diff --git a/src/measure/measurable-maps/approx.tex b/src/measure/measurable-maps/approx.tex new file mode 100644 index 0000000..2317052 --- /dev/null +++ b/src/measure/measurable-maps/approx.tex @@ -0,0 +1,162 @@ +\section{Approximations with Simple Functions} +\label{section:simple-approx} + +\begin{definition}[Admissible Approximant Function] +\label{definition:admissible-approximant-function} + Let $X$ be a topological space and $\mathcal{A}: X \to 2^X$, then $\mathcal{A}$ is an \textbf{admissible approximant function} on $X$ if: + \begin{enumerate}[label=(AA\arabic*)] + \item For each $x \in X$, $x \in \overline{\mathcal{A}(x)^o}$. + \item $\bigcap_{x \in X}\mathcal{A}(x) \ne \emptyset$. + \end{enumerate} + + and $\mathcal{A}$ is \textbf{Borel measurable} if: + \begin{enumerate}[label=(AA\arabic*), start=2] + \item[(B)] For any $x_0 \in X$, $\bracs{x \in X|x_0 \in \mathcal{A}(x)} \in \cb_X$. + \end{enumerate} +\end{definition} + +\begin{lemma} +\label{lemma:admissible-approximant-existence} + Let $X$ be a topological space, and $\mathcal{A}: X \to 2^X$ be defined by $x \mapsto X$, then $\mathcal{A}$ is an \hyperref[admissible approximant function]{definition:admissible-approximant-function}. +\end{lemma} + + +\begin{definition}[Approximation of the Identity] +\label{definition:approximation-id-measure} + Let $X$ be a topological space, $\mathcal{A}: X \to 2^X$ be an \hyperref[admissible approximant function]{definition:admissible-approximant-function} and $\net{I} \subset X^X$ be a net, then $\net{I}$ is an \textbf{$\mathcal{A}$-admissible approximation of the identity} if: + \begin{enumerate}[label=(AI\arabic*)] + \item For each $x \in X$, $I_\alpha(x) \to x$. + \item For each $x \in X$ and $\alpha \in A$, $I_\alpha(x) \in \mathcal{A}(x)$. + \end{enumerate} + + The approximation $\net{I}$ is \textbf{simple} if $I_\alpha$ is finitely-valued for all $\alpha \in A$, and \textbf{Borel measurable} if $I_\alpha$ is Borel measurable for all $\alpha \in A$. +\end{definition} + +\begin{lemma}[Existence of Simple Approximations of the Identity] +\label{lemma:separable-metric-space-approx-identity} + Let $X$ be a separable metric space, $\mathcal{A}: X \to 2^X$ be a Borel measurable \hyperref[admissible approximant function]{definition:admissible-approximant-function}, and $\seq{x_n} \subset X$ be a dense subset with $x_1 \in \bigcap_{x \in X}\mathcal{A}(x)$, then there exists $\seq{I_n} \subset X^X$ such that: + \begin{enumerate} + \item $\seq{I_n}$ is an $\mathcal{A}$-admissible \hyperref[approximation of the identity]{definition:approximation-id-measure}. + \item For each $N \in \natp$, $I_N$ is Borel measurable with $I_N(X) \subset \bracsn{x_n|1 \le n \le N}$. + \end{enumerate} +\end{lemma} +\begin{proof} + By removing duplicate elements from the sequence, assume without loss of generality that for each $m, n \in \natp$ with $m \ne n$, $x_m \ne x_n$. + + Let $N \in \natp$. For each $x \in X$, let + \[ + C_N(x) = \bracs{1 \le n \le N| x_n \in \mathcal{A}(x)} + \] + + Since $x_1 \in \bigcap_{y \in X}\mathcal{A}(y)$, $1 \in C_N(x)$ and $C_N(x) \ne \emptyset$. + + From here, let + \[ + k_N(x) = \min\bracs{n \in C_N(x) \bigg | d(x, x_n) = \min_{m \in C_N(x)}d(x, x_m)} + \] + + be the minimum $n \in C_N(x)$ on which the minimal distance from $x$ to $\bracs{x_m|m \in C_N(x)}$ is achieved. Then, for each $n \in \natp$, + \begin{align*} + \bracs{k_N \le n} &= \bigcup_{j = 1}^n \bracs{x \in X \bigg | j \in C_N(x), d(x, x_j) = \min_{m \in C_N(x)}d(x, x_m)} \\ + &= \bigcup_{j = 1}^n \bracs{j \in C_N} \cap \bracs{x \in X \bigg | d(x, x_j) = \min_{m \in C_N(x)}d(x, x_m)} \\ + &= \bigcup_{j = 1}^n\bigcup_{J \subset [N]} \bracs{j \in C_N, J = C_N} \cap \bracs{x \in X \bigg | d(x, x_j) = \min_{m \in J}d(x, x_m)} + \end{align*} + + Given that $\mathcal{A}$ is Borel measurable, $\bracs{n \in C_N} = \bracs{x_n \in \mathcal{A}(x)}$ is a Borel set for each $1 \le n \le N$. As a result, $\bracs{J = C_N}$ is Borel for each $J \subset [N]$. Thus $\bracs{j \in C_N, J = C_N}$ is Borel for each $1 \le j \le n$ and $J \subset [N]$. + + On the other hand, for each $1 \le n \le N$, the function $x \mapsto d(x, x_n)$ is continuous and hence Borel measurable. Similarly, for each $J \subset [N]$, the mapping $\real^J \to \real$ with $\alpha \mapsto \min_{j \in J}\alpha_j$ is also Borel measurable. + + + The above facts combined show that $\bracs{k_N \le n}$ is a Borel set, and $k_N: X \to [N]$ is a Borel measurable function. Now, let + \[ + I_N: X \to \bracsn{x_n|1 \le n \le N} \quad x \mapsto x_{k_N(x)} + \] + + then for each $1 \le n \le N$, $\bracs{I_N = x_n} = \bracs{k_N = n}$ is a Borel set. Thus $I_N$ is Borel measurable. + + In addition, for each $x \in X$, $k_N(x) \in C_N(x)$, so + \[ + I_N(x) = x_{k_N(x)} \in \bracs{x_n|n \in C_N(x)} \subset \mathcal{A}(x) + \] + + and $\seq{I_N}$ satisfies (AI2). + + Finally, for each $x \in X$ and $\eps > 0$, since $x \in \ol{\mathcal{A}(x)^o}$, there exists $N_0 \in \natp$ such that $x_{N_0} \in \mathcal{A}(x)$ and $d(x, x_{N_0}) < \eps$. In which case, for any $N \ge N_0$, $N_0 \in C_N(x)$ and $d(x, I_N(x)) \le d(x, x_{N_0}) < \eps$. Thus $I_N(x) \to x$ as $N \to \infty$, and $\seq{I_N}$ satisfies (AI1). + + Therefore $\seq{I_N}$ is an approximation of the identity satisfying (1) and (2). +\end{proof} + + + +\begin{corollary} +\label{corollary:measurable-simple-separable} + Let $(X, \cm)$ be a measurable space, $Y$ be a separable metric space, and $\mathcal{A}: Y \to 2^Y$ be a Borel measurable \hyperref[admissible approximant function]{definition:admissible-approximant-function}, then for any $f: X \to Y$, the following are equivalent: + \begin{enumerate} + \item $f$ is $(\cm, \cb_Y)$-measurable. + \item For any dense subset $\seq{y_n} \subset Y$ with $y_1 \in \bigcap_{y \in Y}\mathcal{A}(y)$, there exists a sequence $\seq{f_n}$ of $(\cm, \cb_Y)$-measurable simple functions such that + \begin{enumerate} + \item[(i)] For each $x \in X$ and $N \in \natp$, + \[ + f_N(x) \in \mathcal{A}(f(x)) \cap \bracsn{y_n|1 \le n \le N} + \] + \item[(ii)] $f_n \to f$ pointwise as $n \to \infty$. + \end{enumerate} + + \item There exists a sequence $\seq{f_n}$ of $(\cm, \cb_Y)$-measurable simple functions such that $f_n \to f$ pointwise. + \end{enumerate} +\end{corollary} +\begin{proof} + (1) $\Rightarrow$ (2): Let $\seq{y_n} \subset Y$ be a dense subset with $y_1 \in \bigcap_{y \in Y}\mathcal{A}(y)$. By \autoref{lemma:separable-metric-space-approx-identity}, there exists $\seq{I_n} \subset Y^Y$ such that: + \begin{enumerate} + \item $\seq{I_n}$ is an $\mathcal{A}$-admissible \hyperref[approximation of the identity]{definition:approximation-id-measure}. + \item For each $N \in \natp$, $I_N$ is Borel measurable with $I_N(Y) \subset \bracsn{y_n|1 \le n \le N}$. + \end{enumerate} + + For each $n \in \natp$, let $f_n = I_N \circ f_n$, then: + \begin{enumerate} + \item[(i)] For each $x \in X$ and $N \in \natp$, + \[ + f_N(x) = I_N(f(x)) \in \mathcal{A}(f(x)) \cap \bracsn{y_n|1 \le n \le N} + \] + \item[(ii)] Since $I_n \to \text{Id}$ pointwise as $n \to \infty$, $f_n \to f$ pointwise as $n \to \infty$. + \end{enumerate} + + (3) $\Rightarrow$ (1): By \autoref{proposition:metric-measurable-limit}. +\end{proof} + +\begin{corollary} +\label{corollary:measurable-simple-separable-norm} + Let $(X, \cm)$ be a measurable space, $(E, \norm{\cdot}_E)$ be a separable normed vector space, and $f: X \to E$, then the following are equivalent: + \begin{enumerate} + \item $f$ is $(\cm, \cb_E)$-measurable. + \item There exists simple functions $\seq{f_n}$ such that $\abs{f_n} \le \abs{f}$ for all $n \in \natp$, and $f_n \to f$ pointwise. + \end{enumerate} +\end{corollary} +\begin{proof} + (1) $\Rightarrow$ (2): Let + \[ + \mathcal{A}: E \to 2^E \quad y \mapsto \begin{cases} + B_E(0, \norm{y}_E) & y \ne 0 \\ + E & y = 0 + \end{cases} + \] + + then + \begin{enumerate} + \item[(AA1)] For each $y \in E$, $y \in \ol{\mathcal{A}(y)^o}$. + \item[(AA2)] $0 \in \bigcap_{y \in E}\mathcal{A}(y)$. + \item[(B)] For any fixed $y_0 \in E \setminus \bracs{0}$, + \[ + \bracs{y \in E|y_0 \in \mathcal{A}(y)} = \bracs{y \in E|\norm{y_0}_E < \norm{y}_E} \cup \bracs{0} \in \cb_E + \] + + and $\bracs{y \in E|0 \in \mathcal{A}(y)} = E$. + \end{enumerate} + + so $\mathcal{A}$ is a Borel measurable \hyperref[admissible approximant function]{definition:admissible-approximant-function}. + + By (2) of \autoref{corollary:measurable-simple-separable}, there exists simple functions $\seq{f_n}$ such that $|f_n| \le |f|$ on $\bracs{f \ne 0}$ for all $n \in \natp$ and $f_n \to f$ pointwise. In which case, $|\one_{\bracs{f \ne 0}}f_n| \le |f|$ globally for all $n \in \natp$ and $\one_{\bracs{f \ne 0}}f_n \to f$ pointwise as $n \to \infty$. + + (2) $\Rightarrow$ (1): By \autoref{proposition:metric-measurable-limit}. +\end{proof} + diff --git a/src/measure/measurable-maps/index.tex b/src/measure/measurable-maps/index.tex index a56100f..1ef3fd3 100644 --- a/src/measure/measurable-maps/index.tex +++ b/src/measure/measurable-maps/index.tex @@ -6,4 +6,5 @@ \input{./real-valued.tex} \input{./simple.tex} \input{./metric.tex} +\input{./approx.tex} \input{./in-measure.tex} diff --git a/src/measure/measurable-maps/metric.tex b/src/measure/measurable-maps/metric.tex index cf1920b..13ad1a9 100644 --- a/src/measure/measurable-maps/metric.tex +++ b/src/measure/measurable-maps/metric.tex @@ -21,7 +21,7 @@ \begin{proposition} \label{proposition:metric-measurables} - Let $(X, \cm)$ be a measurable space, $Y$ be a metrisable topological space, $f, g: X \to Y$ be $(\cm, \cb_Y)$-measurable