Exercise 2, § 3
Integration, VI, p. 69
Let B be a locally compact space, the family of all positive measures on B. Let T be the product space I × B, I being equipped with the discrete topology, and let be the measure on T whose restriction to is the canonical image of the measure on B, for all . Let p be the projection of T onto B; show that if there exists an uncountable compact subset of B, then does not admit a pseudo-image measure under p. (Show that every point of B would have measure > 0 for such a measure.)
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