English
If each component μ_i has finite measure on compact sets, then the product measure on the product space has finite measure on compacts.
Русский
Если каждая мерa μ_i конечна на компактах, тогда произведение μ на произведении пространств имеет конечную меру на компактах.
LaTeX
$$$\bigl(\forall i, IsFiniteMeasureOnCompacts(\mu_i)\bigr) \Rightarrow IsFiniteMeasureOnCompacts(\pi\mu)$$$
Lean4
instance isFiniteMeasureOnCompacts [∀ i, TopologicalSpace (α i)] [∀ i, IsFiniteMeasureOnCompacts (μ i)] :
IsFiniteMeasureOnCompacts (MeasureTheory.Measure.pi μ) :=
by
constructor
intro K hK
suffices Measure.pi μ (Set.univ.pi fun j => Function.eval j '' K) < ⊤ by
exact lt_of_le_of_lt (measure_mono (univ.subset_pi_eval_image K)) this
rw [Measure.pi_pi]
refine WithTop.prod_lt_top ?_
exact fun i _ => IsCompact.measure_lt_top (IsCompact.image hK (continuous_apply i))