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Borel function

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Definition
MeasureTheory

Suppose (X,T1)(X,\mathscr{T}_{1}) and (Y,T2)(Y,\mathscr{T}_{2}) are two Topological Spaces, and f:X→Yf:X\to Y is a function. Let B\mathcal{B} be the Borel σ-algebra associated with the Topology T1\mathscr{T}_{1}. If we have āˆ€B∈B(Y):fāˆ’1(B)∈B(X)\forall B\in \mathcal{B}(Y):f^{-1}(B)\in \mathcal{B}(X)or āˆ€O∈T2:fāˆ’1(O)∈B(T1)\forall \mathcal{O}\in\mathscr{T}_{2}:\quad f^{-1}(\mathcal{O})\in\mathcal{B}(\mathscr{T}_{1}) then we say that ff is a Borel-measurable function or simply a Borel function.

Every Continuous (or piecewise continuous) function is automatically a Borel function.

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