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Measurability of Continuous Functions

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Theorem
MeasureTheory

Let f:R→Rf:\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.Ā ff is a measurable function when mapping between Borel σ-algebra spaces.

However, ∃f:R→R\exists f:\mathbb{R}\to \mathbb{R} continuous such that f:(R,M(Ī»āˆ—))→(R,M(Ī»āˆ—))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.

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