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Math Help - Measurable functions.

  1. #1
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    Question Measurable functions.

    Let (X, \mathcal{A}) be a measurable space and let f : X \rightarrow [0, +\infty] be a measurable function. Find a set sequence \{A_n\}, A_n \in \mathcal{A}, such that f = \sum{n=1}^{\infty} \frac{1}{n} I_{A_n}, where I_A is a characteristic function.

    I guess something's wrong with LaTeX, so I didn't use it.

    At first I thought of a sequence A_n = \{ x \in X : f(x) = \frac{1}{n} \}, but it's wrong. Does anyone have any idea? It may be connected to a proof of Theorem 4.4.10 from "An introduction to the Theory of Real Functions" (author: Stanislaw Lojasiewicz), but I can't find out how.
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  2. #2
    Super Member girdav's Avatar
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    I think we can try to define the sets A_n by induction. Put A_1:=\left\{x\in X\mbox{ such that }f(x)\geq 1\right\} andA_n := \left\{x\in X\mbox{ such that }f(x) - \sum_{j=1}^{n-1}\frac 1j\mathbf{1}_{A_j}(x)\geq \frac 1n\right\}.
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  3. #3
    MHF Contributor Drexel28's Avatar
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    I don't know about Ljasiewicz's book but this is a pretty standard construction which can be found in, amongst others, Royden.
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  4. #4
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    Thank you for your help. You said it's standard construction - I've read some polish books about measure theory (I'm from Poland) and found nothing about this. Could you give me the exact title of any book about it?
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