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A pre-measure is a mapping λ:A→[0,∞]\lambda:\mathscr{A}\to[0,\infty]λ:A→[0,∞] where A⊆2X\mathscr{A}\subseteq 2^{X}A⊆2X is a algebra of subsets of XXX such that 1. λ(∅)=0\lambda(\emptyset)=0λ(∅)=0 2. Countable Additivity: λ(⨆j=1∞Aj)=∑j=1∞λ(Aj)\lambda\left(\bigsqcup_{j=1}^{\infty}A_{j}\right)=\sum\limits_{j=1}^{\infty}\lambda(A_{j})λ(j=1⨆∞Aj)=j=1∑∞λ(Aj)for Aj∈AA_{j}\in\mathscr{A}Aj∈A, Ai∩Aj=∅A_{i}\cap A_{j}=\emptysetAi∩Aj=∅ for i≠ji\not=ji=j.
A Summary of MATH 891
Lebesgue-Stieltjes Measure
Construction of Outer Measure from Pre-measure
Hopf's Extension Theorem