Let X be a metrizable space and let f be a lower semi-continuous function on X which takes its values in a closed interval [a,b] of R. Then f is the upper envelope of an increasing sequence of continuous functions on X which take their values in [a,b].
By transfer of structure we may assume that a=0 and b=1.
(i) Suppose first that f=φA, where A is an open subset of X. Then the function gn defined by gn(x)=ninf(d(x,X−A),1/n) is continuous and ≥0 on X; also gn(x)=f(x) when x∈X−A and when
d(x,X−A)≥1/n. It follows immediately that
f=supn(gn).
(ii) In the general case consider, for each integer n≥1, the finite decreasing sequence of open sets
Ak=f−1([nk,+∞[)(0≤k≤n−1); the function
gn=n1∑k=1n−1φAk is lower semi-continuous, and we have
0≤f(x)−gn(x)≤1/n for all
n; hence
f is the upper envelope of the sequence
(gn). On the other hand,
gn is a linear combination with positive coefficients of a finite number of characteristic functions of open sets and is therefore the upper envelope of a countable sequence
(hmn)m≥0 of continuous functions
≥0, by (i); hence
f=supm,nhmn. If we put
fn=p≤n,q≤nsuphpq, we see that the sequence
(fn) is an increasing sequence of continuous functions
≥0, with
f as upper envelope, and which do not take the value 1, since
gn≤n−1/n.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.
Nothing.