Tuesday, 8 December 2015

measure theory - If the area under graph of $f$ is measurable then $f$ is measurable



Let $(X,\mathcal{M},\mu)$ be a $\sigma$-finite measure space and $f \colon X \to [0,\infty]$ such that
\begin{equation}
\{ (x,y) \in X \times \mathbb{R} \colon 0\end{equation}

is measurable respect to $\mu \otimes \lambda$ where $\lambda$ is the Lebesgue measure on $\mathbb{R}$. How can I prove that $f$ is measurable?


Answer



If $E$ is a measurble set in $X \times \mathbb R$ then its sections are measurble. (This is part of Fubini's Theorem). Let $E$ be the graph of $f$. Fix $y$ consider the section $E^{y}\equiv \{x:(x,y)\in E\}$. This is nothing but $\{x: f(x) >y\}$. Hence $\{x: f(x) >y\}$ is measurble for each $y$ which proves that $f$ is measurable.


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