Bourbaki

Corollary 2

Tag 08V5, permanent. Cite it as [Bourbaki, Tag 08V5].

Integration, IV, p. 67, § 5. Measurable functions and sets

Let XX be a locally compact space that is countable at infinity. If ff is a measurable mapping of XX into a metrizable space FF, then there exists a sequence (gn)(g_n) of measurable step functions, with values in FF, such that gn(x)g_n(x) tends to f(x)f(x) for almost every x∈Xx \in X.

If XX is the union of an increasing sequence (An)(A_n) of compact sets, the sets An−An−1A_n - A_{n-1} that are nonempty form a partition of XX into integrable sets; consequently, there exist a negligible set N⊂XN \subset X and a partition of CN\mathbf{C}N formed by a sequence (Kn)(K_n) of compact sets such that the restriction of ff to each KnK_n is continuous; the proof can then be concluded as in Th. 3 without modification.

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

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Cites

Transcribed from the printed volume. Not translated.