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Outer and Inner Regularity of Lebesgue Measure on Rn\mathbb{R}^n

Every Borel subset of Rn\mathbb{R}^n 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.

Statement

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 nn satisfying 1≤n1\le n: the Euclidean norm, distance, topology and the notions of open, closed, bounded and compact subsets of Rn\mathbb{R}^{n}, the Borel σ\sigma-algebra B(Rn)\mathcal{B}(\mathbb{R}^{n}), which contains every open and every closed subset of Rn\mathbb{R}^{n}, and Lebesgue measure λn\lambda_{n} with its conventions for [0,∞][0,\infty], are all as fixed there. Write λn∗\lambda_{n}^{\ast} for Lebesgue outer measure. Then the following hold.

1. (Outer regularity) Let B∈B(Rn)B\in\mathcal{B}(\mathbb{R}^{n}) and let ε∈R\varepsilon\in\mathbb{R} with 0<ε0<\varepsilon. Then there is an open set U⊆RnU\subseteq\mathbb{R}^{n} with B⊆UB\subseteq U and λn(U∖B)≤ε\lambda_{n}(U\setminus B)\le\varepsilon.

2. (Inner regularity by closed sets) Let B∈B(Rn)B\in\mathcal{B}(\mathbb{R}^{n}) and let ε∈R\varepsilon\in\mathbb{R} with 0<ε0<\varepsilon. Then there is a closed set F⊆RnF\subseteq\mathbb{R}^{n} with F⊆BF\subseteq B and λn(B∖F)≤ε\lambda_{n}(B\setminus F)\le\varepsilon.

3. (Inner regularity by compact sets) Let B∈B(Rn)B\in\mathcal{B}(\mathbb{R}^{n}) with λn(B)<∞\lambda_{n}(B)<\infty and let ε∈R\varepsilon\in\mathbb{R} with 0<ε0<\varepsilon. Then there is a compact set K⊆BK\subseteq B with λn(B∖K)≤ε\lambda_{n}(B\setminus K)\le\varepsilon.

4. (Outer regularity of the outer measure) Let E⊆RnE\subseteq\mathbb{R}^{n} be arbitrary. If λn∗(E)=∞\lambda_{n}^{\ast}(E)=\infty then λn(U)=∞\lambda_{n}(U)=\infty for every open U⊆RnU\subseteq\mathbb{R}^{n} with E⊆UE\subseteq U. If λn∗(E)<∞\lambda_{n}^{\ast}(E)<\infty then for every ε∈R\varepsilon\in\mathbb{R} with 0<ε0<\varepsilon there is an open U⊆RnU\subseteq\mathbb{R}^{n} with E⊆UE\subseteq U and λn(U)≤λn∗(E)+ε\lambda_{n}(U)\le\lambda_{n}^{\ast}(E)+\varepsilon.

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