General Topology, IX, p. 119
Let X be a metrizable space. (a) Now prove that the set of Borel subsets of X is the smallest subset F of P(X) containing the closed sets of X and such that every countable union and every countable intersection of sets of F belong to F. (Consider the subset G of formed by the A∈F such that X−A∈F). (b) Now prove that the set of Borel subsets of X is the smallest subset F of P(X) containing the open sets of X and such that every countable intersection of sets of F belongs to F, as well as every union of a sequence of sets of F, pairwise disjoint (same method). (c) Every ordinal α can be written in a unique way α=ωβ+n, where n<ω (E, III, p. 77, exerc. 14); one says that α is pair (resp. odd) if n is pair (resp. odd). For every countable ordinal α, one defines by transfinite induction the sets of subsets Fα(X), Gα(X) (or simply Fα, Gα) as follows: F0 (resp. G0) is the set of closed (resp. open) subsets of X; if α is pair and >0, Fα (resp. Gα) is the set of subsets of X which are countable intersections (resp. countable unions) of subsets belonging to ⋃ξ<αFξ (resp. to ⋃ξ<αGξ); if α is odd, Fα (resp. Gα) is the set of subsets of X which are countable unions (resp. countable intersections) of subsets belonging to ⋃ξ<αFξ (resp. to ⋃ξ<αGξ). Now prove that the union of the Fα (resp. of the Gα) is the set of Borel subsets of X (use a)). Deduce that if X is of countable type, the set of Borel subsets of X has a power at most equal to the power of the continuum. (d) The relation A∈Fα is equivalent to CA∈Gα. Every finite union (resp. intersection) of sets of Fα (resp. Gα) belongs to Fα (resp. Gα). We have Fα⊂Fα+1∩Gα+1 and Gα⊂Fα+1∩Gα+1 (reason by transfinite induction). (e) Let f be a continuous mapping of X into a metrizable space Y. Now prove that
f−1(Gα(Y))⊂Fα(X)etf−1(Gα(Y))⊂Gα(X). (f) If X and Y are two metrizable spaces, every product
A×B, where
A∈Fα(X),
B∈Fα(Y) (resp.
A∈Gα(X),
B∈Gα(Y)) belongs to
Fα(X×Y) (resp.
Gα(X×Y)). (g) Let
(Xn) be a sequence of metrizable spaces. Now prove that if, for every
n,
An is Borel in
Xn, then
∏nAn is Borel in
∏nXn.
¹ It is not known whether every scattered metrizable space is strongly scattered.
h) Let α be a countable even ordinal (resp. odd), and let (An) be a countable covering of X formed of sets belonging to Gα (resp. Fα). Now prove that there exists a partition (Bn) of X such that Bn⊂An for all n and that Bn belongs to Fα∩Gα (use d).