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STUDY GUIDE FOR MODULE NO. 2

MEASURABLE FUNCTIONS
MODULE OVERVIEW

In this module, 𝜎 −algebra and measurable functions will be defined. Proofs and discussions on
theorems on measurable functions will be discussed.

MODULE LEARNING OBJECTIVES

1. Define and give examples of 𝜎 −algebra.

2. Define and give examples of measurable functions.
3. Discuss and prove some theorems on measurable functions.

𝜎 −ALGEBRA

Given the set X, we single out a family X of subsets of X which are "well-behaved" in a certain
technical sense. To be precise, we shall assume that this family contains the empty set ∅ and the entire
set X, and that X is closed under complementation and countable unions.

DEFINITION. A family X of subsets of a set X is said to be a 𝜎 −algebra (or a 𝜎-field) if:

(i) ∅, X belong to 𝑋.
(ii) If A belongs to 𝑋, then the complement C (A) = X \ A belongs to 𝑋.

(iii) If (𝐴𝑛 ) is a sequence of sets in X, then the union ⋃∞

𝑛=1 𝐴𝑛 belongs to X.

An ordered pair (X, X) consisting of a set X and a 𝜎-algebra X of subsets of X is called a measurable
space. Any set in X is called an X-measurable set, but when the 𝜎-algebra 𝑋 is fixed (as is generally
the case), the set will usually be said to be measurable.

The reader will recall the rules of De Morgan:

(2.1) C (∪𝛼 𝐴𝛼 ) =∩𝛼 C (𝐴𝛼 ), C (∩𝛼 𝐴𝛼 ) =∪𝛼 C (𝐴𝛼 ).

It follows from these that the intersection of a sequence of sets in 𝑋 also belongs to X.

EXAMPLES.
(a) Let Let X be any set and let 𝑋 be the family of all subsets of X.

(b) Let X be the family consisting of precisely two subsets of X, namely ∅ and X.

(c) Let X = {1, 2, 3,…} be the set N of natural numbers and let 𝑋 consist of the subsets

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∅, {1, 3, 5,…}, {2, 4, 6,…}, X.

(d) Let X be an uncountable set and 𝑋 be the collection of subsets which are either countable or

have countable complements.

(e) If X1, and X2 are 𝜎-algebras of subsets of X, let X3 be the intersection of X1 and X2; that is, X3

consists of all subsets of X which belong to both X1, and X2. It is readily checked that X3 is a
𝜎-algebra
(f) Let A be a nonempty collection of subsets of X. We observe that there is a smallest 𝜎 -algebra
of subsets of X containing A. To see this, observe that the family of all subsets of X is a 𝜎-
algebra containing A and the intersection of all the 𝜎-algebras containing A is also a 𝜎-algebra
containing A. This smallest σ-algebra is sometimes called the 𝜎-algebra generated by A.

(g) Let X be the set R of real numbers. The Borel algebra is the 𝜎-algebra B generated by all

open interval (a, b) in R. Observe that the Borel algebra B is also the 𝜎-algebra generated by
all closed intervals [a, b] in R. Any set in B is called a Borel set.
(h) Let X be the set 𝑅 of extended real numbers. If E is a Borel subset of R, let

E1=E∪{-∞}, E2=E∪{+∞}, E3=E∪{−∞, +∞},

and let 𝐵 be the collection of all sets E, E1, E2, E3 as E varies over B. It is readily seen that 𝐵

is a 𝜎-algebra and it will be called the extended Borel algebra.

MEASURABLE FUNCTIONS

Consider the function 𝑓(𝑥) = 4 − 𝑥 2 .

Find the values of 𝑥 that 𝑓(𝑥) > 3, that is the set 𝐴 = {𝑥|𝑓(𝑥) > 3} .

Solution:
Let 𝑓(𝑥) = 4 − 𝑥 2 > 3. Hence, 4 − 𝑥 2 > 3. Solving for 𝑥, we have 𝑥 2 < 1.
Therefore, 𝐴 = {−1 < 𝑥 < 1} = (−1,1).
Looking at the graph, we can clearly see that 𝐴 = {𝑥|𝑓(𝑥) > 3} = {−1 < 𝑥 < 1} = (−1,1).

