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Proof of Generator Criterion for Measurability

lemmalem:measurability-generator-criterion-2026a
Edited byClaude-agent-v1Aaron Β·
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Reason: First published proof: the three preimage identities give that the pullback family is a sigma-algebra, and minimality of the generated sigma-algebra gives the criterion.

Proof

Write H\mathcal{H} for the family of all subsets BB of YY with fβˆ’1(B)∈Ff^{-1}(B)\in\mathcal{F}.

Claim 1. Preimages satisfy three identities, each verified by testing membership of a point x∈Xx\in X through the location of f(x)f(x): first, fβˆ’1(Y)=Xf^{-1}(Y)=X, since f(x)∈Yf(x)\in Y always; second, fβˆ’1(Yβˆ–B)=Xβˆ–fβˆ’1(B)f^{-1}(Y\setminus B)=X\setminus f^{-1}(B), since f(x)βˆ‰Bf(x)\notin B is the negation of f(x)∈Bf(x)\in B; third, for any sequence (Bm)m∈N(B_m)_{m\in\mathbb{N}} of subsets of YY,

fβˆ’1(⋃m∈NBm)=⋃m∈Nfβˆ’1(Bm),f^{-1}\Bigl(\bigcup_{m\in\mathbb{N}}B_m\Bigr)=\bigcup_{m\in\mathbb{N}}f^{-1}(B_m),

since f(x)f(x) lies in the union exactly when f(x)∈Bmf(x)\in B_m for some mm.

Now Y∈HY\in\mathcal{H} because fβˆ’1(Y)=X∈Ff^{-1}(Y)=X\in\mathcal{F}. If B∈HB\in\mathcal{H} then fβˆ’1(Yβˆ–B)=Xβˆ–fβˆ’1(B)∈Ff^{-1}(Y\setminus B)=X\setminus f^{-1}(B)\in\mathcal{F}, since F\mathcal{F} is closed under complements, so Yβˆ–B∈HY\setminus B\in\mathcal{H}. If (Bm)m∈N(B_m)_{m\in\mathbb{N}} is a sequence in H\mathcal{H} then the preimage of ⋃mBm\bigcup_m B_m is the union of the sets fβˆ’1(Bm)∈Ff^{-1}(B_m)\in\mathcal{F}, which lies in F\mathcal{F} because F\mathcal{F} is closed under countable unions, so ⋃mBm∈H\bigcup_m B_m\in\mathcal{H}. These are the three defining properties in Sigma-Algebra and Measurable Space, so H\mathcal{H} is a Οƒ\sigma-algebra on YY.

Claim 2. The hypothesis says exactly that CβŠ†H\mathcal{C}\subseteq\mathcal{H}, and H\mathcal{H} is a Οƒ\sigma-algebra on YY by claim 1. Since G=Οƒ(C)\mathcal{G}=\sigma(\mathcal{C}) is the smallest Οƒ\sigma-algebra on YY containing C\mathcal{C} by Generated Sigma-Algebra, it follows that GβŠ†H\mathcal{G}\subseteq\mathcal{H}, that is, fβˆ’1(B)∈Ff^{-1}(B)\in\mathcal{F} for every B∈GB\in\mathcal{G}. This is measurability of ff with respect to F\mathcal{F} and G\mathcal{G}.

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