Bourbaki

Corollary 2

Tag 08T0, permanent. Cite it as [Bourbaki, Tag 08T0].

Integration, chapter IV, § 4. Integrable functions and sets

— For every integrable set AA, there exist:

1∘1^\circ a set A1⊃AA_1 \supset A, a countable intersection of integrable open sets, such that A1−AA_1 - A is negligible;

2∘2^\circ a set A2⊂AA_2 \subset A, a countable union of pairwise disjoint compact sets, such that A−A2A - A_2 is negligible.

1∘1^\circ For every integer nn, there exists an integrable open set Gn⊃AG_n \supset A such that ∣μ∣(Gn)−∣μ∣(A)≤1/n|\mu|(G_n) - |\mu|(A) \leq 1/n; if A1A_1 is the intersection of the GnG_n, then ∣μ∣(A1)=∣μ∣(A)|\mu|(A_1) = |\mu|(A) (No. 5, Cor. of Prop. 7), therefore A1−AA_1 - A is negligible.

2∘2^\circ Let us define compact sets KnK_n inductively as follows: K1⊂AK_1 \subset A and ∣μ∣(A−K1)≤1|\mu|(A - K_1) \leq 1; Kn⊂A−⋃i=1n−1KiK_n \subset A - \bigcup_{i=1}^{n-1} K_i and ∣μ∣(A∩C(⋃i=1n−1Ki)∩CKn)≤1/n|\mu|(A \cap \mathbf{C}(\bigcup_{i=1}^{n-1} K_i) \cap \mathbf{C}K_n) \leq 1/n for n>1n > 1 (Th. 4); if A2A_2 is the union of the KnK_n, then ∣μ∣(A2)=∣μ∣(A)|\mu|(A_2) = |\mu|(A) (No. 5, Prop. 8), therefore A−A2A - A_2 is negligible.

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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