2
$\begingroup$

The definition of measurable functions is: Let $\Sigma$ be a sigma algebra of set $X$. Then $f:X \rightarrow \bar{\mathbb R}$ is measurable if $\{x:f(x)>a\} \in \Sigma$ for all $a \in \mathbb R$.

Let $f(x)=c$. For any $a \in \mathbb R$, the preimage $f^{-1}(a, +\infty)$ is equal to either the empty set or $X$.


I can't see how this works out the statement. I do know that the empty set and $X$ are always in $\Sigma$ but I don't know how it came to finding out what the preimage is equal to.

Also what does the real numbers with a bar mean?

$\endgroup$
1
  • 2
    $\begingroup$ either $a<c$ or $a\ge c$. In the former case $c\in(a,\infty)$ and the preimage is $X$. In the latter case $c\not\in(a,\infty)$ and the preimage is empty. I guess $\bar{\mathbb R}$ includes $\infty$ as an element. $\endgroup$
    – Mirko
    Commented Apr 10, 2016 at 16:31

2 Answers 2

7
$\begingroup$

Ok lets look at it step by step

$f(x)=c_1$ Now we need to check the $\{x\in X| f(x)>c\}$

Basically this is the same as $\{x\in X| c1>c\}$ Now we debate depending on variable $c$

For $c \ge c_1$ We get $\{x\in X| c_1>c\ge c_1\}=\emptyset$ since $c_1>c_1$ cannot happen. And as we know empty set is in sigma algebra by definition.

Now for $c < c_1$ We get $\{x\in X| c_1>c \}=X$ since $c_1<c$ is exactly how we chose $c$

And since we know that empty set is in sigma algebra and we also know that if $A\in \Sigma \implies A^c \in \Sigma$ So that means that $X \in \Sigma$

Now we know that $(\forall c \in R) \space \{x\in X| f(x)>c \}\in \Sigma$ So by definition the function is measurable.


$\bar{\mathbb R} = \mathbb{R}\cup\{-\infty,+\infty\}$

$\endgroup$
4
  • $\begingroup$ What if we had the characteristic function of set $E$, $f(x)=1$ if $x \in E$ and $f(x)=0$ iff $ x \notin E$ is measurable $\iff$ $E \in \Sigma$? We could only have that if $x \in E$, $1>a$ and $x \notin E$, $0>a$ and if those inequalities don't hold, then we have the empty set. If they hold, then we have $X$. But I don't see how we get $E$. $\endgroup$
    – snowman
    Commented Apr 10, 2016 at 19:05
  • $\begingroup$ *if ${}$ ${}$ ${}$ ${}$ $\endgroup$
    – snowman
    Commented Apr 10, 2016 at 19:16
  • $\begingroup$ For characteristic function if f(x)>c if $c \in [0,1) $ then you get E if $c \in (-\infty,0) $ you get X and for $c \in [1,+\infty)$ you get empty set $\endgroup$
    – daniels_pa
    Commented Apr 10, 2016 at 21:48
  • $\begingroup$ Also worth noting is that characteristic function is not a constant function. But the equivalence you have put should be $\chi_E$ measurable iff $E$ measurable $\endgroup$
    – daniels_pa
    Commented Apr 10, 2016 at 21:52
3
$\begingroup$

Let $X$ and $Y$ be measurable sets with $\Sigma$-algebras $\Sigma_{X}$ and $\Sigma_{Y}$, respectively.

Let $f:X\longrightarrow Y$ be constant s.t. $\forall x\in X: f(x)=a$. Then $\forall U\in\Sigma_{Y}$ we have: \begin{equation*} f^{-1}(U)=\left\{\begin{matrix}X & \text{if $a\in U$}\\ \emptyset & \text{else.}\end{matrix}\right. \end{equation*} Both $X$ and $\emptyset$ are in $\Sigma_{X}$.

Same argument shows that $f$ is continuous by the way, if you have topologies on $X$ and $Y$.

$\endgroup$

You must log in to answer this question.

Not the answer you're looking for? Browse other questions tagged .