Bourbaki

Proposition 13

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

Integration, IV, p. 77, § 5. Measurable functions and sets

Let AA be a μ\mu-measurable subset of XX, K\mathscr{K} a set of compact subsets that is μ\mu-dense in AA. Let H\mathfrak{H} be a set of compact subsets of AA satisfying (PLI_I) and (PLII_{II}) and such that, for every K∈KK \in \mathscr{K}, the set of H∈HH \in \mathfrak{H} such that H⊂KH \subset K is μK\mu_K-dense* (or, what amounts to the same, μ\mu-*dense*) in KK. Then H\mathfrak{H} is μ\mu-dense in AA.*

For, let LL be a compact subset of AA. For every ε>0\varepsilon > 0 there exists a K∈KK \in \mathscr{K} such that K⊂LK \subset L and ∣μ∣(L−K)≤ε/2|\mu|(L - K) \leq \varepsilon/2, and then an H∈HH \in \mathfrak{H} such that H⊂KH \subset K and ∣μ∣(K−H)≤ε/2|\mu|(K - H) \leq \varepsilon/2; it follows that ∣μ∣(L−H)≤ε|\mu|(L - H) \leq \varepsilon, whence the proposition.

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.