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It appears to me, at least because we are in $\mathbb{R}^n$, that they should be the same, and not - how we've been told in our lecture - that $\mathcal{B}(\mathbb{R}^n) \subset \mathcal{L}(\mathbb{R}^n)$

I mean, what should you do differently here? Sets in $\mathbb{R}^n$ which are Borel measurable are from the sigma algebra generated by the open sets in $\mathbb{R}^n$ which are of the form $(a_1, b_1) \times ... \times (a_n, b_n)$

So what difference does it make whether I choose a set from $\mathcal{L}$ or $\mathcal{B}$?

anon
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