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A countable discrete measurable space is standard Borel

Statement

If S is a nonempty at-most-countable set, then (S,P(S)) is a standard Borel space.

Facts & Assumptions

Given: A nonempty at-most-countable set S and its power-set P(S).

[F1]

Finite, countably infinite, countable, uncountable: an at-most-countable set is finite or equinumerous with N.

[F2]

Sigma-algebras: a sigma-algebra contains the whole space and is closed under complements and countable unions.

[F3]

Metric space: d(x,y)=0 iff x=y, symmetry, and the triangle inequality; pseudometric and ultrametric: a metric is a real-valued function that separates distinct points, is symmetric, and satisfies the triangle inequality. The definition does not assume nonnegativity; for the metric constructed below, nonnegativity follows directly from its two cases.

[F4]

Open ball, closed ball and sphere in a metric space: an open ball of radius r>0 about s is B(s,r)={t∈S:d(s,t)<r}.

[F5]

The metric topology: a set is open when every one of its points has a ball around it inside the set; closed means open complement: a set is open when every one of its points has a ball around it contained in the set.

[F6]

Cauchy sequence in a metric space: a sequence is Cauchy if for every rational ϵ>0 its terms are pairwise within ϵ after some index.

[F7]

Complete metric space: every Cauchy sequence converges in the space: a metric space is complete if every Cauchy sequence converges to a point of the space.

[F8]

Separability: the existence of an at most countable dense subset: a space is separable if it has a countable dense subset.

[F9]

Polish spaces are separable completely metrizable spaces: a topological space is Polish if it is separable and its topology is induced by a complete metric.

[F10]

The Borel sigma-algebra of a topological space: the Borel sigma-algebra is generated by the open sets of a topological space.

[F11]

Standard Borel spaces: a measurable space is standard Borel if it is measurably isomorphic to a Polish space with its Borel sigma-algebra.

Proof

1.1F3F4F5given

Define d(s,t)=0 when s=t and d(s,t)=1 when s≠t. These values are nonnegative, the definition is symmetric, and d(s,t)=0 exactly when s=t. If s≠u, then at least one of s≠t or t≠u holds, so d(s,u)=1≤d(s,t)+d(t,u); if s=u, the triangle inequality follows from nonnegativity. Thus [F3] makes d a metric. For every s∈S, [F4] gives B(s,1/2)={s}, so [F5] shows that every subset of S is open.

2.1F6F7F8F1step 1.1given

If (sn) is Cauchy, [F6] with the rational ϵ=1/2 gives an index N such that d(sm,sn)<1/2 for all m,n≥N. Hence all sn for n≥N are equal, so the sequence converges in S; by [F7], d is complete. Since S is at-most-countable and dense in itself, [F8] makes (S,d) separable.

3.1F2F10step 1.1F9step 2.1given

The power set is closed under relative complements and countable unions, so it is a sigma-algebra by [F2]. By [F10] and step 1.1, every subset of S belongs to the Borel sigma-algebra. Conversely, every Borel set is a subset of S, so this sigma-algebra is exactly P(S). Therefore (S,d) is Polish by [F9], and the identity map from (S,P(S)) to (S,B(S,d)) is a measurable bijection with measurable inverse.

4.1step 3.1F11∎

The identity map in step 3.1 is a measurable isomorphism to a Polish space, so [F11] gives that (S,P(S)) is standard Borel.

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