I am currently studying John Kingman's "Poisson Processes" and stumbled upon the following statements: "Every open set $G$ is a countable union of disjoint intervals $A_j$, and then $N(G) =$ $\sum N(A_j)$ is a random variable if the $N(A_j)$ are. (1)
Every closed set $F$ is the intersection of a decreasing sequence of open sets $G_i$, and $N(F)$ is the limit of the decreasing sequence of $N(G_i)$ ". (2)
I fail to understand why the first part of (2) is true, but I suppose the second part follows from the sigma-continuity of the $N(G_i)$, provided $N(F)$ is a random variable. I am grateful for any tip or piece of advice regarding the first part of (2), i.e. showing that every closed set $F$ is the intersection of a decreasing sequence of open sets.
This is true in any metric space. If $F$ is a closed set in a metric space then $F$ is the intersection of the sets $G_n=\{x: d(x,F) <\frac 1 n\}$ where $d(x,F)=\inf \{d(x,y): y \in F\}$. Also, each $G_n$ is open.