Lebesgue Measurable

Definition (Lebesgue measurable (891))

Suppose μ∗\mu^{*} is an Outer Measure on XX. We say A⊆XA\subseteq X is μ∗\mu^{*}-measurable if and only if ∀E⊆X:μ∗(E)=μ∗(E∩A)+μ∗(E∩Ac)\forall E\subseteq X:\mu^{*}(E)=\mu^{*}(E\cap A)+\mu^{*}(E\cap A^{c})

Definition (Lebesgue measurable (437))

Let λ∗:P(X)→[0,∞]\lambda^{*}:\mathcal{P}(X)\to[0,\infty] denote the Lebesgue Outer Measure on XX, and let A⊂XA\subset X. Then AA is λ∗\lambda^{*}-measurable or Carathéodory-measurable or Lebesgue-measurable if and only if λ∗(E)=λ∗(E∩A)+λ∗(E∩Ac)\lambda^{*}(E)=\lambda^{*}(E\cap A)+\lambda^{*}(E\cap A^{c})∀E⊂X\forall E\subset X. We denote the σ-algebra of Lebesgue Measurable sets as M(λ∗)\mathcal{M}(\lambda^*).

Remark

We don’t require EE to be a measurable set.

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