Proving functions in product space are measurable.

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SUMMARY

This discussion focuses on proving the measurability of functions in product spaces, specifically addressing the conditions under which the product of two measurable functions is also measurable. It establishes that if f:X→ℝ is M-measurable and g:Y→ℝ is N-measurable, then the product fg is M×N-measurable. Additionally, it discusses the specific case of the function f defined as f(x,y) = 1 when x=y and 0 otherwise, demonstrating its measurability on the Borel sets B_{[0,1]} with respect to Lebesgue measure and the counting measure P([0,1]).

PREREQUISITES
  • Understanding of measurable functions in single measure spaces.
  • Familiarity with Borel sets and Lebesgue measure.
  • Knowledge of product measures and their properties.
  • Basic concepts of preimages in measure theory.
NEXT STEPS
  • Study the definition and properties of measurable functions in product spaces.
  • Learn about Borel sets and their significance in measure theory.
  • Explore the concept of product measures, specifically M×N measurability.
  • Investigate examples of measurable functions and their preimages in various measure spaces.
USEFUL FOR

Mathematicians, students studying measure theory, and anyone interested in understanding the properties of measurable functions in product spaces.

happysauce
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Homework Statement


I have a lot of questions that ask me to prove certain functions are measureable.

For example I have to show that given f:X→ ℝ is M - measurable and g:Y→ ℝ is N - measurable
implies that fg is M×N measurable.

Another is prove that f = {1 when x=y, 0 else} is measurable on B[itex]_{[0,1]}[/itex]×P([0,1]) where B[itex]_{[0,1]}[/itex] is the borel sets on [0,1] with respect to lebesgue measure and the measure P([0,1]) is the counting measure (cardinality of a set in [0,1])

Homework Equations


Don't know any.


The Attempt at a Solution



I don't have a clue what to do because I don't know any definition of measurable functions in a product space. I know the case for single measure spaces, If E[itex]\in[/itex]N and f[itex]^{-1}[/itex](E) [itex]\in[/itex] M, then f is (M,N) - measurable.

So for the first question all I know is that E[itex]\in[/itex]B[itex]_{ℝ}[/itex] and f[itex]^{-1}[/itex](E) [itex]\in[/itex] M, and F[itex]\in[/itex] B[itex]_{ℝ}[/itex] and g[itex]^{-1}[/itex](F) [itex]\in[/itex] N
 
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happysauce said:
So for the first question all I know is that E[itex]\in[/itex]B[itex]_{ℝ}[/itex] and f[itex]^{-1}[/itex](E) [itex]\in[/itex] M, and F[itex]\in[/itex] B[itex]_{ℝ}[/itex] and g[itex]^{-1}[/itex](F) [itex]\in[/itex] N
Yes, but you are free to choose E=F here. What will the preimage of that be under (f, g)?
 

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