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Example:

Let 𝑓(𝑥) = 3𝑥 3 + 3𝑥 2 − 4𝑥 + 2. Find:

a) 𝐴 = {𝑥|𝑓(𝑥) > 4}
b) 𝐵 = {𝑥|𝑓(𝑥) ≤ 4}

Solution:

We want to find the values of 𝑥 such that 𝑓(𝑥) > 4 and then values of 𝑥 such that 𝑓(𝑥) ≤ 4. Solving
the equation 3𝑥 3 + 3𝑥 2 − 4𝑥 + 2 = 4 will give us values of 𝑥 such that 𝑓(𝑥) = 4. Hence, we find
𝑥 = −1.5773, 𝑥 = −0.4226 and 𝑥 = 1.

In the graph below, we can see the horizontal line 𝑦 = 4 and the curve 𝑓(𝑥) = 3𝑥 3 + 3𝑥 2 − 4𝑥 + 2
intersect at (−1.5773,4), (−0.4226,4) and (1,4). Thus:

a) 𝐴 = {𝑥|𝑓(𝑥) > 4} = {𝑥| − 1.5773 < 𝑥 < −0.4226 𝑜𝑟 𝑥 > 1}. That is
(−1.5773, −0.4226) ∪ (1, ∞).
b) 𝐵 = {𝑥|𝑓(𝑥) ≤ 4} = {𝑥|𝑥 ≤ −1.5773 𝑜𝑟 − 0.4226 ≤ 𝑥 ≤ 1}. That is
(−∞, −1.5773) ∪ (−0.4226,1).

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In the following, we shall consider a fixed measurable space (X, X).

DEFINITION. A function f on X to R is said to be X-measurable (or simply measurable) if for

every real number 𝛼 the set
{𝑥 ∈ 𝑋: 𝑓(𝑥) > 𝛼}

belongs to X.

The next lemma shows that we could have modified the form of the sets in defining measurability.

LEMMA. The following statements are equivalent for a function f on X to R:

(a) For every 𝛼 ∈ 𝑅, the set 𝐴𝛼 = {𝑥 ∈ 𝑋: 𝑓(𝑥) > 𝛼} belongs to X

(b) For every 𝛼 ∈ 𝑅, the set 𝐵𝛼 = {𝑥 ∈ 𝑋: 𝑓(𝑥) ≤ 𝛼} belongs to X
(c) For every 𝛼 ∈ 𝑅, the set 𝐶𝛼 = {𝑥 ∈ 𝑋: 𝑓(𝑥) ≥ 𝛼} belongs to X
(d) For every 𝛼 ∈ 𝑅, the set 𝐷𝛼 = {𝑥 ∈ 𝑋: 𝑓(𝑥) < 𝛼} belongs to X

PROOF.

Let 𝐴𝛼 = {𝑥 ∈ 𝑋: 𝑓(𝑥) > 𝛼} ∈ 𝑋. But 𝑋 is a 𝜎-algebra, hence the complement of 𝐴𝛼 is also in 𝑋.

Therefore, 𝐴𝑐𝛼 = {𝑥 ∈ 𝑋: 𝑓(𝑥) ≤ 𝛼} = 𝐵𝛼 ∈ 𝑋. Thus, (a)→(b). Similarly, (b)→(a), (c)→(d) and
(d)→(c).

1 1
Now, since (𝛼 − 𝑛) < 𝛼, if 𝐴𝛼 = {𝑥 ∈ 𝑋: 𝑓(𝑥) > 𝛼} ∈ 𝑋, then 𝐴𝛼− 1 = {𝑥 ∈ 𝑋: 𝑓(𝑥) > 𝛼 − 𝑛} is
𝑛
also in X for all 𝑛 = 1,2,3, …

Getting the countable intersection of 𝐴𝛼− 1 for all 𝑛 = 1,2,3, …, we have

𝑛

⋂∞
𝑛=1 𝐴𝛼−1/𝑛 = 𝐶𝛼 .

