Ya, 376Cc; see also order-
continuous Riesz homomorphism
Riesz norm 242Xg, 354A, 354B, 354D, 354F, 354M, 354Xc-354Xf, 354Xh, 354Yb, 354Yf, 354Yk, 355Xc,
356D, 356Xg, 356Xh; see also Fatou norm (354Da), order-continuous norm (354Dc), order-unit norm
(354Ga)
Riesz space (= vector lattice) 241Ed, 241F, 241Yc, 241Yg, chap. 35 (352A), 361Gc, 367C, 367E, 367Xc,
367Xg, 367Yo; see also Archimedean Riesz space (§352), Banach lattice (354Ab), Riesz norm (354A)
Riesz subspace (of a partially ordered linear space) 352I; (of a Riesz space) 352I, 352J, 352L, 352M, 353A,
354O, 354Rc; see also band (352O), order-dense Riesz subspace (352N), solid linear subspace (351I)
rigid Boolean algebra 383Ha, 383L; see also nowhere rigid (383Hb)
ring §3A2 (3A2A); see also Boolean ring (311Aa)
ring homomorphism 3A2D, 3A2F-3A2H
ring homomorphism between Boolean rings 311D, 312Xf, 312Xg, 312Xh, 312Yc, 312Yd, 312Ye, 312Yf,
361A, 361Cc, 361J, 361Xe, 361Xg, 375H
Rokhlin see Halmos-Rokhlin-Kakutani lemma (385E)
root algebra (of a Bernoulli shift) 384Q, 384R, 384S, 386B, 386Ya
Saks see Vitali-Hahn-Saks theorem (246Yg)
saltus function 226B, 226Db, 226Xa
Schröder-Bernstein theorem 2A1G, 332 notes, 344D, 344Xa
Schwartz function see rapidly decreasing test function (284A)
Schwartzian distribution 284R, 284 notes; see also tempered distribution
self-supporting set (in a topological measure space) 256Xf
semi-continuous function see lower semi-continuous (225H)
semi-finite measure algebra §322 (322Ad), 323Dd, 323Ga, 323Xa, 324K, 324Xb, 325Ae, 325D, 327B,
331C, 332E, 332F, 332I, 332R, 332Xi, 332Yb, 364L, 365E, 365G, 365J, 365P, 365S, 366E, 366Xe, 366Xf,
366Xk, 367Nb, 368S, 369H, 369Xa, 371Xc, 373R, 375I, 382E, 383Ld, 383P, 383Xf, 391Ca
semi-finite measure (space) 211F, 211L, 211Ya, 212G, 213A, 213B, 213Hc, 213Xc, 213Xd, 213Xj, 213Xl,
213Xm, 213Ya-213Yc 214Xe, 214Xh, 215B, 216Xa, 216Yb, 234F, 235O, 235Xd, 235Xe, 241G, 241Ya, 241Yd,
243G, 245Ea, 245J, 245Xd, 245Xj, 245Xl, 246J, 246Xh, 251J, 251Xc, 252P, 252Yf, 253Xf, 253Xg, 322Bd,
322Yd, 327C, 327D, 342L, 342Xa, 342Xc, 342Xn, 343B, 344H, 365Xp, 367Xr
semi-finite version of a measure 213Xc, 213Xd, 322Xb
semigroup see topological semigroup
semi-martingale see submartingale (275Yf)
seminorm 2A5D
semi-ring of sets 115Ye
separable (topological) space 2A3Ud, 316Xd, 316Yb, 316Yj, 367Xr, 391Yc, 3A3E
separable Banach space 244I, 254Yc, 365Xp, 366Xc, 369Xg
separable metrizable space 245Yj, 264Yb, 284Ye
sequentially order-closed set in a partially ordered space 313Db, 313Xg, 313Yc, 316Fb, 353Ja, 367Yc;
see also σ-ideal (313Ec), σ-subalgebra (313Ec)
sequentially order-continuous additive function (on a Boolean algebra) 326Gc, 363Eb
—– —– Boolean homomorphism 313Lc, 313Pb, 313Qb, 313Yb, 314Fb, 314Hb, 314Xc, 314Ye, 315Ya,
316Fd, 324A, 324B, 324Kd, 324Xa, 324Xe, 324Yc, 326Ff, 343Ab, 363Ff, 364G, 364H, 364R, 364Xp, 364Yc,
364Yf, 364Yn, 365H, 365Xg, 375Ya, 375Ye
strictly General index 663

