I have the following claim which is used in several proofs concerning Borel or Radon measures, but I don't see its triviality. Can someone help me?
We have a $\sigma$-compact space $(X,d)$ and want to show that there exist a sequence of compact non-empty subsets $X_n$ with
$X=\cup_n X_n $ and
$dist(X\setminus X_{n+1} , X_n) > 0$.