Given $\Omega\subset \mathbb R^N$ is open and let function $\varphi$: $\Omega\to [1,+\infty]$, $\varphi\in L^1_{loc}(\Omega)$ be given. Suppose $\mu$ is a finite Radon measure on $\Omega$ and we future have $$ \int_\Omega \varphi \,d\mu<\infty. $$ Then can I claim that $\varphi\mu$ is also a finite Radon measure? It looks true but I would like to have some details.
Thank you!
My try:
First of all, for each compact set $K\subset \Omega$, we have $$ \int_K \varphi\,d\mu\leq \int_\Omega \varphi\,d\mu<\infty. $$ Now I only need to show $\varphi\mu$ is Borel regular. Let $\nu:=\varphi \mu$, we have $\nu$ is Borel since $\varphi$ is Borel measurable and $\mu$ is Radon.
To finish my proof, I need to show for each $A\subset \Omega$, there exists a Borel set $B$ such that $A\subset B$ and $\nu(A)=\nu(B)$, and I got stuck here...
I found another similar post here... Please feel free to close mine.