—– —– dual (of a Riesz space)(Uc∼ ) 356Ab, 356B, 356D, 356L, 356Xa, 356Xb, 356Xc, 356Xd, 356Xf,
356Ya, 362Ac, 363K, 363S
—– —– function 313Hb, 313Ic, 313Xg, 313Yc, 315D, 316Fc, 361Cf, 361Gb, 367Xb, 367Yc, 375Xd, 392H
—– —– positive linear operator or functional 351Gb, 355G, 355I, 361Gb, 363Eb, 363Ff, 364R, 375A; see
also sequentially order-continuous dual (356A), L∼ c (355G)
—– —– Riesz homomorphism 361Jf, 375Ya
—– —– ring homomorphism between Boolean rings 361Ac, 361Jf, 375Ka
Shannon-McMillan-Breiman theorem 385G, 385Xc
shift operators (on function spaces based on topological groups) 286C; see also Bernoulli shift (384Q)
Shoenfield’s Absoluteness Theorem §393 notes
Sierpiński Class Theorem see Monotone Class Theorem (136B)
signed measure see countably additive functional (231C)
simple function §122 (> >122A), 242M, 361D
simple group 381T, 382I, 382Xa, 382Xb, 382Xc
simple product of Boolean algebras §315 (315A), 316Xc, 316Xl, 316Xw, 332Xa, 332Xg, 364S, 381Yd,
391Xb, 391Xj
simple product of measure algebras 322K, 323L, 325Xc, 332B, 332Xm, 332Xn, 333H, 333Ia, 333K, 333R,
366Xi, 383Lc
Sinaı̌’s theorem 386E, 386L
singular additive functional 232Ac, 232I, 232Yg
smooth function (on R or Rr ) 242Xi, 255Xi, 262Yd, 262Ye, 262Yf, 262Yg, 284A, 284Wa
smoothing by convolution 261Ye
solid hull (of a subset of a Riesz space) 247Xa, 352Ja
solid set (in a partially ordered linear space) 351I; (in a Riesz space) 354Xg
—– linear subspace (of a partially ordered linear space) 351J, 351K, 351Yb; (of a Riesz space) 352J, 353J,
353K, 353N, 355F, 355J, 355Yj, 368Ye, 382J; see also band (352O)
Souslin property see ccc (316Ab)
space-filling curve 134Yl
spectrum (of an M -space) 354L
sphere, surface measure on 265F-265H, 265Xa-265Xc, 265Xe
spherical polar coordinates 263Xf, 265F
split interval (= ‘double arrow space’) 343J, 343Xf, 343Yc, 344Xf
square-integrable function 244Na; see also L2
standard extension of a countably additive functional 327F, 327G, 327Xa, 327Xd, 327Xe, 327Yc
standard normal distribution, standard normal random variable 274A
standard order unit (in an M -space) 354Gc, 354H, 354L, 356N, 356P, 363Ba, 363Ye
Steiner symmetrization 264H, 264 notes
step-function 226Xa
Stieltjes measure see Lebesgue-Stieltjes measure (114Xa)
Stirling’s formula 252Yn
stochastic see doubly stochastic matrix
stochastically independent see independent (272A, 325L, 325Xe)
Stone representation of a Boolean ring or algebra 311E, 352 notes; see also Stone space
Stone space of a Boolean ring or algebra 311E, 311F, 311I-311K, 311Xg, 311Ya, 312O-312S, 312Xi-
312Xk, 312Yc-312Yf, 313C, 313R, 313Xp, 313Yb, 314M, 314S, 314T, 314Yd, 315H, 315Xc, 316B, 316I,
316Yb, 316Yc, 316Yi, 363A, 363Yf, 387Yb
Stone space of a measure algebra 321J, 321K, 322N, 322Q, 322Xi, 322Yb, 322Yf, 341O, 341P, 342Jc,
343B, 344A, 344Xe, 346K, 346L, 346Xf
Stone-Weierstrass theorem 281A, 281E, 281G, 281Ya, 281Yg
stopping time 275L, 275M-275O, 275Xi, 275Xj
strictly localizable measure (space) 211E, 211L, 211N, 211Ye, 212G, 213Ha, 213J, 213L, 213O, 213Xh,
213Xn, 213Ye, 214Ia, 214J, 215Xf, 216E, 234F, 235P, 251N, 251P, 251Xn, 252B, 252D, 252E, 252Ys, 252Yt,
322Kd, 322N, 322Qb, 322Xi, 325He, 341H, 341K, 342Hb, 343B, 344C, 344I, 344Xb, 344Xc, 346Xd, 384V
664 Index strictly

strictly positive additive functional (on a Boolean algebra) 391D, 391J, 391N, 395Xd see also chargeable
Boolean algebra (391X)
—– —– submeasure (on a Boolean algebra) 392B, 392F, 392I, 392J, 392Xc, 393Xa, 393Xb, 393Yd
strong law of large numbers 273D, 273H, 273I, 273Xh, 275Yn, 276C, 276F, 276Ye, 276Yg
strongly mixing see mixing (372P)
subalgebra of a Boolean algebra 312A, 312B, 312M, 312N, 312Xb, 312Xc, 312Xj, 313Fc, 313G, 313Xd,
313Xe, 315Xn, 315Xp, 316Xa, 331E, 331G, 332Xf, 363G, 391Xb, 391Xf, 391Xj; see also Boolean-independent
subalgebras (315Xn), closed subalgebra (323I), fixed-point subalgebra (394Ga), independent subalge-
bras (325L), order-closed subalgebra, order-dense subalgebra, regularly embedded subalgebra (313N), σ-
subalgebra (233A, 313E)
subhomomorphism see σ-subhomomorphism (375E)
sublattice 3A1Ib
submartingale 275Yf, 275Yg
submeasure (on a Boolean algebra) §392 (392A), 393B, 393T, 393U, 393Yb; see also Maharam submea-
sure (392G), outer measure (113A), pathological submeasure (393Tc)
subring 3A2C
—– of a Boolean ring 311Xd, 312Xa, 312Xg
subspace measure 113Yb, 214A, 214B, 214C, 214H, 214I, 214Xb-214Xh, 216Xa, 216Xb, 241Ye, 242Yf,
243Ya, 244Yc, 245Yb, 251P, 251Q, 251Wl, 251Xn, 251Yb, 254L, 254Ye, 264Yf, 322I, 322J, 322Xg, 322Yd,
343H, 343M, 343Xa; (on a measurable subset) 131A, 131B, 131C, 132Xb, 214J, 214K, 214Xa, 214Xi, 241Yf,
247A, 342Ga, 342Ia, 342Xn, 343L, 344J, 344Xa, 344Xe, 344Xf; (integration with respect to a subspace
measure) 131D, 131E-131H, 131Xa-131Xc, 133Dc, 133Xa, 214D, 214E-214G, 214M
subspace of a normed space 2A4C
subspace topology 2A3C, 2A3J, 3A4Db
subspace uniformity 3A4D
subspace σ-algebra 121A, 214Ce
substitution see integration by substitution
successor cardinal 2A1Fc
—– ordinal 2A1Dd
sum over arbitrary index set 112Bd, 226A
sum of measures 112Xe, 112Ya, 212Xe, 212Xh, 212Xi, 212Xj, 212Yd, 212Ye, 334Xb, 334Xd
summable family of real numbers 226A, 226Xf
support of an additive functional on a Boolean algebra 326Xi
support of an automorphism of a Boolean algebra 381L, 381R, 381S, 381Yb, 383B
support of a measure (on a topological space) 256Xf, 257Xd
support of a submeasure on a Boolean algebra 392Xe
support see also bounded support, compact support
supporting (element in a Boolean algebra supporting an automorphism) 381D, 381E, 383B; see also
self-supporting set (256Xf), support
supremum 2A1Ab
—– in a Boolean algebra 313A-313C
surface measure see normalized Hausdorff measure (265A)
symmetric distribution 272Ye
symmetric difference (in a Boolean algebra) 311G
symmetrization see Steiner symmetrization
Tarski’s theorem §394 notes
tempered distribution 284 notes
tempered function §284 (284D), 286D
tempered measure 284Yi
tensor product of linear spaces 253 notes, 376Ya-376Yc
tent map 372Xm, 384Xk
test function 242Xi, 284 notes; see also rapidly decreasing test function (284A)
upper General index 665

