Closure of Measurability

Definition (σ-algebra of subsets of)

Let (X,M)(X,\mathscr{M}) be a Measurable Space. Let EME\in\mathscr{M}. Define ME={AE:AM}\mathscr{M}_{E}=\{ A\cap E:A\in\mathscr{M} \} then ME\mathscr{M}_{E} is a σ-algebra of subsets of EE.

Theorem (Closure of Measurability)

Let u,v:XRu,v:X\to \mathbb{R} be measurable functions where (X,M),(R,B(R))(X,\mathcal{M}),(\mathbb{R},\mathcal{B}(\mathbb{R})) are measurable spaces then:

  1. u+v, uv, u:XRu+v,\ uv,\ |u|:X\to \mathbb{R} and u+iv:XCu+iv:X\to \mathbb{C} are measurable.
  2. If f,g:XCf,g:X\to \mathbb{C} are measurable, then f+g, fg, Re(f), Im(f):XCf+g,\ fg,\ Re(f),\ Im(f):X\to \mathbb{C}are measurable.
  3. If EXE\subseteq X then EM    1E is measurableE\in\mathcal{M}\iff \mathbb{1}_{E}\text{ is measurable}
  4. If f:XCf:X\to \mathbb{C} is measurable, we can write f=αff=\alpha \cdot|f| where α\alpha and f|f| are measurable and α=1|\alpha|=1

Theorem (Measurability of Continuous Functions)

Let f:RRf:\mathbb{R}\to \mathbb{R} be a continuous function, then automatically f:(R,B(R))(R,B(R))f:(\mathbb{R},\mathcal{B}(\mathbb{R}))\to(\mathbb{R},\mathcal{B}(\mathbb{R}))i.e. ff is a measurable function when mapping between Borel σ-algebra spaces.

Remark

However, f:RR\exists f:\mathbb{R}\to \mathbb{R} continuous such that f:(R,M(λ))(R,M(λ))f:(\mathbb{R},\mathcal{M}(\lambda^{*}))\to(\mathbb{R},\mathcal{M}(\lambda^{*})) is not a measurable function. This is our prime motivator for restricting ourselves to the Borel σ-algebra instead of Lebesgue Measurable σ-algebra.

Theorem (1.8)

Let (X,M)(X,\mathscr{M}) be a Measure Space and let u,v:XRu,v:X\to \mathbb{R} be two Measurable Functions where R\mathbb{R} is equipped with the Standard topology. Suppose that (Y,T)(Y,\mathscr{T}) is a Topological Space and Φ:R2Y\Phi:\mathbb{R}^2\to Y is Continuous (here R2\mathbb{R}^{2} is also equipped with standard topology) then h:XYh:X\to Y defined as h(x)=Φ(u(x),v(x))h(x)=\Phi(u(x),v(x)) is measurable.

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