Proposition 9
Tag 08VD, permanent. Cite it as [Bourbaki, Tag 08VD].
Integration, chapter IV, § 5. Measurable functions and sets
— If F is a metrizable compact space, then every measurable mapping f of X into F is the uniform limit (on all of X) of a sequence of measurable step functions.
Let be a metric compatible with the topology of F. For every positive integer there exists a finite number of points such that the closed balls with center and radius form a covering of F; the sets are therefore measurable (Prop. 7) and form a covering of X. Consequently (§ 4, No. 9, Lemma) there exists a partition of X into a finite number of measurable sets such that each is the union of certain of the . Let be a point of and let be the measurable step function equal to on (for each index ). It is clear that for all .
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.
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