Bourbaki

Proposition 8

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

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

— Let D be a countable dense subset of R\mathbf{R}. In order that a numerical function ff (finite or not) be measurable, it is sufficient (and necessary) that for every a∈Da \in D, the set of x∈Xx \in X such that f(x)≥af(x) \geq a be measurable.

For, if this is so, for every b∈R‾b \in \overline{\mathbf{R}} the set of xx such that f(x)⩾bf(x) \geqslant b is measurable, being the intersection of the sets (which form a countable family) of the xx such that f(x)⩾af(x) \geqslant a, as aa runs over the set of points of D that are ⩽b\leqslant b. The set of xx such that f(x)<bf(x) < b is measurable, being the complement of a measurable set. Next, if bb is finite then the set of xx such that f(x)⩽bf(x) \leqslant b is measurable, being the intersection of the sets of the xx such that f(x)<b+1/nf(x) < b + 1/n; and f(−∞)−1f(-\infty)^{-1} is measurable, being the intersection of the sets of the xx such that f(x)<nf(x) < n, as nn runs over Z\mathbf{Z}. Finally, the inverse image under ff of every closed interval of R‾\overline{\mathbf{R}} is measurable, being the intersection of two measurable sets, and Th. 4 may be applied.

One could show similarly that it suffices that for every a∈Da \in \mathrm{D}, the set of xx such that f(x)>af(x) > a be measurable.

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

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Cites

Transcribed from the printed volume. Not translated.