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Outer Measure


An outer measure on a set X is a set function mu^*:2^X->[0,infty] such that mu^*(emptyset)=0 and that mu^* is countably monotone, where emptyset is the empty set.

Given a set S of subsets of X and an arbitrary set function mu:S->[0,infty], one can define a new set function mu^* by setting mu^*(emptyset)=0 and defining, for each non-empty subset E subset= X,

 mu^*(E)=infsum_(k)mu(E_k),

where the infimum is taken over all finite or countable families {E_k} of sets in S that cover E, meaning E subset=  union _kE_k. If there is no such family, the infimum is taken to be +infty. The resulting function mu^*:2^X->[0,infty] is an outer measure and is called the outer measure induced by mu.


See also

Carathéodory Extension, Carathéodory Extension Theorem, Carathéodory Measure, Countable Monotonicity, Measurable Set, Measurable Space, Measure, Measure Space, Premeasure

Portions of this entry contributed by Christopher Stover

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References

Royden, H. L. and Fitzpatrick, P. M. Real Analysis, 4th ed. Boston, MA: Pearson-Prentice Hall, 2010.

Referenced on Wolfram|Alpha

Outer Measure

Cite this as:

Weisstein, Eric W., with contributions by Christopher Stover. "Outer Measure." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/OuterMeasure.html

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