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Slices of P stay in their respective σ-algebras

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Theorem
MeasureTheory

Theorem

For xX,yYx \in X,y\in Y let Ex={yY:(x,y)E}Ey={xX:(x,y)E}\begin{align*} E_{x}&=\{ y\in Y:(x,y)\in E \}\\ E^{y}&=\{ x \in X:(x,y)\in E \} \end{align*} If EP(=MN)E\in\mathscr{P}(=\mathscr{M}\otimes \mathscr{N}), then xX,yY\forall x \in X,\forall y \in Y we have ExN and EyME_{x}\in\mathscr{N}\text{ and }E^{y}\in\mathscr{M}

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