Show that the supremum of an uncountable family of $[-\infty, \infty]$- valued Borel measurable functions on $\mathbb{R}$ can fail to be Borel measurable.
Does this mean that I need to find some kind of family such that the intersection of the
sets $$\{x\in A | f_n(x) \leq t \}, $$ for all $t$, fails to be an Borel set?
Or is there some easier way?
Best Answer
Take a non-measurable set $E$ and for each $e\in E$ let $\chi_{\{e\}}$ be the characteristic function of the set $\{e\}$. Then the supremum of the (uncountable) family $\{\chi_{\{e\}}:~e\in E\}$ is the characteristic function $\chi_E$ of the set $E$, which is not measurable and therefore nor Borel measurable.
Edit
$\chi_E$ is the supremum of the family since it is greater or equal than any function of the family, and is the smallest function with such property.
$\chi_E \geq \chi_{\{e\}}$ for all $e\in E$; indeed,
$\chi_E$ is the minimal such function, in that if $f(x)<\chi_E(x)$ for some $x$, then there exists $e\in E$ such that $f(x) < \chi_{\{e\}}(x)$; indeed,