Characterization of Essentially Bounded Functions
Jump to navigation
Jump to search
Theorem
Let $\struct {X, \Sigma, \mu}$ be a measure space.
Let $f : X \to \R$ be a $\Sigma$-measurable function.
The following statements are equivalent:
- $(1) \quad$ $f$ is essentially bounded.
- $(2) \quad$ There exists a bounded function $g : X \to \R$ such that $f = g$ $\mu$-almost everywhere.
Proof
$(1)$ implies $(2)$
Suppose that there exists $c \in \R$ such that:
- $\map \mu {\set {x \in X : \size {\map f x} > c} } = 0$
Let:
- $A = \set {x \in X : \size {\map f x} \le c}$
Define a function $g : X \to \overline \R$ by:
- $\map g x = \begin{cases}\map f x & x \in A \\ 0 & x \not \in A\end{cases}$
Then:
- $\size {\map g x} \le c$ for all $x \in X$.
So:
- $g$ is bounded.
Then if $x \in X$ is such that $\map f x \ne \map g x$, we must have $x \in X \setminus A$.
But by hypothesis:
- $\map \mu {X \setminus A} = \map \mu {\set {x \in X : \size {\map f x} > c} } = 0$
So:
- $f = g$ $\mu$-almost everywhere.
$\Box$
$(2)$ implies $(1)$
Suppose that:
- there exists a bounded function $g : X \to \R$ such that $f = g$ $\mu$-almost everywhere.
That is, there exists a $\mu$-null set $N \subseteq X$ such that:
- if $x \in X$ is such that $\map f x \ne \map g x$ then $x \in N$.
Let:
- $\ds M = \sup_{x \mathop \in X} \size {\map g x} < \infty$
Since:
- $g \le M$
if $x \in X$ is such that:
- $\map f x > M$
then:
- $\map f x \ne \map g x$
so:
- $x \in N$
So:
- $\set {x \in X : \size {\map f x} > M} \subseteq N$
From Absolute Value of Measurable Function is Measurable, we have that:
- $\size f$ is $\Sigma$-measurable.
So, from Characterization of Measurable Functions we have:
- $\set {x \in X : \size {\map f x} > M}$ is $\Sigma$-measurable.
Then from Null Sets Closed under Subset, since $\map \mu N = 0$, we have:
- $\map \mu {\set {x \in X : \size {\map f x} > M} } = 0$
That is:
- $f$ is essentially bounded.
$\blacksquare$