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Definition of measurable function: If $X$ is measurable space, $Y$ is topological space, then $f:X\to Y$ is measurable provided that $f^{-1}(V)$ is measurable set in $X$ for every open set $V$ in $Y$. Definition of Borel measurable function: If $f:X\to Y$ is continuous mapping of $X$, where $Y$ is any topological space, $ (X,\mathfrak B)$ is measurable space and $f^{-1}(V)\in\mathfrak B$ for every open set $V$ in $Y$, then $f$ is Borel measurable function.

Both functions are mapping from measurable space to topological space what's the difference between the two definition?

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  • $\begingroup$ Good question, but there is also the case of maps between two measurable spaces X,Y. $\endgroup$
    – MSIS
    Commented Sep 30, 2023 at 16:06

2 Answers 2

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A Borel measurable function is a measurable function but with the specification that the measurable space $X$ is a Borel measurable space (where $\mathfrak B$ is generated as the smallest sigma algebra that contains all open sets). The condition "$f$ is continuous" is equivalent to "$f^{-1}(V)$ is open (and thus Borel measurable) for every open set $V\subseteq Y$".

But not every measurable function is Borel measurable, for example no function that takes arguments from $(\mathbb R,\{\emptyset,\mathbb R\})$ is Borel measurable, because $\{\emptyset,\mathbb R\}$ is not a Borel sigma algebra.

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  • $\begingroup$ Would you mind explaining why your example holds? I mean, according to the definition, {∅,ℝ} can be a topology of ℝ and {∅,ℝ} will be a Borel sigma algebra of ℝ. $\endgroup$
    – CHEN WONG
    Commented Sep 25, 2023 at 7:58
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The difference is in the $\sigma$-algebra that is part of the definition of measurable space. In your first definition you say that $X$ is measurable but you don't specify the $\sigma$-algebra; in the second you specify that the $\sigma$-algebra is the collection of all Borel sets.

The $\sigma$-algebra is a collection of sets closed under countably-infinite unions (that's rather rough and ready, but if you need to know more you're better off looking up a definition and some examples).

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