Measurable Function and Real-Valued Measurable Function
definitionAnalysisProbabilitydef:measurable-function-2026aLet and be \reftext{def:sigma-algebra-measurable-space-2026a}{measurable spaces}. A function is \textbf{measurable} (with respect to and ) if for every .
A real-valued function is called \textbf{measurable} if it is measurable with respect to and the \reftext{def:borel-sigma-algebra-real-line-2026a}{Borel -algebra} .
\textbf{Generator criterion.} If is \reftext{def:generated-sigma-algebra-2026a}{generated} by a family , then is measurable as soon as for every : the family is a -algebra on , because taking preimages commutes with complements and countable unions; it contains , hence contains . In particular, since every open subset of is a countable union of open intervals with rational endpoints and the intervals generate the intervals via countable intersections and complements, is measurable if and only if
for every .
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