In my textbook there is this claim:
In $(\mathbb{R},\mathcal{M},m)$ where m is the Lebesgue measure, continuous function are measurable. Indeed, for every $\alpha \in \mathbb{R}$ the set $\{x\in\mathbb{R}:f(x)>\alpha \}$ is an open set of $\mathbb{R}$.
How can I prove that that set is open (using the $\delta-\gamma$ definition) ?
Thanks !