\documentclass[11pt]{amsart} \def\cl{{\rm cl}} \let\epsilon\varepsilon \def\R{\mathbb{R}} \def\N{\mathbb{N}} \newtheorem{tw}{Theorem} \newtheorem{cor}{Corollary} \newtheorem{lem}{Lemma} \theoremstyle{definition} \newtheorem{df}{Definition} \newtheorem{rem}{Remark} \newtheorem{ex}{Example} \begin{document} \setlength{\unitlength}{0.01in} \linethickness{0.01in} \begin{center} \begin{picture}(474,66)(0,0) \multiput(0,66)(1,0){40}{\line(0,-1){24}} \multiput(43,65)(1,-1){24}{\line(0,-1){40}} \multiput(1,39)(1,-1){40}{\line(1,0){24}} \multiput(70,2)(1,1){24}{\line(0,1){40}} \multiput(72,0)(1,1){24}{\line(1,0){40}} \multiput(97,66)(1,0){40}{\line(0,-1){40}} \put(143,66){\makebox(0,0)[tl]{\footnotesize Proceedings of the Ninth Prague Topological Symposium}} \put(143,50){\makebox(0,0)[tl]{\footnotesize Contributed papers from the symposium held in}} \put(143,34){\makebox(0,0)[tl]{\footnotesize Prague, Czech Republic, August 19--25, 2001}} \end{picture} \end{center} \vspace{0.25in} \setcounter{page}{181} \title[Lebesgue Theorem for multivalued functions]{On Lebesgue Theorem for multivalued functions of two variables} \author{Gra\.zyna Kwieci\'nska} \address{University of Gda\'nsk\\ Institute of Mathematics\\ Wita Stwosza 57\\ 80-952 Gda\'nsk, Poland} \email{gkk@math.univ.gda.pl} \thanks{This research was supported by the University of Gda\'nsk, grant BW Nr 5100-5-0188-9} \keywords{multivalued functions, semi-continuity of multivalued functions, Baire classes of multivalued functions} \subjclass[2000]{54C60, 54C08, 28B20} \thanks{Gra\.zyna Kwieci\'nska, {\em On Lebesgue Theorem for multivalued functions of two variables}, Proceedings of the Ninth Prague Topological Symposium, (Prague, 2001), pp.~181--189, Topology Atlas, Toronto, 2002; {\tt arXiv:math.GN/0204133}} \begin{abstract} In the paper we investigate Borel classes of multivalued functions of two variables. In particular we generalize a result of Marczewski and Ryll-Nardzewski \cite{MN} concerning of real function whose ones of its sections are right-continuous and other ones are of Borel class $\alpha$, into the case of multivalued functions. \end{abstract} \maketitle \section{Introduction} Many results were publisched about the Borel classification of multivalued functions depending on the one variable (see \cite{Kt, Ga, Br, Ha, Ma, Sl}). In the case of multivalued function of two variables we have the possibility of formulation of hypotheses concerning of its sectionwise properties. Lebesgue has shown that any real function $f$ of two variables with continuous ones of its sections and of Borel class $\alpha$ the other ones is of Borel class $\alpha +1$. Marczewski and Ryll-Nardzewski have shown (see \cite{MN}) that the condition of continuity in this theorem may be replaced by right-continuity (or left-continuity). In this paper we generalize these results into the case of multivalued functions in possible general abstract spaces. \section{Preliminaries} Let $T$ and $Z$ be two nonempty sets and let $\Phi:T\to Z$ be a multivalued function, i.e.\ $\Phi$ denotes a mapping such that $\Phi(t)$ is a nonempty subset of $Z$ for $t\in T$. Then two inverse images of a subset $G\subset Z$ may be defined: $$\Phi^+(G) = \{t\in T: \Phi(t)\subset G\}$$ and $$\Phi^-(G) = \{t\in T: \Phi(t)\cap G \ne \emptyset\}.