Let $X$ be locally compact metric space which is $\sigma$-compact also. I want to show that $X=\bigcup\limits_{n=1}^{\infty}K_n$, where $K_n$'s are compact subsets of $X$ satisfying $K_n\subset K_{n+1}^{0}$ for all $n\in \mathbb N$.
I know that since $X$ is $\sigma-$compact, therefore there exists a sequence of compact subsets $(C_n)$ of $X$ such that $X=\bigcup\limits_{n=1}^{\infty}C_n$. I am not getting any idea how to construct $K_n$'s. Please help!
Since $X$ is locally compact, every compact subset of $X$ is contained in an open set whose closure is compact.
Since $X$ is $\sigma$-compact, there are compact subsets $C_n$ such that $X=\bigcup_{n=1}^\infty C_n.$
Since $C_1$ is compact, there is an open set $U_1$ such that $\overline{U_1}$ is compact and $C_1\subseteq U_1.$
Since $\overline{U_1}\cup C_2$ is compact, there is an open set $U_2$ such that $\overline{U_2}$ is compact and $\overline{U_1}\cup C_2\subseteq U_2.$
Continue in this manner. Let $K_n=\overline{U_n}.$ Then $K_n$ is compact, $\bigcup_{n=1}^\infty K_n=\bigcup_{n=1}^\infty \overline{U_n}\supseteq\bigcup_{n=1}^\infty U_n\supseteq\bigcup_{n=1}^\infty C_n=X,$ and $K_n=\overline{U_n}\subseteq U_{n+1}\subseteq K_{n+1}^\circ.$