thick set see full outer measure (132F)

tight family of measures see uniformly tight (285Xj)
Tonelli’s theorem 252G, 252H, 252R
topological measure (space) 256A
topological space §2A3 (2A3A), §3A3
topological vector space see linear topological space (2A5A)
topology §2A2, §2A3 (2A3A); see also convergence in measure (245A, 367M), linear space topology
(2A5A), measure-algebra topology (323Ab)
total order see totally ordered set (2A1Ac)
total variation (of an additive functional) 231Yh; (of a function) see variation (224A)
totally finite measure algebra 322Ab, 322Bb, 322C, 322Mb, 322Qc, 323Ad, 323Ca, 324Kb, 324P, 327B,
331B, 331D, 332M, 332P, 332Q, 333C-333G, 333J-333N, 333Q, 333R, 366Yh, 373Xj, 373Xn, 373Yb, 375Fb,
375H, 382F, 382I, 382J, 382Xf, 382Ya, 382Yc, 383O, 383Xe, 385D-385F, 385M, 385Xd, 385Xf, 391B, 394R,
395Xa
totally finite measure (space) 211C, 211L, 211Xb, 211Xc, 211Xd, 212G, 213Ha, 214Ia, 214Ja, 215Yc,
232B, 232G, 243I, 243Xk, 245Fd, 245Xe, 245Ye, 246Xi, 246Ya, 322Bb, 382Yd
totally ordered set 135Ba, 2A1Ac, 3A1F
trace (of a σ-algebra) see subspace σ-algebra (121A)
transfinite recursion 2A1B
translation-invariant inverse-measure-preserving function 386Xd
translation-invariant lifting 345A, 345B-345D, 345Ya-345Yc, 346C
translation-invariant lower density 345Xf, 345Ya
translation-invariant measure 115Xd, 134A, 134Ye, 134Yf, 255A, 255Ba, 255Yn, 345A, 345Xb, 345Ya
truly continuous additive functional 232Ab, 232B-232E, 232H, 232I, 232Xa, 232Xb, 232Xf, 232Xh,
232Ya, 232Ye, 234Ce, 327C, 362Xh, 363S
Tychonoff space see completely regular (3A3Ac)
Tychonoff’s theorem 3A3J
type see Maharam type (331F)
Ulam S. see Banach-Ulam problem
ultrafilter 254Yd, 2A1N, 2A1O, 2A3R, 2A3Se, 351Yd, 3A3De, 3A3Lc; see also principal ultrafilter
(2A1N)
Ultrafilter Theorem 2A1O
uncompleted indefinite-integral measure 234Cc
uniferent homomorphism 312F
Uniform Boundedness Theorem 3A5H
uniformity §3A4 (3A4A), 3A5I; see also measure-algebra uniformity (323Ab), uniform space (3A4A)
uniformly complete Riesz space 354Yi, 354Yk
uniformly continuous function 224Xa, 255K, 3A4C, 3A4Ec, 3A4G
uniformly convergent (sequence of functions) 3A3N
uniformly distributed sequence see equidistributed (281Yi)
uniformly exhaustive submeasure 392Bc, 392C, 392E, 392F, 392J, 392Xc, 393A
uniformly integrable set (in L1 ) §246 (>
>246A), 252Yp, 272Yd, 273Na, 274J, 275H, 275Xi, 275Yl, 276Xd,
276Yb; (in L1 (µ)) §246 (246A), 247C, 247D, 247Xe, 253Xd, 354Q; (in an L-space) 354P, 354Q, 354R,
356O, 356Q, 356Xm, 362E, 362Yf-362Yh, 371Xf; (in L1 (A, µ̄)) 367Xm, 373Xj, 373Xn
uniformly tight (set of measures) 285Xj, 285Xk, 285Ye, 285Yf
unit ball in Rr 252Q
universal mapping theorems 253F, 254G, 315B, 315I, 315 notes, 325C, 325H, 325J, 369Xk
universally complete Riesz space see laterally complete (368L)
up-crossing 275E, 275F
upper envelope see upr(a, C) (314V)
upper integral 133I, 133J, 133K, 133Xe, 133Yf, 135H, 252Ye, 252Yh, 252Yi, 253J, 253K
upper Riemann integral 134Ka
666 Index upwards

