Let f be a Lebesgue measurable function and B be a Borel set. Show that f−1(B) is also measurable.
Attempt at the proof:
Suppose f is Lebesgue measurable. Then f−1((α,∞)) is measurable as well (by definition of a measurable function), ∀α∈R. We note that (α,∞)∈B, where B is the Borel σ-algebra, since:
- ∅∈(α,∞)
- (α,∞)c=R∖(α,∞)∈B
- the infinite union of open sets is once again an open set
So, (α,∞) is a Borel set. So let B=(α,∞). Since f is measurable, f−1((α,∞)) is measurable and so f−1(B) is measurable.
However I'm doubtful that this is correct, since I didn't choose an arbitrary Borel set B. Can anyone nudge me in the right direction? Thanks.
Answer
{A|f−1(A)is Borel} is a σ-algebra containing all open intervals. What can you say now?
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