I asked this question yesterday Lebesgue measure of a subspace of lower dimension is 0, Matt S answer didn't really convince me and after trying to find a solution without using determinants and the decomposition of a linear map without getting anything simple I gave up and decided to just do it the other way.
This is the notation and the theorems we assume:
$m$ is the (complete) Lebesgue measure over $R^k$, a a $k$-cell is a set $W$ of the form ($a$ and $b$ are points of $R^k$) $W=\{x\in R^k:a_i<x_i<b_i\,i=1,2,...,k.\}$ or any set obtained by replacing any or all of the signs $<$ by $\le$, $Vol(W)=(b_1-a_1)...(b_n-a_n)$ and if $W$ is any type of cell then $m(W)=vol(W)$. Any linear transformation $T:R^k\to R^k$ can be written as a finite product of one of the following linear transformations:
- A Linear transformation that just permutes the standard basis $\{e_1,...,e_k\}$
- $T(e_1)=t e_1$ and $T(e_i)=e_i$ for $i=2,...,k$ for some real $t$.
- $T(e_1)=e_1+e_2$ and $T(e_i)=e_i$ for $i=2,...,k$.
If T is of any type as above except for 2. and $t=0$ (i.e. $T$ is not a homeomorphism, the other ones are homeomorphisms), $E$ is a lebesgue measurable set then $T(E)$ is also a lebesgue measurable set and \begin{equation} \tag{1} m(T(E))=|\det T|m(E) \end{equation}
Everything above is assumed.
We now want to prove (1) for all linear transformations $T:R^k\to R^k$. Let's start by proving it for the type 2. with $t=0$. We see that $\det T=0$ and $T(R^k)=\{0\}\times R^{k-1}$ is a lebesgue measurable (in fact closed) set. We prove that $m(0\times R^{k-1})$. Let $a_n=(0,-n,-n,...,-n)$ and $b_n=(0,n,n,...,n)$ and define $W_n=\{x\in R^k:{a_n}_i\le x_i\le {b_n}_i, i=1,2,..,k\}$. It's clear that each $W_n$ is a compact $k$-cell, $m(W)=Vol(W)=0$ and $\cup_{n=1}^\infty W_n=\{0\}\times R^{k-1}$ and that $W_n$ is an increasing sequence of sets. We thus have $m(\{0\}\times R^{k-1})=\lim_{n\to \infty}m(W_n)=\lim_{n\to\infty}0=0$. So we now have proved (1) for $E=R^k$, if $E$ is any subset of $R^k$ then $T\subset T(R^k)$ and then $T(E)$ is a Lebesgue measurable because $m$ is complete and $m(T(R^k))=0$ and then (1) still holds.
Let $T:R^k\to R^k$ be any linear transformation and write $T=T_1T_2...T_n$ where each $T_i$ is of some of the three types above and $E$ be a Lebesgue measurable set, we inductively get that $T(E)$ is another Lebesgue measurable set. We also inductively get: \begin{align} m(T(E))&=m(T_1(T_2(...T_n(E)...))\\ &=|\det T_1|m(T_2(...(T_n(E)...))\\ &...\\ &=|\det T_1||\det T_2|...|\det T_n|m(E)\\ &=|det T|m(E) \end{align}
We now have (*) proved for all linear maps $T:R^k\to R^k$.
I wanna check if this is right and to find an answer to my other question that is as simple as possible.
Another way to think of this is as follows. Suppose $T$ is not onto, and let $\{b_1,b_2,\dotsc,b_p\}$ be a basis for the range of $T$. Extend to a basis $\{b_1,b_2,\dotsc,b_k\}$ for $\mathbf{R}^k$, and define $U$ as the following transformation: $U(e_i)=b_i$, where $\{e_1,e_2,\dotsc,e_k\}$ is the standard basis for $\mathbf{R}^k$. Note that $U$ is invertible, and since $m(U(E))=\Delta(U)m(E)$, it suffices to show the hyperplane spanned by $\{e_1,e_2,\dotsc,e_p\}$ has measure $0$. The following $k$-cell: $[0,1]^p\times\{0\}^{k-p}$ has measure $0$ (its volume is $0$), and the hyperplane spanned by $\{e_1,e_2,\dotsc,e_p\}$ is a countable union of translations of this $k$-cell.