So, I need to find an example of $E$ an open and bounded set, such that if $\mathcal{O}_n:=\{x \in E: d(x,E) < \frac {1}{n}\}$
Then $\lim_{n \to \infty} m(\mathcal{O}_n) \neq m(E)$. Where $m$ is the Lebesgue measure.
My problem is the following, if all the $\mathcal{O}_n$ are measurable sets (Lebesgue measurable), you can apply Corolary 3.3 from the book, in other words, if $\mathcal{O}_n$ are all measurable, then the equality holds.
Because we are taking the limit of $m(\mathcal{O}_n)$, we need infinite many $\mathcal{O}_n$ to be not measurable, the only example of a non-measurable set is a Vitali set. So, how can a Vitali be the $\mathcal{O}_n$ of a set?
Any help would be appreciated.
In $[0,1]$ let $C$ be a Cantor like set of positive measure and $E=C^{c}$. Then $m(O_n) \to m(\overline {E})\neq m(E)$ because $\overline {E}$ is the complement of the interior of $C$ and interior of $C$ is empty.