a relation holds almost everywhere means
set of points where it fails has measure 0
f : x –> R is a measurable function if…
for all open sets O in R,
f-1(O) is measurable
or
f-1(a, ∞) is measurable for all a
If f is measurable and f = g, a.e. then, …
(f, g: X -> R)
g is measurable
What’s a simple example of a measurable function?
constant function
f-1 is all of X or empty
so it’s measurable!
set of inputs where f(x) > g(x)
for f, g measurable
is a measurable set
if f, g are measurable then,
+, x, and what else are measurable?
|f(x)|
max{f, g}
and
f+ (x) = {f(x) if f(x) >0, else 0}