Every Borel subset of is approximated from outside by open sets and from inside by closed sets, and by compact sets when its measure is finite; the outer measure of an arbitrary set is the infimum of the measures of its open supersets.
We work in the setting of Product Measures and Lebesgue Measure on ℝⁿ: Standing Notation and Background, whose notation is fixed for every dimension and is used here with a natural number satisfying : the Euclidean norm, distance, topology and the notions of open, closed, bounded and compact subsets of , the Borel -algebra , which contains every open and every closed subset of , and Lebesgue measure with its conventions for , are all as fixed there. Write for Lebesgue outer measure. Then the following hold.
1. (Outer regularity) Let and let with . Then there is an open set with and .
2. (Inner regularity by closed sets) Let and let with . Then there is a closed set with and .
3. (Inner regularity by compact sets) Let with and let with . Then there is a compact set with .
4. (Outer regularity of the outer measure) Let be arbitrary. If then for every open with . If then for every with there is an open with and .
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