MATH F244 MEASURE & INTEGRATION

Module – 3
Measurable Functions
Dr. Trilok Mathur
BITS Pilani Assistant Professor
Department of Mathematics
Hyderabad Campus
Pilani Campus
 Measurable function
Notation:
𝐸 𝑓≥𝛼 = 𝑥∈𝐸∶𝑓 𝑥 ≥𝛼

Similarly, 𝐸 𝑓 = 𝛼 , 𝐸 𝑓 ≤ 𝛼 , 𝐸 𝑓 > 𝛼 and 𝐸(𝑓 < 𝛼) are defined.

Definition: An extended real valued function 𝑓 obtained on a measurable set 𝐸 is said to

be Lebesgue measurable or more briefly measurable on a measurable set 𝐸 iff the set
𝐸(𝑓 > 𝛼) is measurable for all real numbers 𝛼.

* The measure of 𝐸(𝑓 > 𝛼) can be finite or infinite.

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 Measurable function
Problem 1 :
Show that the constant function with a measurable domain is measurable domain.

Follow these simple steps : (whenever we need to check for measurable function)
1. For what values of domain of 𝑓 , 𝑓 > 𝛼 is true where 𝛼 can be any real
number.
2. Check if determined set 𝐸(𝑓 > 𝛼) is measurable.

𝐸 𝑖𝑓 𝛼 > 𝑘
Hint: If 𝑓 𝑥 = 𝑘 then 𝐸 𝑓 > 𝛼 = ቊ
∅ 𝑖𝑓 𝛼 ≤ 𝑘

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 Measurable function
Theorem 4.1.2 : Let 𝑓 be an extended real valued function defined on a measurable set
𝐸 (of finite or infinite measure) then following statements are equivalent:
a) 𝐸 𝑓 > 𝛼 is measurable ∀𝛼 ∈ ℝ
b) 𝐸 𝑓 ≥ 𝛼 is measurable ∀𝛼 ∈ ℝ
c) 𝐸 𝑓 < 𝛼 is measurable ∀𝛼 ∈ ℝ
d) 𝐸 𝑓 ≤ 𝛼 is measurable ∀𝛼 ∈ ℝ

Corollary 4.1.3: An extended real valued function 𝑓 if measurable on a measurable set 𝐸

is measurable iff one of the statements (a), (b), (c) or (d) in Theorem 4.1.2 holds.

Theorem 4.1.4 : If 𝑓 is measurable function defined on 𝐸, then the set 𝐸 𝑓 = 𝛼 is

measurable but converse is not true (See Example 4.1.5)
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 Properties of Measurable Function
Theorem 4.2.1:
a) If 𝑓 is a measurable function on 𝐸 and 𝐸1 ⊂ 𝐸 is a measurable subset then 𝑓 is a
measurable function on 𝐸1 (Hint : Follow two steps suggested)

b) If 𝑓 is a measurable function on each of sets in countable collection {𝐸𝑖 } of disjoint

measurable sets, then 𝑓 is measurable on  Ei
i

c) If 𝑓 and 𝑔 are measurable functions on common domain 𝐸 then the set

𝐴 𝑓, 𝑔 = 𝑥 ∈ 𝐸 ∶ 𝑓 𝑥 < 𝑔 𝑥 is also measurable set

Theorem 4.2.2: Let 𝑓 be a function defined on a measurable set 𝐸, then 𝑓 is measurable

iff for any open set 𝐺 ⊂ ℝ , the inverse image 𝑓 −1 (𝐺) is measurable set.
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 Step function
A function 𝜑: 𝑎, 𝑏 → ℝ is said to be a step function if there exist a partition
ℙ = {𝑎 = 𝑥0 < 𝑥1 < 𝑥2 < 𝑥3 … < 𝑥𝑛−1 < 𝑥𝑛 = b } of interval [𝑎, 𝑏] such that in any
subinterval (𝑥𝑖−1 , 𝑥𝑖 ), the function 𝜑 is constant i.e. 𝜑(𝑥) = 𝑘𝑖 ∀𝑥 ∈ (𝑥𝑖−1 , 𝑥𝑖 ), 𝑖 = 1,2, … , 𝑛

Corollary 4.3.3: A step function is a measurable function. (Hint: Use theorem 4.2.1(b))

