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Let $(X, \mathcal F, \mu)$ be a $\sigma$-finite measure space and $(E, |\cdot|)$ a Banach space. Here we use the Bochner integral. Then we have Theorem 1.40 in Rudin's Real and Complex Analysis, i.e., …

I'm reading a general version of Lusin's theorem, i.e., If $\mu$ is a finite Radon measure on $X$, and $Y$ is a second countable topological spaces, then for any Borel-measurable function $f:X\to Y$ …

Let $(E, d)$ be a Polish space and $\mathcal C_b(E)$ the space of all real-valued bounded continuous functions on $E$. Let $p \in [1, \infty)$ and $\mathcal P_p (E)$ the space of all Borel probability …

Fix $p \in [1, \infty)$. Let $(L^p (\mathbb R^d), \|\cdot\|_{L^p})$ be the Lesbesgue space of $p$-integrable real-valued functions on $\mathbb R^d$. Let ${\tilde L}^p (\mathbb R^d)$ be the space of Le …