$X$ is separable, then the set of all $\mu$-continuity sets forms an algebra

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To prove that if $X$ is separable, then the set of all $\mu$-continuity sets forms an algebra.

If $\mu$ is a probability measure on a metric space $X$, a Borel set $A$ of $X$ is called a $\mu$-continuity set if $∂A$ has $\mu$-measure $0$.

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It is easy to show that $\partial (A \cup B) \subset \partial A \cup \partial B$. Of course $\partial A =\partial A^{c}$.