In the measure theory book that I am studying, we consider the 'area' under (i.e. the product measure of) the graph of a function as an example of an application of Fubini's Theorem for integrals (with respect to measures).
The setting: (X,A,μ) is a σ-finite measure space, λ is Lebesgue measure on (R,B(R)) (Borel σ-algebra), f:X→[0,+∞] is A-measurable, and we are considering the region under the graph of f,
E={(x,y)∈X×R|0≤y<f(x)}.
I need to prove E∈A×B(R). I thought to write E=g−1((0,+∞])∩(X×[0,+∞]) where g(x,y)=f(x)−y but I can't see why g must be A×B(R)-measurable. Any help would be appreciated.
Answer
g=k∘h where h(x,y)=(f(x),y) and k(a,b)=a−b. [ Here h:X×R→R2 and k:R2→R]. k:R2→R is Borel measurable because it is continuous. To show that h is measurable it is enough to show that h−1(A×B)∈A×B(R) for A,B∈B(R). This is clear because h−1(A×B)=f−1(A)×B.
I have assumed that f takes only finite values. To handle the general case let g(x)=f(x) if f(x)<∞ and 0 if f(x)=∞. Let $F=\{(x,y):0\leq y
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