Supremum & Infimum Preserve Measurability

Theorem (1.14)

If fn:X→R‾f_{n}:X\to\overline{\mathbb{R}} is measurable, for n=1,2,3,…n=1,2,3,\dots and g=sup⁡n≥1fn,h=lim sup⁡n→∞fng=\sup_{n\ge 1}f_{n},\quad h=\limsup_{ n \to \infty }f_{n} (respectively infimum) then gg and hh are measurable.

Cor

  1. If (fn)n≥1(f_{n})_{n\ge 1} is a sequence of R\mathbb{R}-valued measurable functions, converging pointwise to ff, then ff is measurable.
  2. If f,gf,g are measurable (with range [−∞,∞][-\infty,\infty]) then so are f∨gf\vee g, f∧gf\wedge g, f+f^{+},f−f^{-}.

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