- #1
GSpeight
- 31
- 0
I've been doing a little work with Borel measures and don't want to confuse Borel measurable functions with Lebesgue measurable functions for R^n -> R^m.
I'm, of course, familiar with the definition that a function f:R->R is Lebesgue measurable if the preimage of intervals/open sets/closed sets/Borel sets is Lebesgue measurable.
We also say a function between general measurable X, Y spaces is measurable if the preimage of a set in the sigma algebra corresponding to Y is in the sigma algebra corresponding to X.
For a Lebesgue measurable function f:R->R is it necessarily true that the preimage of a Lebesgue measurable set is Lebesgue measurable? I don't see that this need necessarily be the case.
Am I correct in thinking that a Lebesgue measurable function f:R->R is a measurable function from R with the Lebesgue sigma algebra to R with the Borel sigma algebra (and NOT the Lebesgue sigma algebra)?
I'd be very grateful if anyone could clear up my confusion.
I'm, of course, familiar with the definition that a function f:R->R is Lebesgue measurable if the preimage of intervals/open sets/closed sets/Borel sets is Lebesgue measurable.
We also say a function between general measurable X, Y spaces is measurable if the preimage of a set in the sigma algebra corresponding to Y is in the sigma algebra corresponding to X.
For a Lebesgue measurable function f:R->R is it necessarily true that the preimage of a Lebesgue measurable set is Lebesgue measurable? I don't see that this need necessarily be the case.
Am I correct in thinking that a Lebesgue measurable function f:R->R is a measurable function from R with the Lebesgue sigma algebra to R with the Borel sigma algebra (and NOT the Lebesgue sigma algebra)?
I'd be very grateful if anyone could clear up my confusion.