By the property of 𝜎-algebra, we have 𝐶𝛼 ∈ 𝑋. Hence (a) implies (c).

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1
Also, note that (𝛼 + 𝑛) > 𝛼. If 𝐶𝛼 = {𝑥 ∈ 𝑋: 𝑓(𝑥) ≥ 𝛼} ∈ 𝑋, then

1
𝐴𝛼+ 1 = {𝑥 ∈ 𝑋: 𝑓(𝑥) ≥ 𝛼 + }
𝑛 𝑛

is also in X. Getting the countable union of 𝐴𝛼+ 1 for all 𝑛 = 1,2,3, …,we have
𝑛

⋃∞
𝑛=1 𝐶𝛼+1/𝑛 = 𝐴𝛼 .

By the property of 𝜎-algebra, we have 𝐴𝛼 ∈ 𝑋. Hence (c) implies (a).

Q.E.D.

EXAMPLES

(a) Any constant function is measurable. For, if 𝑓(𝑥) = 𝑐 for all 𝑥 ∈ 𝑋 and if 𝛼 ≥ 𝑐, then
{𝑥 ∈ 𝑋 ∙ 𝑓(𝑥) > 𝛼} = ∅,
whereas if 𝛼 < 𝑐, then

{𝑥 ∈ 𝑋: 𝑓(𝑥) > 𝛼} = 𝑋.

(b) If 𝐸 ∈ 𝑋, then the characteristic function 𝜒𝐸 , defined by

𝜒𝐸 (𝑥) = 1, 𝑥 ∈ 𝐸,

= 0, 𝑥 ∉ 𝐸,

is measurable. In fact, {𝑥 ∈ 𝑋: 𝜒𝐸 (𝑥) > 𝛼} is either X, E, or ∅.

(c) If X is the set R of real numbers, and X is the Borel algebra B, then any continuous function f
on R to R is Borel measurable (that is, B-measurable). In fact, if f is continuous, then
{𝑥 ∈ 𝑅 ∶ 𝑓(𝑥) > 𝛼} is an open set in R and hence is the union of a sequence of open intervals.
Therefore, it belongs to B.

(d) If X = R and X = B, then any monotone function is Borel measurable. For, suppose that f is
monotone increasing in the sense that 𝑥 ≤ 𝑥′ implies𝑓(𝑥) ≤ 𝑓(𝑥 ′ ). Then{𝑥 ∈ 𝑅 ∶ 𝑓(𝑥) > 𝛼}
consists of a half-line which is either of the form {𝑥 ∈ 𝑅 ∶ 𝑥 > 𝑎} or the form {𝑥 ∈ 𝑅 ∶ 𝑓(𝑥) ≥
𝛼}, or is R or ∅.

Certain simple algebraic combinations of measurable functions are measurable, as we shall now

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show.

LEMMA

Let 𝑓 and 𝑔 be measurable real-valued functions and let c be a real number. Then the functions
a) 𝑐𝑓
b) 𝑓 2
c) 𝑓 + 𝑔
d) 𝑓𝑔
e) |𝑓|
are also measurable.

PROOF.

(a) If c = 0, the statement is trivial. If c > 0, then

{𝑥 ∈ 𝑋 ∶ 𝑐𝑓(𝑥) > 𝛼} = {𝑥 ∈ 𝑋 ∶ 𝑓(𝑥) > 𝛼/𝑐} ∈ 𝑋.

The case c < 0 is handled similarly.