upwards-directed partially ordered set 2A1Ab

usual measure on {0, 1}I 254J; see under {0, 1}I
usual measure on PX 254J; see under PX
vague topology (on a space of measures) 274Ld, 274Xh, 274Ya-274Yd, 285K, 285L, 285S, 285U, 285Xk,
285Xq, 285Yd, 285Yg-285Yi, 285Yn, 367Xv
variance of a random variable 271Ac, 271Xa, 272R, 272Xf, 285Gb, 285Xo
variation of a function §224 (224A, 224K, 224Yd, 224Ye), 226B, 226Db, 226Xc, 226Xd, 226Yb; see
also bounded variation (224A)
—– of a measure see total variation (231Yh)
vector integration see Bochner integral (253Yf)
vector lattice see Riesz space (241E, 352A)
vector measure 326Ye, 361Gb, 393O, 393P, 393Q, 393S, 393Xg, 393Yh, 393Yi
very weak operator topology 373K, 373L, 373Xp, 373Xv, 373Yg
virtually measurable function 122Q, 122Xe, 122Xf, 212Bb, 212F, 241A, 252E
Vitali cover 261Ya
Vitali’s theorem 221A, 221Ya, 221Yc, 221Yd, 261B, 261Yk
Vitali-Hahn-Saks theorem 246Yg, 362Yh
volume 115Ac
—– of a ball in Rr 252Q, 252Xh
von Neumann transformation 387G, 387H, 387Xd, 387Xd, 387Xg see also relatively von Neumann
(387G), weakly von Neumann (387G)
Wald’s equation 272Xh
wandering see weakly wandering (395C)
weak operator topology see very weak operator topology (373K)
weak order unit (in a Riesz space) 353L, 353P, 353Yg, 368Yd
weak topology of a normed space 247Ya, 2A5I, 356Yf, 356Yg, 3A5Eb
—– see also very weak operator topology (373K), (relatively) weakly compact, weakly compactly gener-
ated, weakly convergent, weakly K-countably determined
weak* topology on a dual space 253Yd, 285Yg, 2A5Ig, 3A5E, 3A5F; see also vague topology (274Ld)
weakly compact linear operator 371Xb, 376Q, 3A5Kb; see also compact operator (3A5Ka)
weakly compact set (in a linear topological space) 247C, 247Xa, 247Xc, 247Xd, 2A5I, 376Yj; see also
relatively weakly compact (2A5Id)
weakly convergent sequence in a normed space 247Yb
weakly von Neumann transformation 387G, 387I, 387K, 387Xf, 387Ye
weakly wandering element 395C
weakly θ-refinable see hereditarily weakly θ-refinable
weakly σ-distributive Boolean algebra 316Yg, 316Yh, 362Ye, 375Yc, 391Ya
weakly (σ, ∞)-distributive Boolean algebra 316G, 316H-316K, 316Xk-316Xq, 316Xx, 316Yf, 316Yg,
316Yi, 316Yj, 316Yp, 322F, 325Yd, 362D, 367Yl, 368Q, 368R, 368Xe, 368Yg, 368Yi, 376Yf, 391D, 391K,
391Ya, 391Yg, 391Z, 392I, 393Yd, 394Yc, 395Ya
weakly (σ, ∞)-distributive Riesz space 368N, 368O-368S, 368Xd, 368Xe, 368Ye, 368Yf, 368Yh, 368Yj
376H
Weierstrass’ approximation theorem 281F; see also Stone-Weierstrass theorem
well-ordered set 2A1Ae, 2A1B, 2A1Dg, 2A1Ka; see also ordinal (2A1C)
Well-ordering Theorem 2A1Ka
Weyl’s Equidistribution Theorem 281M, 281N, 372Xo
Wiener’s Dominated Ergodic Theorem 372Yb
Young’s function > 369Xc, 369Xd, 369Xr, 369Yc, 369Yd, 373Xm
Young’s inequality 255Ym
Zermelo’s Well-ordering Theorem 2A1Ka
Zermelo-Fraenkel set theory 3A1A
I General index 667

zero-dimensional topological space 311I-311K, 315Xf, 316Xo, 316Yd, 353Yc, 3A3Ad, 3A3Bd
zero-one law 254S, 272O, 272Xf, 272Xg, 325Xg
zero set in a topological space 313Yb, 316Yh, 324Yb, 3A3Pa
Zorn’s lemma 2A1M, 3A1G
a.e. (‘almost everywhere’) 112Dd
a.s. (‘almost surely’) 112De
Aut (in Aut A) see automorphism group of a Boolean algebra (381A); (in Autµ A) see automorphism
group of a measure algebra (382A)
AL (Lebesgue measure algebra) 373C
B (in B(x, δ), closed ball) 261A, 2A2B
B (in B(U ; V ), space of bounded linear operators) 253Xb, 253Yj, 253Yk, 2A4F, 2A4G, 2A4H, 371B-371D,
371G, 371Xd, 371Yc, 376M, 3A5H; (B(U ; U )) 395Xb
c (in c(A), where A is a Boolean algebra) see cellularity (332D)
c (in c(X), where X is a topological space) see cellularity (332Xd)
c (the cardinal of R or PN) 2A1H, 2A1L, 343I, 343Yb, 344H, 344Yf, 382Xc, 391Yd, 391Ye
C (in C(X), where X is a topological space) 243Xo, 281Yc, 281Ye, 281Yf, 352Xj, 353M, 353Xd, 354L,
354Yf, 353Yc, 363A, 367L, 367Yi, 367Yj, 367Yk, 368Ya
C([0, 1]) 242 notes, 352Xg, 356Xb, 368Yf
Cb (in Cb (X), where X is a topological space) 281A, 281E, 281G, 281Ya, 281Yd, 281Yg, 285Yg, 352Xj,
354Hb
C ∞ (in C ∞ (X), for extremally disconnected X) 364W, 364Yl, 368G
c 354Xq, 354Xs, 355Ye
c 0 354Xa, 354Xd, 354Xi, 371Yc
cac (‘countable antichain condition’) 316 notes
ccc Boolean algebra 316Aa, 316C-316F, 316Xa-316Xj, 316Yc-316Ye, 316Yg, 316Yp, 322G, 324Yd,
325Yd, 326L, 326Xi, 331Ge, 332D, 332H, 363Yb, 364Yb, 367Yl, 368Yg, 368Yi, 391M, 391Xa, 392Ca, 392I,
393J, 393Yd, 393Ye, 394Xf, 394Yb
ccc topological space 316Ab, 316B, 316Xd, 316Xe, 316Ya, 316Yd
cf (in cf P ) see cofinality (3A1Fb)
c.l.d. product measure §§251-253 (251F, 251W), 254Db, 254U, 254Ye, 256K, 256L, 325A, 325B, 325C,
325H, 334A, 334Xa, 342Ge, 342Id, 342Xn, 343H, 354Yl, 376J, 376R, 376S, 376Yc
c.l.d. version of a measure (space) 213E, 213F-213H, 213M, 213Xb-213Xe, 213Xg, 213Xk, 213Xn, 213Yb,
214Xf, 214Xj, 232Ye, 234Yf, 241Ya, 242Yh, 244Ya, 245Yc, 251Ic, 251S, 251Wn, 251Xd, 251Xj, 251Xk,
252Ya, 322D, 322Qb, 322Xc, 322Xi, 322Yb, 324Xc, 324Xe, 342Gb, 342Ib, 342Xn, 343H, 343Ye
CM∗ (formulations of the Control Measure Problem) 393A, 393H, 393J, 393L, 393P, 393Xe, 393Xg
d (in d(X)) see density (331Yf)
D (in Dn (A, π), where A is a subset of a Boolean algebra, and π is a homomorphism) 384K, 384L, 384M
diam (in diam A) = diameter
dom (in dom f ): the domain of a function f
ess sup see essential supremum (243Da)
E (in E(X), expectation of a random variable) 271Ab
f
(in Af ) 361Ad
F (in F(B ↑), F(B↓)) 323D
f -algebra 241H, 241 notes, 352W, 352Xj-352Xm, 353O, 353P, 353Xd, 353Yg, 353Yh, 361Eh, 363B,
364C-364E, 367Yg
Gδ set 264Xe
h (in h(π)) see entropy (384M); (in h(π, A)) 384M, 384N-384P, 384Xq, 384Yb, 386C
H (in H(A)) see entropy of a partition (384C); (in H(A|B)) see conditional entropy (384D)
I k see split interval (343J)
668 Index L

