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Let X be a locally compactHausdorff space equipped with a Borel measure, μ, that is finite on every compact set, outer regular, and tight when restricted to any Borel set that is open or of finite mass. If f is an element of L(μ) then, for every ε > 0, there are functions u and v on X such that u ≤ f ≤ v, u is upper-semicontinuous and bounded above, v is lower-semicontinuous and bounded below, and
References
Rudin, Walter (1986). Real and Complex Analysis (third ed.). McGraw-Hill. pp. 56–57. ISBN978-0-07-054234-1.