Measurable function: Difference between revisions

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* A function <math>f: \mathbb{R} \to \overline{\mathbb{R}}</math> is called a '''Lebesgue measurable function''' if <math>f</math> is <math>(L, B_{\overline{\mathbb{R}}})</math>- measurable, where <math>L</math> is the class of Lebesgue measurable sets and <math>B_{\overline{\mathbb{R}}}</math> is Borel <math>\sigma</math>-algebra.
* A function <math>f: \mathbb{R} \to \overline{\mathbb{R}}</math> is called a '''Lebesgue measurable function''' if <math>f</math> is <math>(L, B_{\overline{\mathbb{R}}})</math>- measurable, where <math>L</math> is the class of Lebesgue measurable sets and <math>B_{\overline{\mathbb{R}}}</math> is Borel <math>\sigma</math>-algebra.
* A function <math>f: X \to Y</math> is called Borel measurable if <math>f</math> is <math>(B_X, B_Y)</math>-measurable.
* A function <math>f: X \to Y</math> is called Borel measurable if <math>f</math> is <math>(B_X, B_Y)</math>-measurable.
Theorem. Let <math>(X,M)</math> and <math>(Y,N)</math> be measure spaces. Suppose that <math>N</math> is generated by a set <math>\epsilon</math>. A map <math>f: X \to Y</math> is <math>(M,N)</math>-measurable if <math>f^{-1}(E) \in M</math> for all <math>\E \in \epsilon.</math>

Revision as of 22:00, 14 November 2020

Let and be measure spaces. A map is -measurable if for all

Examples of measurable functions

  • A function is called a Lebesgue measurable function if is - measurable, where is the class of Lebesgue measurable sets and is Borel -algebra.
  • A function is called Borel measurable if is -measurable.


Theorem. Let and be measure spaces. Suppose that is generated by a set . A map is -measurable if for all Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \E \in \epsilon.}