`1 (in `1 (X)) 242Xa, 243Xl, 246Xd, 247Xc, 247Xd, 354Xa, 356Xc

`1 (= `1 (N)) 246Xc, 354M, 354Xd, 356Xl
`2 244Xn, 282K, 282Xg, 355Yb, 371Ye, 376Yh, 376Ym, 376Yn
`p (in `p (X)) 244Xn, 354Xa
`∞ (in `∞ (X)) 243Xl, 281B, 281D, 354Ha, 354Xa, 361D, 361L
`∞ (= `∞ (N)) 243Xl, 354Xj, 356Xa, 371Yd, 382J
`∞ -complemented subspace 363Yd
L-space 354M, 354N-354P, 354R, 354Xt, 354Yj, 356N, 356P, 356Q, 356Xm, 356Yf, 362A, 362B, 362Yj,
365C, 365Xc, 365Xd, 367Xn, 369E, 371A-371E, 371Xa, 371Xb, 371Xf, 371Ya, 376M, 376P, 376Yi, 376Yj
L0 (in L0 (µ)) 121Xb, 121Ye, §241 (241A), §245, 253C, 253Ya; (in L0 (Σ)) 345Yb, 364C, 364D, 364E,
364J, 364Yi; see also L0 (241C), L0strict (241Yh), L0C (241J)
L0strict 241Yh
L0C (in L0C (µ)) 241J, 253L
L0 (in L0 (µ)) §241 (241A), 242B, 242J, 243A, 243B, 243D, 243Xe, 243Xj, §245, 253Xe, 253Xf, 253Xg,
271De, 272H, 323Xf, 345Yb, 352Xj, 364Jc, 376Yc; (in L0C (µ)) 241J; (in L0 (A)) §364 (364A), 368A-368E,
368H, 368K, 368M, 368Qb, 368R, 368S, 368Xa, 368Xe, 368Ya, 368Yd, 368Yi, §369, 372H, §375, 376B,
376Yb, 393M, 394I; (in L0C (A)) 364Yn; see also L0 (241A, 364C)
L1 (in L1 (µ)) 122Xc, 242A, 242Da, 242Pa, 242Xb; (in L1strict (µ) 242Yg, 341Ye; (in L1C (µ) 242P, 255Yn;
(in L1V (µ)) 253Yf; see also L1 , k k1
L1 (in L1 (µ)) §242 (242A), 243De, 243F, 243G, 243J, 243Xf, 243Xg, 243Xh, 245H, 245J, 245Xh, 245Xi,
§246, §247, §253, 254R, 254Xp, 254Ya, 254Yc, 255Xc, 257Ya, 282Bd, 327D, 341Ye, 354M, 354Q, 354Xa,
365B, 376N, 376Q, 376S, 376Yl; (in L1V (µ)) 253Yf, 253Yi, 354Yl; (in L1 (A, µ̄) or L1µ̄ ) §365 (365A), 366Yc,
367J, 367U, 367Yt, 369E, 369N, 369O, 369P, 371Xc, 371Yb, 371Yc, 371Yd, 372B, 372C, 372E, 372G, 372Xc,
376C, 385G, 385H, 385J; see also L1 , L1C , k k1
L1C (µ) 242P, 243K, 246K, 246Yl, 247E, 255Xc; see also convolution of functions
L2 (in L2 (µ)) 244Ob, 253Yj, §286; (in L2C (µ)) 284N, 284O, 284Wh, 284Wi, 284Xi, 284Xk-284Xm, 284Yg;
see also L2 , Lp , k k2
L2 (in L2 (µ)) 244N, 244Yk, 247Xe, 253Xe, 355Ye, 372 notes; (in L2C (µ)) 282K, 282Xg, 284P; (in L2 (A, µ̄))
366K, 366L, 366Xh, 395A, 395Xb; see also L2 , Lp , k k2
Lp (in Lp (µ)) §244 (244A), 246Xg, 252Ym, 253Xh, 255K, 255Og, 255Yc, 255Yd, 255Yl, 255Ym, 261Xa,
263Xa, 273M, 273Nb, 281Xd, 282Yc, 284Xj, 286A; see also Lp , L2 , k kp
Lp (in Lp (µ), 1 < p < ∞) §244 (244A), 245G, 245Xj, 245Xk, 245Yg, 246Xh, 247Ya, 253Xe, 253Xi,
253Yk, 255Yf, 354Xa, 354Yk, 366B, 376N; (in Lp (A, µ̄) = Lpµ̄ , 1 < p < ∞) §366 (366A), 369L, 371Gd,
372Xp, 372Xq, 372Yb, 373Bb, 373F, 376Xb;(in LpC (µ), 1 < p < ∞) 354Yk;(in Lp (A, µ̄), 0 < p < 1) 366Ya,
366Yg;see also Lp , k kp
L∞ (in L∞ (µ)) 243A, 243D, 243I, 243Xa, 243Xl, 243Xn; (in L∞ (Σ)) 341Xe, 363H;see also L∞
L∞C 243K
L∞strict 243Xb
L∞ (in L∞ (µ)) §243 (243A), 253Yd, 341Xe, 352Xj, 354Hc, 354Xa, 363I, 376Xn; (in L∞ (A)) §363 (363A),
364K, 364Xh, 365I, 365J, 365K, 365Xk, 368Q, 394N; see also L∞ , L∞ C , k k∞
L∞C 243K, 243Xm
Lτ (where τ is an extended Fatou norm) 369G, 369J, 369K, 369M, 369O, 369R, 369Xi, 374Xd, 374Xi;
see also Orlicz space (369Xd), Lp , M 1,∞ (369N), M ∞,1 (369N)
L (in L(U ; V ), space of linear operators) 253A, 253Xa, 351F, 351Xd, 351Xe
L∼ (in L∼ (U ; V ), space of order-bounded linear operators) §355 (355A), 356Xi, 361H, 361Xc, 361Yb,
363Q, 365N, 371B-371E, 371Gb, 371Xb-371Xe, 371Ya, 371Yc-371Ye, 375Kb, 376J, 376Xe, 376Ym; see also
order-bounded dual (356A)
L∼ ∼
c (in Lc (U ; V )) 355G, 355I, 355Yi, 376Yf; see also sequentially order-continuous dual (356A)
L× (in L× (U ; V )) 355G, 355H, 355J, 355K, 355Yg, 355Yi, 355Yj, 371B-371D, 371Gb, 376D, 376E, 376H,
376K, 376Xj, 376Yf; see also order-continuous dual (356A)
lim (in lim F) 2A3S; (in limx→F ) 2A3S
lim inf (in lim inf n→∞ ) §1A3 (1A3Aa), 2A3Sg; (in lim inf δ↓0 ) 2A2H; (in lim inf x→F ) 2A3S
lim sup (in lim supn→∞ ) §1A3 (1A3Aa), 2A3Sg; (in lim supδ↓0 ) 2A2H, 2A3Sg; (in lim supx→F f (x))
2A3S
T General index 669

