I'm trying to do the following problem, and I'm getting hung up on one part. Here is the problem:
Let $f: X \longrightarrow \mathfrak{X}$ be a continuous map from a compact Hausdorff space $X$ into a Banach space $\mathfrak{X}$, with $\mu$ a Radon measure on $X$. Consider elements of the form: $$I_{\lambda}(f) = \sum_{k=1}^n f(s_k)\mu(E_k)$$ where the $E_k$'s are Borel sets partitioning $X$ and $s_k \in E_k \subset \{s \in X \: | \: \lvert f(s)-f(s_k) \rVert \leq \epsilon \}$ for $\epsilon > 0$. With $\lambda = \{E_1,\dots,E_n,\epsilon\}$, prove that $(I_{\lambda}(f))_{\lambda \in \Lambda}$ is a convergent net. We denote the limit by: $$\int_{X} f(s) \: d\mu(s).$$
My main issue I'm having is what the ordering needs to be on the set $\Lambda$. I figured at first that I would want something like $\lambda \leq \mu$ if and only if $\mu$ contains a refinement of the partition in $\lambda$, and $\epsilon_{\mu} \leq \epsilon_{\lambda}$. However, this doesn't seem to work, as the smaller the $\epsilon$ I stipulate, this seems to directly affect how many $E_k$'s I would need in my partition since $E_k \subset \{s \in X \: | \: \lVert f(s)-f(s_k) \rVert \leq \epsilon\}$. Hence if $\epsilon > 0$ was really small, I should expect there to be many more $E_k$'s as $\mu(\{s \in X \: | \: \lVert f(s)-f(s_k) \rVert \leq \epsilon\}) \longrightarrow 0$ as $\epsilon \rightarrow 0^{+}$.
Thus, my point is that I shouldn't be able to just change $\epsilon$ independently of changing the $E_1,\dots,E_n$. But this goes against what my ordering is supposedly okay with.
Is there another ordering I'm supposed to be using?