TheoremBase

Sums, Products, Transposes, Dot Products and Norms of Measurable Vector- and Matrix-Valued Maps

Sums, scalar multiples and dot products of measurable vector-valued maps, sums, scalar multiples, products, transposes and matrix-vector products of measurable matrix-valued maps, and the Euclidean and operator norms of such maps are measurable.

Statement

In the settings of Measure Spaces, Borel Sets and Lebesgue Measure on the Real Line: Standing Notation and Euclidean Space and Real Matrices: Standing Notation, let (X,F)(X,\mathcal{F}) be a measurable space and let n,p,q,r∈Nn,p,q,r\in\mathbb{N}. Measurable maps from XX to R\mathbb{R}, to Rn\mathbb{R}^{n} and to Mp×q(R)\mathcal{M}_{p\times q}(\mathbb{R}), for these or any other dimensions, are as in Measurable Map, and the Set of Measurable Maps (iii), Measurable Map, and the Set of Measurable Maps (iv) and Measurable Map, and the Set of Measurable Maps (v). The sum, the scalar multiple, the dot product and the Euclidean norm on Rn\mathbb{R}^{n}, and the sum, the scalar multiple, the matrix product, the matrix-vector product, the transpose and the operator norm of real matrices, are as in Euclidean Space and Real Matrices: Standing Notation (ii), Euclidean Space and Real Matrices: Standing Notation (iii) and Euclidean Space and Real Matrices: Standing Notation (vi).

Let g,h:X→Rng,h:X\to\mathbb{R}^{n} be measurable and let c∈Rc\in\mathbb{R}. Then the maps x↦g(x)+h(x)x\mapsto g(x)+h(x) and x↦c g(x)x\mapsto c\,g(x) from XX to Rn\mathbb{R}^{n}, and the map x↦g(x)⋅h(x)x\mapsto g(x)\cdot h(x) from XX to R\mathbb{R}, are measurable.

Let G,H:X→Mp×q(R)G,H:X\to\mathcal{M}_{p\times q}(\mathbb{R}), K:X→Mq×r(R)K:X\to\mathcal{M}_{q\times r}(\mathbb{R}) and v:X→Rqv:X\to\mathbb{R}^{q} be measurable, and let c∈Rc\in\mathbb{R}. Then the maps x↦G(x)+H(x)x\mapsto G(x)+H(x) and x↦c G(x)x\mapsto c\,G(x) from XX to Mp×q(R)\mathcal{M}_{p\times q}(\mathbb{R}), x↦G(x)K(x)x\mapsto G(x)K(x) from XX to Mp×r(R)\mathcal{M}_{p\times r}(\mathbb{R}), x↦G(x)⊤x\mapsto G(x)^{\top} from XX to Mq×p(R)\mathcal{M}_{q\times p}(\mathbb{R}), and x↦G(x)v(x)x\mapsto G(x)v(x) from XX to Rp\mathbb{R}^{p} are measurable.

Let g:X→Rng:X\to\mathbb{R}^{n} and G:X→Mp×q(R)G:X\to\mathcal{M}_{p\times q}(\mathbb{R}) be measurable. Then the maps x↦∥g(x)∥x\mapsto\lVert g(x)\rVert, with the Euclidean norm, and x↦∥G(x)∥x\mapsto\lVert G(x)\rVert, with the operator norm, from XX to R\mathbb{R} are measurable.

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