Measurability of Countable Suprema, Bounded Pointwise Limits, Monotone Functions, and Continuous Functions
lemmaAnalysisProbabilitylem:measurable-limits-toolkit-2026aLet be a measurable space. Real-valued maps on are called measurable when they are measurable with respect to and the Borel -algebra on the real line.
Let be a real number and let , indexed by the natural numbers , be measurable maps with for all and all .
1. (Countable suprema and infima.) The maps and take real values and are measurable.
2. (Bounded pointwise limits.) Suppose in addition that for every the sequence converges to a real number, denoted . Then is measurable.
3. (Monotone functions.) Let be real numbers and let be nondecreasing, meaning that whenever . Then is measurable with respect to the trace Borel -algebra on and the Borel -algebra on the real line.
4. (Continuous functions.) Let be real numbers. Every continuous map is measurable with respect to the trace Borel -algebra on and the Borel -algebra on the real line.
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