$$ The following relations hold betwen these inverse images: \begin{equation} \Phi^-(G) = T\setminus \Phi^+(Z\setminus G)\ \mbox{and}\ \Phi^+(G) = T\setminus \Phi^-(Z\setminus G). \end{equation} Let $(T, \mathcal{T}(T))$ and $(Z, \mathcal{T}(Z))$ be topological spaces. The notations ${\rm Int}(A)$ and ${\rm Cl}(A)$ will be used to denote, respectively, the interior and the closure of a set $A$. \begin{df} A multivalued function $\Phi:T\to Z$ is said to be $\mathcal{T}(T)$-upper (resp.\ $\mathcal{T}(T)$-lower) semicontinuous at a point $t\in T$ if $$ \forall G\in \mathcal{T}(Z) \ (\Phi(t)\subset G \Rightarrow t\in {\rm Int}\Phi^+(G)) $$ (resp.\ $\forall G\in \mathcal{T}(Z) \ (\Phi(t)\cap G\ne \emptyset \Rightarrow t\in {\rm Int}\Phi^-(G)))$. $F$ is called $\mathcal{T}(T)$-continuous at the point t if it is simultaneously $\mathcal{T}(T)$-upper and $\mathcal{T}(T)$-lower semicontinuous at $t$. A multivalued function $\Phi$ being $\mathcal{T}(T)$-upper (resp.\ $\mathcal{T}(T)$-lower) semicontinuous at each point $t\in T$ is said to be $\mathcal{T}(T)$-upper (resp.\ $\mathcal{T}(T)$-lower) semicontinuous. \end{df} It is clear that a multivalued function $\Phi$ is $\mathcal{T}(T)$-upper (resp.\ $\mathcal{T}(T)$-lower) semicontinuous if and only if $\Phi^+(G)\in \mathcal{T}(T)$ (resp.\ $\Phi^-(G)\in \mathcal{T}(T)$), whenever $G\in \mathcal{T}(Z)$. Given any countable ordinal number $\alpha$, let $\sum_{\alpha}(T)$ and $\Pi_{\alpha}(T)$ denote the additive and multiplicative class $\alpha$, respectively, in the Borel hierarchy of subsets of the topological space $(T,\mathcal{T}(T))$. We shall always assume $\alpha$ to be an arbitrary countable ordinal number. In perfect spaces the following inclusions hold: \begin{equation} \sum _{\alpha}(T)\subset \Pi _{\alpha+1}(T)\subset \sum _{\alpha+1}(T). \end{equation} \begin{df} A multivalued function $\Phi:T\to Z$ will be said to be of $\mathcal{T}(T)$-lower (resp.\ $\mathcal{T}(T)$-upper) Borel class $\alpha$ if $$\Phi^-(G)\in \sum _{\alpha}(T)$$ (resp.\ $\Phi^+(G)\in \sum _{\alpha}(T)$), whenever $G\in \mathcal{T}(Z)$. \end{df} Let us note that a multivalued function of $\mathcal{T}(T)$-lower (resp.\ $\mathcal{T}(T)$-upper) class $0$ is $\mathcal{T}(T)$-lower (resp.\ $\mathcal{T}(T)$-upper) semicontinuous. Let $f:T\to \R$ and $g:T\to \R$ be point-valued functions. Then a multivalued function $\Phi:T\to \R$ defined by formula \begin{equation} \Phi(t)=[f(t),g(t)]\subset \R \end{equation} is of $\mathcal{T}(T)$-lower (resp.\ $\mathcal{T}(T)$-upper) Borel class $\alpha$ if and only if $f$ is of $\mathcal{T}(T)$-upper (resp.\ $\mathcal{T}(T)$-lower) and $g$ is of $\mathcal{T}(T)$-lower (resp.