functions, then the following functions are measurable: + Let $(X, \cm)$ be a measurable space, $Y$ be a separable and metrisable topological space, $f, g: X \to Y$ be $(\cm, \cb_Y)$-measurable functions, then the following functions are measurable: \begin{enumerate} \item For any metric $d$ on $Y$, $x \mapsto d(f(x), f(y))$. \item If $Y$ is a TVS over $K \in \RC$ and $\lambda \in K$, $\lambda f + g$. In particular, $\bracs{f = g} \in \cm$. @@ -69,92 +69,3 @@ \end{proof} -\begin{lemma} -\label{lemma:measurable-simple-separable} - Let $(X, \cm)$ be a measurable space, $Y$ be a separable metric space, and $\mathcal{A}: Y \to 2^Y$ such that - \begin{enumerate} - \item[(a)] For each $y \in Y$, $y \in \ol{\mathcal{A}(y)^o}$. - \item[(b)] $\bigcap_{y \in Y}\mathcal{A}(y) \ne \emptyset$. - \item[(c)] For any $y_0 \in Y$, $\bracs{y \in Y|y_0 \in \mathcal{A}(y)} \in \cb_Y$. - \end{enumerate} - - Then, for any $f: X \to Y$, the following are equivalent: - \begin{enumerate} - \item $f$ is $(\cm, \cb_Y)$-measurable. - \item For any dense subset $\seq{y_n} \subset Y$ with $y_1 \in \bigcap_{y \in Y}\mathcal{A}(y)$, there exists a sequence $\seq{f_n}$ of $(\cm, \cb_Y)$-measurable simple functions such that - \begin{enumerate} - \item[(i)] For each $x \in X$ and $N \in \natp$, $f_N(x) \in \mathcal{A}(f(x)) \cap \bracsn{y_n|1 \le n \le N}$. - \item[(ii)] $f_n \to f$ pointwise. - \end{enumerate} - - \item There exists a sequence $\seq{f_n}$ of $(\cm, \cb_Y)$-measurable simple functions such that $f_n \to f$ pointwise. - \end{enumerate} -\end{lemma} -\begin{proof} - (1) $\Rightarrow$ (2): Let $\seq{y_n} \subset Y$ be a dense subset with $y_1 \in \bigcap_{y \in Y}\mathcal{A}(y)$. For each $N \in \natp$ and $x \in X$, define - \[ - C(N, x) = \bracs{1 \le n \le N|y_n \in \mathcal{A}(f(x))} - \] - - Since $y_1 \in \bigcap_{y \in Y}\mathcal{A}(y)$, $1 \in C(N, x) \ne \emptyset$. Let - \[ - k(N, x) = \min\bracs{n \in C(N, x) \bigg | d(f(x), y_n) = \min_{m \in C(N, x)}d(f(x), y_m)} - \] - - then for any $k \in \natp$, $\bracs{x \in X|k(N, x) \le k}$ is equal to - \[ - \bigcup_{j = 1}^k\bracs{x \in X \bigg |j \in C(N, x), d(f(x), y_j) = \min_{m \in C(N, x)}d(f(x), y_m)} - \] - - For each $1 \le m \le N$, $y \mapsto d(y, y_m)$ is continuous. Thus $x \mapsto d(f(x), y_m)$ and $x \mapsto \min_{m \in C(N, x)}d(f(x), y_m)$ are $(\cm, \cb_\real)$-measurable by \autoref{proposition:limit-measurable} and assumption (c). By \autoref{proposition:metric-measurables}, - \[ - \bracs{x \in X \bigg | d(f(x), y_j) = \min_{m \in C(N, x)}d(f(x), y_m)} \in \cm - \] - - for each $1 \le j \le k$. Combining this with assumption (c) shows that $\bracs{x \in X|k(N, x) \le k} \in \cm$. - - Let $f_N(x) = y_{k(N, x)}$, then for each $N \in \natp$, $f_N(X) \subset \bracs{y_n|1 \le n \le N}$. Since $x \mapsto k{(N, x)}$ is $(\cm, 2^\natp)$-measurable, $f_N$ is $(\cm, \cb_Y)$-measurable. - - Fix $x \in X$, then - \[ - f(x) \in \ol{\mathcal{A}(f(x))^o} = \ol{\bracs{y_n| n \in \natp, y_n \in \mathcal{A}(f(x))^o}} - \] - - by assumption (a) and \autoref{definition:dense}. Thus for any $\eps > 0$, there exists $N \in \natp$ such that $y_N \in \mathcal{A}(f(x))^o$ and $d(f(x), y_N) < \eps$. In which