Bourbaki

Corollary 2

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

Integration, chapter IV, § 5. Measurable functions and sets

— If X is metrizable, then every Souslin subset A of X (GT, IX, §6, No. 2) is μ-measurable for every measure μ on X.

By virtue of Prop. 3, it suffices to verify that every relatively compact Souslin set A is μ-integrable. Now, such a set A is capacitable for ∣μ∣∗|\mu|^* (GT, IX, §6, No. 9, Th. 5). Therefore, for every ε>0\varepsilon > 0 there exists a compact subset K of A such that ∣μ∣∗(A)≤∣μ∣∗(K)+ε=∣μ∣(K)+ε|\mu|^*(A) \leq |\mu|^*(K) + \varepsilon = |\mu|(K) + \varepsilon. Let U be a relatively compact open set in X containing A such that

∣μ∣(U)=∣μ∣∗(U)≤∣μ∣∗(A)+ε. |\mu|(U) = |\mu|^*(U) \leq |\mu|^*(A) + \varepsilon.

Then ∣μ∣∗(U−K)=∣μ∣(U)−∣μ∣(K)≤2ε|\mu|^*(U - K) = |\mu|(U) - |\mu|(K) \leq 2\varepsilon, therefore ∣μ∣∗(A−K)≤2ε|\mu|^*(A - K) \leq 2\varepsilon, which proves that A is μ-integrable (§4, No. 6, Cor. 1 of Th. 4).

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

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