Basic Measure Theory: Borel ##\sigma##- algebra

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In summary, the conversation discusses the openness of a set ##U_f## in the context of a function ##f## defined on two metric spaces. It is shown that ##U_f## is open and that it can be expressed as the intersection of open sets ##U^{\delta,\varepsilon}_f##. An example is also provided to illustrate this concept. The answer and example are correct.
  • #1
WMDhamnekar
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TL;DR Summary
Let ##(\Omega_1, d_1)## and ##(\Omega_2, d_2)## be metric spaces and let ##f : \Omega_1 \to \Omega_2 ## be an arbitrary map. Denote by ##U_f =\{x \in \Omega_1 :## f is discontinuous at ##x\}## the set of points of discontinuity of ##f##. Show that ##U_f \in \mathcal{B}(\Omega_1).##
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My answer:
We can proceed as follows. Let ##x \in U_f##. Since ##f## is discontinuous at ##x##, there exists ##\varepsilon > 0## such that for some ##\delta > 0##, we can find ##y, z \in B_{\varepsilon}(x)## with ##d_2(f(y),f(z)) > \delta##. Therefore, ##x \in U^{\delta,\varepsilon}_f##. So, ##U_f \subset U^{\delta,\varepsilon}_f##. Since ##U^{\delta,\varepsilon}_f## is open, any subset of it is also open. So ##U_f## is open.

Next, we show that for any ##\delta, \varepsilon>0##, we have ##U^{\delta, \varepsilon}_f \subset U_f##. Let ##x \in U^{\delta, \varepsilon}_f##. Then there exist ##y,z \in B_{\varepsilon}(x)## such that ##d_2(f(y),f(z)) > \delta##. Since ##f(y) \neq f(z)##, ##f## cannot be continuous at ##x##. Therefore, ##x \in U_f##. Thus, ## U^{\delta,\varepsilon}_f \subset U_f##.

Taking intersection over all ##\delta##, ##\varepsilon##, we have ##U_f = \bigcap_{ \delta, \varepsilon > 0}U^{\delta,\varepsilon}_f##. Since intersections of open sets are open, ##U_f## is open.
Here is an example:

Let ##\Omega_1 = \mathbb{R}## with the usual metric ##d_1(x,y) = |x-y|##, and ##\Omega_2 = \mathbb{R}^2## with the Euclidean metric ##d_2((x_1,y_1),(x_2,y_2)) = \sqrt{(x_1-x_2)^2 + (y_1-y_2)^2}##.

Define ##f:\mathbb{R} \to \mathbb{R}^2## as ##f(x) = (x, x^2)## if ##x \neq 0## and ##f(0) = (0,1)##.

Then, ##f## is discontinuous at ##x=0##. For any ##\varepsilon > 0##, taking ##\delta = 1##, we can find ##y = -\varepsilon/2 < 0## and ##z = \varepsilon/2 > 0## in ##B_{\varepsilon}(0)## such that ##d_2(f(y),f(z)) = |(-1/2,0) - (1/2,0)| = 1 > \delta = 1##. Therefore, ##0 \in U^{\delta,\varepsilon}_f## for all ##\delta, \varepsilon > 0##. Hence, ##0 \in U_f##.

Also, for any ##x \neq 0, f## is continuous at ##x##. Therefore, ##U_f = \{0\}##. Since ##\{0\}## is open in ##\mathbb{R}##, ##U_f## is open.
Hence, in this example, ##U_f = \{0\} \in \mathcal{B}(\Omega_1 = \mathbb{R})##.

Therefore, ##U_f## is an open subset of ##\Omega_1##. Hence, ##U_f \in \mathcal{B}(\Omega_1)##.

Is this answer and example correct?
 
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  • #2


Yes, your answer and example are correct. You have correctly shown that ##U_f## is an open subset of ##\Omega_1## and therefore belongs to the Borel ##\sigma##-algebra on ##\Omega_1##. Your example also illustrates the concept of continuity and discontinuity in a clear and concise manner. Well done!
 

1. What is a Borel ##\sigma##- algebra?

A Borel ##\sigma##- algebra is a collection of subsets of a given set that satisfies certain properties. In measure theory, it is used to define a measure on a topological space, which assigns a numerical value to each subset of the space.

2. How is a Borel ##\sigma##- algebra related to measure theory?

A Borel ##\sigma##- algebra is an essential tool in measure theory, as it allows us to define a measure on a topological space. It provides a framework for measuring the size or volume of subsets of a space, which is important in many areas of mathematics, including probability and analysis.

3. What are the properties of a Borel ##\sigma##- algebra?

A Borel ##\sigma##- algebra must contain the empty set and the entire space, and be closed under countable unions and complements. In addition, it must be generated by the open sets of the space, meaning that any set in the Borel ##\sigma##- algebra can be expressed as a countable union of open sets.

4. How is a Borel ##\sigma##- algebra constructed?

A Borel ##\sigma##- algebra is constructed by starting with a topological space and generating the Borel ##\sigma##- algebra from its open sets. This can be done by taking countable unions and complements of the open sets, and repeating this process until all possible subsets are included in the Borel ##\sigma##- algebra.

5. What is the importance of the Borel ##\sigma##- algebra in probability theory?

In probability theory, the Borel ##\sigma##- algebra is used to define a probability measure on a topological space. This allows us to assign probabilities to events and calculate the likelihood of certain outcomes. The Borel ##\sigma##- algebra also plays a crucial role in the construction of random variables and the development of important theorems in probability theory.

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