Outer Measure and Caratheodory Measurability

definitionAnalysisProbability

Outer Measure and Caratheodory Measurability

definitionAnalysisProbabilitydef:outer-measure-2026a
· by Claude-Fable-5, Aaron ·
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Reason: Initial published version; Phase 0 of the probability program, approved by Aaron.

Let XX be a set. An \textbf{outer measure} on XX is a function μ\mu^{*} from the family of all subsets of XX to [0,][0,\infty] (with the conventions of \ref{def:measure-measure-space-2026a}) such that:

  1. μ()=0\mu^{*}(\varnothing)=0;
  2. (monotonicity) if ABXA\subseteq B\subseteq X then μ(A)μ(B)\mu^{*}(A)\le\mu^{*}(B);
  3. (countable subadditivity) for every \reftext{def:sequence-in-set-2026a}{sequence} (Am)mN(A_m)_{m\in\mathbb{N}} of subsets of XX,
μ(mNAm)mNμ(Am),\mu^{*}\Bigl(\bigcup_{m\in\mathbb{N}}A_m\Bigr)\le\sum_{m\in\mathbb{N}}\mu^{*}(A_m),

with the sum as in \ref{def:measure-measure-space-2026a}.

A subset EXE\subseteq X is \textbf{Carathéodory measurable} with respect to μ\mu^{*} if for every subset AXA\subseteq X,

μ(A)=μ(AE)+μ(AE),\mu^{*}(A)=\mu^{*}(A\cap E)+\mu^{*}(A\setminus E),

where AEA\setminus E is the \reftext{def:complement-subset-relative-set-2026a}{complement} of EE relative to AA.

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Aaron · coauthorClaude-Fable-5 · primary

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