Proof: Every Positive Measureable Function There Exist Simple Measureable Function
Hello,
This is my first post on this site, so please excuse me if the post is a bit rough. I'm currently reading Rudin's Real and Complex Book and ran across Theorem 1.17
From Book:
Theorem 1.17:
Let
be measurable. There exist simple measurable functions
on X such that.
(a) 
(b)  \rightarrow f(x), n \rightarrow \infty, \forall x \in X)
Proof:
For
and for
, define
and
and put
where
are the characteristic functions of E and F, respectively.
Questions:
Part a) So we know that E and F are measurable sets because the pull back of a Borel set through a measurable function is a measurable set. And with a little algebra we can see that
How do you prove that the simple functions are less than or equal to f for all n? I can do this with finite examples, but don't know how it to extend it to an arbitrary function.
Part b) If
then
and we're good. If
then we should be able to show that
for large enough n. I am having problems seeing how to actually arrive at this result.
Any help would be appreciated,
Brad