Sections of Sets and Functions
Our definitions today are purely set-theoretical. If is a subset of
, then given a point
we define the “section” of
determined by
to be the set
Similarly, we define the section of determined by a point
to be the set
Of course, the two concepts are essentially equivalent, and neither really depends on the fact that we have only two factors, but we choose this notation for now. If we don’t so much care about the particular point or
, we refer to “an
-section” or “a
-section”. It should be stressed that these sections are not (as might be supposed) subsets of
, but rather an
-section
is a subset of
, while a
-section
is a subset of
.
It should be clear that taking sections commutes with most common set theoretic operations. For example, we compute
Similarly, and
; and similarly for
-sections.
Now if is any function defined on
and
is any point, we define the section of
determined by
to be the function
on
defined by
. Similarly, the section of
determined by a point
is the function
on
defined by
. Again, we say that
is an
-section, and
is a
-section.
With these definitions down, we turn to measure theory. Let and
be measurable spaces, and let
be the product space.
If is a measurable rectangle, then every
-section
is either
or
, according as
or not. Similarly, every
-section is either
or
. That is, every section of a measurable rectangle is measurable. Now we let
be the collection of all subsets of
for which this is true —
if and only if every section of
is measurable. Clearly
contains all measurable rectangles. It’s also closed under unions and setwise differences — making it a ring — and under monotone limits — making it a
-ring. Since
is a
-ring containing all measurable rectangles, it must contain
. Therefore, every section of every measurable set is measurable.
Now if and
is any measurable set, then we calculate
Since is measurable,
must be measurable, and thus all of its sections are measurable. In particular,
is measurable for any measurable
, and thus
is a measurable function. Similarly we can show that the
-section
of a measurable function
is measurable.
The one caveat is that we treated measurable real-valued functions differently from other ones. Just to be sure, let be a measurable real-valued function, and let
be a Borel set. Then we need to ask that
be measurable. We can use the above fact that
, and the result will follow if we can show that
. But we easily calculate
and thus the result follows. The proof that the -section
is measurable is similar.