A compact subset of a metric space is closed, and therefore belongs to the Borel sigma-algebra, as does its complement.
Let be a metric space, let be the collection of subsets of that are open in , which is a topology on by The Open Subsets of a Metric Space Form a Topology, and let be the Borel -algebra of . Let be compact in .
Then the following hold.
1. (Closedness) is a closed subset of the topological space .
2. (Borel measurability) and .
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