TheoremBase

Suprema, Pointwise Limits and the Convergence Set of Measurable Real-Valued Maps

The supremum and infimum of a pointwise bounded sequence of measurable real-valued maps, and the pointwise limit of a pointwise convergent one, are measurable, and the set where such a sequence converges is 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}) be a measurable space. Measurable maps from XX to R\mathbb{R} are as in Measurable Map, and the Set of Measurable Maps (iii). Sequences are as in Sequences (i), and a sequence of measurable maps X→RX\to\mathbb{R} is a sequence in the set Meas(X,F;R,B(R))\mathrm{Meas}(X,\mathcal{F};\mathbb{R},\mathcal{B}(\mathbb{R})) of such maps of Measurable Map, and the Set of Measurable Maps (ii). Let (hm)m∈N(h_{m})_{m\in\mathbb{N}} be a sequence of measurable maps X→RX\to\mathbb{R}.

If for every x∈Xx\in X the set {hm(x):m∈N}\{h_{m}(x):m\in\mathbb{N}\} is bounded above in R\mathbb{R}, then the map x↦sup⁡mhm(x)x\mapsto\sup_{m}h_{m}(x), with the supremum of that set formed in R\mathbb{R}, from XX to R\mathbb{R} is measurable. If for every x∈Xx\in X that set is bounded below in R\mathbb{R}, then the map x↦inf⁡mhm(x)x\mapsto\inf_{m}h_{m}(x), with the infimum formed in R\mathbb{R}, is measurable.

If for every x∈Xx\in X the sequence (hm(x))m∈N(h_{m}(x))_{m\in\mathbb{N}} is convergent, then the map x↦lim⁡m→∞hm(x)x\mapsto\lim_{m\to\infty}h_{m}(x), with the limit of The Limit of a Convergent Sequence (i), from XX to R\mathbb{R} is measurable.

The set of those x∈Xx\in X for which (hm(x))m∈N(h_{m}(x))_{m\in\mathbb{N}} is convergent belongs to F\mathcal{F}.

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