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A Borel map into a separable Banach space is strongly measurable
Statement
Let be a probability space, let be a separable Banach space, and let be Borel-measurable. Then is strongly measurable: outside a -null set it is the pointwise limit of finite-valued measurable simple functions.
Facts & Assumptions
Separability supplies a countable dense subset of (Separability: the existence of an at most countable dense subset).
A finite-valued measurable simple function is a finite sum of vectors times measurable indicators; strong measurability is almost-everywhere pointwise approximation by such functions (Banach-valued simple function and integral, Strongly measurable Banach-valued function).
For a finite measure, continuity from above implies continuity from below by taking complements (Continuity from above when one set has finite measure).
The measure of a countable union is at most the sum of the measures Finite and countable subadditivity of measures.
Proof
Given: A probability space , a separable Banach space , and a Borel-measurable map .
Choose a countable dense sequence in . For each , assign to the first index for which ; such an index exists by density. The resulting sets form a measurable countable partition: each is the preimage of an open ball under , with the finitely many earlier preimages removed.
Since the partial unions increase to , [F3] gives an integer for which the omitted tail has measure at most . Define on for , and on the omitted tail. Then is a finite-valued measurable simple function.
The tail events satisfy . By [F4], for every , ; continuity from above makes the probability of belonging to infinitely many equal to zero. Outside that null set, for all sufficiently large the point is not in , and then . Thus almost everywhere, which is strong measurability by [F2].
Depends on
- Finite and countable subadditivity of measures
- Measurable spaces and measurable sets
- A measurable function between measurable spaces
- Separability: the existence of an at most countable dense subset
- Strongly measurable Banach-valued function
- Banach-valued simple function and integral
- Continuity from above when one set has finite measure
Used by
- Covariance operator and reproducing-kernel Hilbert space of a Banach Gaussian Definition
- Affine random diffusion has a measurable Bochner solution Theorem
- Finite-input Bochner L2 of a separable Hilbert space is Hilbert Theorem
- The Banach Gaussian covariance and RKHS construction is well-defined Theorem
Dependency tree · two levels
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Sources
- A. Lunardi, M. Miranda, and D. Pallara, Infinite Dimensional Analysis (standard reference, not scraped)