Mathematics Asked by czzzzzzz on December 3, 2021
I need help or any hint in the next exercise:
Let $(Omega,mathcal{F},mu)$ be a $sigma-$finite measurable space and let $f:Omegato mathbb{R}$ be a measurable function.
Let $phi:mathbb{R}^+tomathbb{R}^+ $ be a increasing function and differentiable, such that $phi(0)=0$.
for all $t>0$ it defines $Omega_t={omega in Omega:|f(w)|>t}$.
Prove $(t,omega)tophi'(t)1_{Omega_t}(omega)$ is positive and $mathcal{B}(mathbb{R}^+)otimesmathcal{F}-$measurable.
I have to start by seeing if $phi ‘$ is measurable?
Hint:
$(omega,t)mapstophi'(t)$ is the pointwise limit of $G_n:(omega,t)mapsto nbig(phi(x+tfrac{1}{n})-phi(x)Big)$ and so it is measurable in the product..
The function $(omega,t)mapsto |f(omega)|-t$ is measurable in the product, and so $E={(omega,t):|f(omega)|-t>0}$ is measurable. Hence, the cross section $E_t={omega:|f(omega)|>t}$ is measurable.
product of measurable functions is measurable (start with simple functions and then by approximation by simple functions).
Answered by Oliver Diaz on December 3, 2021
Get help from others!
Recent Questions
Recent Answers
© 2024 TransWikia.com. All rights reserved. Sites we Love: PCI Database, UKBizDB, Menu Kuliner, Sharing RPP