Suppose that $f\in C_c(\mathbb{R}^N)$ is an arbitrary compactly supported continuous function, such that the integral equality $$\int_{\mathbb{R}^N\times\mathbb{R}^M}f(x)d\mu(x,y)=\int_{\mathbb{R}^N}f(x)d\nu(x)$$ holds. Here $\mu$ and $\nu$ are Borel measures on their respective spaces. Is it necessarily true that $\nu(B)=\mu(B\times\mathbb{R}^M)$ for all Borel sets $B\in\mathcal{B}(\mathbb{R}^N)$? It looks like it is true, by the mollification argument of characteristic function, but I am not fully convinced.
2026-03-29 14:18:35.1774793915
Equality of Borel measures
104 Views Asked by user385721 https://math.techqa.club/user/user385721/detail AtRelated Questions in INTEGRATION
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