ln+ 275Yd
M (in M (A), space of bounded finitely additive functionals) 362B, 362E, 363K
M -space 354Gb, 354H, 354L, 354Xq, 354Xr, 356P, 356Xj, 363B, 363O, 371Xd, 376M; see also order-unit
norm (354Ga)
M 0 (in M 0 (A, µ̄) = Mµ̄0 ) 366F, 366G, 366H, 366Yb, 366Yd, 366Yg, 373D, 373P, 373Xl
M0,∞ 252Yp
M 0,∞ (in M 0,∞ (A, µ̄) = Mµ̄0,∞ ) 373C, 373D, 373E, 373F, 373I, 373Q, 373Xo, 374B, 374J, 374L
M 1,0 (in M 1,0 (A, µ̄) = Mµ̄1,0 ) 366F, 366G, 366H, 366Ye, 369P, 369Q, 369Yh, 371F, 371G, 372D, 372Ya,
373G, 373H, 373J, 373S, 373Xp, 373Xr, 374Xe
M 1,∞ (in M 1,∞ (µ)) 234Yd, 244Xl, 244Xm, 244Xo, 244Yc; (in M 1,∞ (A, µ̄) = Mµ̄1,∞ ) 369N, 369O-369Q,
369Xi-369Xk, 369Xm, 369Xq, §373, 374A, 374B, 374M
M ∞,0 (in M ∞,0 (A, µ̄)) 366Xd, 366Yc
M ∞,1 (in M ∞,1 (A, µ̄) = Mµ̄∞,1 ) 369N, 369O, 369P, 369Q, 369Xi, 369Xj, 369Xk, 369Xl, 369Yh, 373K,
373M, 374B, 374M, 374Xa, 374Ya
Mσ (in Mσ (A), space of countably additive functionals) 362B, 362Xd, 362Xh, 362Xi, 362Ya, 362Yb, 363K
Mτ (in Mτ (A), space of completely additive functionals) 326Yp, 327D, 362B, 362D, 362Xd, 362Xg, 362Xi,
362Ya, 362Yb, 363K
N 3A1H
N × N 111Fb
NN 372Xi
—– see also PN
N see ideal of negligibles
On (the class of ordinals) 3A1E
p (in p(t)) 385I, 385J
P (in PX) 311Ba, 311Xe, 312B, 312C, 313Ec, 313Xf, 363S, 381Xe, 382Yb; (usual measure on PX) 254J,
254Xf, 254Xq, 254Yd
PN 1A1Hb, 2A1Ha, 2A1Lb, 315O, 316Yo, 324Yg, 326Yg, 374Xk; (usual measure on) 273G, 273Xd, 273Xe
P(NN ) 316Yg
p.p. (‘presque partout’) 112De
Pr(X > a), Pr(X X ∈ E) etc. 271Ad
Q (the set of rational numbers) 111Eb, 1A1Ef, 364Yg
q (in q(t)) 384A, 385O
R (the set of real numbers) 111Fe, 1A1Ha, 2A1Ha, 2A1Lb, 352M
RX 245Xa, 256Ye, 352Xj, 375Ya, 3A3K; see also Euclidean metric, Euclidean topology
RX |F see reduced power (351M)
R
C 2A4A
R see extended real line (§135)
RO (in RO(X)) see regular open algebra (314Q)
S (in S(A)) 243I, §361 (361D), 363C, 363Xg, 364K, 364Xh, 365F, 368Q, 369O; (in S f ∼ = S(Af )) 242M,
∼ ∼ ×
244H, 365F, 365G, 369O, 369P; (in S(A) ) 362A; (in S(A)c ) 362Ac; (in S(A) ) 362Ad; (in SC (A)) 361Xj,
361Yd
S see rapidly decreasing test function (284A)
S 1 (the unit circle, as topological group) see circle group
S6 (the group of permutations of six elements) 383 notes
sf (in µsf ) see semi-finite version of a measure (213Xc); (in µ∗sf ) 213Xf, 213Xg, 213Xk
T2 topology see Hausdorff (2A3E, 3A3Aa)
(0)
T (0) (in Tµ̄,ν̄ ) 371F, 371G, 371H, 372D, 372Xb, 372Yb, 372Yc, 373B, 373G, 373J, 373R, 373S, 373Xp,
373Xq, 373Xr, 373Xu, 373Xv
T (in Tµ̄,ν̄ ) 244Xm, 244Xo, 244Yc, 246Yc, §373 (373A); see also T -invariant (374A)
670 Index T

×
T × (in Tµ̄,ν̄ ) §373 (373Ab), 376Xa, 376Xh
T -invariant extended Fatou norm 374Ab, 374B-374D, 374Fa, 374Xb, 374Xd-374Xj, 374Yb
T -invariant set 374Aa, 374M, 374Xa, 374Xi, 374Xk, 374Xl, 374Ya, 374Ye
Tm see convergence in measure (245A)
Ts (in Ts (U, V )) 373M, 373Xq, 376O, 3A5E; see also weak topology (2A5I), weak* topology (2A5Ig)
U (in U (x, δ)) 1A2A
upr (in upr(a, C)) 314V, 314Xg, 333Xa, 365Rc, 394G, 394I, 394K-349N,
Var (in Var(X)) see variance (271Ac); (in VarD f , Var f ) see variation (224A)
w∗ -topology see weak* topology 2A5Ig
Z (the set of integers) 111Eb, 1A1Ee; (as topological group) 255Xe
Z2 (the group {0, 1}) 311Bc, 311D
ZFC see Zermelo-Fraenkel set theory

