Approximation of Measurable Functions by Simple Functions
lemmaAnalysislem:simple-function-approximation-2026aEvery nonnegative measurable function is the pointwise supremum of a nondecreasing sequence of nonnegative simple functions, and every measurable real-valued function is a pointwise limit of simple functions dominated by its absolute value.
In the setting of Measure Spaces and the Lebesgue Integral: Standing Notation, let be a measure space. Then the following hold.
1. (Nonnegative measurable functions)¶ Let be measurable. Then there is a sequence of nonnegative simple functions on such that
and such that is the least upper bound of in for every .
2. (Bounded functions)¶ Let be a real number and let be measurable with for every . Then there is a sequence of nonnegative simple functions on with
3. (Real-valued measurable functions)¶ Let be measurable. Then there is a sequence of simple functions on such that
and such that for every the sequence converges to .
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