\ $\mathcal{T}(T)$-upper) class $\alpha$ in the Young classification. In fact, for $aa\} $$ and $$ \Phi^+((a,b))=\{t\in T: f(t)>a\}\cap \{t\in T: g(t) n_0. \end{equation} By (5) and (11) we have $$F(u,y_{k(n)})\subset G_n\subset G_{n-1}\subset \ldots$$ for $n\in \N$. In particular, $$F(u,y_{k(n+j)})\subset G_{n+j}\subset G_n$$ for any $j\in \N$. Fixing now $n=m$ (see (9)) we obtain $F(u,y_{k(m+j)}\subset G_m$ for any $j\in \N$, which contradicts (12). We must have $$ \exists {n\in \N} \ \forall {y\in S} \ v\not \in V_n(y)\vee F(u,y)\not \subset G_n. $$ This formula means that $$(u,v)\not \in \bigcap_{n\in \N}\bigcup_{k\in \N} ([F^{y_k}]^+ (G_n)\times V_n(y_k))$$ and the inclusion \begin{equation} \bigcap_{n\in \N}\bigcup_{k\in \N} (\{x:F(x,y_k)\subset G_n\}\times V_n(y_k))\subset F^+(D) \end{equation} holds. By (8) and (13) the equality (6) is proved. Observe that $$\{x:F(x,y_k)\subset G_n\}\in \sum_{\alpha}(X,\mathcal{T}(X))$$ since $y_k$-section of $F$ is of upper class $\alpha$. Furthermore it is assumed that $V_n(y_k)\in \sum_{\alpha}(Y,d)$. Therefore by (6) $F^+(D)$ is a countable intersection of countable unions of the sets of the class $$\sum_{\alpha}(X,\mathcal{T}(X))\otimes \sum_{\alpha}(Y,d)\subset \sum_{\alpha}(X\times Y),$$ where $X\times Y$ is the product of topological spaces $(X,\mathcal{T}(X))$ and $(Y,d)$. This completes the proof of Theorem 1. \end{proof} We give below two examples of topology $\mathcal{T}(Y)$ on $Y$ fulfilling requirements of Theorem 1. From these examples it will be clear, that the $x$-sections of a multivalued function $F$ in Theorem 1 may be either all right-continuous or all left-continuous in some meaning. \begin{ex} Let $(Y,\diamond,d)$ be a topological group, whose topology is induced by an invariant distance function $d$ (i.e.\ $d(\theta,y) = d(v, y\diamond v)$), where $\theta$ denotes a neutral element of $Y$. Assume furthermore that $(Y,d)$ is separable. Let $U\subset Y$ be an open set such that $\theta$ is an accumulation point of $U$. Let $$U_n=(B(\theta,2^{-n})\cap U)\cup\{\theta\} \mbox{ and } V_n(y)=y\diamond U_n=\{y\diamond v:v\in U_n\}$$ for $n\in \N$. Then $\{V_n(y)\}_{n\in \N}$ forms a filterbase of neighbourhoods of a point $y\in Y$ and the topology $\mathcal{T}(Y)$ in $Y$ generated by this base fulfils all requirements of Theorem 1. Indeed, it suffices to prove that $\{U_n\}_{ n\in \N}$ forms a base of neighborhoods of $\theta$. We have $$ U_n\cap U_m=U_{{\rm min}(n,m)}. $$ Let $n\in \N$ and $v\in U_n$. Then there is $k\in \N$ such that $$B(v,2^{-k})=v\diamond B(\theta,2^{-k})\subset U_n.$$ Therefore $$ \forall n\in \N \ \forall v\in U_n \ \exists k\in \N \ V_k(v)\subset U_n. $$ A countable dense subset of $(Y,d)$ is also $\mathcal{T}(Y)$-dense. It remains to show that $V_n(y)$ is a Borel set in $(Y,d)$ for any $n\in \N$. Let $n\in \N$ and let $\Phi:Y\to Y$ be a multivalued function defined by formula $\Phi(y)=V_n(y)$. Then $\Phi$ is continuous and and its graph $$\operatorname{Gr}(\Phi)=\{(y,v):v\in \Phi(y)\}$$ is homeomorphic to the set $$Y\times U_n\in \sum_1(Y,d)\otimes (Y,d)\cap \prod_1(Y,d)\otimes (Y,d).$$ Finally $V_n(y)\in \sum_1(Y,d)\cap \prod_1(Y,d)$ for each $n\in \N$. \end{ex} \begin{ex} Let $(Y,d,\leq)$ be a linearly ordered metric space. We follow Dravecky and Neubrunn (see \cite{DN}) in assuming that the space $(Y,d,\leq)$ has the property $\mathcal{U}$, i.e.