Let (X,@) be a measurable space.

Statement 1:

it is given that for each a in R the set

{x in X | f(x) <= a } is measurable

Statement 2: f is measurable

We need to prove that statement 1 implies 2.

My approach

Since for each a in R the set

{x in X | f(x) <= a } is measurable = intersection of of n from 1 to infinity

{x in X | f(x) <a - (1/n) } is measurable

==> f is measurable

Is this a correct approach?

Many thanks for your feedback!

3 answers

Yes, your approach is correct. Here's a more detailed explanation:

First, note that we want to prove that f is measurable, which means that the set {x in X | f(x) > a} is measurable for every real number a.

Now, for each n in the natural numbers, consider the set A_n = {x in X | f(x) < a - 1/n}. By assumption, A_n is measurable for every n.

We can rewrite {x in X | f(x) > a} as the union of A_n's:

{x in X | f(x) > a} = union of n from 1 to infinity {x in X | f(x) < a - 1/n }

To see why this is true, note that for any x such that f(x) > a, we can find a small enough n such that f(x) < a - 1/n, so x belongs to A_n.

Thus, since each A_n is measurable, their union (which is {x in X | f(x) > a}) is also measurable. Therefore, f is measurable as desired.
Why do we take union, not intersection?
We take a union because we want to show that {x in X | f(x) > a} is measurable.

Suppose we take the intersection of {x in X | f(x) < a - 1/n} for every n in the natural numbers. Then this intersection would be the set of all x in X such that f(x) is less than every real number a - 1/n, which is the same as saying that f(x) is less than or equal to a for every real number a. In other words, this intersection would always be X itself (which is certainly measurable), so it wouldn't tell us anything about whether {x in X | f(x) > a} is measurable or not.

On the other hand, taking the union of {x in X | f(x) < a - 1/n} for every n in the natural numbers gives us a set that is much closer to {x in X | f(x) > a}. Specifically, any x in {x in X | f(x) > a} belongs to {x in X | f(x) < a - 1/n} for some n (since we can always find an n such that a - 1/n < f(x)), so it belongs to the union of all these sets. Conversely, any x in the union of all these sets satisfies f(x) > a. Therefore, by showing that the union is measurable, we have shown that {x in X | f(x) > a} is measurable as well.