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HW5

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12 views2 pages

HW5

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yojis92048
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Homework 5 (Due on November 7)

Prove the following propositions and corollaries (definitions are provided just to remind you). Also do
Exercises 1 and 2 below. Exercises 3,4,5 are self-study problems.

Proposition 1: Any constant function f : (X, M) → (Y, N) is measurable.

Proposition 2: The Borel σ-algebra BR is a σ-algebra on R and BR ⊃ BR .

Proposition 3: For a function f : (X, M) → R, the followings are equivalent.

(a) f is (M, BR ) measurable.


(b) f is (M, BR ) measurable.
(c) f is (M, BC ) measurable.

Proposition 4: If (X, M) is a measurable space and E ⊂ X, then ME = {F ∩ E : F ∈ M} is


a σ-algebra on E, called the restriction of M on E. [Note that here, the condition E ∈ M is
not required.]

Proposition 5: Suppose f : (X, M) → (Y, N) is measurable and E ⊂ X.

(a) If E ∈ M, then f −1 (B) ∩ E ∈ M for all B ∈ N.


(b) If f −1 (B) ∩ E ∈ M for all B ∈ N, then f E
is (ME , N) measurable.
(c) If E ∈ M and f E
is (ME , N) measurable, then f −1 (B) ∩ E ∈ M for all B ∈ N.

Proof. The key observation is that if B ⊂ Y , then (f E


)−1 (B) = f −1 (B) ∩ E. Fill in the
remaining details . . .

Definition 6: If f : (X, M) → (Y, N) is a function, and E ∈ M, we say that f is measurable


on E if f −1 (B) ∩ E ∈ M for all B ∈ N.

Corollary 7: If f : (X, M) → (Y, N) is a measurable function and E ∈ M, then f is measurable


on E.

Corollary 8: If f : (X, M) → (Y, N) is a function and E ∈ M, then f is measurable on E iff


f E is (ME , N)-measurable.

Proposition 9 (Amalgamation lemma): Let f : (X, M) → (Y, N) be S a function and


{Ej } ⊂ M (a finite or countably infinite collection of sets in M) with X = j Ej . Then: f is
measurable iff f is measurable on Ej for all j.

In Exercises 1-5, (X, M) is a measurable space.

1. Let f : X → R and Y = f −1 (R). Then f is measurable iff f −1 ({−∞}), f −1 ({∞}) ∈ M, and f is


measurable on Y .

2. Suppose f, g : X → R are measurable.

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(a) f g is measurable (where 0 · (±∞) = 0).
Hint: You are asked to prove that the function
(
0, if [f (x) = ±∞ and g(x) = 0] or [f (x) = 0 and g(x) = ±∞],
h:X→R:x→
f (x) g(x), otherwise,

is measurable. Use Exercise 1, Corollary 7, Proposition 3, and Proposition 9 above, and also
Proposition 2.6 in Folland.
(b) Fix a ∈ R and define h(x) = a if f (x) = −g(x) = ±∞ and h(x) = f (x) + g(x) otherwise. Then h
is measurable.
Hint: Use Exercise 1, Corollary 7, Proposition 3, and Proposition 9 above, and also Proposition
2.6 in Folland.

3. If {fn } is a sequence of measurable functions on X, then {x : lim fn (x) exists} is a measurable set.

4. If f : X → R and f −1 ((r, ∞]) ∈ M for each r ∈ Q, then f is measurable.

5. If f : R → R is monotone, then f is Borel measurable.

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