Lusin's theorem

In the mathematical field of real analysis, Lusin's theorem (or Luzin's theorem, named for Nikolai Luzin) states that every measurable function is a continuous function on nearly all its domain. In the informal formulation of J. E. Littlewood, "every measurable function is nearly continuous".

Classical statement

For an interval [a, b], let

f:[a,b]\rightarrow {\mathbb {C}}

be a measurable function. Then, for every ε > 0, there exists a compact E ⊂ [a, b] such that f restricted to E is continuous almost everywhere and

\mu (E)>b-a-\varepsilon .

Note that E inherits the subspace topology from [a, b]; continuity of f restricted to E is defined using this topology.

General form

Let $(X,\Sigma,\mu)$ be a Radon measure space and Y be a second-countable topological space equipped with a Borel algebra, and let

f:X\rightarrow Y

be a measurable function. Given $\varepsilon >0$ , for every $A\in \Sigma$ of finite measure there is a closed set $E$ with $\mu (A\setminus E)<\varepsilon$ such that $f$ restricted to $E$ is continuous. If $A$ is locally compact, we can choose $E$ to be compact and even find a continuous function $f_{\varepsilon }:X\rightarrow Y$ with compact support that coincides with $f$ on $E$ and such that $\ \sup _{x\in X}|f_{\varepsilon }(x)|\leq \sup _{x\in X}|f(x)|$ .

Informally, measurable functions into spaces with countable base can be approximated by continuous functions on arbitrarily large portion of their domain.

On the proof

The proof of Lusin's theorem can be found in many classical books. Informally, It is easy to believe in it as a consequence of Egorov's theorem and density of smooth functions. Egorov theorem tells you that pointwise convergence is nearly uniform, and uniform convergence preserves continuity.

References

N. Lusin. Sur les propriétés des fonctions mesurables, Comptes rendus de l'Académie des Sciences de Paris 154 (1912), 1688–1690.
G. Folland. Real Analysis: Modern Techniques and Their Applications, 2nd ed. Chapter 7
W. Zygmunt. Scorza-Dragoni property (in Polish), UMCS, Lublin, 1990
M. B. Feldman, "A Proof of Lusin's Theorem", American Math. Monthly, 88 (1981), 191-2

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