[Math] A question concerning Borel measurability and monotone functions

measure-theory

I came across the following exercise in my self-study:

If $f: \mathbb{R} \rightarrow \mathbb{R}$ is monotone, then $f$ is Borel measurable.

I am unsure about how to proceed from the hypothesis to give the requisite proof, in particular how sensitive I should be to proof by cases. Would anyone visiting have any suggestions, or be up for proving this interesting little result?

Best Answer

A function $f:\mathbb R\to\mathbb R$ is Borel if and only if for all $a\in\mathbb R$, the set $\{x\in\mathbb R:f(x)>a\}$ is a Borel subset of $\mathbb R$.

Suggestion: Think about what possible types of sets you can get for $\{x\in\mathbb R:f(x)>a\}$ when $f$ is a monotone function. You may want to conjecture with the aid of examples before trying to prove your conjecture. The sets you get should be easily confirmed to be Borel.

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