Semi continuity and Borel Sets - Measurable Functions

In summary, semi continuity is a concept in mathematics that allows for small jumps or discontinuities at a given point, while Borel sets are important in measure theory as they form the basis for defining the Lebesgue measure. An example of a semi continuous but not continuous function is f(x) = |x|. A function is measurable if the preimage of every Borel set is a measurable set. Measurable functions are significant in probability theory as they allow for the definition of random variables and the prediction of outcomes based on probabilities.
  • #1
SqueeSpleen
141
5
In a book I'm reading it says:
\newline
If [itex]f: \mathbb{R} \longrightarrow \mathbb{R}[/itex] is lower semi continous, then [itex]\{f > a \}[/itex] is an open set therefore a borel set. Then all lower semi continuous functions are borel functions.
It's stated as an obvious thing but I couldn't prove it.
The definition a lower semi continuous function I'm using is:
A function is lower semicontinous in the point [itex]x_0[/itex] if
[itex] \underline{lim}_{x \rightarrow x_{0}} \geq f(x_{0}) [/itex]
[itex] \underline{lim}_{x \rightarrow x_{0}}= \sup_{\delta > 0 } \{ inf \{ f(x) / |x-x_{0} | < \delta \} \} [/itex]
(A function is lower semicontinous in [itex]\mathbb{R}^{p}[/itex] if for all [itex]x \in \mathbb{R}^{p}[/itex] it's lower semicontinous).
[itex][/itex]
Can someone give me a hint please?
 
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  • #2
I'd really appreciate it. The key idea here is that if a function is lower semi-continuous, then its inverse image with respect to any real number is an open set, and hence a Borel set. More specifically, let $f:\mathbb{R}\to\mathbb{R}$ be a lower semi-continuous function, and let $a\in\mathbb{R}$. Then the set $\{x\in\mathbb{R}:f(x)>a\}$ is open. To see why, suppose $x_0\in\{x\in\mathbb{R}:f(x)>a\}$. Then by the definition of lower semi-continuity, there exists some $\delta>0$ such that for all $x$ with $|x-x_0|<\delta$, we have $f(x)\geq f(x_0)>a$. This means that the set $\{x\in\mathbb{R}:f(x)>a\}$ is a union of open intervals centered at each point in the set, and hence is open itself. Since this set is open, it is also a Borel set, and thus all lower semi-continuous functions are Borel functions.
 

Related to Semi continuity and Borel Sets - Measurable Functions

1. What is semi continuity and how is it different from continuity?

Semi continuity is a concept in mathematics that is used to describe the behavior of a function at a particular point. It is similar to continuity, but the main difference is that a semi continuous function allows for small jumps or discontinuities at a given point, while a continuous function does not.

2. How are Borel sets defined and why are they important in measure theory?

Borel sets are sets that can be constructed from open intervals on the real number line. They are important in measure theory because they form the basis for defining the Lebesgue measure, which is a way of measuring the size of a set in a more precise and flexible manner than the traditional notion of length or volume.

3. Can you give an example of a function that is semi continuous but not continuous?

Yes, a common example is the function f(x) = |x|, which is semi continuous at x = 0 but not continuous. This is because the limit of f(x) as x approaches 0 does not equal f(0), as f(0) is undefined while the limit is 0.

4. How do you determine if a function is measurable?

A function is measurable if the preimage of every Borel set is a measurable set. In other words, if the inverse image of any open set is also open, then the function is measurable.

5. What is the significance of measurable functions in probability theory?

In probability theory, measurable functions are used to define random variables, which are essential for understanding the behavior of random phenomena. Measurable functions allow us to assign probabilities to events and make predictions based on these probabilities.

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