Proof that thin sets are finely separated
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I would like to justify the following claim concerning thin sets found in Chung, Lectures from Markov Processes to Brownian Motion , page 112: Such a set is finely separated in the sense that each of its points has a fine neighborhood containing no other point of the set. The context is the general theory of Hunt processes. The state space, which is assumed metrizable and compact, is denoted $mathcal{E}_{partial}$ . A (non-necessarily Borel) set $A$ is said to be finely open is for each $x in A$ , there is a Borel set $B subset A$ such that $P^{x}[T_{B^c} > 0] = 1$ where $T_{E} equiv inf{ t > 0,;, X_t in E }$ denotes the hitting time of a (nearly-)Borel set $E$ for the Hunt process $(X_t)_{t geq 0}$ and $P^x$ is the probability measure with initial distribution concentrated on...