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Not sure about the translated term limited (from German); perhaps cut-off function?
Let f be a measurable function in a measure space (\Omega, \mathcal{F}, \mu) and C>0. Show that the following function is measurable:
f_C(x) =<br /> \left\{<br /> \begin{array}{ll}<br /> f(x) & \mbox{if } |f(x)| \leq C \\<br /> C & \mbox{if } f(x) > C \\<br /> -C & \mbox{if } f(x) < -C<br /> \end{array}<br /> \right.
None in particular. Definition, measurable space:
An ordered tuple (\Omega,\mathcal{F}), where \Omega is a set and \mathcal{F} is a \sigma-algebra of subsets in \Omega, is called a *measurable space*.
Definition, measureable function:
https://en.wikipedia.org/wiki/Measurable_function
Since f is measurable, then f_C is measurable when |f(x)| < C.
It should be trivial to prove that a constant function is measurable.
I'm not sure how to approach f_C at C. Perhaps: We have shown that f_C is measurable at all points except f(x)=C, but a single point has measure 0. However this seems very hand-wavy and probably entirely incorrect...
Homework Statement
Let f be a measurable function in a measure space (\Omega, \mathcal{F}, \mu) and C>0. Show that the following function is measurable:
f_C(x) =<br /> \left\{<br /> \begin{array}{ll}<br /> f(x) & \mbox{if } |f(x)| \leq C \\<br /> C & \mbox{if } f(x) > C \\<br /> -C & \mbox{if } f(x) < -C<br /> \end{array}<br /> \right.
Homework Equations
None in particular. Definition, measurable space:
An ordered tuple (\Omega,\mathcal{F}), where \Omega is a set and \mathcal{F} is a \sigma-algebra of subsets in \Omega, is called a *measurable space*.
Definition, measureable function:
https://en.wikipedia.org/wiki/Measurable_function
The Attempt at a Solution
Since f is measurable, then f_C is measurable when |f(x)| < C.
It should be trivial to prove that a constant function is measurable.
I'm not sure how to approach f_C at C. Perhaps: We have shown that f_C is measurable at all points except f(x)=C, but a single point has measure 0. However this seems very hand-wavy and probably entirely incorrect...