An outer measure on a set is a set function
such that
and that
is countably monotone,
where
is the empty set.
Given a set of subsets of
and an arbitrary set function
, one can define a
new set function
by setting
and defining, for each non-empty subset
,
where the infimum is taken over all finite or countable families of sets in
that cover
, meaning
. If there is no such family, the infimum
is taken to be
.
The resulting function
is an outer measure and is called the
outer measure induced by
.