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Operations on Measurable Functions
Theorem 4.4.1:
Let 𝑓 and 𝑔 be measurable real-valued functions on 𝐸, and 𝑐 be a constant. Then
each of the following are measurable on 𝐸.
a) 𝑓 ± 𝑐 b) 𝑐𝑓
c) 𝑓 + 𝑔 d) 𝑓 − 𝑔
e) 𝑓 f) 𝑓2
g) 𝑓𝑔 h) 𝑓 ÷ 𝑔 (𝑔 vanishes nowhere in 𝐸)

(Hint :You need to show 𝐸(𝑓 ± 𝑐 > 𝛼′′) , 𝐸(𝑐𝑓 > 𝛼′′′) ,…etc. measurable given that
𝑬(𝒇 > 𝜶) and 𝑬(𝒈 > 𝜶′))

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Operations on Measurable Functions
Remark 1: The result in theorem 4.4.1 hold good for extended real valued functions
except that 𝑓 + 𝑔 is not defined when 𝑓 = ∞ and 𝑔 = −∞ and vice versa, for then
𝐸 𝑓 + 𝑔 > 𝛼 = ‫∞ڂ‬ 𝑖=1 𝐸 𝑓 > 𝑟𝑖 ∩ 𝐸 𝑔 > 𝛼 − 𝑟𝑖
= ‫ ∞ = 𝑓 𝐸 ڂ‬− 𝐸 𝑔 = −∞ ‫ ∞ = 𝑔 𝐸 ڂ‬− 𝐸 𝑓 = −∞
is measurable set

Remark 2: The converse of 4.4.1(e) this statement is not true.

Example 4.4.2: Let 𝑃 be a non measurable subset of 𝐸 = 0,1 . Define a function
1 𝑖𝑓 𝑥 ∈ 𝑃
𝑓: 𝐸 → ℝ as 𝑓 𝑥 = ቊ , 𝑓 is not measurable since 𝐸 𝑓 > 0 = 𝑃 is not
−1 𝑖𝑓 𝑥 ∉ 𝑃
measurable set. But |𝑓| = 1 ∀𝑥 ∈ 𝐸 is a measurable function.

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Operations on Measurable Functions

Definition : Let 𝑓1 and 𝑓2 be real-valued functions with common domain 𝐸. Now we

define ∀𝑥 ∈ 𝐸
𝑓 ∗ (𝑥) = max 𝑓1 𝑥 , 𝑓2 𝑥
𝑓∗ (𝑥) = min 𝑓1 𝑥 , 𝑓2 𝑥

Theorem 4.4.4: If 𝑓1 and 𝑓2 are measurable functions, then𝑓 ∗ and 𝑓∗ are also
measurable functions.

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Operations on Measurable Functions
+ −
Definition : Let 𝑓 be a function. Then its positive part 𝑓 and its negative part 𝑓 are
defined as:
+
𝑓 = max 𝑓, 0
−
𝑓 = max −𝑓, 0

+ −
Now 𝑓 𝑥 > 0 implies 𝑓 𝑥 = 𝑓 𝑥 and 𝑓 𝑥 =0
+ −
𝑓 𝑥 < 0 implies 𝑓 𝑥 = 0 and 𝑓 𝑥 = −𝑓 𝑥
+ −
𝑓 𝑥 = 0 implies 𝑓 𝑥 = 0 = 𝑓 𝑥
+ −
⇒𝑓 𝑥 = 𝑓 𝑥 −𝑓 𝑥
+ −
⇒ |𝑓 𝑥 | = 𝑓 𝑥 + 𝑓 𝑥

Theorem 4.4.6: A function is measurable iff both its positive and negative parts are
measurable functions.
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Operations on Measurable Functions
𝑓𝑖 be a sequence of functions for any 𝑥 ∈ 𝐸, We define
𝑠𝑢𝑝
𝑛
𝑓𝑛 𝑥 = sup{ 𝑓1 (x), 𝑓2(x) , …}

𝑖𝑛𝑓 𝑠𝑢𝑝
𝑛
𝑓𝑛 𝑥 = inf { 𝑓1 (x), 𝑓2(x) , …} = − 𝑛
(−𝑓𝑛 )

lim 𝑠𝑢𝑝
𝑛
𝑓𝑛 = 𝑖𝑛𝑓 ( 𝑠𝑢𝑝
𝑛 𝑘≥𝑛 𝑘
𝑓) lim 𝑖𝑛𝑓
𝑛
𝑓𝑛 = − lim𝑛𝑠𝑢𝑝 (−𝑓𝑛 ) = 𝑠𝑢𝑝 ( 𝑖𝑛𝑓
𝑛 𝑘≥𝑛 𝑘
𝑓)

