Existence of Lebesgue Measure on the Real Line
theoremAnalysisProbabilitythm:lebesgue-measure-real-line-2026aLet be the \reftext{def:lebesgue-outer-measure-real-line-2026a}{Lebesgue outer measure} on the real line. Then:
- is an \reftext{def:outer-measure-2026a}{outer measure} on ;
- every \reftext{def:borel-sigma-algebra-real-line-2026a}{Borel set} is Carathéodory measurable with respect to ;
- consequently, by \ref{thm:caratheodory-extension-2026a}, the restriction of to is a \reftext{def:measure-measure-space-2026a}{measure}, called \textbf{Lebesgue measure} on ;
- for all real ,
and more generally every \reftext{def:interval-real-line-c54-2026c}{interval} with endpoints has Lebesgue measure ; 5. is -finite.
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