Thursday, February 15, 2018

real analysis - Graph of measurable function has measure 0 in the product measure space




I have the following homework problem:



Let (X,M,μ) be a σ-finite measure space. Show that the graph of any measurable function f:XR has measure 0 in the product measure space (X×R,MBR,μ×λ). Where λ is the Lebesgue measure on R.



My idea was to cover the graph by countably many generalized rectangles of arbitrarily small measure or, in other words, to prove that the graph has outer measure 0 but I'm not sure how to go with that idea since we'll probably need μ(X)<.



Any help will be appreciated.


Answer



Here's an alternate idea:




Use Tonelli's theorem to show that for any measurable function f0: if we define the sets
Γ={(x,t):0t<f(x)}Γ={(x,t):0tf(x)}


Then (μ×λ)(Γ)=(μ×λ)(Γ)=Xf(x)dx



Extend this to include general measurable f. Conclude that your set, ΓΓ, has measure zero.


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