Continuous approximation of Borel indicators on a compact metric space

ID: continuous-approximation-of-borel-indicators-on-a-compact-metric-space

For a Borel probability measure on a compact metric space, inner regularity and outer regularity give with compact, open and . The Urysohn lemma supplies a continuous function equal to one on and zero outside , with values in . Its difference from the indicator function of is supported in and bounded by one, proving the displayed estimate. This transfers identities established for continuous test functions to measurable sets.

New to topics? Read the docs here!