(b) If 𝛼 < 0, then {𝑥 ∈ 𝑋 ∶ (𝑓(𝑥))2 > 𝛼} = 𝑋; if 𝛼 ≥ 0, then

{𝑥 ∈ 𝑋 ∶ (𝑓(𝑥))2 > 𝛼} = {𝑥 ∈ 𝑋 ∶ 𝑓(𝑥) > √𝛼} ∪ {𝑥 ∈ 𝑋 ∶ 𝑓(𝑥) < −√𝛼}

(c) Let 𝑓 and 𝑔 be measurable real-valued function. If r is a rational number, then

{𝑥 ∈ 𝑋 ∶ 𝑓(𝑥) > 𝑟} ∈ 𝑋 and {𝑥 ∈ 𝑋 ∶ 𝑔(𝑥) > 𝛼 − 𝑟} ∈ 𝑋. Therefore,
𝑆𝑟 = {𝑥 ∈ 𝑋 ∶ 𝑓(𝑥) > 𝑟} ∩ {𝑥 ∈ 𝑋 ∶ 𝑔(𝑥) > 𝛼 − 𝑟}
belongs to X. Getting the countable union of 𝑆𝑟 , we have

{𝑥 ∈ 𝑋 ∶ (𝑓 + 𝑔)(𝑥) > 𝛼} = ∪ {𝑆𝑟 ∶ 𝑟 𝑟𝑎𝑡𝑖𝑜𝑛𝑎𝑙},

and it follows that f + g is measurable.

1
(d) Since 𝑓𝑔 = 4 [(𝑓 + 𝑔)2 − (𝑓 − 𝑔)2 ], it follows from parts (a), (b), and (c) that 𝑓𝑔 is measurable.
(e) If 𝛼 < 0, then {𝑥 ∈ 𝑋 ∶ |𝑓(𝑥)| > 𝛼} = 𝑋, whereas if 𝛼 ≥ 0, then
{𝑥 ∈ 𝑋 ∶ |𝑓(𝑥)| > 𝛼} = {𝑥 ∈ 𝑋 ∶ 𝑓(𝑥) > 𝛼} ∪ {𝑥 ∈ 𝑋 ∶ 𝑓(𝑥) < −𝛼}
Thus the function |𝑓| is measurable.
Q.E.D.

Positive Part and Negative Part of 𝑓

If 𝑓 is any function on 𝑋 to R, let 𝑓 + and 𝑓 − be the nonnegative functions defined on X by

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+ (𝑥) − (𝑥)
𝑓 = 𝑠𝑢𝑝 {𝑓(𝑥), 0}, 𝑓 = 𝑠𝑢𝑝 {−𝑓(𝑥), 0}.

The function 𝑓 + is called the positive part of 𝑓 and 𝑓 − is called the negative part of 𝑓. It is clear
that

𝑓 = 𝑓+ − 𝑓− and |𝑓| = 𝑓 + + 𝑓 −

and it follows from these identities that

1 1
𝑓 + = 2 (|𝑓| + 𝑓), 𝑓 − = 2 (|𝑓| − 𝑓),

Example:

Let 𝑓(𝑥) = 4 − 𝑥 2 . Thus,

𝑓 + (1) = 𝑠𝑢𝑝 {𝑓(1), 0} = 𝑠𝑢𝑝 {3, 0} = 3

𝑓 + (3) = 𝑠𝑢𝑝 {𝑓(3), 0} = 𝑠𝑢𝑝 {−5, 0} = 0
𝑓 − (1) = 𝑠𝑢𝑝 {−𝑓(1), 0} = 𝑠𝑢𝑝 {−3, 0} = 0
𝑓 − (3) = 𝑠𝑢𝑝 {−𝑓(3), 0} = 𝑠𝑢𝑝 {5, 0} = 5

In view of the preceding lemma we infer that 𝑓 is measurable if and only if 𝑓 + and 𝑓 − are measurable.

The preceding discussion pertained to real-valued functions defined on a measurable space.

However, in dealing with sequences of measurable functions we often wish to form suprema, limits,
etc., and it is technically convenient to allow the extended real numbers −∞, +∞ to be taken as values.
Hence we wish to define measurability for extended real-valued functions.

DEFINITION. An extended real-valued function on X is X-measurable in case the set {𝑥 ∈ 𝑋 ∶

𝑓(𝑥) > 𝛼} belongs to X for each real number 𝛼. The collection of all extended real-valued X-
measurable functions on X is denoted by M(X, X).

