Bourbaki

Theorem 4

Tag 08V7, permanent. Cite it as [Bourbaki, Tag 08V7].

Integration, chapter IV, § 5. Measurable functions and sets

— Let F be a metrizable space and let d be a metric on F compatible with the topology. For a mapping f of X into F to be measurable, it is necessary and sufficient that it satisfy the following two conditions: a) the inverse image under f of every closed ball of F is measurable; b) for every compact set K ⊂ X, there exists a countable subset H of F such that f(x)∈H‾f(x) \in \overline{H} for almost every x∈Kx \in K.

The condition a) is necessary by Prop. 7; on the other hand, in the notations of Th. 3, condition b) is satisfied by taking H to be the countable set formed by the values of all of the functions gng_n.

Let us now show that the conditions a) and b) are sufficient. Let K be any compact subset of X; there exists a negligible subset N of K such that f(K−N)f(K - N) is contained in the closure of a countable set of points of F, which we arrange in a sequence (an)(a_n). Let An,pA_{n,p} be the set of x∈K−Nx \in K - N such that d(f(x),an)≤1/pd(f(x), a_n) \leq 1/p. It follows from condition a) that An,pA_{n,p} is measurable. For fixed pp, define a sequence of sets Bn,p⊂K−NB_{n,p} \subset K - N recursively by setting

B1,p=A1,pandBn+1,p=An+1,p∩C(⋃k≤nAk,p); B_{1,p} = A_{1,p} \quad \text{and} \quad B_{n+1,p} = A_{n+1,p} \cap C \left( \bigcup_{k \leq n} A_{k,p} \right);

the sets Bn,pB_{n,p} are measurable, and those that are nonempty form a partition of K−NK - N. Let gm,pg_{m,p} be the function equal to aia_i on the set Bi,pB_{i,p} for 1≤i≤m1 \leq i \leq m and equal to a constant b∈Fb \in F on the complement of the union of these sets; gm,pg_{m,p} is a measurable step function; as mm tends to infinity, gm,pg_{m,p} converges pointwise to the function fpf_p equal to ana_n on Bn,pB_{n,p} (n≥1n \geq 1) and to bb on N∪CKN \cup C K, therefore (Th. 2) fpf_p is measurable. As pp tends to infinity, fp(x)f_p(x) tends to f(x)f(x) for every x∈K−Nx \in K - N, and to bb for x∈N∪CKx \in N \cup C K; the limit of the fpf_p is therefore measurable, and the principle of localization proves that ff itself is measurable.

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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Transcribed from the printed volume. Not translated.