βr (volume of unit ball in Rr ) 252Q, 252Xh, 265F, 265H, 265Xa, 265Xb, 265Xe
Γ-function 225Xj, 225Xk, 252Xh, 252Yk, 252Yn, 255Xj
∆-system 2A1Pa
θ-refinable see hereditarily weakly θ-refinable

µ̄L (in §373) 373C

νX see distribution of a random variable (271C)
π-λ Theorem see Monotone Class Theorem (136B)
σ-additive see countably additive (231C, 326E)
σ-algebra of sets §111 (111A), 136Xb, 136Xi, 212Xk, 314D, 314M, 314N, 314Yd, 316D, 322Ya, 326Ys,
343D, 344D, 362Xg, 363H; see also Borel σ-algebra (111G)
σ-algebra defined by a random variable 272C, 272D
σ-complete see Dedekind σ-complete (241Fb, 314Ab)
σ-field see σ-algebra (111A)
σ-finite measure algebra 322Ac, 322Bc, 322C, 322G, 322M, 323Gb, 323Ya, 324K, 325Eb, 327B, 331N,
362Xd, 367Nd, 367Q, 367Xq, 367Xs, 369Xg, 382E
σ-finite measure (space) 211D, 211L, 211M, 211Xe, 212G, 213Ha, 213Ma, 214Ia, 214Ja, 215B, 215C,
215Ya, 215Xe, 215Yb, 216A, 232B, 232F, 234F, 235O, 235R, 235Xe, 235Xk, 241Yd, 243Xi, 245Eb, 245K,
245L, 245Xe, 251K, 251Wg, 252B-252E, 252H, 252P, 252R, 252Xc, 252Yb, 252Yl, 322Bc, 342Xi, 362Xh,
365Xp, 367Xr, 376I, 376J, 376N, 376S
σ-generating set in a Boolean algebra 331E
σ-ideal (in a Boolean algebra) 313E, 313Pb, 313Qb, 314C, 314D, 314L, 314N, 314Yd, 316C, 316D, 316Xi,
316Ye, 321Ya, 322Ya, 392Xd
—– (of sets) 112Db, 211Xc, 212Xf, 212Xk, 313Ec, 322Ya, 363H
σ-linked Boolean algebra 391L, 391M, 391N, 391Xj, 391Yb, 391Yd, 391Ye, 391Z, 393Xf; σ-m-linked
Boolean algebra 391Yh, 393Ya
σ-order complete see Dedekind σ-complete (314Ab)
σ-order-continuous see sequentially order-continuous (313H)
σ-subalgebra of a Boolean algebra 313E, 313F, 313G, 313Xd, 313Xe, 314Eb, 314Fb, 314Hb, 314Jb,
314Xc, 315Yc, 321G, 321Xb, 322M, 323Z, 324Xb, 326Fg, 331E, 331G, 364Xc, 366I; see also order-closed
subalgebra
σ-subalgebra of sets §233 (233A), 321Xb, 323Xb
σ-subhomomorphism between Boolean algebras 375E, 375F-375H, 375Xd, 375Yc, 375Ye
P ∞)-distributive see weakly (σ, ∞)-distributive (316G)
(σ,
i∈I ai 112Bd, 222Ba, 226A
special symbols General index 671

τ (in τ (A)) see Maharam type (331Fa); (in τC (A)) see relative Maharam type (333Aa)
τ -additive functional on a Boolean algebra see completely additive (326J)
τ -additive measure 256M, 256Xb, 256Xc
τ -generating set in a Boolean algebra 313Fb, 313M, 331E, 331F, 331G, 331Yb, 331Yc
Φ see normal distribution function (274Aa)
χ (in χA, where A is a set) 122Aa; (in χa, where a belongs to a Boolean ring) 361D, 361Ef, 361L,
361M, 364K; (the function χ : A → L0 (A)) 364Kc, 367R

ω (the first infinite ordinal) 2A1Fa, 3A1H; (in [X]<ω ) 3A1Cd, 3A1J
ω ω -bounding Boolean algebra see weakly σ-distributive (316Yg)
ω1 (the first uncountable ordinal) 2A1Fc
ω1 -saturated ideal in a Boolean algebra 316C, 316D, 341Lh, 344Yd, 344Ye
—– see also Pω1
ω2 2A1Fc
ωξ (the ξth uncountable initial ordinal) 3A1E

see closure (2A2A, 2A3Db)

∗ (in f ∗ g, u ∗ v, λ ∗ ν, ν ∗ f , f ∗ ν) see convolution (255E, 255O, 255Xe, 255Yn)
* (in weak*) see weak* topology (2A5Ig);(in U ∗ = B(U ; R), linear topological space dual) see dual
(2A4H)(in u∗ ) see decreasing rearrangement (373C);(in µ∗ ) see outer measure defined by a measure (132B)
∗ (in µ∗ ) see inner measure defined by a measure (113Yh)
∼
(in U ∼ ) see order-bounded dual (356A)
∼ ∼
c (in Uc ) see sequentially order-continuous dual (356A)
×
(in U × ) see order-continuous dual (356A); (in U ×× ) see order-continuous bidual
R\ (in ER \ F ,R ‘set difference’)
R 111C R
(in f , f dµ, f (x)µ(dx)) R 122E, 122K, 122M, 122Nb, > 363L; (in A f )R 131D, 214D, 235Xf;
R
see also subspace measure; (in u) 242Ab, 242B, 242D, 363L, 365D, 365Xa; (in A u) 242Ac; (in a u)
365D, 365Xb; see also upper integral, lower integral (133I)
R
R see upper integral (133I)
see lower integral (133I)
R
R see Riemann integral (134K)
¹ (in f ¹A, the restriction of a function to a set) 121Eh
| | (in a Riesz space) 241Ee, 242G, §352 (352C), 354Aa, 354Bb
k ke see order-unit norm (354Ga)
k k1 (on L1 (µ)) §242 (242D), 246F, 253E, 275Xd, 282Ye; (on L1 (µ)) 242D, 242Yg, 273Na, 273Xi; (on
L (A, µ̄)) 365A, 365B, 365C, 385G, 385H; (on the `1 -sum of Banach lattices) 354Xb, 354Xo
1

