Is $F ↾ a$ a set?

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If $F$ is a class function and $a$ is a set, is $F ↾ a$ a set?

Note: It appears in Transfinite induction

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Yes. Use the Axiom Schema of Replacement. You may view it as $$F ↾ a =\{\,\langle x,Fx\rangle \mid x\in a\,\}$$

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Yes, this is one of the axioms of set theory actually(assuming that by a class function is meant a definable function.).