Measure Theory – Are Right Continuous Functions Measurable?

measure-theory

Are right-continuous function from $\mathbb{R}^n$ to $\mathbb{R}$ necessarily semi-continuous?
If not, are they necessarily Borel measurable?
Is there a topological characterization of right-continuous functions (as there is of continuous ones)?
Are CDFs of $n$-dimensional random vectors measurable?

Note: A function $f: \mathbb{R}^n \longrightarrow \mathbb{R}$ is right-continuous iff it is right-continuous at every point $x \in \mathbb{R}^n$. A function $f: \mathbb{R}^n \longrightarrow \mathbb{R}$ is right-continuous at $x \in \mathbb{R}^n$ iff given any infinite sequence of points in $\mathbb{R}^n$ $(y_0,y_1,\dots)$ that converges to $x$ from above (i.e. the sequence converges to $x$ in the usual, Euclidean sense and in addition every sequence element is greater than or equal to $x$ component-wise), the sequence $(f(y_0), f(y_1), \dots)$ converges to $f(x)$ in the usual sense.

Best Answer

Here is a proof that any function $F: \mathbb{R}^n \to \mathbb{R}$ which is right continuous is Borel measurable.

Define $F_n(x) = F\left(\frac{[nx]+1}{n}\right)$, where $[x]$ is the greatest integer smaller than $x$. Clearly $F_n$ are measurable since they are step functions.

From the right continuity of $F$ we get that $F_n\to F$, since $\frac{[nx]+1}{n} \downarrow x$.

Hence since $F$ is the pointwise limit of measurable functions, it is measurable too.