Theorem 4.4.7: Let 𝑓𝑛 be a sequence of measurable function (on the same domain
𝐸 ). Then the functions max 𝑓1, 𝑓2 , …, 𝑓𝑛 , min 𝑓1, 𝑓2 , …, 𝑓𝑛 , 𝑠𝑢𝑝
𝑛
𝑓 ,
𝑛 𝑛
𝑖𝑛𝑓
𝑓 𝑛 , lim 𝑠𝑢𝑝
𝑛
𝑓𝑛 ,
lim 𝑖𝑛𝑓
𝑛
𝑓𝑛 are all measurable.

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Operations on Measurable Functions
Corollary 4.4.8 :
Let 𝑓𝑛 be a sequence of measurable functions converging to 𝑓 on 𝐸, then 𝑓 is
measurable function.

Corollary 4.4.9 :
The set of points on which a sequence 𝑓𝑛 of measurable function converges is
measurable set.

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Characteristic function
Definition : Let 𝐸 be a given set. If 𝐴 ⊂ 𝐸, then the characteristic function χ𝐴 of set 𝐴 is
1 𝑖𝑓 𝑥 ∈ 𝐴
a real-valued function defined on 𝐸 by: χ𝐴 = ቊ
0 𝑖𝑓 𝑥 ∉ 𝐴

Theorem 4.5.2: Let 𝐴 and 𝐵 be subsets of 𝐸. Then:

a) χ∅ = 0 and χ𝐸 = 1 d) χ𝐴 ∩𝐵 = χ𝐴 . χ𝐵
b) 𝐴 ⊂ 𝐵 then χ𝐴 ≤ χ𝐵 e) χ𝐴𝑐 = 1 − χ𝐴
c) χ𝐴 ∪𝐵 = χ𝐴 + χ𝐵 − χ𝐴 ∩𝐵 f) χ𝐴 −𝐵 = χ𝐴 − χ𝐴 ∩𝐵
g) χ𝐴 = σ∞𝑛=1 χ𝐴𝑛 , where 𝐴 = ‫ 𝑛𝐴 𝑛ڂ‬and {𝐴𝑛} consists of disjoint subsets of 𝐸

Theorem 4.5.3 : Let 𝐸 be a measurable set. Then set 𝐴 ⊂ 𝐸 and its characteristic
function χ𝐴 are simultaneously measurable or non-measurable.
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Simple function
A function 𝑓: 𝐸 → ℝ is said to be a simple function if there is a finite disjoint class
{𝐸1, 𝐸2, 𝐸3, … 𝐸𝑛 } of measurable sets with ‫=𝑖𝑛ڂ‬1 𝐸𝑖 = 𝐸 and a finite set {𝑎1, 𝑎2, 𝑎3, … 𝑎𝑛} of
real numbers such that 𝑓 𝑥 = 𝑎𝑖 if 𝑥 ∈ 𝐸𝑖 1 ≤ 𝑖 ≤ 𝑛

Let 𝑓 be a simple function then

𝑓(𝑥) = σ𝑛𝑖=1 𝑎𝑖 χ𝐸 (𝑥)
𝑖

*Clearly the sets 𝐸𝑖 = {𝑥 ∈ 𝐸: 𝑓 𝑥 = 𝑎𝑖 }, 𝑖 = 1,2, … , 𝑛 form a partition of 𝑓.

* Simple function is measurable.

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Simple function
The representation of function of the form σ𝑛𝑖=1 𝑎𝑖 χ𝐸 represents a simple function 𝜑
defined on 𝐸 = ‫=𝑖𝑛ڂ‬1 𝐸𝑖 (The sets 𝐸 𝑖 are measurable but not necessarily disjoint)
𝑖

This representation is not unique. But if 𝜑 ≠ 0 is a simple function defined on set 𝐸

and the set {𝑎1, 𝑎2, 𝑎3, … 𝑎𝑚 } is 𝑅𝑎𝑛𝑔𝑒(𝜑) − {0} then:
𝜑 = σ𝑚 𝑖=1 𝑎𝑖 χ𝐴
𝑖

where 𝐴𝑖 = {𝑥 ∈ 𝐸: 𝜑 𝑥 = 𝑎𝑖 }, 𝑖 = 1,2, … , 𝑚 𝐶𝑎𝑛𝑜𝑛𝑖𝑐𝑎𝑙 𝑅𝑒𝑝𝑟𝑒𝑠𝑒𝑛𝑎𝑡𝑖𝑜𝑛 are disjoint

and 𝑎1, 𝑎2, 𝑎3, … 𝑎𝑚 are distinct and non-zero.

