In: Advanced Math
Let X be a set and A a σ-algebra of subsets of X. (a) What does it mean for a function f : X → R to be measurable? [2%] (b) If f and g are measurable and α, β ∈ R show that the function αf + βg is also measurable. [7%] (c) (i) Suppose that f is a measurable function. Is |f| measurable? (Give a proof or a counterexample.) [3%] (ii) Suppose that |f| is a measurable function. Is f measurable? (Give a proof or a counterexample.) [3%] (iii) Let X = R and let f(x) = 3 if x is rational and f(x) = 1 if x is not. What is the smallest σ-algebra of subsets of R with respect to which f is measurable?