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    Closure properties of Lebesgue measurable functions

    PR-552IH

    Measurability is preserved by absolute values, countable suprema, infima, and limits, finite sums and differences, extension to a product space, invertible linear changes of variable, and $(x,y)\mapsto f(x-y)$.Suggest a slogan

    All functions below are Lebesgue measurable functions with values in \([-\infty,\infty]\) unless stated otherwise.

    • For a Lebesgue measurable set \(E\subseteq\RR^d\), the characteristic function \(\chi_E\) is measurable.

    • If \(f_n\colon\RR^d\to[-\infty,\infty]\) are measurable for \(n\geq1\), then \(\abs{f_n}\), \(\sup_n f_n\), \(\inf_n f_n\), \(\limsup_n f_n\), and \(\liminf_n f_n\) are measurable, and so is \(\lim_n f_n\) wherever the sequence converges everywhere.

    • If \(f,g\colon\RR^d\to\RR\) are measurable and finite-valued, then \(f+g\) and \(f-g\) are measurable.

    • If \(f\colon\RR^{d_1}\to[-\infty,\infty]\) is measurable, then \(F\colon\RR^{d_1}\times\RR^{d_2}\to[-\infty,\infty]\), \(F(x,y)\coloneqq f(x)\), is measurable.

    • If \(f\colon\RR^d\to[-\infty,\infty]\) is measurable and \(T\colon\RR^d\to\RR^d\) is an invertible linear map, then \(f\circ T\) is measurable.

    • If \(f\colon\RR^d\to[-\infty,\infty]\) is measurable, then \((x,y)\mapsto f(x-y)\) is measurable on \(\RR^d\times\RR^d\).