ArcanaNoir
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Homework Statement
We have a metric space X=\cup X_k where X_k\subset X_{k+1} and each X_k is open. Show that for any Borel set E, there is an open set U such that \mu (U-E)<\epsilon. (Its supposed to be "U \ E".)
Homework Equations
\mu is a measure, so probably the important thing is countable subadditivity.
A borel set is a set generated by countable union, countable intersection, and relative complement of open sets.
The Attempt at a Solution
I know that if I have an open set I can intersect it with an X_k and still have an open set... In this way I believe I can chop up any open set to countable pieces. But how can I get the difference in measure to be less than \epsilon ?
The only solutions to a problem like this that I have seen are in the context of Lebesgue measure and \mathbb{R}^n, but I cannot use this context. I must prove it in a general metric space with a general measure. Also, if anyone can recommend a book that has a good treatment of general measures instead of focusing on Lebesgue, I would appreciate the suggestion. So far I have Royden and Folland.