Proposition 4 (Principle of localization)
Tag 08UJ, permanent. Cite it as [Bourbaki, Tag 08UJ].
Integration, chapter IV, § 5. Measurable functions and sets
— Let f be a mapping of X into a topological space F. Suppose that for every , there exist an integrable neighborhood of x and a measurable mapping of X into F such that almost everywhere in . Then f is measurable.
Let K be a compact set; there exists a finite number of points such that the form a covering of K. It follows at once (§4, No. 9, Lemma) that there exist a negligible set and a finite partition of formed of integrable sets such that each of the sets is the union of a subset of N and a certain number of the , and such that on each of the , is equal to one of the functions . Now, for each there exist a negligible set and a partition of formed by a sequence of compact sets ; on the other hand, for each there exist a negligible set and a partition of formed by a sequence of compact sets such that the restriction of to each of the is continuous. Since the union of N, the and the is negligible, is measurable.
The concept of measurable function is therefore a concept of local character.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.