Let , , where is the Lebesgue measure and is the Borel sigma algebra.
Furthermore let
Show that .
My thought is a contradiction argument. If , then there must exist and B1,B2∈B such that . But since is a line from the point (0,0) to the point (1,1), there cannot be a set with Lebesguemeasure 0 on the interval (0,1) on either axis. There is therefore no way to "describe" the line, because it goes from 0 to 1 on both axis, and therefore there does not exist so
My problem is that I understand why is the measure , I just can't seem to find the right proof technique.