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Every Measure Space has a Completion

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Theorem
MeasureTheory

Theorem 1.36

Let (X,M,μ)(X,\mathscr{M},\mu) be a Measure Space. Let N={EX:A,BM:AEB and μ(BA)=0}\mathfrak{N}=\{ E\subseteq X: \exists A,B\in \mathscr{M}:A\subseteq E\subseteq B\text{ and }\mu(B\setminus A)=0 \}then, 1. N\mathfrak{N} is a σ-algebra and MN\mathscr{M}\subseteq \mathfrak{N}. We call N\mathfrak{N} the μ\mu-completion of M\mathscr{M}. 2. Let ν(E):={μ(E)EMμ(A)ENM\nu(E):=\begin{cases} \mu(E)&E\in\mathscr{M} \\ \mu(A)&E\in \mathfrak{N} \setminus \mathscr{M} \end{cases}whenever A,BMA,B\in\mathscr{M} with AEBA\subseteq E\subseteq B and μ(BA)=0\mu(B\setminus A)=0. Then ν\nu is well-defined on N\mathfrak{N} and ν\nu is a measure on N\mathfrak{N}. 3. The measure space (X,N,ν)(X,\mathfrak{N},\nu) is complete.

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