Bourbaki

Proposition 1

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

Integration, IV, p. 59, § 5. Measurable functions and sets

For a mapping ff of XX into FF to be measurable, it is necessary and sufficient that, for every compact set K⊂XK \subset X and every number ε>0\varepsilon > 0, there exist a compact set K1⊂KK_1 \subset K such that ∣μ∣(K−K1)≤ε|\mu|(K - K_1) \leq \varepsilon and the restriction of ff to K1K_1 is continuous.

If this condition is fulfilled, we may define recursively a sequence of pairwise disjoint compact sets Kn⊂KK_n \subset K such that ∣μ∣(K−⋃i=1nKi)≤1/n|\mu|(K - \bigcup_{i=1}^n K_i) \leq 1/n and such that the restriction of ff to each KnK_n is continuous (§4§ 4, No. 6, Th. 4); the complement with respect to KK of the union of the KnK_n is then negligible (§4§ 4, No. 5, Cor. of Prop. 7), thus ff is measurable. Conversely, suppose there exist a negligible set N⊂KN \subset K and a partition (Kn)(K_n) of K−NK - N formed of compact sets such that the restriction of ff to each KnK_n is continuous; for every ε>0\varepsilon > 0 there exists an integer nn such that, if H=⋃i=1nKiH = \bigcup_{i=1}^n K_i, then ∣μ∣(K−H)≤ε|\mu|(K - H) \leq \varepsilon (§ 4, No. 5, Cor. of Prop. 7); the set HH is compact, the KiK_i (1≤i≤n1 \leq i \leq n) form a finite partition of HH into compact sets, and the restriction of ff to each KiK_i is continuous; therefore the restriction of ff to HH is continuous.

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

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