I'm struggling with the proof for this:
Let (X,X) and (Y,Y) be two measurable spaces and recall the product σ-field X⊗Y. Let f:X×Y→R be X⊗Y-measurable function. Show that for all x∈X the fx:Y→R,fx(y)=f(x,y) is Y-measurable
My attempt, the preimage of fx is the set Mx={y∈Y:f(x,y)∈X×Y}, if we have shown that Mx∈Y then we are done, since the image of fx is equal to f(x,y) which is in the product σ-Algebra.
My problem is for me it seems, that the Statement Mx∈Y is already coming from the Definition of Y since {y∈Y}∈σ(Y).
Answer
Here's a sketch to get you started. You should try to fill in the details.
It suffices to show that for every A∈X⊗Y the set Ax={y∈Y:(x,y)∈A} is in Y. And for this it suffices to show that the class E of all A∈X⊗Y for which this claim holds is a sigma-algebra that contains the measurable rectangles B×C with B∈X, C∈Y. It's clear that E contains the measurable rectangles. To see that it's a sigma-albegra note that the (Ax)c=(Ac)x and similarly for countable unions.
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