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 $f^{-1}((\alpha,\infty))$ is measurable as well (by definition of a measurable function), $\forall\alpha\in\mathbb{R}$. We note that $(\alpha,\infty)\in\mathcal{B}$, where $\mathcal{B}$ is the Borel $\sigma$-algebra, since:
- $\emptyset\in (\alpha,\infty)$
- $(\alpha,\infty)^c=\mathbb{R}\setminus(\alpha,\infty)\in\mathcal{B}$
- the infinite union of open sets is once again an open set
So, $(\alpha,\infty)$ is a Borel set. So let $B=(\alpha,\infty)$. Since $f$ is measurable, $f^{-1}((\alpha,\infty))$ 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
$\{A| f^{-1}(A) \text{is Borel}\}$ is a $\sigma$-algebra containing all open intervals. What can you say now?
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