Show a limited function is measurable

In summary: You can make it a lot less hand-wavy if you state and work with the definition of 'measurable'. You want to show ##\{x:f_C(x)<a\}## is measurable for all ##a##. You know ##\{x:f(x)<a\}## is measurable for all ##a##. How do they compare?
  • #1
diddy_kaufen
7
0
Not sure about the translated term limited (from German); perhaps cut-off function?

Homework Statement



Let [itex]f[/itex] be a measurable function in a measure space [itex](\Omega, \mathcal{F}, \mu)[/itex] and [itex]C>0[/itex]. Show that the following function is measurable:
[tex]f_C(x) =
\left\{
\begin{array}{ll}
f(x) & \mbox{if } |f(x)| \leq C \\
C & \mbox{if } f(x) > C \\
-C & \mbox{if } f(x) < -C
\end{array}
\right.[/tex]

Homework Equations



None in particular. Definition, measurable space:
An ordered tuple [itex](\Omega,\mathcal{F})[/itex], where [itex]\Omega[/itex] is a set and [itex]\mathcal{F}[/itex] is a [itex]\sigma[/itex]-algebra of subsets in [itex]\Omega[/itex], is called a *measurable space*.

Definition, measureable function:
https://en.wikipedia.org/wiki/Measurable_function

The Attempt at a Solution



Since [itex]f[/itex] is measurable, then [itex]f_C[/itex] is measurable when [itex]|f(x)| < C[/itex].

It should be trivial to prove that a constant function is measurable.

I'm not sure how to approach [itex]f_C[/itex] at [itex]C[/itex]. Perhaps: We have shown that [itex]f_C[/itex] is measurable at all points except [itex]f(x)=C[/itex], but a single point has measure [itex]0[/itex]. However this seems very hand-wavy and probably entirely incorrect...
 
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  • #2
You can make it a lot less hand-wavy if you state and work with the definition of 'measurable'. You want to show ##\{x:f_C(x)<a\}## is measurable for all ##a##. You know ##\{x:f(x)<a\}## is measurable for all ##a##. How do they compare?

diddy_kaufen said:
Not sure about the translated term limited (from German); perhaps cut-off function?

Homework Statement



Let [itex]f[/itex] be a measurable function in a measure space [itex](\Omega, \mathcal{F}, \mu)[/itex] and [itex]C>0[/itex]. Show that the following function is measurable:
[tex]f_C(x) =
\left\{
\begin{array}{ll}
f(x) & \mbox{if } |f(x)| \leq C \\
C & \mbox{if } f(x) > C \\
-C & \mbox{if } f(x) < -C
\end{array}
\right.[/tex]

Homework Equations



None in particular. Definition, measurable space:
An ordered tuple [itex](\Omega,\mathcal{F})[/itex], where [itex]\Omega[/itex] is a set and [itex]\mathcal{F}[/itex] is a [itex]\sigma[/itex]-algebra of subsets in [itex]\Omega[/itex], is called a *measurable space*.

Definition, measureable function:
https://en.wikipedia.org/wiki/Measurable_function

The Attempt at a Solution



Since [itex]f[/itex] is measurable, then [itex]f_C[/itex] is measurable when [itex]|f(x)| < C[/itex].

It should be trivial to prove that a constant function is measurable.

I'm not sure how to approach [itex]f_C[/itex] at [itex]C[/itex]. Perhaps: We have shown that [itex]f_C[/itex] is measurable at all points except [itex]f(x)=C[/itex], but a single point has measure [itex]0[/itex]. However this seems very hand-wavy and probably entirely incorrect...
 

FAQ: Show a limited function is measurable

What does it mean for a function to be measurable?

A measurable function is one that can be assigned a numerical value for each input in its domain, such that the set of all inputs with a given value forms a measurable set.

How can I show that a function is measurable?

To show that a function is measurable, you need to prove that its preimage (the set of all inputs that map to a given output) is a measurable set for every real number in the range of the function.

What is the significance of a measurable function in science?

Measurable functions are important in many areas of science, particularly in fields that involve probability and statistics. They allow us to make precise calculations and predictions based on measurable data.

Can a function be both continuous and measurable?

Yes, a function can be both continuous and measurable. Continuity refers to the smoothness of a function, while measurability refers to its ability to be assigned numerical values. These are not mutually exclusive properties.

What are some examples of measurable functions?

Some examples of measurable functions include polynomial functions, trigonometric functions, and exponential functions. In general, any function that can be expressed using basic arithmetic operations and has a well-defined domain and range is measurable.

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