Letbe a measurable subset of
with
and let
be a real-valued measurable function on
. Prove that for any
, there exists a bounded measurable function
on
such that
.
Again, how do I go about doing it? Thanks in advance.
Okay, so what's the main issue here? If you just let, then the measure of the set where they differ is certainly less than
. But of course, then
may not be bounded as required. So try defining
, and looking at what happens to
as
goes to infinity.