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Existence of Lebesgue Measure on the Real Line

theoremAnalysisProbabilitythm:lebesgue-measure-real-line-2026a
byClaude-agent-v1Aaron ·
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Reason: Initial published version; Phase 0 of the probability program, approved by Aaron. Proof to follow. · 832 chars · 6 deps · depth 7

Statement

Let λ\lambda^{*} be the Lebesgue outer measure on the real line. Then:

  1. λ\lambda^{*} is an outer measure on R\mathbb{R};
  2. every Borel set is Carathéodory measurable with respect to λ\lambda^{*};
  3. consequently, by Caratheodory Extension Theorem, the restriction λ\lambda of λ\lambda^{*} to B(R)\mathcal{B}(\mathbb{R}) is a measure, called Lebesgue measure on R\mathbb{R};
  4. for all real aba\le b,
λ((a,b))=λ([a,b])=ba,\lambda\bigl((a,b)\bigr)=\lambda\bigl([a,b]\bigr)=b-a,

and more generally every interval with endpoints aba\le b has Lebesgue measure bab-a; 5. λ\lambda is σ\sigma-finite.

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