Is the Pointwise Limit of Measurable Functions Also Measurable?

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In summary, the conversation discusses a question about showing that the derivative of a differentiable function on [0,1] is Borel measurable. A suggestion is given to use [tex]...[/tex] notation instead of $..$ and to write the derivative as the pointwise limit of measurable functions. The conversation ends with a reference to a basic result in measure theory that states the pointwise limit of measurable functions is measurable.
  • #1
jose80
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Hi,

I got across this question, if $F:[0,1] \to \mathbb{R}$ is differentiable, then how to show it is derivative $F'$ is Borel measurable?

Any idea?
 
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  • #2
Hi jose80, you will need to use [tex ]..[ /tex] (without the spaces) instead of $..$.

Write F' as the (pointwise) limit of measurable functions, using the definition of derivative.
 
  • #3
In more detail, for each fixed [itex]n[/itex] the function [itex]f_n[/itex] defined by
[tex]f_n(x) = \frac{f(x+1/n)-f(x)}{1/n}[/tex]
is continuous, and [itex]f'(x)[/itex] is the pointwise limit.
 
  • #4
@g_edgar: I purposely avoided this amount of detail, because it sounds like homework, and my hint seemed quite reasonable to me.
 
  • #5
Hi, thanks for the answers, I tried to look up why a pointwise limit of continuous functions is Borel measurable, but I couldn't figure out that?

Any reference or hint?
 
  • #6
The pointwise limit of (real-valued) measurable functions is measurable. That is one of the most basic and important results in (elementary) measure theory. If that's not in the book you're reading, then I'm pretty sure that's not a book about measure theory :)

E.g. see here.
 

FAQ: Is the Pointwise Limit of Measurable Functions Also Measurable?

What is a Borel measurable function?

A Borel measurable function is a mathematical function that satisfies a specific set of conditions, including being defined on a Borel measurable space and having pre-images that are measurable with respect to the Borel sigma-algebra.

What is the significance of Borel measurability in mathematics?

Borel measurability is important in mathematics because it allows for the formal definition and study of functions that are defined on a continuous domain. It also allows for the application of tools and techniques from measure theory, which is a fundamental topic in mathematical analysis.

How is a Borel measurable function different from a general function?

A Borel measurable function differs from a general function in that it is defined on a specific measurable space and satisfies certain conditions related to Borel sets. In contrast, a general function can be defined on any domain and does not necessarily have any specific properties or restrictions.

Can any function be made Borel measurable?

No, not all functions can be made Borel measurable. In order for a function to be Borel measurable, it must satisfy specific conditions related to its domain and its pre-images. If these conditions are not met, the function cannot be considered Borel measurable.

What are some real-world applications of Borel measurable functions?

Borel measurable functions have many real-world applications, particularly in fields such as economics, physics, and engineering. They are used to model and analyze continuous processes and systems, such as stock prices, temperature changes, and signal processing. They are also fundamental in probability and statistics, where they are used to define and analyze random variables.

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