25.5 Measurable Functions into Metric Spaces

Proposition 25.5.1.label Let $(X, \cm)$, $(Z, \cn)$ be measurable spaces, $\seqf{Y_j}$ separable metrisable topological spaces, $F: \prod_{j = 1}^{n} Y_{j} \to Z$ be a $(\cb_{\prod_{j = 1}^n Y_j}, \cn)$-measurable function. For any $\seqf{f_j}$ where for each $1 \le j \le n$, $f_{j}: X \to Y_{j}$ is $(\cm, \cb_{Y_j})$-measurable, the composition

\[X \to Z \quad x \mapsto F(f_{1}(x), \cdots, f_{n}(x))\]

is $(\cm, \cn)$-measurable.

Proof. By Proposition 25.2.3, $\cb_{\prod_{j = 1}^n Y_j}= \bigotimes_{j = 1}^{n} \cb_{Y_j}$, so

\[X \to \prod_{j = 1}^{n} Y_{j} \quad x \mapsto (f_{1}(x), \cdots, f_{n}(x))\]

is $(\cm, \cb_{\prod_{j = 1}^n Y_j})$-measurable. Therefore the composition is $(\cm, \cn)$-measurable.$\square$

Proposition 25.5.2.label Let $(X, \cm)$ be a measurable space, $Y$ be a separable and metrisable topological space, $f, g: X \to Y$ be $(\cm, \cb_{Y})$-measurable functions, then the following functions are measurable:

  1. (1)

    For any metric $d$ on $Y$, $x \mapsto d(f(x), f(y))$.

  2. (2)

    If $Y$ is a TVS over $K \in \RC$ and $\lambda \in K$, $\lambda f + g$. In particular, $\bracs{f = g}\in \cm$.

  3. (3)

    If $Y \in \RC$, $fg$.

Proof. By Proposition 25.5.1.$\square$

Proposition 25.5.3.label Let $(X, \cm)$ be a measurable space, $Y$ be a metrisable topological space, and $f: X \to Y$ be a function, then the following are equivalent:

  1. (1)

    $f$ is $(\cm, \cb_{Y})$-measurable.

  2. (2)

    For each $\phi \in C(X; [0, 1])$, $\phi \circ f$ is $(\cm, \cb_{\real})$-measurable.

Proof, [Lemma 8.1.9, Coh13]. (2) $\Rightarrow$ (1): For each $U \subset X$ open, the function

\[d_{U^c}: X \to [0, 1] \quad x \mapsto d(x, U^{c}) \wedge 1\]

is continuous by Proposition 8.2.2. By Proposition 8.2.4, $\bracsn{d_{U^c} > 0}= U$. Thus $\bracs{f \in U}= \bracsn{d_{U^c} \circ f > 0}$.$\square$

Proposition 25.5.4.label Let $(X, \cm)$ be a measurable space, $Y$ be a metrisable topological space, and $\seq{f_n}$ be $(\cm, \cb_{Y})$-measurable functions, then:

  1. (1)

    If $Y$ is Polish, then $\bracsn{\limv{n}f_n \text{ exists}}\in \cm$.

  2. (2)

    If $f = \limv{n}f_{n}$ exists, then it is $(\cm, \cb_{Y})$-measurable.

Proof, [Proposition 8.1.10-8.1.11, Coh13]. (1): Let $d$ be a complete metric on $Y$, then for any $x \in X$, $\limv{n}f_{n}(x)$ exists if and only if $\seq{f_n(x)}$ is Cauchy. In which case,

\[\bracs{\limv{n}f_n \text{ exists}}= \bigcap_{k \in \natp}\bigcup_{N \in \natp}\bigcap_{m \in \natp}\bigcap_{n \in \natp}\bracsn{d(f_m, f_n) < 1/k}\]

is measurable by Proposition 25.5.2.

(2): For each $\phi \in C(X; [0, 1])$, $\phi \circ f = \limv{n}\phi \circ f_{n}$ is $(\cm, \cb_{\real})$-measurable by Proposition 25.3.2. Thus $f$ is $(\cm, \cb_{\real})$-measurable by Proposition 25.5.3.$\square$

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