Mathematics · Glossary

What is measurable function?

Definition 10.1 University Mathematics — Year 3 · Chapter 10 — The Lebesgue Integral

Let (X,A)(X, \mathcal A), (Y,B)(Y, \mathcal B) be measurable spaces. f ⁣:XYf \colon X \to Y is measurable if f1(B)Af^{-1}(B) \in \mathcal A for every BBB \in \mathcal B. For real (or [,+][-\infty,+\infty]-valued) functions, Y=RY = \R carries its Borel σ\sigma-algebra, and it suffices to check f1((t,+))={f>t}Af^{-1}(\intoo t{+\infty}) = \{f > t\} \in \mathcal A for all tRt \in \R: the good sets {B:f1(B)A}\{B : f^{-1}(B) \in \mathcal A\} form a σ\sigma-algebra (preimages commute with set operations) containing the generating rays (Definition 9.2, Method 9.17).

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