direct images of analytic sets are analytic
For measurable spaces and , consider a measurable function
. By definition, the inverse image will be in whenever is in .However, the situation is more complicated for direct images
(http://planetmath.org/DirectImage), which in general do not preserve measurability. However, as stated by the following theorem, the class of analytic subsets of Polish spaces
is closed under direct images.
Theorem.
Let be a Borel measurable function between Polish spaces and . Then, the direct image is analytic whenever is an analytic subset of .