\ $(Y,\leq)$ is linearly ordered and there is a countable dense set $S$ in $(Y,d,)$ such that for any $y\in Y$ we have $y=\lim_{n\to \infty}y_n$, where $y_n\in S$ and $y\leq y_n$ for $n\in \N$. Then the topology $\mathcal{T}(Y)$ on $Y$ generated by all open sets in $(Y,d)$ and also by all intervals $I_a=\{y\in Y:y\leq a\}$, $a\in Y$, fulfills the assumptions of Theorem 1. Indeed, let $y\in Y$ and $r>0$. Then $$U_r(y)=B(y,r)\cap I_y=\{x\in Y:d(x,y)0$ such that $d(x,y)=r-r_1$. Let $\delta< {\rm min}(r,r_1)$. Then $B(x,\delta)\subset B(y,r)$. Let $n\in \N$ be such a number that $2^{-n}< \delta$. Then $U_{2^{-n}}(x)\subset U_r(y)$ and we see that $\{U_{2^{-n}}(y)\}_{n\in \N}$ forms a filterbase of $\mathcal{T}(Y)$-neighbourhoods of the point $y$. The set $S$ is also $\mathcal{T}(Y)$-dense. It remains to show that the set $$V_r(y)=\{z\in Y:y\in U_r(Z)\}$$ is a Borel set in $(Y,d)$. First we will show that \begin{equation} \begin{array}{l} \mbox{If $y_0 \not = y$ and $y_0\in V_r(y)$},\ \mbox{then there exists}\ 0{\frac{1}{n}}$. If it were true that $d(y_n,y_0)<{\frac{1}{n}}$ and $y\leq y_n\leq y_0$ and $y_n\leq y$, we would have $$\lim_{n\to \infty}y_n=y_0=y,$$ in contradiction with $y \not = y_0$. Let $d(y_0,y)=\varepsilon$. If it were true that $d(y_n,y_0)<{\frac{1}{n}}$ and $d(y_n,y)\geq r$ we would have $$r\leq d(y_n,y)\leq d(y_n,y_0)+d(y_0,y)<{\frac{1}{n}}+\varepsilon.$$ Then we would have ${\frac{1}{n}}>r-\varepsilon>0$ for almost every $n\in \N$, which is impossible. This establishes (14). Our next claim is that \begin{equation} \begin{array}{l} \mbox{If $y_0 \not =y$ and $y_0\in V_r(y)$}, \mbox{then there is}\ \delta>0\\ \mbox{such that}\ B(y_0,\delta)\subset V_r(y). \end{array} \end{equation} Indeed, according to (14) there is $r_1\in (0,r)$ such that $U_{r_1}(y_0)\subset V_r(y)$. Let $\varepsilon=d(y_0,y) a\}.$$ By (3) the function $g(x,y)=2-\arctan f(x,y)$ is of upper class $\alpha+1$ and the function $h(x,y)=2+\arctan f(x,y)$ is of lower class $\alpha+1$ in the Young classification, which finishes the proof of Corollary 1. \end{proof} The next theorem is a dualization of Theorem 1. \begin{tw} Let $(Y,d)$ be a metric space and $(X,\mathcal{T}(X)),(Z,\mathcal{T}(Z))$ two perfectly normal topological spaces. Let $\mathcal{T}(Y)$ be a topology on $Y$ which is finer than the metric one and such that $(Y,\mathcal{T}(Y))$ is seperable. Let $S$ be a countable $\mathcal{T}(Y)$-dense subset of $Y$. Suppose that to every point $v\in Y$ there corresponds a subset $U(v)\in \mathcal{T}(Y)$ such that $$ \forall y\in S\ B(y)=\{v: y\in U(v)\}\in \sum_{\alpha}(Y,d) $$ and $$ \forall v\in Y\ \mathcal{N}(v)=\{U(v)\cap B(v,2^{-n}): n=1,2,\ldots\}, $$ forms a filterbase of $\mathcal{T}(Y)$-neighbourghoods of the point $v$. Let $F:X\times Y\to Z$ be a compact-valued multivalued function whose all $y$-sections are of lower class $\alpha$ and all $x$-sections are $\mathcal{T}(Y)$-continuous. Then $F$ is of upper class $\alpha+1$ on the product $(X,\mathcal{T}(X))\otimes (Y,d)$. \end{tw} \begin{proof} Let $D$ be an arbitrary $\mathcal{T}(Z)$-closed subset of $Z$ and let $S=\{y_k:k\in \N$. We will first prove that \begin{equation} F^-(D) = \bigcap_{n\in \N}\bigcup_{k\in \N} (\{x:F(x,y_k)\cap G_n\ne \emptyset\}\times V_n(y_k)), \end{equation} where $G_n$ are open subsets of $Z$ fulfilling (4) and (5), while $V_n(y_k)$ is defined by the formula (7). If $$(u,v)\in F^-(D)=\{(x,y):F(x,y)\cap D\ne \emptyset\},$$ then by (4) $F(u,v)$ has nonempty intersection with $G_n$ for each $n\in \N$. Let $n$ be fixed