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Lusin's theorem says that every measurable function f is a continuous function on nearly all its domain.

It is given that f measurable. This tells us that it is bounded on the complement of some open set of arbitrarily small measure. Now we redefine ƒ to be 0 on this open set. If needed we can assume that ƒ is bounded and therefore integrable.

Now continuous functions are dense in L1([a, b]) so there exists a sequence of continuous functions an tending to ƒ in the L1 norm. If we need to, we can consider a subsequence.
We also assume that an tends to ƒ almost everywhere. Now Egorov's theorem tells us that that an tends to ƒ uniformly except for some open set of arbitrarily small measure. Since uniform limits of continuous functions are continuous, the theorem is proved.

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15y ago

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