Are these two definitions of a real-valued, measurable function equivalent? ((X,Σ,μ) is the measure space.)
Definition 1: f:X→R is said to be measurable if for all α∈R, {x∣f(x)>α}∈Σ (i.e., f−1(α,∞)∈Σ)
Definition 2: f:X→R is said to be measurable if, given the σ-algebra Σ′ on R, E∈Σ′⟹f−1(E)∈Σ.
I am under the impression that Definition 1 is the definition of Lebesgue measurable, that is, Σ′ must be the σ-algebra of Lebesgue measurable sets, and μ=m, Lebesgue measure, even though this is probably not true.
The reason I am asking this is that I am having trouble proving the statement that the pointwise limit of a sequence of Borel measurable functions is Borel measurable. I wasn't sure if I could just use the property we derived from Definition 1 that the pointwise limit of a sequence of measurable functions is measurable, or if Definition 1 only applies to Lebesgue measurable functions.
Answer
Definition 1 gives measurability of f with respect to the Borel-σ-algebra on R, i.e. the σ-algebra generated by the open sets. In contrast, Definition 2 defines the measurability of
f:(X,Σ)→(R,Σ′),
i.e. we do not necessarily consider the Borel-σ-algebra on R, but an arbitrary σ-algebra on R. If Σ′=B(R), then both definitions are equivalent. This follows from the fact that the family {(a,∞);a∈R} is a generator of B(R).
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