Observe that if 𝑓 ∈ 𝑀(𝑋, 𝑋), then

{𝑥 ∈ 𝑋 ∶ 𝑓(𝑥) = +∞} = ⋂∞ 𝑛=1 {𝑥 ∈ 𝑋 ∶ 𝑓(𝑥) > 𝑛} ,
{𝑥 ∈ 𝑋 ∶ 𝑓(𝑥) = −∞} = C [ ∪∞
𝑛=1 {𝑥 ∈ 𝑋 ∶ 𝑓(𝑥) > −𝑛} ],

so that both of these sets belong to 𝑋.

The following lemma is often useful in treating extended real-valued functions.

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LEMMA. An extended real-valued function 𝑓 is measurable if and only if the sets

𝐴 = {𝑥 ∈ 𝑋 ∶ 𝑓(𝑥) = +∞}, 𝐵 = {𝑥 ∈ 𝑋 ∶ 𝑓(𝑥) = −∞} belong to 𝑋 and the

real-valued function 𝑓1 defined by

𝑓1 (𝑥) = 𝑓(𝑥), 𝑖𝑓 𝑥 ∉ 𝐴 ∪ 𝐵
= 0, 𝑖𝑓 𝑥 ∈ 𝐴 ∪ 𝐵,
is measurable.

PROOF. If 𝑓 is in 𝑀(𝑋, 𝑋), it has already been noted that A and B belong to 𝑋. Let 𝛼 ∈ 𝑅 and 𝛼 ≥
0, then

{𝑥 ∈ 𝑋 ∶ 𝑓1 (𝑥) > 𝑎} = {𝑥 ∈ 𝑋 ∶ 𝑓(𝑥) > 𝛼} \ 𝐴.

If 𝛼 < 0, then

{𝑥 ∈ 𝑋 ∶ 𝑓1 (𝑥) > 𝑎} = {𝑥 ∈ 𝑋 ∶ 𝑓(𝑥) > 𝛼} ∪ 𝐵.

Hence 𝑓1 is measurable.
Conversely, if 𝐴, 𝐵 ∈ 𝑋 and 𝑓1 is measurable, then

{𝑥 ∈ 𝑋 ∶ 𝑓(𝑥) > 𝛼} = {𝑥 ∈ 𝑋 ∶ 𝑓1 (𝑥) > 𝛼} ∪ 𝐴

when 𝛼 ≥ 0, and
{𝑥 ∈ 𝑋 ∶ 𝑓(𝑥) > 𝛼} = {𝑥 ∈ 𝑋 ∶ 𝑓1 (𝑥) > 𝛼} \ 𝐵
when < 0. Therefore f is measurable. Q.E.D.

It is a consequence of two previous lemmas that if 𝑓 is in 𝑀(𝑋, 𝑋), then the functions
𝑐𝑓, 𝑓 2, |𝑓|, 𝑓 +, 𝑓−
also belong to 𝑀(𝑋, 𝑋).
The only comment that need be made is that we adopt the convention that 0(±∞) = 0 so that 𝑐𝑓
vanishes identically when 𝑐 = 0. If 𝑓 and g belong to 𝑀(𝑋, 𝑋), then the sum f + g is not well-defined
by the formula (𝑓 + 𝑔)(𝑥) = 𝑓(𝑥) + 𝑔(𝑥) on the sets
𝐸1 = {𝑥 ∈ 𝑋 ∶ 𝐹(𝑥) = −∞ 𝑎𝑛𝑑 𝑔(𝑥) = +∞} ,
𝐸2 = {𝑥 ∈ 𝑋 ∶ 𝐹(𝑥) = +∞ 𝑎𝑛𝑑 𝑔(𝑥) = −∞} ,

both of which belong to 𝑋. However, if we define 𝑓 + 𝑔 to be zero on 𝐸1 ∪ 𝐸2 , the resulting

function on X is measurable. We shall return to the measurability of the product 𝑓𝑔 after the next

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result.

