In measure theory, projection maps often appear when working with product (Cartesian) spaces: The product sigma-algebra of measurable spaces is defined to be the finest such that the projection mappings will be measurable. Sometimes for some reasons product spaces are equipped with 𝜎-algebra different than the product 𝜎-algebra. In these cases the projections need not be measurable at all.

The projected set of a measurable set is called analytic set and need not be a measurable set. However, in some cases, either relatively to the product 𝜎-algebra or relatively to some other 𝜎-algebra, projected set of measurable set is indeed measurable.

Henri Lebesgue himself, one of the founders of measure theory, was mistaken about that fact. In a paper from 1905 he wrote that the projection of Borel set in the plane onto the real line is again a Borel set.^[1] The mathematician Mikhail Yakovlevich Suslin found that error about ten years later, and his following research has led to descriptive set theory.^[2] The fundamental mistake of Lebesgue was to think that projection commutes with decreasing intersection, while there are simple counterexamples to that.^[3]

For an example of a non-measurable set with measurable projections, consider the space ${\displaystyle X:=\{0,1\}}$ with the 𝜎-algebra ${\displaystyle {\mathcal {F}}:=\{\varnothing ,\{0\},\{1\},\{0,1\}\}}$ and the space ${\displaystyle Y:=\{0,1\}}$ with the 𝜎-algebra ${\displaystyle {\mathcal {G}}:=\{\varnothing ,\{0,1\}\}.}$ The diagonal set ${\displaystyle \{(0,0),(1,1)\}\subseteq X\times Y}$ is not measurable relatively to ${\displaystyle {\mathcal {F}}\otimes {\mathcal {G}},}$ although the both projections are measurable sets.

The common example for a non-measurable set which is a projection of a measurable set, is in Lebesgue 𝜎-algebra. Let ${\displaystyle {\mathcal {L}}}$ be Lebesgue 𝜎-algebra of ${\displaystyle \mathbb {R} }$ and let ${\displaystyle {\mathcal {L}}'}$ be the Lebesgue 𝜎-algebra of ${\displaystyle \mathbb {R} ^{2}.}$ For any bounded ${\displaystyle N\subseteq \mathbb {R} }$ not in ${\displaystyle {\mathcal {L}}.}$ the set ${\displaystyle N\times \{0\}}$ is in ${\displaystyle {\mathcal {L}}',}$ since Lebesgue measure is complete and the product set is contained in a set of measure zero.

Still one can see that ${\displaystyle {\mathcal {L}}'}$ is not the product 𝜎-algebra ${\displaystyle {\mathcal {L}}\otimes {\mathcal {L}}}$ but its completion. As for such example in product 𝜎-algebra, one can take the space ${\displaystyle \{0,1\}^{\mathbb {R} }}$ (or any product along a set with cardinality greater than continuum) with the product 𝜎-algebra ${\displaystyle {\mathcal {F}}=\textstyle {\bigotimes \limits _{t\in \mathbb {R} }}{\mathcal {F}}_{t}}$ where ${\displaystyle {\mathcal {F}}_{t}=\{\varnothing ,\{0\},\{1\},\{0,1\}\}}$ for every ${\displaystyle t\in \mathbb {R} .}$ In fact, in this case "most" of the projected sets are not measurable, since the cardinality of ${\displaystyle {\mathcal {F}}}$ is ${\displaystyle \aleph _{0}\cdot 2^{\aleph _{0}}=2^{\aleph _{0}},}$ whereas the cardinality of the projected sets is ${\displaystyle 2^{2^{\aleph _{0}}}.}$ There are also examples of Borel sets in the plane which their projection to the real line is not a Borel set, as Suslin showed.^[2]

The following theorem gives a sufficient condition for the projection of measurable sets to be measurable.

Let ${\displaystyle (X,{\mathcal {F}})}$ be a measurable space and let ${\displaystyle (Y,{\mathcal {B}})}$ be a polish space where ${\displaystyle {\mathcal {B}}}$ is its Borel 𝜎-algebra. Then for every set in the product 𝜎-algebra ${\displaystyle {\mathcal {F}}\otimes {\mathcal {B}},}$ the projected set onto ${\displaystyle X}$ is a universally measurable set relatively to ${\displaystyle {\mathcal {F}}.}$^[4]

An important special case of this theorem is that the projection of any Borel set of ${\displaystyle \mathbb {R} ^{n}}$ onto ${\displaystyle \mathbb {R} ^{n-k}}$ where ${\displaystyle k<n}$ is Lebesgue-measurable, even though it is not necessarily a Borel set. In addition, it means that the former example of non-Lebesgue-measurable set of ${\displaystyle \mathbb {R} }$ which is a projection of some measurable set of ${\displaystyle \mathbb {R} ^{2},}$ is the only sort of such example.

• Analytic set – subset of a Polish space that is the continuous image of a Polish spacePages displaying wikidata descriptions as a fallback
• Descriptive set theory – Subfield of mathematical logic

• "Measurable projection theorem", PlanetMath