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Construction of Outer Measure from Pre-measure

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Theorem
MeasureTheory

Let A2X\mathscr{A}\subseteq 2^{X} be an algebra, and let λ:A[0,+]\lambda:\mathscr{A}\to[0,+\infty] be a pre-measure. Let μ\mu^{*} be defined EX\forall E\subseteq X as μ(E)=inf{j=1λ(Aj):A(j)j1A s.t. Ej=1Aj}\mu^{*}(E)=\inf\left\{ \sum_{j=1}^{\infty}\lambda(A_{j}):A(j)_{j\ge 1}\subseteq \mathscr{A}\text{ s.t. }E\subseteq \bigcup_{j=1}^{\infty}A_{j} \right\}(which by Lebesgue Outer Measure is an outer measure). Let M\mathscr{M} be the σ-algebra of μ\mu^{*}-measurable sets. Then 1. μA=λ\left.\mu^{*}\right|_{\mathscr{A}}=\lambda 2. AM\mathscr{A}\subseteq \mathscr{M}

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