A result for 8.6 in Rudin, Real Analysis II, Spring, 2011.

(Rudin 8.6) (Polar coordinates in Rk ). Let Sk−1 the unit sphere in

R , i.e., the set of all u ∈ Rk whose distance from the origin 0 is 1.
k

Show that every x ∈ Rk , except for x = 0, has a unique representation

of the form x = ru, where r is a positive real number and u ∈ Sk−1 .
Thus Rk − {0} may be regarded as the cartesian product (0, ∞) × Sk−1 .
Let mk be the Lebesgue measure on Rk , and define a measure σk=1
on Sk−1 as follows: If A ⊂ Sk−1 and A is a Borel set, let à be the set
of all points ru, where 0 < r < 1 and u ∈ A, and define
σk−1 (A) = k · mk (Ã).
Prove that the formula
Z Z ∞ Z
k−1
f dmk = r dr f (ru) dσk−1 (u)
Rk 0 Sk−1

is valid for every nonnegative Borel function f on Rk . Check that this

coincides with familiar results when k = 2 and when k = 3.
Suggestion: If 0 < r1 < r2 and if A is an open subset of Sk−1 , let
E be the set of all ru with r1 < r < r2 , u ∈ A, and verify that the
formula holds for the characteristic function of E. Pass from these to
characteristic functions of Borel sets in Rk .
Below is a proof of the following proposition
Proposition 1. Assume that for all sets E of the form ru with r1 <
r < r2 , u ∈ A for A a Borel set in Sk−1 , that
Z Z ∞ Z
k−1
χE dmk = r dr χE (ru) dσk−1 (u).
Rk 0 Sk−1

Then the same is true for all Borel sets in Rk .

Proof. Now the identification Rk − {0} with (0, ∞) × Sk−1 is a home-

omorphism (which we’ll call φ). This means that the topologies of
these two sets can be naturally identified. By the definition of Borel
sets, their Borel sets can be identified as well. If V is any Borel set in
(0, ∞) × Sk−1 , then we may define two Borel measures
Z Z
µ1 (V ) = χV (φ(x)) dmk (x) = χV (φ(x)) dmk (x),
Rk Rk −{0}
Z ∞ Z
k−1
µ2 (V ) = r dr χV (φ(ru)) dσk−1 (u)
0 Sk−1
1
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(To see that these are measures, first of all, integrating a positive Borel
function such as χV ◦ φ defines a measure as in Proposition 1.25 in
Rudin. Secondly, we may use Fubini’s Theorem to write µ2 as an
integral of the function rk−1 χV (ru) on (0, ∞) × Sk−1 .)
If we consider the class of sets
 Z Z ∞ Z 
k−1
M = E a Borel set : χE dmk = r dr χE (ru) dσk−1 (u) .
Rk 0 Sn−1

Above, we’ve seen that all the sets of the form (r1 , r2 ) × A are in M for
A any Borel subset of Sk−1 . (We never used the fact that A was open
in the calculations above.)
We will show, in several steps, that M includes all Borel sets in
(0, ∞) × Sk−1 .
Lemma 2. Fix a Borel set A ⊂ Sk−1 , and consider the Borel measures
ν1 , ν2 on (0, ∞) given by νi (V ) = µi (V × A). Then for every Borel set
V ⊂ (0, ∞), ν1 (B) = ν2 (B).
Proof. First of all, consider
(n )
G
E = EA = Ii : Ii an interval in (0, ∞)
i=1

