I am reading the demonstration of the monotone convergence theorem in the tuition in French by Jean-François Le Gall. To show the inequality
$ \int f d\mu \leq \lim_{x \to \infty} \uparrow \int f_{n} d\mu $
a staged positive function is chosen :
$ h = \sum_{i=1}^{m} \alpha_{i} 1_{A_{i}}$ with $ h \leq f$.
Then choosing $a \in [0;1[$ and defining $E_{n} = \{x \in E : ah(x) \leq f_{n}(x) \}$ :
it is said that $E_{n}$ is measurable. How to properly prove this fact ?
Since $h$ and $f_n$ are measurable, the function $g(x):=ah(x)-f_n(x)$ is measurable, and thus $$E_n=g^{-1}((-\infty ,0])\cap E$$ is measurable (if $E$ is measurable).