case, $d(f(x), f_n(x)) < \eps$ for all $n \ge N$. Therefore $f_n \to f$ pointwise. - - (3) $\Rightarrow$ (1): By \autoref{proposition:metric-measurable-limit}. -\end{proof} - -\begin{corollary} -\label{corollary:measurable-simple-separable-norm} - Let $(X, \cm)$ be a measurable space, $(E, \norm{\cdot}_E)$ be a separable normed vector space, and $f: X \to E$, then the following are equivalent: - \begin{enumerate} - \item $f$ is $(\cm, \cb_E)$-measurable. - \item There exists simple functions $\seq{f_n}$ such that $\abs{f_n} \le \abs{f}$ for all $n \in \natp$, and $f_n \to f$ pointwise. - \end{enumerate} -\end{corollary} -\begin{proof} - (1) $\Rightarrow$ (2): Let - \[ - \mathcal{A}: E \to 2^E \quad y \mapsto \begin{cases} - B_E(0, \norm{y}_E) & y \ne 0 \\ - E & y = 0 - \end{cases} - \] - - then - \begin{enumerate} - \item[(a)] For each $y \in E$, $y \in \ol{\mathcal{A}(y)^o}$. - \item[(b)] $0 \in \bigcap_{y \in E}\mathcal{A}(y)$. - \item[(c)] For any fixed $y_0 \in E \setminus \bracs{0}$, - \[ - \bracs{y \in E|y_0 \in \mathcal{A}(y)} = \bracs{y \in E|\norm{y_0}_E < \norm{y}_E} \cup \bracs{0} \in \cb_E - \] - - and $\bracs{y \in E|0 \in \mathcal{A}(y)} = E$. - \end{enumerate} - - By (2) of \autoref{lemma:measurable-simple-separable}, there exists simple functions $\seq{f_n}$ such that $|f_n| \le |f|$ on $\bracs{f \ne 0}$ for all $n \in \natp$ and $f_n \to f$ pointwise. In which case, $|\one_{\bracs{f \ne 0}}f_n| \le |f|$ globally for all $n \in \natp$ and $\one_{\bracs{f \ne 0}}f_n \to f$ pointwise. - - (2) $\Rightarrow$ (1): By \autoref{proposition:metric-measurable-limit}. -\end{proof} diff --git a/src/measure/measure/localisable.tex b/src/measure/measure/localisable.tex index 0c46ad3..87cb741 100644 --- a/src/measure/measure/localisable.tex +++ b/src/measure/measure/localisable.tex @@ -103,3 +103,67 @@ \end{proof} +\begin{lemma} +\label{lemma:gluing-measurable-sets} + Let $(X, \cm, \mu)$ be a localisable measure space, $\cf = \bracs{A \in \cm|\mu(A) < \infty}$, $\bracs{(E_A, F_A)}_{A \in \cf}$ such that: + \begin{enumerate}[label=(\alph*)] + \item For each $A \in \cf$, $E_A, F_A \in \cm$, $E_A, F_A \subset A$, and $E_A \cap F_A = \emptyset$. + \item For each $A, B \in \cf$, $\mu((E_A \cap B) \Delta (E_B \cap A)) = 0$ and $\mu((F_A \cap B) \Delta (F_B \cap A)) = 0$. + \end{enumerate} + + Let $E$ and $F$ be essential suprema of $\bracsn{E_A}_{A \in \cf}$ and $\bracsn{F_A}_{A \in \cf}$, respectively, then + \begin{enumerate} + \item For each $B \in \cf$, $\mu(E \cap F_B) = 0$. + \item $\mu(E \cap F) = 0$. + \end{enumerate} +\end{lemma} +\begin{proof} + (1): Let $A, B \in \cf$, then + \begin{align*} + \mu(E_A \setminus F_B^c) &= \mu(E_A \cap F_B) = \mu(E_A \cap F_B \cap A \cap B) \\ + &\le \mu(E_A \cap F_A) + \mu((F_A \cap B) \Delta F_B \cap A \cap B) = 0 + \end{align*} + + so $F_B^c$ is an essential upper bound of $\bracs{E_A}_{A \in \cf}$. Since $E$ is an essential supremum of $\bracs{E_A}_{A \in \cf}$, $\mu(E \setminus F_B^c) = \mu(E \cap F_B) = 0$. + + (2): For any $B \in \cf$, $\mu(F_B \setminus E^c) = \mu(F_B \cap E) = \mu(E \cap F_B) =0$. Thus $E^c$ is an essential upper bound of $\bracs{F_B}_{B \in \cf}$. Given that $F$ is an essential