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Composition of Measurable Functions

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Theorem
MeasureTheoryAnalysis

Let (X,FX),(Y,FY),(Z,FZ)(X,\mathcal{F}_{X}),(Y,\mathcal{F}_{Y}),(Z,\mathcal{F}_{Z}) be measurable spaces. Let f:(X,FX)(Y,FY)f:(X,\mathcal{F}_{X})\to(Y,\mathcal{F}_{Y}) and g:(Y,FY)(Z,FZ)g:(Y,\mathcal{F}_{Y})\to(Z,\mathcal{F}_{Z}) be measurable functions. Then we have that their composition gf:(X,FX)(Z,FZ)g\circ f:(X,\mathcal{F}_{X})\to(Z,\mathcal{F}_{Z})is also measurable.


Again, like in the definition of measurable functions we can generalize this theorem to deal with topological spaces

Let (X,M)(X,\mathcal{M}) be a measurable space, let (Y,TY),(Z,TZ)(Y,\mathscr{T}_{Y}),(Z,\mathscr{T}_{Z}) be topological spaces. Let f:XYf:X\to Y be measurable and let g:YZg:Y\to Z be continuous, then: h=gf:XZ is measurableh=g\circ f:X\to Z\text{ is measurable}

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