Characterization of Measurable Functions
Theorem
Let $\struct {X, \Sigma}$ be a measurable space.
Let $f: X \to \overline \R$ be an extended real-valued function.
Then the following are all equivalent:
| \(\text {(1)}: \quad\) | \(\ds \) | \(\) | \(\ds f\) is measurable \(\) | |||||||||||
| \(\text {(2)}: \quad\) | \(\ds \) | \(\) | \(\ds \forall \alpha \in \R: \set {x \in X: \map f x \le \alpha} \in \Sigma\) | |||||||||||
| \(\text {($2'$)}: \quad\) | \(\ds \) | \(\) | \(\ds \forall \alpha \in \Q: \set {x \in X: \map f x \le \alpha} \in \Sigma\) | |||||||||||
| \(\text {(3)}: \quad\) | \(\ds \) | \(\) | \(\ds \forall \alpha \in \R: \set {x \in X: \map f x < \alpha} \in \Sigma\) | |||||||||||
| \(\text {($3'$)}: \quad\) | \(\ds \) | \(\) | \(\ds \forall \alpha \in \Q: \set {x \in X: \map f x < \alpha} \in \Sigma\) | |||||||||||
| \(\text {(4)}: \quad\) | \(\ds \) | \(\) | \(\ds \forall \alpha \in \R: \set {x \in X: \map f x \ge \alpha} \in \Sigma\) | |||||||||||
| \(\text {($4'$)}: \quad\) | \(\ds \) | \(\) | \(\ds \forall \alpha \in \Q: \set {x \in X: \map f x \ge \alpha} \in \Sigma\) | |||||||||||
| \(\text {(5)}: \quad\) | \(\ds \) | \(\) | \(\ds \forall \alpha \in \R: \set {x \in X: \map f x > \alpha} \in \Sigma\) | |||||||||||
| \(\text {($5'$)}: \quad\) | \(\ds \) | \(\) | \(\ds \forall \alpha \in \Q: \set {x \in X: \map f x > \alpha} \in \Sigma\) |
Proof
Each of $(2)$ up to $(5')$ is equivalent to $(1)$ by combining Mapping Measurable iff Measurable on Generator and Generators for Extended Real Sigma-Algebra.
$\blacksquare$
Sources
- 2005: René L. Schilling: Measures, Integrals and Martingales ... (previous) ... (next): $8.1$