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Carathéodory Measure


Let S be a collection of subsets of a set X, mu:S->[0,infty] a set function, and mu^* the outer measure induced by mu. The measure mu^_ that is the restriction of mu^* to the sigma-algebra M of mu^*-measurable sets is called the Carathéodory measure induced by mu.

Perhaps somewhat surprisingly, even though mu^_ is a measure induced by the set function mu, it may not be the case that mu^_ is an extension of mu. In the event that mu^_ does extend mu, mu^_ is called the Carathéodory extension of mu.


See also

Carathéodory Extension, Measurable Function, Measurable Set, Measurable Space, Measure, Measure Space, Outer Measure, Premeasure, Set Function

This entry contributed by Christopher Stover

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References

Royden, H. L. and Fitzpatrick, P. M. Real Analysis. Pearson, 2010.

Cite this as:

Stover, Christopher. "Carathéodory Measure." From MathWorld--A Wolfram Web Resource, created by Eric W. Weisstein. https://mathworld.wolfram.com/CaratheodoryMeasure.html

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