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LemmaStatement: Literature-sourcedProof: AI-generatedprecheck passaudited 2026-08-28
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Assuming countable choice, simple approximants to a measurable function can be made uniformly convergent on a large closed set

Statement

Assume the Axiom of Countable Choice.

Let n≥1, let E⊆Rn be Lebesgue measurable with λn(E)<+∞, and let f:E→R be bounded and measurable. Then for every ε>0 there are a closed set F⊆E and simple functions sm:E→R such that

  1. λn(E∖F)<ε;
  2. each restriction sm∣F is continuous;
  3. sm→f uniformly on F.

Facts & Assumptions

Given: The Axiom of Countable Choice, a bounded measurable function f:E→R on a finite Lebesgue-measure set E⊆Rn, and a real ε>0.

[L1]

Every measurable function admits simple approximations sm with ∣sm∣≤∣f∣ for every m and sm(x)→f(x) for every x. (Every measurable function admits simple approximations dominated by its absolute value)

[L2]

On a finite measure space, almost-everywhere convergence implies almost-uniform convergence. (Egorov's theorem)

[L3]

Assuming countable choice, every Lebesgue measurable subset of Rn has compact subsets of arbitrarily close measure from inside. (Assuming countable choice, the Lebesgue measure of a measurable set is the supremum of the measures of its compact subsets)

[L4]

Every simple measurable function on a finite-measure Lebesgue set is continuous on a large closed core. (Assuming countable choice, simple functions are continuous on a large closed core)

[L5]

For measurable (Ak) one has μ(⋃kAk)≤∑k=0∞μ(Ak). (Finite and countable subadditivity of measures)

Proof

technique · direct
1.1L1L2choose

By [L1], choose simple functions sm:E→R with ∣sm∣≤∣f∣ and sm(x)→f(x) for every x∈E. Since λn(E)<+∞, [L2] gives a measurable set G⊆E with λn(E∖G)<ε/2 such that sm→f uniformly on G.

1.2L3L4choose

By [L3], choose a compact set K⊆G with λn(G∖K)<ε/4. For each m≥1, apply [L4] to sm with tolerance ε2−m−3, obtaining a closed set Fm⊆E such that λn(E∖Fm)<ε2−m−3 and sm∣Fm is continuous.

2.1step 1.1step 1.2L5algebra

Put F:=K∩⋂m=1∞Fm. Then F is closed, F⊆K⊆G⊆E, and E∖F⊆(E∖G)∪(G∖K)∪⋃m=1∞(E∖Fm). So [L5] together with steps 1.1 and 1.2 gives λn(E∖F)<ε2+ε4+∑m=1∞ε2−m−3<ε. Because F⊆G, the convergence sm→f remains uniform on F. And because F⊆Fm, each sm∣F is continuous as a restriction of sm∣Fm.

3.1step 2.1∎

The closed set F and the simple approximants sm satisfy all three assertions.

Depends on

Used by

Dependency tree · two levels

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Sources