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cylinder sets form a basis of the product topology
Given a collection $ S $ of sets, consider the Cartesian product $ {\textstyle X=\prod _{Y\in S}Y} $ of all sets in the collection. The canonical projection corresponding to some $ Y\in S $ is the function $ p_{Y}:X\to Y $ that maps every element of the product to its $ Y $ component. A cylinder set is a preimage of a canonical projection or finite intersection of such preimages. Explicitly, it is a set of the form, $ {\displaystyle \bigcap _{i=1}^{n}p_{Y_{i}}^{-1}\left(A_{i}\right)=\left\{\left(x\right)\in X\mid x_{Y_{1}}\in A_{1},\dots ,x_{Y_{n}}\in A_{n}\right\}} $ for any choice of $ n $, finite sequence of sets $ Y_{1},...Y_{n}\in S $ and subsets $ A_{i}\subseteq Y_{i} $ for $ 1\leq i\leq n $. Here $ x_{Y}\in Y $ denotes the $ Y $ component of $ x\in X $.
Then, when all sets in $ S $ are topological spaces, the product topology is generated by cylinder sets corresponding to the components' open sets. That is cylinders of the form $ {\textstyle \bigcap _{i=1}^{n}p_{Y_{i}}^{-1}\left(U_{i}\right)} $ where for each $ i $, $ U_{i} $ is open in $ Y_{i} $. In the same manner, in case of measurable spaces, the cylinder σ-algebra is the one which is generated by cylinder sets corresponding to the components' measurable sets. |
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