Bourbaki

Theorem 3

Tag 08V3, permanent. Cite it as [Bourbaki, Tag 08V3].

Integration, IV, p. 66, § 5. Measurable functions and sets

For a mapping ff of X into a metrizable space F to be measurable, it is necessary and sufficient that, for every compact set K⊂XK \subset X, there exist a sequence (gn)(g_n) of measurable step functions, with values in F, such that gn(x)g_n(x) tends to f(x)f(x) for almost every x∈Kx \in K.

The condition is sufficient by Egoroff’s theorem and the principle of localization. Let us show that it is necessary: by hypothesis, there exist a negligible set N⊂KN \subset K and a partition (Km)(K_m) of K−NK - N formed of compact sets such that the restriction of ff to each KmK_m is continuous. To define the sequence (gn)(g_n), it suffices to proceed in the following manner: let dd be a metric compatible with the topology of F; for each KiK_i with index i≤ni \leq n, there exists a finite partition of KiK_i into integrable sets AijA_{ij} (1≤j≤qi1 \leq j \leq q_i) sufficiently small that the oscillation of ff on each of the AijA_{ij} is ≤1/n\leq 1/n (§ 4, No. 9, Lemma); take gng_n to be constant on each AijA_{ij}, equal to one of the values of ff in this set (for 1≤i≤n, 1≤j≤qi1 \leq i \leq n,\ 1 \leq j \leq q_i), and equal to a fixed element a∈Fa \in \mathbf{F} for every point of XX that does not belong to any of the AijA_{ij}. It is clear that the sequence (gn(x))(g_n(x)) converges to f(x)f(x) at every point of KK not belonging to NN.

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

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Transcribed from the printed volume. Not translated.