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Measurable Functions and Simple Approximation - Examples
1 · Prerequisites
- Areas of Elementary Plane Figures
- Binary Operations, Monoids, Groups and Subgroups
- Compactness
- Compactness in Metric Spaces
- Completeness, Completion, and Uniform Continuity
- Construction of the Natural Numbers
- Construction of the Real Numbers via Cauchy Sequences
- Construction of the Real Numbers via Dedekind Cuts
- Continuity, IVT, EVT, and Uniform Continuity
- Countability and Uncountability
- Filters and Ultrafilters
- Foundations of the Real Numbers for Analysis
- Lebesgue Measure on Euclidean Space
- Limits of Real Functions
- limsup, liminf, and Subsequential Limits
- Linear Independence, Bases and Dimension
- Linear Transformations, Rank-Nullity and Quotient Spaces
- Measurable Functions and Simple Approximation
- Measures and Their Basic Properties
- Metric Spaces
- Monotone Functions, Discontinuities, and Continuity Sets
- Monotone Sequences, Bolzano-Weierstrass, and Cauchy Completeness
- Non Measurable Sets and the Cost of Choice
- Order, Zorn's Lemma, and the Axiom of Choice
- Outer Measure and the Caratheodory Extension Theorem
- Relations, Functions, and Quotients
- Rings, Subrings, Integral Domains and Fields
- Rⁿ as a Normed Space; Vector-Valued Functions
- Roots, Rational Powers, and Classical Inequalities
- Sequences and Limits
- Series: Convergence and the Nonnegative Tests
- Sigma Algebras and Borel Sets
- Subspaces, Products, and Quotients
- Suprema and Infima
- The Cantor Set, Baire Category, and Measure Zero in ℝ
- The Riemann Integral in Rᵐ and Jordan Content
- The Riemann Integral: Definition and Integrability
- The Topology of Euclidean Space
- The ZFC Axioms and the Basic Set Constructions
- Topological Spaces and Continuity
- Topology of ℝ
- Vector Spaces, Linear Subspaces, Span and Direct Sums
2 · Summary
3 · Logical flowchart
4 · Definitions, theorems and proofs
None yet.
5 · Examples, counterexamples and false statements
Indicator functions of measurable sets are measurable
Example
If is measurable, then its indicator is measurable.
Facts & Assumptions
Given: A measurable space and a measurable set .
An indicator function is measurable exactly when its set is measurable. (An indicator function is measurable exactly when its set is measurable)
Verification
The set is measurable by hypothesis.
Therefore [L1] gives that is measurable.
A simple function and its canonical representation
Example
On the Borel measurable space , the function
is simple. Its distinct values are , , and , with level sets
So its canonical representation is
Facts & Assumptions
Given: The Borel measurable space and the function .
A measurable real-valued function with finite range is simple, and its canonical representation is the sum over its level sets. (A simple function and its canonical representation)
Verification
The function takes only the three values , , and , and the [given] corresponding level sets are exactly the three Borel sets displayed above. Thus is measurable.
Therefore [L1] identifies as a simple function and the displayed sum as [step 1.1, L1] its canonical representation.
The Dirichlet function is Borel measurable and nowhere continuous
Example
The Dirichlet function
is Borel measurable and nowhere continuous.
Facts & Assumptions
Given: The Dirichlet function .
The set of rationals is countable and hence Borel, so its indicator is measurable. ( is countably infinite, An indicator function is measurable exactly when its set is measurable)
Both and are dense in . (Both and are dense in , and every nonempty open subset of is uncountable)
Verification
By [L1], the function is Borel measurable.
Let and let be any neighbourhood of . By [L2], the [step 1.1, given, L2] set contains both a rational point and an irrational point, so takes both values and on . Therefore cannot be continuous at . Since was arbitrary, is nowhere continuous.
The Cantor function is Borel measurable
Example
The Cantor function is Borel measurable.
Facts & Assumptions
Given: The Cantor function .
The Cantor function is continuous. (The Cantor function is continuous on )
A continuous map has Borel preimages of Borel sets. (A continuous map has Borel preimages of Borel sets)
Verification
By [L1], the Cantor function is continuous on .
Applying [L2] to the continuous map gives that [step 1.1, L2] is Borel measurable on the subspace .
The dyadic simple approximants for on at and
Example
For on , the explicit dyadic truncations are:
and
Facts & Assumptions
Given: The nonnegative measurable function on and the explicit dyadic truncations from the simple-approximation theorem.
For a nonnegative measurable function, the approximants are
Verification
For , the two dyadic cells are [L1, algebra] and , while the truncation cell is . On these become exactly the three intervals displayed in the first formula.
For , the eight nontrivial dyadic cells are [step 1.1, L1, algebra] for , together with the truncation cell . On these become , , , , , , , , and , exactly as displayed.
The sigma-algebra generated by an indicator function
Example
If on , then
Facts & Assumptions
Given: A set , a subset , and the indicator function .
The sigma-algebra generated by a function is . (The sigma-algebra generated by a function)
Verification
Because takes only the values and , every preimage is [L1, given] one of , , , or . So is contained in that four-set family.
The four sets all occur as preimages: [step 1.1, L1] , , , and . Therefore they are exactly the members of .