the set of finite disjoint unions of subintervals of (0, ∞). Then for every
V ∈ E, V × A ∈ M (we may extend the arguments above for open
intervals to closed and half-closed ones as well; finite disjoint unions of
these intervals are included because of the additivity of measures). Note
that E shares a basic property with the elementary sets from Chapter
8 of Rudin: Complements, finite unions, and finite intersections of sets
in E are again in E.
Now we’ll show that the set of subsets V of (0, ∞) so that V ×A ∈ M
contains all Borel sets. (0,F ∞) is σ-finite with respect to Lebesgue
measure. So write (0, ∞) = ∞ n=1 Xn , where Xn = (n − 1, n] has finite
measure. Now we’ll show the sets
Kn = {V ⊂ (0, ∞) : V × A ∈ M}
contains all Borel subsets of Xn . First of all, weSshow each Kn is a
monotone class: If Vi ∈ Kn and Vi ⊂ Vi+1 , then ∞ i=1 Vi ∈ Kn by the
Monotone Convergence Theorem. On the other hand, if Vi ∈ Kn and
Vi ⊃ Vi+1 , then ∞
T
i=1 Vi ∈ Kn by the Dominated Convergence Theorem
(since Xn has finite measure). Thus Kn is a monotone class.
If we define En as the set of intersections of all sets in E with Xn , we
know that En is closed under the operations of complement (in Xn ),
finite intersection, and finite union. This property, together with the
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fact that each Kn is a monotone class, can be used to show that the
smallest monotone class which contains En is a σ-algebra (the same
proof as in Theorem 8.3 works). This σ-algebra is the σ-algebra of
Borel sets on Xn —since each open set in Xn , as a countable disjoint
union of open intervals, is in Kn . So this shows that all Borel sets V in
Xn satisfy µ1 (V × A) = µ2 (V × A).
So any Borel set B ⊂ (0, ∞) can be written as a disjoint union of
Borel subsets Bn = B ∩ Xn of Xn . By the countable additivity of µ1
and µ2 , then µ1 (B × A) = µ2 (B × A) for each Borel subset B of (0, ∞)
and each Borel subset A of Sk−1 . 
(Below, we’ll provide an alternate proof
F∞ of this lemma.)
Now we may write (0, ∞) × Sk−1 = n=1 Xn × Sk−1 . Define
Mn = {E ⊂ Xn × Sk−1 a Borel set : µ1 (E) = µ2 (E)}.
Since Xn × Sk−1 has finite µ1 and µ2 measure, we may apply the stan-
dard arguments to show that Mn is a monotone class: If Ai ∈ Mn
S∞ Ai ⊂ Ai+1 , then the Monotone Convergence Theorem implies
and
i=1 Ai ∈ Mn . Similarly, if Ai ∈ MnTand Ai ⊃ Ai+1 , then the Domi-
nated Convergence Theorem implies ∞ i=1 Ai ∈ Mn . Now the previous
paragraphs show Mn contains every finite disjoint union of sets of the
form B × A, for B and A Borel subsets of Xn and Sk−1 respectively.
Therefore, Theorem 8.3 implies that the smallest monotone class con-
taining all such elementary sets is a σ-algebra (call it Ln ).
To pass to the σ-finite case of (0, ∞)×Sk−1 , we may use the argument
in the third paragraph of page 164 of Rudin to show that the smallest
monotone class containing all elementary sets of (0, ∞) × Sk−1 is a
σ-algebra, which we’ll call L.
Now every open set of (0, ∞) × Sk−1 is a countable union of open
rectangles of the form (r1 , r2 ) × A for A open in Sk−1 . Therefore, the σ-
algebra L contains all open subsets of (0, ∞) × Sk−1 . By the definition
of Borel sets, every Borel set V of (0, ∞)×Sk−1 satisfies µ1 (V ) = µ2 (V ),
and is thus in M. 
Here is an alternate proof of Lemma 2, using the material in Chapter
6 of Rudin.
Proof. Both ν1 and ν2 are σ-finite Borel measures on (0, ∞), and they
agree on all open intervals in (0, ∞).
Then nu1 is absolutely continuous with respect to ν2 (p. 120 of
Rudin), since if there is a Borel set E so that ν2 (E) = 0, then we
must also have ν1 (E) = 0.
The proof is fairly
R simple: Since σk−1 (Sk−1 ) < ∞, we have that
k
ν2 (E) ≤ σk−1 (Sk−1 ) E r dr. If E = (r1 , r2 ) is an interval, then ν2 (E) ≤
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1 k
(r
k 2
− r1k )σk−1 (Sk−1 ). Thus if E is a Borel subset of any Xn = (n −
1, n], we have ν2 (E) ≤ k1 nk σk−1 (Sk−1 )m1 (E) for m1 Lebesgue measure.
Assuming σk−1 (A) > 0, we have ν2 (E) = 0 implies m(E ∩ Xn ) = 0
for each n, and thus E has Lebesgue measure 0. Thus for each  > 0,
there is an open set V ⊃ E so that m1 (V ) < . By considering each
E ∩ Xn , we can similarly show that there is an open set W ⊃ E so
that ν2 (W ) < . The open set W is a countable disjoint union of open
intervals. Thus the countable additivity of ν1 , ν2 shows that
ν1 (E) < ν1 (W ) = ν2 (W ) < .
Thus ν1 (E) = 0 and we have ν1 is absolutely continuous with respect
to ν2 .
Then Theorem 6.10 of Rudin (the σ-finite version mentioned on page
123), there is a locally L1 function h so that
Z Z
ν1 (E) = h dν2 = σk−1 (A)rk h(r) dr
E E
for all Borel sets E. We know for each interval I, we have
Z Z Z Z
k
σk−1 (A)r h(r) dr = h dν2 = ν1 (I) = ν2 (I) = dν2 = σk−1 (A)rk dr.
I I I I
So on each interval I,
Z
rk (h(r) − 1) dr = 0.
I
We want to show h(r) = 1 almost everywhere, which will follow by
Theorem 1.39.b in Rudin if Zwe can show for all Borel sets E that
(∗) rk (h(r) − 1) dr = 0.
E
By the basic properties of Lebesgue measure (Theorem 2.20 in Rudin),
it suffices to prove this for E a Gδ (a countable intersection of open
sets). Now on (0, ∞), each open set is a countable union of intervals.
Thus by the countable additivity of ν1 and ν2 , (*) holds for all E open.
Now if E = ∞
T
i=1 i E is a Gδ for Ei open, we may assume that the
Ei satisfy Ei+1 ⊂ Ei (otherwise replace {E1 , E2 , E3 , . . . } by {E1 , E1 ∩
E2 , E1 ∩ E2 ∩ E3 , . . . }). Since (0, ∞) is σ-finite, we may also reduce to
the case where E1 has finite Lebesgue measure (by replacing Ei with
Ei ∩ (n − 1, n]. In this case, the Dominated Convergence Theorem
applies to show that ν1 (E) = ν2 (E), and so (*) holds for E any Gδ . So
it holds for every Borel set.