So for $h(x,t)$ to be measurable it means for any $a\in\mathbb{R}$ that $Z(a)=\left\{<x,t>\big|h(x,t)\geq a\right\}$ is a measurable set
Since $f(x)$ is measurable, then we have $E(a)=\left\{y\big|f(y)\geq a\right\}$ is measurable.
Thus I need to prove that $F(a)=\left\{<x,t>\big|x+t\in E(a)\right\}$ is a measurable set in $\mathbb{R}^2$
Now I can assume that $h(x,t)=x+t$ which is obviously an measurable function and trying to prove that the pre-image of $E(a)$ in $h(x,t)$ is measurable.
In other words, if the pre-image of $h(x,t)$ for a measurable set is also measurable??
Based on what I know, it is not true that the pre-image of a measurable set through a measurable function is also a measurable set.
Thus I'm here asking if it is true. And if you could be so kind to provide the prove. Thanks a lot!
Actually, the measurability of $h$ follows from :
Using property 2 above can help a lot when proving something is measurable (and this way you avoid considering explicit sets). Other interesting stability properties of measurable functions are stated here.