Lebesgue Outer Measure on the Real Line

definitionAnalysisProbability

Lebesgue Outer Measure on the Real Line

definitionAnalysisProbabilitydef:lebesgue-outer-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. Published non-strict because of the intentional forward reference to its companion theorem thm:lebesgue-measure-real-line-2026a, which is published immediately after.

For a subset AA of the \reftext{def:real-numbers-c54-2026c}{real line} R\mathbb{R}, the \textbf{Lebesgue outer measure} of AA is

λ(A)=inf{mN(bmam)  :  AmN(am,bm)},\lambda^{*}(A)=\inf\Bigl\{\sum_{m\in\mathbb{N}}(b_m-a_m)\;:\;A\subseteq\bigcup_{m\in\mathbb{N}}(a_m,b_m)\Bigr\},

where the \reftext{def:lower-bound-infimum-c54-2026a}{infimum} is taken over all \reftext{def:sequence-in-set-2026a}{sequences} of open \reftext{def:interval-real-line-c54-2026c}{intervals} (am,bm)(a_m,b_m) with ambma_m\le b_m whose union contains AA, the sum is understood as in \ref{def:measure-measure-space-2026a}, and λ(A)=\lambda^{*}(A)=\infty if no such sequence yields a finite sum. Since R\mathbb{R} is covered by the intervals (m,m)(-m,m), at least one covering sequence always exists, so λ(A)[0,]\lambda^{*}(A)\in[0,\infty] is defined for every ARA\subseteq\mathbb{R}.

That λ\lambda^{*} is an \reftext{def:outer-measure-2026a}{outer measure} is the content of claim 1 of \ref{thm:lebesgue-measure-real-line-2026a}.

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