and arbitrary. By $\mathcal{T}(Y)$-lower semicontinuity of $u$-section of $F$ at the point $v$ there exists a $\mathcal{T}(Y)$-open neighbourhood $U(v)\in \mathcal{N}(v)$ of $v$ such that $F(u,y)\cap G_n\ne \emptyset$ for all $y\in U(v)$. Taking $k$ such that $v\in V_n(y_k)$ we have $$(u,v)\in [F^{y_k}]^-(G_n)\times V_n(y_k) = \{x:F(x,y_k)\cap G_n\neq \emptyset\}\times V_n(y_k), $$ which gives $$ F^-(D) \subset \bigcap_{n\in \N}\bigcup_{k\in \N} (\{x:F(x,y_k)\cap G_n\ne \emptyset\}\times V_n(y_k)). $$ Now let us suppose that $$ (u,v)\in \bigcap_{n\in \N}\bigcup_{k\in \N} (\{x:F(x,y_k)\cap G_n\ne \emptyset\}\times V_n(y_k)). $$ Then to each $n$ there corresponds an index $k=k(n)$ such that for $y_{k(n)}\in S$ we have $F(u,y_{k(n)})\cap G_n\ne \emptyset$, and then by (5) \begin{equation} F(u,y_{k(n+j)})\cap G_n\ne \emptyset\ \mbox{for any}\ j\in \N. \end{equation} If $(u,v)$ were not in $F^-(D)$, by (4) we would have $$ F(u,v)\subset Z\setminus D=\bigcup_{n\in \N}(Z\setminus {\rm Cl}(G_n)). $$ The value $F(u,v)$ is a compact subset of $Z$ and the sets $Z\setminus {\rm Cl}(G_n)$, $n\in \N$, create a decreasing sequence of open sets, i.e.\ $$Z\setminus {\rm Cl}(G_n)\subset Z\setminus {\rm Cl}(G_{n+1}).$$ Therefore for some $m\in \N$ we have $F(u,v)\subset Z\setminus {\rm Cl}(G_m)$. Then by the $\mathcal{T}(Y)$-upper semicontinuity of $u$-section of $F$ at the point $v\in Y$ we have $F(u,y)\subset Z\setminus {\rm Cl}(G_m)$ for $y\in W(v)$, where $W(v)$ is a certain neighbourhood of the point $v$, chosen from the postulated filterbase $\mathcal{N}(v)$. Since $y_{k(n)}$ tends in $(Y,d)$ to $v$ as $n$ tends to infinity, by the above there exists an index $n_0$ such that $y_{k(n)}\in W(v)$ for $n>n_0$. Therefore \begin{equation} F(u,y_{k(n)})\subset Z\setminus {\rm Cl}(G_m)\ \mbox{for any}\ n>n_0. \end{equation} Taking $n=m$ in (17) we have $F(u,y_{k(m+j)})\cap G_m\ne \emptyset$ for any $j\in \N$, which contradicts (18). Thus the equality (16) is proved. Since the $y_k$-section of $F$ is of lower class $\alpha$, we have $$\{x:F(x,y_k)\cap G_n\ne \emptyset\}\in \sum _{\alpha}(X).$$ Moreover under the assumption of our theorem we have $V_n(y_k)\in \sum_{\alpha}(Y,d)$. Thus we conclude from (16) that $$ F^-(D)\in \sum_{\alpha}(X)\otimes \sum_{\alpha}(Y,d)\subset \sum_{\alpha}(X\otimes Y)\subset \prod_{\alpha+1}(X\otimes Y), $$ where $X\otimes Y$ is the product of topological spaces $(X,\mathcal{T}(X))$ and $(Y,d)$, as required. The proof of Theorem 2 is finished. \end{proof} %\bibliographystyle{amsplain} %\bibliography{18} \providecommand{\bysame}{\leavevmode\hbox to3em{\hrulefill}\thinspace} \providecommand{\MR}{\relax\ifhmode\unskip\space\fi MR } % \MRhref is called by the amsart/book/proc definition of \MR. \providecommand{\MRhref}[2]{% \href{http://www.ams.org/mathscinet-getitem?mr=#1}{#2} } \providecommand{\href}[2]{#2} \begin{thebibliography}{1} \bibitem{Br} R.~Brisac, \emph{Les classes de {B}aire des fonctions multiformes}, C. R. Acad. Sci. Paris \textbf{224} (1947), 257--258. \MR{8,321f} \bibitem{DN} Jozef Draveck{\'y} and Tibor Neubrunn, \emph{Measurability of functions of two variables}, Mat. \v Casopis Sloven. Akad. 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