I have a doubt in the proof of lusin theorem. Before i ask the question, let me state down the proof first.
Lusin Theorem : If f is a measurable function on A where m(A)<, then given any
, there exist a closed set
such that
and f is continuous on
.
PROOF :
First, letbe a simple function on A. Given
, for each k there exists a closed set
such that
Now C=is closed,
and f is continuous on C since C is equal to the disjoint union of closed sets
and f is constant on each
.
Now let f be any measurable function. Since, we may assume f is non-negative. Since f is measurable,
for a sequence {
} of simple functions.
By the first part of the proof, given, there exists for each
a closed set
such that
and
is continuous on
.
Let.
Thenis closed and
=
=
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<
=
.
By egoroff theorem, there is a measurable subsetsuch that
and
uniformly on C.
Now eachis continuous on
so that
, being the uniform limit of the
, is continuous on
. If
is closed we are through. If not, take closed set
such that
.
MY QUESTION is : Canbe empty set ? Why?


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