Corollary 2
Tag 08T0, permanent. Cite it as [Bourbaki, Tag 08T0].
Integration, chapter IV, § 4. Integrable functions and sets
— For every integrable set , there exist:
a set , a countable intersection of integrable open sets, such that is negligible;
a set , a countable union of pairwise disjoint compact sets, such that is negligible.
For every integer , there exists an integrable open set such that ; if is the intersection of the , then (No. 5, Cor. of Prop. 7), therefore is negligible.
Let us define compact sets inductively as follows: and ; and for (Th. 4); if is the union of the , then (No. 5, Prop. 8), therefore is negligible.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.