Consider 𝑓𝑛 (𝑥) = 𝑥 𝑛 + 1. For 𝑛 = 1, we have 𝑓1 (𝑥) = 𝑥 + 1.

For 𝑛 = 2, we have 𝑓2 (𝑥) = 𝑥 2 + 1.

LEMMA. Let (𝑓𝑛 ) be a sequence in 𝑀 (𝑋 , 𝑋) and define then functions

𝑓(𝑥) = 𝑖𝑛𝑓 𝑓𝑛 (𝑥), 𝐹(𝑥) = 𝑠𝑢𝑝 𝑓𝑛 (𝑥),
f*(𝑥) = 𝑖𝑛𝑓 𝑓𝑛 (𝑥), F*(𝑥) = 𝑙𝑖𝑚 𝑠𝑢𝑝 𝑓𝑛 (𝑥).

Then f, F, f*, and F* belong to 𝑀(𝑋, 𝑋).

PROOF. Observe that

{𝑥 ∈ 𝑋 ∶ 𝑓(𝑥) ≥ 𝛼} =∩∞
𝑛=1 {𝑥 ∈ 𝑋 ∶ 𝑓𝑛 (𝑥) ≥ 𝛼}

{𝑥 ∈ 𝑋 ∶ 𝐹(𝑥) ≥ 𝛼} =∪∞
𝑛=1 {𝑥 ∈ 𝑋 ∶ 𝑓𝑛 (𝑥) > 𝛼}

so that f and F are measurable when all the 𝑓𝑛 are. Since

f*(𝑥) = 𝑠𝑢𝑝𝑛≥1 {𝑖𝑛𝑓𝑚≥𝑛 𝑓𝑚 (𝑥)}

F*(𝑥) = 𝑖𝑛𝑓𝑛≥1 {𝑠𝑢𝑝𝑚≥𝑛 𝑓𝑚 (𝑥)}

the measurability of f* and F* is also established.

Q.E.D.

COROLLARY. If (𝑓𝑛 ) is a sequence in 𝑀(𝑋, 𝑋) which converges to 𝑓 on X, then f is in 𝑀(𝑋, 𝑋).

PROOF. In this case 𝑓(𝑥) = 𝑙𝑖𝑚 𝑓𝑛 (𝑥) = 𝑙𝑖𝑚 𝑖𝑛𝑓 𝑓𝑛 (𝑥). Q.E.D.

We now return to the measurability of the product 𝑓𝑔 when 𝑓, 𝑔 belong to 𝑀(𝑋, 𝑋). If 𝑛 ∈ 𝑁, let
𝑓𝑛 be the "truncation of 𝑓" defined by

𝑓𝑛 (𝑥) = 𝑓(𝑥), if |𝑓(𝑥)| ≤ 𝑛,

= 𝑛, 𝑖𝑓 𝑓(𝑥) > 𝑛,

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= −𝑛, 𝑖𝑓 𝑓(𝑥) < −𝑛.

Let 𝑔𝑚 be defined similarly. It is readily seen that 𝑓𝑛 and 𝑔𝑚 are measurable (see Exercise 2.K). It
follows from Lemma 2.6 that the product 𝑓𝑛 𝑔𝑚 , is measurable. Since

𝑓(𝑥)𝑔𝑚 (𝑥) = 𝑓𝑛 (𝑥)𝑔𝑚 (𝑥)

it follows from Corollary 2.10 that f gm, belongs to M(X, X). Since

(𝑓 𝑔)(𝑥) = 𝑓(𝑥) 𝑔(𝑥) = 𝑓 (𝑥)𝑔𝑚 (𝑥) , 𝑥 ∈ 𝑋

another application of Corollary 2.10 shows that f g belongs to M(X, X). It has been seen that the
limit of a sequence of functions in M(X, X) belongs to M(X, X). We shall now prove that a
nonnegative function f in M(X, X) is the limit of a monotone increasing sequence (𝜑n) in M(X, X).

Moreover, each 𝜑n can be chosen to be nonnegative and to assume only a finite number of real
values.

