When do cylinder \(\sigma \)-algebras equal Borel \(\sigma \)-algebras in Polish spaces? (Q935828)

Given a topological space, it is important to know whether certain cylinder \(\sigma\)-algebras equal its Borel \(\sigma\)--algebra. When this equality holds, measurability, distribution, and independence of Borel random variables taking values in the space can be checked on finite-dimensional coordinates. In the paper under review, a sufficient and necessary condition to test whether a cylinder \(\sigma \)-algebra equals the Borel \(\sigma \)-algebra in a Polish space is given. The result is applied to several examples to illustrate the unified approach. A generalization to Borel spaces is also noted.