3
$\begingroup$

Borel measurable defined as:

$f: D \rightarrow\mathbb R$ is Borel measurable if $D$ is a Borel set and for each $a\in\mathbb R$, the set $\{x\in D: f(x) > a\}$ is a Borel set.

Definition of Lebesgue measurable function is:

Given a function $f: D\rightarrow\mathbb R$, defined on some domain $D$, we say that $f$ is Lebesgue measurable if $D$ is measurable and for each $a\in\mathbb R$, the set $\{x\in D: f(x) > a\}$ is measurable.

Intuitively, I think Lebesgue measure function is essentially a function with both input and output(or say domain and range) being Lebesgue measurable sets. Since preimage of a Borel set is another Borel set as well under Lebesgue measurable function and Borel measurable function asks for a Borel set, a Lebesgue measurable set, as the image and with the domain is a Borel set as well, I can claim that a Borel measurable function is Lebesgue measurable.

I'm not sure whether my idea is correct especially which one of them, the range set and domain set, is required being Lebesgue measurable first? Hope some can help me correct it or offer me with better explains or proofs. Appreciate much^_^

update: Range being measurable should be first.

$\endgroup$
  • $\begingroup$ I would say because Borel-measurable events live in the space of intervals. And lebesgue measurable events live in the space of intervals. Therefore, they are equivalent. $\endgroup$ – Ragnar Apr 20 '15 at 5:03
  • 2
    $\begingroup$ A Borel measurable function is always Lebesgue measurable since any Borel set is Lebesgue measurable. The converse is not true, i.e, there are Lebesgue measurable functions which are not Borel measurable. $\endgroup$ – Shalop Apr 20 '15 at 5:14
  • $\begingroup$ @Frank: Just to clarify, you are asking why a Borel measurable function is a Lebesgue measurable function? $\endgroup$ – Sujaan Kunalan Apr 20 '15 at 5:21
  • $\begingroup$ @SujaanKunalan: Yes. $\endgroup$ – Bear and bunny Apr 20 '15 at 13:12
  • $\begingroup$ Do you understand why Borel sets are Lebesgue measurable? $\endgroup$ – Sujaan Kunalan Apr 20 '15 at 13:13
8
$\begingroup$

The set of Borel sets is the smallest collection of sets that contains the open sets and is closed under countable unions and intersections and complements. The set of Lebesgue measurable sets is the smallest collection of sets that contains the open sets and that is closed under countable unions and intersections and complements and which is such that for any set of measure $0$, any subset of that set is measurable. Because Lebesgue sets have this property of measure $0$ sets, we say that the $\sigma$-algebra is complete.

So, Borel sets are Lebesgue sets, but not vice versa. Borel sets don't need a measure, they just need a topology, but Lebesgue sets need a measure to complete the $\sigma$-algebra.

Using the definitions you presented, you should be able to answer your own question now.

$\endgroup$
  • $\begingroup$ What does "need a topology" mean? What kind of topology does Borel sets need? $\endgroup$ – Bear and bunny Apr 20 '15 at 20:38
  • 1
    $\begingroup$ It doesn't need any particular kind of topology. There is certainly a preference for topologies that are countably generated, but there is no need for any particular kind of topology. $\endgroup$ – user24142 Apr 21 '15 at 9:13

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.