English
If f is locally integrable, then it is locally integrable on any s.
Русский
Если f локально интегрируема, то она локально интегрируема на любом подмножестве s.
LaTeX
$$$\\operatorname{LocallyIntegrable} f \\mu \\Rightarrow \\forall s,\\operatorname{LocallyIntegrableOn} f s \\mu$$$
Lean4
/-- If a function is locally integrable in a second countable topological space,
then there exists a sequence of open sets covering the space on which it is integrable. -/
theorem exists_nat_integrableOn [SecondCountableTopology X] (hf : LocallyIntegrable f μ) :
∃ u : ℕ → Set X, (∀ n, IsOpen (u n)) ∧ ((⋃ n, u n) = univ) ∧ (∀ n, IntegrableOn f (u n) μ) :=
by
rcases (hf.locallyIntegrableOn univ).exists_nat_integrableOn with ⟨u, u_open, u_union, hu⟩
refine ⟨u, u_open, eq_univ_of_univ_subset u_union, fun n ↦ ?_⟩
simpa only [inter_univ] using hu n