Does the following lemma have a name? I'm asking this because the following lemma is very useful and easy to prove. So it's very likely that it has a name in the literature.
Let $(X,\Sigma )$ be a measure space and $\mathcal{M(\Sigma) }$ be the set that contains exactly all measurable functions $f:X\to \mathbb{R}$. Suppose that $\mathcal{M}\subseteq \mathcal{M}(\Sigma)$ is such that
- $\chi _E\in\mathcal{M}$ (characteristic function of $E$) for all $E\in \Sigma $
- $af+bg\in\mathcal{M}$ for all $f,g\in\mathcal{M}$ and $a,b\in \mathbb{R}$
- If $(f_n)_{n\in\mathbb{N}}$ is a sequence of $\mathcal{M}$ that converges pointwise, then $\lim_{n\to\infty }f_n\in \mathcal{M}$.
Then $\mathcal{M}=\mathcal{M}(\Sigma )$.
To prove the above proposition you need to use that every measure function is a pointwise limit of simple functions.
Thank you for your attention!