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Outer Measure

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Definition
MeasureTheory

The map λ:P(X)R+{}\lambda^{*}:\mathcal{P}(X)\to \mathbb{R}^{+}\cup\{\infty\} is an outer measure if: 1. λ()=0\lambda^{*}(\emptyset)=0 2. Monotonicity: AB    λ(A)λ(B)A\subset B\implies\lambda^{*}(A)\le\lambda^{*}(B) 3. Countable Subadditivity: A1,A2,P(X)    λ(n=1An)n=1λ(An)A_{1},A_{2},\dots\in\mathcal{P}(X)\implies\lambda^{*}\left( \bigcup_{n=1}^\infty A_{n} \right)\le\sum_{n=1}^{\infty}\lambda^{*}(A_{n})