Thursday, 26 November 2015

calculus - product sigma-measurable function and measurability in one component



I'm struggling with the proof for this:




Let (X,X) and (Y,Y) be two measurable spaces and recall the product σ-field XY. Let f:X×YR be XY-measurable function. Show that for all xX the fx:YR,fx(y)=f(x,y) is Y-measurable




My attempt, the preimage of fx is the set Mx={yY:f(x,y)X×Y}, if we have shown that MxY 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 MxY is already coming from the Definition of Y since {yY}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 AXY the set Ax={yY:(x,y)A} is in Y. And for this it suffices to show that the class E of all AXY for which this claim holds is a sigma-algebra that contains the measurable rectangles B×C with BX, CY. 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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