Section 5.8

A Generalized Definition of Measurability

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Problem 5.8.1

Let (Ω,F,μ)(\Omega , \mathcal{F}, \mu ) denote a measure space, let Ω′\Omega^{\prime } denote a nonempty set with F′\mathcal{F}^{\prime } a σ\sigma-field of subsets of Ω′\Omega^{\prime }, and let f:A→Ω′f: A \rightarrow \Omega^{\prime } (with A∈FA \in \mathcal{F} nonempty) be F/F′\mathcal{F} / \mathcal{F}^{\prime }-measurable, i.e. f−1(A′)∈Ff^{-1}(A^{\prime }) \in \mathcal{F} for every A′∈F′A^{\prime } \in \mathcal{F}^{\prime }. Let ν:F′→R‾\nu : \mathcal{F}^{\prime } \rightarrow \overline{\mathbb {R}} denote the measure induced by ff, given for all A′∈F′A^{\prime } \in \mathcal{F}^{\prime } by ν(A′)=μ({ω∈A:f(ω)∈A′})=μ(f−1(A′))\nu (A^{\prime }) = \mu (\left\{ \omega \in A: f(\omega ) \in A^{\prime }\right\} ) = \mu \left(f^{-1}(A^{\prime })\right) (also written ν=μ∘f−1\nu = \mu \circ f^{-1}).

Regarding the measure ν\nu:

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(a)

ν\nu is really a measure.

(b)

If μ\mu is finite, then so is ν\nu.

(c)

If μ\mu is σ\sigma-finite, ν\nu need not be σ\sigma-finite.

Problem 5.8.2

Modify (MF14) and prove it in the more general setting of this section.

(MF14): Let (Ω,F,μ)(\Omega , \mathcal{F}, \mu ) denote a complete measure space. Pick nonempty AA in F\mathcal{F}, and let ff be defined μ\mu-a.e. on AA and F/B∗\mathcal{F} / \mathfrak {B}^{*}-measurable. (a) If gg is defined μ\mu-a.e. on AA and f=gf=g μ\mu-a.e. on AA, then gg is F/B∗\mathcal{F} / \mathfrak {B}^{*}-measurable. (b) If gg is defined everywhere on AA and f=gf=g μ\mu-a.e. on AA, then gg is F/B∗\mathcal{F} / \mathfrak {B}^{*}-measurable.

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