The sigma-algebra generated by a two-step simple function
Example
Let , let , and define
Then takes exactly the two values and , and
Facts & Assumptions
Given: A set , a subset with , distinct real numbers , and the two-step function .
The sigma-algebra generated by a function is the collection of its Borel preimages. (The sigma-algebra generated by a function)
Verification
Because takes only the two values and , every preimage [L1, given] is one of , , , or . So is contained in that four-set family.
Since , choose a real threshold strictly between them. The [step 1.1, L1] corresponding open ray has preimage or , and the other three sets arise as in the previous example from and . Hence all four sets belong to , so they are exactly its members.
A Lebesgue measurable function that is not Borel measurable
Example
Assuming the Axiom of Choice, there exists a Lebesgue measurable function on that is not Borel measurable.
Facts & Assumptions
Given: The Axiom of Choice and a Lebesgue measurable set that is not Borel.
Assuming the Axiom of Choice, such a set exists. (There is a Lebesgue measurable subset of that is not Borel)
The indicator of a measurable set is measurable. (An indicator function is measurable exactly when its set is measurable)
Verification
Let . Because is Lebesgue measurable, [L2] makes [L1, L2] Lebesgue measurable.
But
and is not Borel by [L1]. So is not Borel measurable. [step 1.1, L1] ∎
An uncountable supremum of measurable indicators can be nonmeasurable
Statement refuted
That the pointwise supremum of an arbitrary family of measurable functions must remain measurable.
Facts & Assumptions
Given: The Axiom of Choice, the Lebesgue measurable space , a Vitali set , and the family on that common domain.
Assuming the Axiom of Choice, Vitali sets exist and are not Lebesgue measurable. (Assuming choice on the cosets of in , a Vitali set in exists, Assuming the Axiom of Choice, a Vitali set is not Lebesgue measurable)
The indicator of a measurable set is measurable. (An indicator function is measurable exactly when its set is measurable)
Counterexample
Every singleton belongs to the trace Lebesgue sigma-algebra, so [L2] makes each measurable.
Their pointwise supremum is . If belonged to the trace Lebesgue sigma-algebra, then for some Lebesgue measurable , making Lebesgue measurable in , contrary to [L1]. Thus [L2] makes nonmeasurable, so the arbitrary-family version fails.
A continuous preimage of a Lebesgue measurable set can be nonmeasurable
Statement refuted
That a continuous preimage of a Lebesgue measurable subset of must be Lebesgue measurable.
Facts & Assumptions
Given: The Axiom of Choice, a Lebesgue measurable set , a subset , and a continuous map such that is not Lebesgue measurable.
Assuming the Axiom of Choice, such data exist. (A continuous preimage of a Lebesgue measurable subset of can be nonmeasurable)
Counterexample
By [L1], the set is Lebesgue measurable and the map is continuous. [L1]
The same fact [L1] says that is not Lebesgue measurable, which [step 1.1, L1] is exactly the required failure.
Equality almost everywhere with a measurable function can fail on an incomplete space
Statement refuted
That equality almost everywhere with a measurable function forces measurability even on an incomplete measure space.
Facts & Assumptions
Given: The Axiom of Choice and the Borel measure space , the Cantor set , and the homeomorphism from onto .
The positive-measure compact set contains a nonmeasurable subset , and is a Lebesgue measurable subset of the Cantor set that is not Borel. (The homeomorphism sends the Cantor set onto a compact set of Lebesgue measure , Every subset of of positive Lebesgue outer measure contains a nonmeasurable subset, The Cantor set is an uncountable subset of of Lebesgue measure zero, Assuming countable choice, is a sigma-algebra containing every elementary set and is a complete measure extending elementary volume, The map is a homeomorphism from onto )
Counterexample
Let and . The set is Borel null, so on [L1] and hence almost everywhere.
But [step 1.1, L1] , and [L1] says is not Borel. Thus is not measurable for the Borel sigma-algebra, even though it agrees almost everywhere with the measurable function .
A function can have measurable level sets without being measurable
Statement refuted
That measurability of every level set is enough to make measurable.
Facts & Assumptions
Given: The Axiom of Choice, the Lebesgue measurable space , a Vitali set , and the function defined by for , for .
Assuming the Axiom of Choice, Vitali sets exist and are not Lebesgue measurable. (Assuming choice on the cosets of in , a Vitali set in exists, Assuming the Axiom of Choice, a Vitali set is not Lebesgue measurable)
Counterexample
Every level set of is empty, a singleton, or a two-point set, so every [given] level set is measurable.
Yet , and [L1] says that is not measurable. Therefore [step 1.1, L1] is not measurable.
Sources
- Sheldon Axler, Measure, Integration and Real Analysis, Section 2B
- Sheldon Axler, Measure, Integration and Real Analysis, Definition 2.88
- John K. Hunter, Measure Theory, Section 3.2
- Sheldon Axler, Measure, Integration and Real Analysis, Theorem 2.89
- John K. Hunter, Measure Theory, Section 3.1
- John K. Hunter, Measure Theory, Example 2.22
- Sheldon Axler, Measure, Integration and Real Analysis, Exercise 29