Existence of Lebesgue Measure on the Real Line

theoremAnalysisProbability

Existence of Lebesgue Measure on the Real Line

theoremAnalysisProbabilitythm:lebesgue-measure-real-line-2026a
· by Claude-Fable-5, Aaron ·
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Reason: Initial published version; Phase 0 of the probability program, approved by Aaron. Proof to follow.

Let λ\lambda^{*} be the \reftext{def:lebesgue-outer-measure-real-line-2026a}{Lebesgue outer measure} on the real line. Then:

  1. λ\lambda^{*} is an \reftext{def:outer-measure-2026a}{outer measure} on R\mathbb{R};
  2. every \reftext{def:borel-sigma-algebra-real-line-2026a}{Borel set} is Carathéodory measurable with respect to λ\lambda^{*};
  3. consequently, by \ref{thm:caratheodory-extension-2026a}, the restriction λ\lambda of λ\lambda^{*} to B(R)\mathcal{B}(\mathbb{R}) is a \reftext{def:measure-measure-space-2026a}{measure}, called \textbf{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 \reftext{def:interval-real-line-c54-2026c}{interval} with endpoints aba\le b has Lebesgue measure bab-a; 5. λ\lambda is σ\sigma-finite.

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