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Positive real powers preserve measurability

Statement

Let r>0. The map t↦tr is strictly increasing on [0,∞). Consequently, if (X,A) is a measurable space and h:X→[0,∞) is measurable, then hr is measurable.

Facts & Assumptions

Given: A measurable h:X→[0,∞) and a real exponent r>0.

[F1]

For r>0, t↦tr is continuous and differentiable on (0,∞) with derivative rtr−1; also 0r=0 and tr>0 for t>0 (Continuity and derivatives of positive-base real powers, Real powers for positive bases, with the zero-base positive-exponent convention).

[F2]

Positive-base real powers obey (as)r=asr, so (c1/r)r=c for c>0 (The exponent, product, quotient, and iterated-power laws for positive real bases and real exponents).

[F3]

A real-valued function is measurable exactly when all threshold sets of the form {x:g(x)>c} are measurable (Threshold characterisations of real-valued and extended-real-valued measurability, A measurable function between measurable spaces).

Proof

Given: A real exponent r>0 and, for the measurability clause, a measurable function h:X→[0,∞).

1.1F1F4algebra

The map t↦tr is strictly increasing on [0,∞). If 0<s<t, [F1] gives continuity on [s,t] and positive derivative rur−1 at every u∈(s,t), so [F4] gives sr<tr; if s=0<t, [F1] gives sr=0<tr.

2.1F2F3step 1.1given∎

For a threshold c<0, {hr>c}=X. For c=0, the set is {h>0}. For c>0, [F2] and strict increase from step 1.1 give {hr>c}={h>c1/r}. Each such set is measurable because h is measurable, so [F3] implies hr is measurable.

Depends on

Used by

Dependency tree · two levels

29 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.

Sources