Definition (σ-algebra of subsets of)
Let (X,M) be a Measurable Space. Let E∈M. Define ME={A∩E:A∈M} then ME is a σ-algebra of subsets of E.
Theorem (Closure of Measurability)
Let u,v:X→R be measurable functions where (X,M),(R,B(R)) are measurable spaces then:
- u+v, uv, ∣u∣:X→R and u+iv:X→C are measurable.
- If f,g:X→C are measurable, then f+g, fg, Re(f), Im(f):X→Care measurable.
- If E⊆X then E∈M⟺1E is measurable
- If f:X→C is measurable, we can write f=α⋅∣f∣ where α and ∣f∣ are measurable and ∣α∣=1
Theorem (Measurability of Continuous Functions)
Let f:R→R be a continuous function, then automatically f:(R,B(R))→(R,B(R))i.e. f is a measurable function when mapping between Borel σ-algebra spaces.
Theorem (1.8)
Let (X,M) be a Measure Space and let u,v:X→R be two Measurable Functions where R is equipped with the Standard topology. Suppose that (Y,T) is a Topological Space and Φ:R2→Y is Continuous (here R2 is also equipped with standard topology) then h:X→Y defined as h(x)=Φ(u(x),v(x)) is measurable.