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Unit 10: Measurable Functions




          10.1.3 Equivalent Functions                                                           Notes

          Definition: Two functions f and g defined on the same domain E are said to be equivalent on E,
          written as f ~ g on E, if f = g a.e. on E, i.e. f (x) = g (x) for all x   E – E , where E    E with m (E )
                                                                 1       1           1
          = 0.
          Theorem 2: If f, g : E   R (E  M) such that g   (E).
          Proof: Let   be any real number and let E  = E (f >  ) and E  = E (g >  )
                                           1              2
          Then                   E    E = (E  – E )   (E  – E )
                                  1   2   1   2    2  1
                                       = {x   E : f (x)  g (x)}
          so that by given hypothesis we have
                              m (E    E ) = 0.
                                 1   2
          This together with the fact that E  is measurable
                                     1
                 E  is measurable.
                  2
          Hence g    (E).

          10.1.4 Non-negative Functions

                                                         +
                                                                                  –1
          Definition: Let f be a function, then its positive part, written f  and its negative part, written f , are
          defined to be the non-negative functions given by
                                      +
                                                     –1
                                     f = max (f, 0) and f  = max (–f, 0) respectively.



             Note                    f = f  – f –1
                                         +
                                and |f| = f  + f –1
                                         +
          Theorem 3: A function is measurable iff its positive and negative parts are measurable.
          Proof: For every extended real valued function f, we may write

                                         1
                                      +
                                     f =    [f + |f|]
                                         2
                                         1
          and                       f –1  =    [|f| – f]
                                         2
          But f is measurable then |f| is measurable and hence positive and negative parts of f i.e. f  and
                                                                                  +
           –
          f  are measurable.
                       +
                             –1
          Conversely, let f  and f  be measurable.
          Since                       f = f  – f –1
                                         +
          Since we know that if f and g are measurable functions defined on a measurable set E then f – g
          is measurable on E.
               +
                  –1
          Here f  – f  is measurable.
          and hence f is measurable.




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