For a finite Borel measure on a metric space, every Borel set lies between a closed set and an open set whose difference has arbitrarily small measure.
In the setting of Radon Measures on Locally Compact Metric Spaces: Standing Notation, let be a metric space and let be a finite Borel measure on .
Closed–open approximation. For every and every real number there are a closed set and an open set with and
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