Thursday, 19 May 2016

measure theory - If fleft(x,cdotright) is measurable for every x and fleft(cdot,yright) is measurable for every y, is f necessarily measurable?



If f(x,) is measurable for every x and f(,y) is measurable for every y, is f necessarily measurable?



More precisely, let (Ωi,Ai) be measurable spaces, i{1,2,3}. Let f:Ω1×Ω2Ω3. For every ω1Ω1, ω2Ω2 define




f(ω1)1:Ω2Ω3,  f(ω1)1(ω2):=f(ω1,ω2)



f(ω2)2:Ω1Ω3,  f(ω2)2(ω1):=f(ω2,ω1)



It is known (e.g. Schilling, Theorem 13.10 iii) that if f is A1A2/A3-measurable, then f(ω1)1 is A2/A3-measurable for every ω1Ω1 and f(ω2)2 is A1/A3-measurable for every ω2Ω2.




But does the converse hold as well?



In comparison, both directions hold in the following, related result (Schilling, Theorem 13.10 ii): f:Ω3Ω1×Ω2 is A3/A1A2-measurable iff πif is A3/Ai-measurable (i{1,2}), with
πi:Ω1×Ω2Ωi,  πi((ω1,ω2)):=ωi



References



Schilling, René L. Measures, Integrals and Martingales. 2005


Answer




No, the converse doesn't hold. The following counter-example is based on clark's comment to my original post.



Set Ωi:=R, Ai:=B (B being the standard Borel field on the real line). Let CR be any non Borel set, e.g. the Vitali set. Let T:R×RR×R be a rotation of the plane by an angle that is not a multiple of π2. Define C to be the set {(x,0) :∣ xC}, i.e. the natural embedding of C in the 2-dimensional "x-axis".



CBB, since otherwise C would be B, as a section of C (cf Halmos, p. 141), contrary to assumption. Define D:=T(C). Since T is surjective and measurable (it is measurable since it is linear), DBB. Define f:=1D. Thus f is not BB/B-measurable. Since T is linear and C lies on a line through the origin, so does D, but since by definion of T this line is perpendicular to neither "axis", D's sections consist of at most a single point, so for all xR, f(x)1 is B/B-measurable and likewise f(y)2 for all yR.



References



Halmos, Paul Richard. Measure Theory. 1974


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