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I was looking for a projection measurability theorem with the least restrictions and as self-contained as possible, without the need to use capacity theory, for example.

I thought I found what I was looking for in Theorem 5.72 in the book "Research Topics in Analysis, Volume I" by Hu and Papageorgiou.

Theorem 5.72: If $(\Omega, \Sigma)$ is a complete measurable space, $Y$ is a Souslin space, and $A \in \Sigma \otimes B(Y)$, then $\pi_{\Omega}(A) \in \Sigma$.

But I ended up finding a theorem in a paper that is even more general, which left me a bit confused with some counterexamples. The paper can be found on arxiv and published here. It's theorem 5.1 in arxiv and 5.6 in the paper.

Let $(M_1,\mathcal{A}_1)$ and $(M_2,\mathcal{A}_2)$ be two measurable spaces. For any $G \in \mathcal{A}_1 \otimes \mathcal{A}_2$, its projection $\pi_{M_1}(G)$ belongs to $\hat{\mathcal{A}}_1$.

Where $\hat{\mathcal{A}}_1$ it is the universal completion of $\mathcal{A}_1$.

Typically when we think about the projection theorem, we want to see some example of when the projection is not measurable. We can find some examples here on the MSE. E1, E2 and E3.

When we deal with these theorems we want to know if the projection of a Borelian is still Borelian, so we have to be careful when we apply the theorem, because the theorem discusses the product of $\sigma$-algebras, not the borel $\sigma$-algebra of the product, but this $\sigma$-algebras are equal when it comes to second-countable space. Which I believe covers some of the examples I presented.

So, I'm wondering if I'm interpreting the theorem wrong, applying it wrongly in these counterexamples, or if there's a problem with the proof.

Mrcrg
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    I don't know about arbitrary measure space, but the projection of a Borel $A\subseteq\mathbb{R}\times\mathbb{R}$ is always Lebesgue measurable, and the proof is not too bad, while the projection of a Lebesgue measurable set may not be Lebesgue measurable, as shown by the counterexamples. – new account Aug 31 '24 at 01:49
  • Actually, you seem confused about Borel vs Lebesgue measurable. E1 shows projection of Lebesgue measurable set may not be Lebesgue measurable. E2 and E3 show projection (or more generally continuous image) of Borel set may not be Borel, but of course they are still Lebesgue measurable – new account Aug 31 '24 at 01:54
  • @newaccount Yes, you are right, I had this little misunderstanding, for the projection of a Borel set is Lebesgue measurable, which is in agreement with the theorem in the paper. But even so, doesn't the theorem contradict the example when taking the projection of a Lebesgue measurable set? – Mrcrg Aug 31 '24 at 02:18
  • What does $\otimes$ mean in the paper? Is it the product $\sigma$-algebra or its completion? That makes a difference. – new account Aug 31 '24 at 02:27
  • @newaccount I'm not sure, but I believe it is a product, as Cohn's book is mentioned and the proof of this result makes it seem like it is indeed a product. – Mrcrg Aug 31 '24 at 18:10
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    Then it doesn't contradict the example because a Lebesgue measurable subset of the plane may not be in the product $\sigma$-algebra of one-dimensional Lebesgue measurable sets. – new account Aug 31 '24 at 18:13
  • @newaccount Could you expand on your comment a little more? But the projection of a measurable set, will it be measurable? – Mrcrg Sep 01 '24 at 20:51
  • It's easy to show that if $\Sigma_1$ and $\Sigma_2$ are $\sigma$-algebras, and $X$ is in the product $\sigma$-algebra $\Sigma_1\times\Sigma_2$, then every horizontal section of $X$ is in $\Sigma_2$ and every vertical section of $X$ is in $\Sigma_1$. – new account Sep 02 '24 at 02:15

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