Exercise · ZW-MEASURABLE-FUNCTION-002 · ★☆☆ Basic

Which σ-algebra is usually used on ℝ to define measurability of real functions?

Choose one option.

Show answer
  • C. The Borel σ-algebra

Explanation

The Borel σ-algebra is generated by the open sets of ℝ. The finite subsets do not form a σ-algebra on ℝ.

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Review the concept: Measurable function

A function f: X → ℝ is measurable with respect to a σ-algebra \(\mathcal{A}\) on X if the preimage \(f^{-1}(B)\) belongs to \(\mathcal{A}\) for every Borel set B of ℝ.

\[f^{-1}(B)\in\mathcal{A}\ \forall B\in\mathcal{B}(\mathbb{R})\]

More practice problems: measurable function

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