Existence of Lebesgue Measure on the Real Line
theoremAnalysisProbabilitythm:lebesgue-measure-real-line-2026aLet be the Lebesgue outer measure on the real line. Then:
- is an outer measure on ;
- every Borel set is Carathéodory measurable with respect to ;
- consequently, by Caratheodory Extension Theorem, the restriction of to is a measure, called Lebesgue measure on ;
- for all real ,
and more generally every interval with endpoints has Lebesgue measure ; 5. is -finite.
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