Sunday, January 10, 2016

measure theory - Definition of a measurable function?




Are these two definitions of a real-valued, measurable function equivalent? ((X,Σ,μ) is the measure space.)




Definition 1: f:XR is said to be measurable if for all αR, {xf(x)>α}Σ (i.e., f1(α,)Σ)



Definition 2: f:XR is said to be measurable if, given the σ-algebra Σ on R, EΣf1(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,);aR} is a generator of B(R).


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