supremum of $\bracsn{F_B}_{B \in \cf}$, $\mu(F \cap E) = \mu(F \setminus E^c) = 0$. +\end{proof} + + +\begin{lemma}[Gluing Lemma for Measurable Functions] +\label{lemma:gluing-measurable} + Let $(X, \cm, \mu)$ be a localisable measure space, $\cf = \bracs{A \in \cm|\mu(A) < \infty}$, $Y$ be a Polish space, and $\bracsn{f_A: A \to Y|A \in \cf}$ such that: + \begin{enumerate}[label=(\alph*)] + \item For each $A \in \cf$, $f_A \in \mathcal{L}^0(A; Y)$. + \item For each $A, B \in \cf$, $f_A|_{A \cap B} = f_B|_{A \cap B}$ almost everywhere. + \end{enumerate} + + then there exists $f: X \to Y$ such that: + \begin{enumerate} + \item $f \in \mathcal{L}^0(X; Y)$. + \item For each $A \in \cf$, $f|_A = f_A$ almost everywhere. + \item[(U)] For any $g: X \to Y$ satisfying (1) and (2), $f = g$ almost everywhere. + \end{enumerate} +\end{lemma} +\begin{proof} + First suppose that $Y$ is finite. For each $y \in Y$, let $P(y)$ be an essential supremum of $\bracs{f_A^{-1}(y)|A \in \cf}$. By \autoref{lemma:gluing-measurable-sets}, for any $x, y \in Y$ with $x \ne y$, $\mu(P(x) \cap P(y)) = 0$. After modification by null sets, assume without loss of generality that $X = \bigsqcup_{y \in Y}P(y)$. + + For each $x \in X$, let $f(x) \in Y$ be the unique element of $Y$ such that $x \in P(f(x))$, then: + \begin{enumerate} + \item For each $y \in Y$, $f^{-1}(y) = P(y)$, so $f \in \mathcal{L}^0(X; Y)$ is measurable. + \item Let $A \in \cf$, then for each $y \in Y$, $\mu(f_A^{-1}(y) \setminus P(y)) = 0$. On the other hand, + \begin{align*} + (P(y) \cap A) \setminus f_A^{-1}(y) &= P(y) \cap \bigcup_{z \in Y \setminus \bracs{y}}f_A^{-1}(z) \\ + &\subset \braks{P(y) \cap \bigcup_{z \in Y \setminus \bracs{y}}P(z)} \cup \bigcup_{z \in Y \setminus \bracs{y}}f_A^{-1}(z) \setminus P(z) + \end{align*} + + is a null set. Therefore $f|_A = f_A$ almost everywhere. + \item For all $A \in \cf$, $f|_A = g|_A$ almost everywhere. Since $\mu$ is semifinite, $f = g$ almost everywhere. + \end{enumerate} + + Therefore $f$ is the desired function. + + Now suppose that $Y$ is arbitrary. Let $\seq{y_n} \subset Y$ be a dense subset of $Y$. By \autoref{corollary:measurable-simple-separable}, for each +\end{proof} + + diff --git a/src/measure/measure/product.tex b/src/measure/measure/product.tex index c6e2f5f..bab03c4 100644 --- a/src/measure/measure/product.tex +++ b/src/measure/measure/product.tex @@ -127,7 +127,7 @@ Therefore $\alg = \cm \otimes \cn$. - Now let $F \subset L^+(X \times Y)$ be the set of functions satisfying (1), then $F \supset \Sigma^+(X, \cm)$ by linearity. Let $f \in L^+(X \times Y)$, then by \autoref{lemma:measurable-simple-separable}, there exists $\seq{\phi_n} \subset \Sigma^+(X \times Y)$ such that $\phi_n \upto f$. In which case, by the Monotone Convergence Theorem, (1) also holds for $f$. + Now let $F \subset L^+(X \times Y)$ be the set of functions satisfying (1), then $F \supset \Sigma^+(X, \cm)$ by linearity. Let $f \in L^+(X \times Y)$, then by \autoref{corollary:measurable-simple-separable}, there exists $\seq{\phi_n} \subset \Sigma^+(X \times Y)$ such that $\phi_n \upto f$. In which case, by the Monotone Convergence Theorem, (1) also holds for $f$. \end{proof}