Theorem 3
Tag 08V3, permanent. Cite it as [Bourbaki, Tag 08V3].
Integration, IV, p. 66, § 5. Measurable functions and sets
For a mapping of X into a metrizable space F to be measurable, it is necessary and sufficient that, for every compact set , there exist a sequence of measurable step functions, with values in F, such that tends to for almost every .
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 and a partition of formed of compact sets such that the restriction of to each is continuous. To define the sequence , it suffices to proceed in the following manner: let be a metric compatible with the topology of F; for each with index , there exists a finite partition of into integrable sets () sufficiently small that the oscillation of on each of the is (§ 4, No. 9, Lemma); take to be constant on each , equal to one of the values of in this set (for ), and equal to a fixed element for every point of that does not belong to any of the . It is clear that the sequence converges to at every point of not belonging to .
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.