Function Measurable with respect to Power Set
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Theorem
Let $\struct {X, \map \PP X}$ be a measurable space, where $\map \PP X$ is the power set of $X$.
Let $f : X \to \overline \R$ be a function.
Then $f$ is $\map \PP X$-measurable function.
Proof
For each $\alpha \in \R$, we have:
- $\set {x \in X : \map f x \le \alpha} \subseteq X$
That is, from the definition of power set:
- $\set {x \in X : \map f x \le \alpha} \in \map \PP X$
So for each $\alpha \in \R$:
- the set $\set {x \in X : \map f x \le \alpha}$ is $\map \PP X$-measurable.
So:
- $f$ is $\map \PP X$-measurable.
$\blacksquare$