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Measurable Function


A measurable function f:X->R is a function for which, for every real number a, the set

 {x in X:f(x)>a}

is measurable.

Measurable functions are closed under addition and multiplication. The composition of measurable functions is measurable whenever the measurable-space structures on the intermediate domain and codomain agree.

The measurable functions form one of the most general classes of real functions. They are one of the basic objects of study in analysis, both because of their wide practical applicability and the aesthetic appeal of their generality. Whether a function f:X->R is measurable depends on the sigma-algebra of measurable sets in X, not on the values of a particular measure. Sometimes a standard sigma-algebra is understood. For instance, a measurable function on R is usually taken to be measurable with respect to the Lebesgue sigma-algebra.

From the point of view of measure theory, subsets with measure zero do not matter. Often, instead of actual real-valued functions, equivalence classes of functions are used. Two functions are equivalent if the subset of the domain X where they differ has measure zero.


See also

Borel Measure, Lebesgue Measure, Measure, Measure Space, Measure Theory, Real Function, Sigma-Algebra

Portions of this entry contributed by Todd Rowland

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Cite this as:

Weisstein, Eric W., with contributions by Todd Rowland. "Measurable Function." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/MeasurableFunction.html

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