Closed Set Measurable in Borel Sigma-Algebra
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Theorem
Let $\struct {S, \tau}$ be a topological space.
Let $\map \BB \tau$ be the associated Borel $\sigma$-algebra.
Let $C$ be a closed set in $\struct {S, \tau}$.
Then $C$ is $\map \BB \tau$-measurable.
Proof
Since $C$ is closed, $S \setminus C$ is open.
By definition of Borel $\sigma$-algebra, $S \setminus C \in \map \BB \tau$.
By axiom $(2)$ for $\sigma$-algebras:
- $S \setminus \paren {S \setminus C} \in \map \BB \tau$
and this set equals $C$ by Set Difference with Set Difference since $C \subseteq S$.
The result follows by definition of measurable set.
$\blacksquare$