Exercises for Unit 2

1. Let f : Ω → R and put f# Σ = {A ⊂ R : f −1 A ∈ Σ}

(a) Show that f# Σ is a σ-algebra on R.
(b) Show that f is measurable if and only if f# Σ ⊃ B
(c) Show that if f is finite-valued (i.e. f (x) ∈ R for all x ∈ Ω), then f is measurable if and only
if f −1 B ∈ Σ for all B ∈ B.
2. Let (Ω, Σ) be a measurable space and {fn } a sequence of measurable functions on Ω.

(a) Show that both inf fn and sup fn are measurable.

n
ST n 1
(Hint: {inf fn > α} = {fn > α + m }
n m n
(b) Show that both lim inf fn and lim sup fn are measurable.
n→∞ n→∞
(c) Show that {lim inf fn = lim sup fn } ∈ Σ.
n→∞ n→∞
(d) Show that if lim fn (x) exists for all x ∈ Ω, then lim fn is measurable.
n→∞ n→∞

3. Let f and g be measurable functions on Ω. Then f + g is defined on Ω if and only if {f (x), g(x)} =
6
{−∞, ∞} for all x ∈ Ω. Show that ifSf + g is defined
T on Ω, then f + g is measurable.
(Hint: For α ∈ R, {f + g > α} = {f > q} {g > α − q}, where Q is the set of all rational
q∈Q
numbers in R).
4. Let f be a measurable function on Ω, define functions f + and f − by f + (ω) = f (ω)+ , f − (ω) = f (ω)−
for ω ∈ Ω. Then f = f + − f − .

(a) Show that both f + and f − are measurable.

(b) Show that there is a sequence {fn } of simple functions such that |fn | ≤ |f | and fn → f
pointwise on Ω.