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Here is the Urysohn's Lemma for Normal Spaces taken from Munkres:

Let X be a normal space, let A and B be disjoint closed subsets of X. Let [a,b] a closed interval in the real line. Then there exists a continuous map $f: X \rightarrow [a,b]$ such that $f(x) = a \ \forall x \in A$ and $f(x) = b \ \forall x \in B$.

I have seen the proof for Locally Compact Hausdorff Version of Urysohn's Lemma:

Let $(X, \mathcal{T})$ be a locally compact Hausdorff topological space. If $K, F \subseteq X$ are such that $K \cap F = \emptyset$, $K \subseteq X$ compact and $F \subseteq X$ closed. Then there exists a continuous bounded function with compact support $f: X \to \mathbf{R} \in C_c((X, \mathcal{T}), \mathbf{R})$ such that $f|_F(x) = 0$ for all $x \in F$, $f|_K(x) = 1$ for all $x \in K$ and $0 \leq f(x) \leq 1$ for all $x \in X$.

My question is: Can we extend the Locally Compact Hausdorff version of Urysohn's Lemma to where $f|_F = a$ and $f|_K = b$ where $a \leq b$ are any real numbers? I tried following the proof for the LCH version of Urysohn's Lemma, but noticed that either the continuity condition or the compactly supported condition would fail if we just substitute $0$ with $a$ and $1$ with $b$. For reference, this is the proof I am following for the LCH version:https://www.math.ksu.edu/~nagy/real-an/1-05-top-loc-comp.pdf.

I thought at first if we could metrize a LCH space, then we could probably do something with the small wiggle room between $K$ compact and $F$ closed. However, this is not the case: Locally compact Hausdorff space is metrizable. Now I am thinking this might not be a true statement if we require the function to have too many nice properties? Any insights would be appreciated.

Update:

After some pondering, it was realized that the claim mustn't be true without some other conditions on $F$. In fact, if we require $f = a$ on $F$ for some $a \not= 0$, then it is not necessarily true that the function $f$ is compactly supported if $F$ is some huge closed set. The fact that we are asking $f$ to be compactly supported "contradicts" in general the requirement for $f \not= 0$ on $F$. The best that we could do is, perhaps, given by @user87375 below: Adding the constraint that $a = 0$ or requiring some more regularities on the set $F \subseteq X$.

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    I'm not sure if I interpret your question correctly, but to change the $0$ to $a$ and $1$ to $b$ is very easy, because you can postcompose $f$ by any homeomorphism $\mathbb{R} \to \mathbb{R}$ which maps $[0,1]$ homeomorphically onto $[a,b]$. There is nothing special about the numbers $0$ and $1$. – regular guy in the neighborhoo Feb 02 '23 at 17:04
  • @user87375 I agree that would solve the continuity part of the issue. How are you going to make sure the function is still compactly supported after the homeomorphism? In particular, what would be the homeomorphism applicable here to make $f$ to be both continuous and compactly supported? – Mathematics_Beginner Feb 02 '23 at 17:11
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    I understand: If you modify the function like I suggested, the resulting function may fail to be compactly supported. – regular guy in the neighborhoo Feb 02 '23 at 17:35
  • @user87375 Yes. One homeomorphism that is commonly used for this purpose is $h: \mathbf{R} \to \mathbf{R}$ such that $h(x) = a + (b - a) x$. When $x = 0$, we get $a$, and when $x = 1$, we get $b$. However, if we do compose this with $f$, we would essentially raise the original function outside of its support by $a$ entirely, making it not compactly supported. – Mathematics_Beginner Feb 02 '23 at 17:35

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As I said in the comments, it's easy to change the $0$ to $a$ and $1$ to $b$. But as you pointed out some care has to be taken to ensure that the new function is compactly supported.

Let $f: X \to \mathbb{R}$ be an Urysohn function for $K$ and $F$, so $f(K) = \lbrace 0\rbrace$ and $f(F) = \lbrace 1 \rbrace$. Moreover, $f(X) \subseteq [0,1]$ and $f$ has compact support. Now, let $\psi : \mathbb{R} \to \mathbb{R}$ be an order preserving homeomorphism with $\psi(0) = a$ and $\psi(1) = b$, and set $g = \psi \circ f$. Then $g(K) = \lbrace a \rbrace$ and $g(F) = \lbrace b \rbrace$. The question now is whether $g$ has compact support.

Observe that if $a \neq 0$ and $F$ is not compact, then $\operatorname{supp}(g) \supseteq F$ is not compact. But this is the only problematic case.

If $a = 0$, then $\operatorname{supp}(g) = \operatorname{supp}(f)$, so we're good.

If $F$ is compact, then forget about the $g$ we already made and argue as follows. Let $g_K$ be a compactly supported Urysohn function with $g_K(K) = \lbrace 0 \rbrace$ and $g_K(F) = \lbrace b \rbrace$. Then let $g_F$ be a compactly supported Urysohn function with $g_F(F) = \lbrace 0 \rbrace$ and $g_F(K) = \lbrace a \rbrace$. Provided $0 < a < b$ I believe $g = g_F + g_K$ should satisfy your criteria.

The case with $F$ compact and $a < b < 0$ is similar, but the case $a < 0 < b$ is a bit more annoying, so I don't want to write it down. However I think it should be doable using similar ideas.