k k2 244Da, 273Xj, 366Yh; see also L2 , k kp

k kp (for 1 < p < ∞) §244 (244Da), 246Xb, 246Xh, 246Xi, 252Ym, 252Yp, 253Xe, 253Xh, 273M, 273Nb,
275Xe, 275Xf, 275Xh, 276Ya, 366A, 366C, 366D, 366H, 366J, 366Xa, 366Xi, 366Yf, 367Xp, 369Oe, 372Xb,
372Yb, 374Xb; see also Lp , Lp , k kp,q
k kp,q (the Lorentz norm) 374Yb
k k∞ 243D, 243Xb, 243Xo, 244Xh, 273Xk, 281B, 354Xb, 354Xo, 356Xc, 361D, 361Ee, 361I, 361J,
361L, 361M, 363A, 364Xh; see also essential supremum (243D), L∞ , L∞ , `∞
k k1,∞ 369O, 369P, 369Xh-369Xj, 371Gc, 372D, 372F, 373F, 373Xk; see also M 1,∞ , M 1,0
k k∞,1 369N, 369O, 369Xi, 369Xj, 369Xl; see also M ∞,1
⊗ (in f ⊗ g) 253B, 253C, 253J, 253L, 253Ya, 253Yb; (in u ⊗ v) §253 (253E); (in A ⊗ B, a ⊗ b) see free
product
N (315M) N
(in i∈I Ai ) see free product (315H)
b (in Σ⊗T)
⊗ b 251D, 251K, 251L, 251Xk, 251Ya, 252P, 252Xd, 252Xe, 253C
N N
c (in c Σi ) 251Wb, 251Wf, 254E, 254F, 254Mc, 254Xc, 254Xi, 343Xb
Q Q i∈I Q
(in i∈I αi ) 254F; (in i∈I Xi ) 254Aa
# (in #(X), the cardinal of X) 2A1Kb
672 Index special symbols

S S S
T (in Tn∈N En ) 111C; (in T A) 1A1F
(in n∈N En ) 111C; (in E) 1A2F
4 (in E4F , ‘symmetric difference’) 111C, 311Ba
∪ , ∩ (in a Boolean ring or algebra) 311Ga, 313Xi, 323B
\ , 4 (in a Boolean ring or algebra) 311Ga, 323B
⊆ , ⊇ (in a Boolean ring or algebra) 311H, 323Xa
C (in I C R) see ideal (3A2Ea)
(← −) (in (← −− ←−−−−
a π b), (a π b φ c) etc.) see cycle notation (381G), cyclic automorphism, exchanging involution
(381G)
+
(in κ+ , successor cardinal) 2A1Fc; (in f + , where f is a function) 121Xa, 241Ef; (in u+ , where u
belongs to a Riesz space) 241Ef, 352C; (in U + , where U is a partially ordered linear space) 351C; (in
F (x+ ), where F is a real function) 226Bb
−
(in f − , where f is a function) 121Xa, 241Ef; (in u− , in a Riesz space) 241Ef, 352C; (in F (x− ),
where F is a real function) 226Bb
2 (in 2κ ) 3A1D
∨, ∧ (in a lattice) 121Xa, 2A1Ad; (in A ∨ B, where A, B are partitions of unity in a Boolean algebra)
384F
⊥ (in A⊥ , in a Boolean algebra) 313Xo; (in A⊥ , in a Riesz space) 352O, 352P, 352Q, 352R, 352Xg; (in
⊥
V , in a Hilbert space) see orthogonal complement; see also complement of a band
0
(in U 0 ) see algebraic dual; (in T 0 ) see adjoint operator
a
(in z a i) 3A1H
∧ ∨
∧
, (in f , f ) see Fourier transform, inverse Fourier transform (283A)
∨

¯ (in h̄(u), where h is a Borel function and u ∈ L0 ) 241I, 241Xd, 241Xi, 245Dd, 364I, 364J, 364Xg,
364Xq, 364Yd, 364Ye, 367I, 367S, 367Xl, 367Ys
{0, 1}I (usual measure on) 254J, 254Xe, 254Yc, 272N, 273Xb, 331J-331L, 332B, 332C, 332N, 332Xm,
332Xn, 341Yc, 341Yd, 341Zb, 342Jd, 343Ca, 343I, 343Xc, 343Yd, 344G, 344L, 344Xg, 345Ab, 345C-345E,
345Xa, 346C, 382Xb; (when I = N) 254K, 254Xd, 254Xj, 256Xk, 261Yd, 341Xb, 343Cb, 343H, 343M,
345Yc, 346Zb, 387H; see also PX
—– (usual topology of) 311Xh, 3A3K; (when I = N) 314Ye
—– (open-and-closed algebra of) 311Xh, 315Xh, 316Xq, 316Yj, 316Ym, 331Yg, 391Xd, 393A, 393F
—– (regular open algebra of) 316Yj
(2, ∞)-distributive lattice 367Yd
¿ (in ν ¿ µ) see absolutely continuous (232A)
4τG (in a 4τG b) 394A, 394G, 394I, 394K, 394Ma, 394Xb
∞ see infinity
[ ] (in [a, b]) see closed interval (115G, 1A1A, 2A1Ab); (in f [A], f −1 [B], R[A], R−1 [B]) 1A1B; (in
[X]κ , [X]<κ , [X]≤κ ) 3A1J; (in [X]<ω ) 3A1Cd, 3A1J
[[ ]] (in f [[F]]) see image filter (2A1Ib)
[[ ]] (in [[u > α]], [[u ≥ α]], [[u ∈ E]] etc.) 363Xh, 364A, 364B, 364H, 364Xa, 364Xc, 364Yc; (in [[µ > ν]])
326O, 326P
[ [ (in [a, b[) see half-open interval (115Ab, 1A1A)
] ] (in ]a, b]) see half-open interval (1A1A)
] [ (in ]a, b[) see open interval (115G, 1A1A)
d e (in db : ae) 394I, 394J, 394K-394M, 394Xa
b c (in bb : ac) 394I, 394J, 394K-394M, 394Xa
(in µ E) 234E, 235Xf