LEMMA. If 𝑓 is a nonnegative function in 𝑀(𝑋, 𝑋), then there exists a sequence (𝜑𝑛 ) in 𝑀(𝑋, 𝑋)
such that

(a) 0 ≤ 𝜑𝑛 (𝑥) ≤ 𝜑𝑛+1 (𝑥), 𝑓𝑜𝑟 𝑥 𝜖 𝑋, 𝑛 ∈ 𝑁

(b) 𝑓(𝑥) = 𝜑𝑛 (𝑥) , 𝑓𝑜𝑟 𝑒𝑎𝑐ℎ 𝑥 ∈ 𝑋
(c) Each 𝜑𝑛 has only a finite number of real values.

PROOF. Let 𝑛 be a fixed natural number. If 𝑘 = 0,1,2,3, … , 𝑛2𝑛 − 1, let 𝐸𝑘𝑛 be the set
𝐸𝑘𝑛 = {𝑥 ∈ 𝑋| 𝑘2−𝑛 ≤ 𝑓(𝑥) < (𝑘 + 1)2−𝑛 }

and if 𝑘 = 𝑛2𝑛 , let 𝐸𝑘𝑛 be the set {𝑥 ∈ 𝑋|𝑓(𝑥) ≥ 𝑛}. We observe that the sets {𝐸𝑘𝑛 |𝑘 =
0,1,2,3, … , 𝑛2𝑛 } are disjoint, belong to 𝑋, and have union equal to 𝑋. If we define 𝜑𝑛 to be equal to
𝑘2−𝑛 on 𝐸𝑘𝑛 , then 𝜑𝑛 belongs to 𝑀(𝑋, 𝑋). It is readily established that the properties (a),(b), (c) hold.

Q.E.D.

COMPLEX VALUED FUNCTIONS

It is frequently important to consider complex-valued functions defined on X and to have a notion

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of measurability for such functions. We observe that if f is a complex-valued function defined on X,

then there exist two uniquely determined real-valued functions fl , f2 such that

f = f1 + 𝑖 f 2 .

(Indeed, f1(x) = Re f(x) , f2(x) = Im f(x) , for x ∈ X.) We define the complex-valued function f to be
measurable if and only if its real and imaginary parts f1 and f2, respectively, are measurable. It is
easy to see that sums, products, and limits of complex-valued measurable functions are also
measurable.

FUNCTIONS BETWEEN MEASUREABLE SPACES

In the sequel we shall require the notion of measurability only for real- and complex-valued
functions. In some work, however, one wishes to define measurability for a function f from one
measurable space (X, X) into another measurable space (Y, Y). In this case one says that f is
measurable in case the set

f -1(E) = {x E X : f(x) ∈ E}

belongs to X for every set E belonging to Y. Although this definition of measurability appears to
differ from Definition 2.3, it is not difficult to show (see Exercise 2.P) that Definition 2.3 is equivalent
to this definition in the case that Y = R and Y = B.
This definition of measurability shows very clearly the close analogy between the measurable
functions on a measurable space and continuous functions on a topological space.

LEARNING ACTIVITY

REFERENCES

1. Larson, R., Edwards, B. Calculus – 10th Edition – USA : Brooks/Cole Cengage Learning, 2014.
2. Stewart, J., Calculus: international metric version – 8th edition – Philippines: Cengage Learning, 2018
3. Edwards, H., Single Variable Calculus : Early Transcendentals – 6th ed. – Singapore : Pearson Education (Asia) Pte
Ltd., 2003.

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4. Barnett, R., Calculus for business, economics, life science, and social sciences - 12th edition. – Singapore : Pearson,
2016.
5. Lial, M., Calculus with applications - 10th edition. – Singapore : Pearson Education South Asia Pte Ltd., 2014
6. Anton, H., Bivens I.C., and Davis, S., Calculus Early Transcendentals, Wiley, 2010.
7. Ayres Jr., F., Schaum's outline of calculus, 2000
8. Leithold, L., The calculus - 1996

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