TheoremBase

Measurable Map, and the Set of Measurable Maps

Defines measurable maps between measurable spaces and the set of them, and fixes the Borel σ-algebras with respect to which maps into ℝ, ℝⁿ, real p×q matrices and [0,∞] are called measurable.

Statement

In the setting of Measure Spaces, Borel Sets and Lebesgue Measure on the Real Line: Standing Notation, let (X,F)(X,\mathcal{F}) and (Y,G)(Y,\mathcal{G}) be measurable spaces, and let n,p,q∈Nn,p,q\in\mathbb{N}.

A map f:X→Yf:X\to Y is F/G\mathcal{F}/\mathcal{G}-measurable if f−1(B)∈Ff^{-1}(B)\in\mathcal{F} for every B∈GB\in\mathcal{G}, where f−1(B)f^{-1}(B) is the preimage f−1[B]f^{-1}[B] of BB under ff.

Meas(X,F;Y,G)\mathrm{Meas}(X,\mathcal{F};Y,\mathcal{G}) is the set of those elements ff of the set YXY^{X} of maps from XX to YY that are F/G\mathcal{F}/\mathcal{G}-measurable; YXY^{X} is a set by The Elements of the Class of Functions from a Set to a Set, and This Class Is a Set (ii). By The Elements of the Class of Functions from a Set to a Set, and This Class Is a Set (i), the elements of Meas(X,F;Y,G)\mathrm{Meas}(X,\mathcal{F};Y,\mathcal{G}) are exactly the F/G\mathcal{F}/\mathcal{G}-measurable maps f:X→Yf:X\to Y.

Let B(R)\mathcal{B}(\mathbb{R}), B(Rn)\mathcal{B}(\mathbb{R}^{n}) and B(Rp×q)\mathcal{B}(\mathbb{R}^{p\times q}) be as in Borel Sigma-Algebra of a Metric Space (ii), Borel Sigma-Algebra of a Metric Space (iii) and Borel Sigma-Algebra of a Metric Space (iv), and B([0,∞])\mathcal{B}([0,\infty]) as in The Borel σ-Algebra of [0,∞] (ii). Each is a generated σ\sigma-algebra, hence a σ\sigma-algebra on R\mathbb{R}, Rn\mathbb{R}^{n}, Rp×q\mathbb{R}^{p\times q} and [0,∞][0,\infty] respectively, by Closure Properties of σ-Algebras, Intersections and Traces of σ-Algebras, and the Generated σ-Algebra (iii); so (R,B(R))(\mathbb{R},\mathcal{B}(\mathbb{R})), (Rn,B(Rn))(\mathbb{R}^{n},\mathcal{B}(\mathbb{R}^{n})), (Rp×q,B(Rp×q))(\mathbb{R}^{p\times q},\mathcal{B}(\mathbb{R}^{p\times q})) and ([0,∞],B([0,∞]))([0,\infty],\mathcal{B}([0,\infty])) are measurable spaces.

In the four clauses below, the word measurable is relative to the target named: a map is measurable as a map into R\mathbb{R}, Rn\mathbb{R}^{n}, Rp×q\mathbb{R}^{p\times q} or [0,∞][0,\infty]. A map f:X→Rf:X\to\mathbb{R} with 0≤f(x)0\le f(x) for every x∈Xx\in X has all its values in [0,∞][0,\infty], by The Extended Real Line, Its Order, and [0,∞] (ii), so it is also a map into [0,∞][0,\infty]; for such a map, "measurable as a map into R\mathbb{R}" and "measurable as a map into [0,∞][0,\infty]" are the two readings, and the target is always named.

A map f:X→Rf:X\to\mathbb{R} is measurable as a map into R\mathbb{R} if it is F/B(R)\mathcal{F}/\mathcal{B}(\mathbb{R})-measurable.

A map f:X→Rnf:X\to\mathbb{R}^{n} is measurable as a map into Rn\mathbb{R}^{n} if it is F/B(Rn)\mathcal{F}/\mathcal{B}(\mathbb{R}^{n})-measurable.

A map f:X→Rp×qf:X\to\mathbb{R}^{p\times q} is measurable as a map into Rp×q\mathbb{R}^{p\times q} if it is F/B(Rp×q)\mathcal{F}/\mathcal{B}(\mathbb{R}^{p\times q})-measurable.

A map f:X→[0,∞]f:X\to[0,\infty] is measurable as a map into [0,∞][0,\infty] if it is F/B([0,∞])\mathcal{F}/\mathcal{B}([0,\infty])-measurable.

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