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Properties of Continuous Function
Theorem 4.7.1: A continuous function defined on a measurable set is measurable.
(Converse is not true.)
1 𝑖𝑓 0 ≤ 𝑥 ≤ 1
Example: Consider a function 𝑓: ℝ → 0,1 defined on 𝑓 𝑥 = ቊ
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Clearly, this function is measurable but not continuous.

Theorem 4.7.3 : If 𝜑 is a measurable function on a set 𝐸 (measurable) and 𝑓, a

function defined and continuous on the range of 𝜑 , then 𝑓𝑜𝜑 is a measurable function
on 𝐸

𝑝 (𝑝 +
Corollary 4.7.4 : If 𝑓 is a measurable function then so are 𝑓 , 𝑓 > 0), exp 𝑐𝑓 , 𝑓
−
𝑎𝑛𝑑 𝑓
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 Properties of Continuous Function
Theorem 4.7.5 : Let 𝑓 and 𝑔 be real valued functions defined and measurable on ℝ then
the real-valued function ℎ 𝑥 = 𝐹 𝑓 𝑥 , 𝑔 𝑥 , 𝑥 ∈ ℝ is measurable function where 𝐹 is
defined and continuous on ℝ2

Corollary: If 𝑓 and 𝑔 are measurable real-valued functions, then so is 𝑓 + 𝑔 and 𝑓𝑔

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Sets of Measure Zero
Definition 4.8.1: A property 𝑃 is said to hold good “almost everywhere(a.e.)” on a set 𝑆
if the set of points of 𝑆, where 𝑃 fails to hold has measure zero.

Definition 4.8.3: Two functions 𝑓 and 𝑔 defined on the same set 𝐸 are said to be
equivalent on 𝐸, if 𝑓 = 𝑔 almost everywhere on 𝐸,
i.e. 𝑓 𝑥 = 𝑔 𝑥 ∀𝑥 ∈ 𝐸 ∼ 𝐸1 where 𝐸1 ⊂ 𝐸 𝑎𝑛𝑑 𝑚(𝐸1)= 0

Theorem 4.8.4 : Let 𝑓 ~ 𝑔 defined on an open set 𝐸 . If 𝑓 and 𝑔 are continuous on 𝐸,

then they coincide throughout 𝐸

Remark: Two continuous functions can not be equivalent if they differ even at a single
point of the domain.
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Sets of Measure Zero
Theorem 4.8.6 : Let 𝑓 and 𝑔 be two functions defined on a common domain 𝐸 so that 𝑓 =
𝑔 a.e. and 𝑔 is measurable. Then 𝑓 is measurable.

Theorem 4.8.7 : If a function 𝑓 defined on 𝐸 is continuous a.e. then 𝑓 is measurable on 𝐸

Definition 4.8.8 : A sequence {𝑓𝑛} of function defined on 𝐸 is said to converge a.e. to 𝑓 , if

lim 𝑓𝑛 (𝑥) = 𝑓 𝑥 ∀𝑥 ∈ 𝐸 ∼ 𝐸1 where 𝐸1 ⊂ 𝐸 and 𝑚 𝐸1 = 0
𝑛→∞

Exercise: The sequence {𝑓𝑛 } given by 𝑓𝑛 (𝑥) = −1 𝑛 𝑥𝑛 , 𝑥 ∈ [0, 1] converges a.e. to the
function 𝑓 ≡ 0

Theorem 4.8.10 : If a sequence 𝑓𝑛 of measurable function converge a.e. to 𝑓, then 𝑓 is

measurable function.
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 Quiz-2
SET-A SET-B

Q.1 Prove or disprove that there exist a non Q.1 Prove or disprove that there exist a non
measurable set inside every non empty closed measurable set inside every non empty open
subset of ℝ subset of ℝ

Q.2 Let E ∈ M, and f : E ⟶ ℝ. Prove or Q.2 Suppose f is a measurable real-valued

disprove that if E (f > q) ∈ M, for every function defined on ℝ. Prove or disprove that
rational number q, then f is a measurable if g(x) = 0 when f (x) is rational, and g(x) = 1
function on E. when f (x) is irrational then g is a measurable
function on ℝ.

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