Lebesgue Measurable

Definition (Lebesgue measurable (891))

Suppose μ\mu^{*} is an Outer Measure on XX. We say AXA\subseteq X is μ\mu^{*}-measurable if and only if EX:μ(E)=μ(EA)+μ(EAc)\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 AXA\subset X. Then AA is λ\lambda^{*}-measurable or Carathéodory-measurable or Lebesgue-measurable if and only if λ(E)=λ(EA)+λ(EAc)\lambda^{*}(E)=\lambda^{*}(E\cap A)+\lambda^{*}(E\cap A^{c})EX\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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