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I want to show that the lebesgue measure is $\sigma$-finite on the following;

  • $C_\mathrm{open} = \{ A \subset \mathbb{R} : A\,\,\mathrm{open}\}$

  • $C_\mathrm{closed} = \{ B \subset\mathbb{R}: B\,\,\mathrm{closed}\}$.

Usually, for example for $C = \{(a,b): -\infty\leq a\leq b\leq \infty \}$ I took the interval $(-i,i)$ and used infinite unions etc to write it as half open so that I could take the lebesgue measure of it, and then saw that the lebesgue measure was $2i$ which is finite as $i<\infty$ , but in this case I dont know how to take elements of these sets?

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    By the way, welcome to math.SE. Please consider read the FAQ to pick some LaTeX tips. Learn LaTeX is always a good thing.2012-05-20

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Well $(-i,i)$ is open, so what you did is right: $\mathbb R = \bigcup_{i \in \mathbb N} (-i,i)$.

Similarly, $\mathbb R = \bigcup_{i \in \mathbb Z} [i, i+ 1]$.

If this is not what you asked, let me know and I'll adapt my answer.

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    @Rosie Yes to both : )2012-05-20