Outer measure: Difference between revisions

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* <math> \mu^* ( \emptyset) = 0 </math>,
* <math> \mu^* ( \emptyset) = 0 </math>,
* <math> \mu^*(A) \leq \mu^*(B)</math> if <math> A \subseteq B</math>,
* <math> \mu^*(A) \leq \mu^*(B)</math> if <math> A \subseteq B</math>,
* <math> \mu^* (\cup_{j=1}^\infty A_j) \leq  \sum_{j=1}^\infty \mu^*(A_j).</math>
* <math> \mu^* \left(\bigcup\limits_{j=1}^\infty A_j \right) \leq  \sum_{j=1}^\infty \mu^*(A_j).</math>
 
The second and third conditions in the definition of an outer measure is equivalent that <math> A \subseteq \cup_{i=1}^\infty B_i </math> implies <math>\mu^*(A) \leq \sum_{i=1}^\infty \mu^*(B_i)</math>.  
The second and third conditions in the definition of an outer measure is equivalent that <math> A \subseteq \bigcup\limits_{i=1}^\infty B_i </math> implies <math>\mu^*(A) \leq \sum_{i=1}^\infty \mu^*(B_i)</math>.  


: '''Definition.''' A set <math> A \subset X </math> is called <math> \mu^* </math>-measurable if <math>  \mu^*(E) = \mu^*(E \cap A) + \mu^* (E \cap A^c)</math> for all  <math> E \subset X </math>.
: '''Definition.''' A set <math> A \subset X </math> is called <math> \mu^* </math>-measurable if <math>  \mu^*(E) = \mu^*(E \cap A) + \mu^* (E \cap A^c)</math> for all  <math> E \subset X </math>.

Revision as of 18:20, 22 October 2020

Definition. Let be a nonempty set. An outer measure [1] on the set is a function such that
  • ,
  • if ,

The second and third conditions in the definition of an outer measure is equivalent that implies .

Definition. A set is called -measurable if for all .

Constructing a measure from an outer measure

References

  1. Gerald B. Folland, Real Analysis: Modern Techniques and Their Applications, second edition, Section 1.4