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Let $(X, \mathcal X)$ and $(Y, \mathcal Y)$ be measurable spaces, and let $f$ be a measurable function from $X$ into $Y$. Assume that the graph of $f$, i.e. $Gr(f) = \{(x,y): y = f(x)\}$, is $\mathcal X \otimes \mathcal Y$ measurable.

I am wondering if there anything interesting can be said about the measurability of the graph if $\mathcal Y$ is the largest sigma-algebra for which $f$ is measurable. For instance,

Conjecture. $\mathcal Y$ is the largest sigma-algebra for which $f$ is measurable if and only if for every sigma-algebra $\mathcal A$ for which $Gr(f)$ is $\mathcal X \otimes \mathcal A$ measurable, $\mathcal Y \subseteq \mathcal A$.

Is this true? Or is one direction true?


Now I believe the conjecture is false, though the argument is complete.

By the result mentioned here, $Gr(f) \in \mathcal X \otimes \mathcal A$ iff $\mathcal A$ contains a countably generated sub-sigma-algebra that contains the singletons. If $\mathcal Y$ is not countably generated and $Gr(f)\in\mathcal X \otimes \mathcal Y$, then we can find a proper sub-sigma-algebra $\mathcal A$ of $\mathcal Y$ such that $Gr(f) \in \mathcal X \otimes \mathcal A$. It remains to show that such a $\mathcal Y$ can be found that is also the largest algebra with respect to which $f$ is measurable.

  • "[...] if $\mathcal{Y}$ is the smallest $\sigma$-algebra for which Gr(f) is measurable" This doesn't make sense or am I missing something? Gr(f) is a subset of $X \times Y$ whereas $\mathcal{Y}$ is a $\sigma$-algebra on $Y$. – saz Oct 31 '19 at 09:20
  • @saz This was poorly worded, I've edited. – user435571 Oct 31 '19 at 10:31

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