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Real Analysis




                    Notes          If we can prove that
                                                     g := f  : X \A  
                                                          X\A
                                   is continuous, then we have proven our theorem with C = X \ A (modulo the closedness condition).
                                   Since { } is a basis for the topology of  to prove that g is continuous all we have to do is prove
                                         k
                                                –1
                                   that for each k, g ( ) is open in X \A. To prove this, we shall prove that
                                                   k
                                                  –1
                                   (3.1)         g ( ) = (X\A)   ;
                                                     k           k
                                                                             –1
                                                               n
                                   then, since   is an open subset of  , it follows that g ( ) is open in X\A and we’re done. Now
                                             k                                  k
                                   to prove the desired equality note that, by definition of g, we have
                                                 g ( ) = (X\A)   f ( )  (X \A)   ,
                                                                 –1
                                                  –1
                                                     k             k           k
                                        –1
                                   since f ( )   . On the other hand, observe that
                                          k    k
                                         x  (X\A)     x ÏA, x  
                                                     k            k
                                                       x Ï ( \f ( )), x  
                                                               –1
                                                             k    k      k
                                                       x  f ( ).
                                                            –1
                                                               k
                                   In the second implication we used that A =    j 1 (\f ()) so x ÏA implies, in particular, that
                                                                             –1
                                                                        =
                                                                           j
                                                                                j
                                   x Ï ( \f ( )). Therefore,
                                          –1
                                        k    k
                                             (X\A)    (X\A)  f ( ),
                                                                –1
                                                     k             k
                                   which completes the proof of (3.1).
                                   Step 2: We now require that C be closed. Given  > 0 by Step 1 we can choose a measurable set
                                   B  X such that m(X\B) < /2 and f is continuous on B. By Littlewood’s First Principle we can
                                                       n
                                   choose a closed set C    such that C  B and m(B\C) < /2. Since
                                                  X\C = (X \B)  (B \C),
                                   we have
                                               m(X \C) £ m(X \B) + m(B \C) < .
                                   Also, since C  B and f is continuous on B, the function f is automatically continuous on the
                                   smaller set C. This completes the proof of our theorem.
                                                                              n
                                   We shall see that Luzin’s theorem holds not just for   but for topological spaces as well.
                                   27.4 Borel Measurability on Topological Spaces
                                   Recall that the collection of Borel subsets of a topological space is the -algebra generated by the
                                   open sets. For a measurable space (T, S ) where T is a topological space with S  its Borel subsets,
                                   we call a measurable function f: T     Borel measurable to emphasize that the -algebra S  is
                                   the one generated by the topology and it is not just any  -algebra on T. For example, a Borel
                                                                                     –1
                                                                      n
                                                       n
                                                                                              n
                                   measurable function on   is a function f :       such that f (a, ]  B  for all a  .
                                   Proposition: Any continuous real-valued function on a topological space is Borel measurable.
                                                                                   n
                                   The proof of this proposition follows word-for-word the    case in Example, so we omit its
                                   proof. A nice thing about Borel measurability is that it behaves well under composition.
                                   Proposition: If f :      is Borel measurable and g : X    is measurable, where X is an
                                   arbitrary measurable space, then the composition,
                                                   f o g : X   

                                   is measurable.



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