I found the following statement on Wikipedia :
"Henri Lebesgue proved that (for functions on the unit interval) each Baire class of a countable ordinal number contains functions not in any smaller class, and that there exist functions which are not in any Baire class."
I know that any non-measurable function can't be a member of any Baire class. But a proof of this kind requires the axiom of choice (for existence of a non-measurable set).
Did Lebesgue use AC in his proof? If not can anyone provide an example of a measurable function that is not in any Baire class?
(Or was Lebesgue's proof not constructive?)
ADDED: On Wolfram I found the following statement:
Lebesgue showed that each of the Baire classes is nonempty and that there are (Lebesgue-) measurable functions that are not Baire functions (Kleiner 1989).
So now the question winds down to: Can anyone give a sketch of a proof for this? or better yet an example of such a function?