changing measurable functions on a measure zero set preserves measurability

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Theorem

If two functions f,g:E[,] satisfy f=g almost everywhere on E and f is measurable, then g is measurable.

ie, changing a measurable function on a set of measure zero does not affect its measurability.

Proof

Let N={xE:f(x)g(x)}. By assumption, this set has outer measure zero. Thus m(N)=0. So for all αR, we have

Nα={xN:g(x)>α}N

Also has measure zero (since m(Nα)m(N)=0) and is therefore measurable.

Now, the preimages of f and g are the same outside of N, and thus we get

g1((α,])=(f1((α,])Nc)Nα

But N is measurable, so Nc is also measurable. Thus all sets of RHS are measurable, and so RHS is also measurable. Thus g is measurable, as desired.

References

References

See Also

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Functional Analysis Lecture 10 2025-07-14
Functional Analysis Lecture 9 2025-07-14

Created 2025-07-14 Last Modified 2025-07-14