Posted by J. Holmer on November 14, 2007, 10:45 am, in reply to "prob18"
Board Administrator
You can focus on the case of f finite valued if you like. But the result carries over to functions f: R^n \to [-\infty,+\infty] and infinitely valued on a set of abtrirary measure. In fact, the proof that I expect you will give will not be sensitive to this matter, since you first appeal to the fact that a measurable function is the a.e. limit of a sequence of step functions, and this is true whether f is finite valued or not.
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