Let (E,E,μ) be a measure space. A function f is simple if it is of the form f=∑i=1Nai1Ai, where ai∈R,N∈N and Ai∈E.
Now let f:(E,E,μ)→[0,∞] be a Borel-measurable map. Show that there exists a sequence fn of simple functions such that fn(x)→f(x) for all x∈E as n→∞.
Next suppose f is also μ-integrable. Construct a sequence fn of simple μ-integrable functions such that ∫E∣fn−f∣dμ→0 as n→∞.
Finally, suppose f is also bounded. Show that there exists a sequence fn of simple functions such that fn→f uniformly on E as n→∞.