Sunday, August 20, 2017

real analysis - Changing Lebesgue-measurable function to Borel function




Show that if f:R2R is measurable (with respect to the Lebesgue-measurable sets in R2), then there exists a Borel function g such that f(x)=g(x) for almost every xR2 (i.e. for all xR2 except a set of measure zero).





I guess "Borel function" means Borel-measurable functions.



If so, g Borel-measurable would mean that g1(A) is a Borel set in R2 for all Borel AR. And f Lebesgue-measurable would mean that f1(A) is a Lebesgue-measurable set in R2 for all Borel AR.



Given this setting, it is hard to see how to proceed. I am allowed to change the value of f(x) for a subset of measure zero in R2, and I want to get a Borel-measurable function. How can I do that?


Answer



Every Lebesgue-measurable set is the union of a Borel set (one can choose an Fσ for that) and a Lebesgue null set.



The pointwise limit of a sequence of Borel-measurable functions is Borel-measurable.




Combining the two leads to the result. For nN and kZ, let



En,k=f1([k2n,k+12n)).



Decompose En,k into a Borel set Bn,k and a null set Nn,k. Define gn as k2n on Bn,k, and as 0 on Nn,k. Show that the so-defined gn is Borel measurable. Show that gnf almost everywhere.


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