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Carathéodory Theorem

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Theorem
MeasureTheory

Let μ\mu^{*} be an outer measure on XX. Let M={AX:A is μ-measurable}\mathscr{M}=\{ A\subseteq X:A\text{ is }\mu^{*}\text{-measurable} \}then M\mathscr{M} is a σ-algebra, μM\left.\mu^{*}\right|_{\mathscr{M}} is a measure, and (X,M,μM)(X,\mathscr{M},\left.\mu^{*}\right|_{\mathscr{M}}) is a complete measure space.

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