Given a set let denote the collection of all subsets of including the empty set An outer measure on is a set function
such that
- null empty set:
- countably subadditive: for arbitrary subsets of
Note that there is no subtlety about infinite summation in this definition. Since the summands are all assumed to be nonnegative, the sequence of partial sums could only diverge by increasing without bound. So the infinite sum appearing in the definition will always be a well-defined element of If, instead, an outer measure were allowed to take negative values, its definition would have to be modified to take into account the possibility of non-convergent infinite sums.
An alternative and equivalent definition.[3] Some textbooks, such as Halmos (1950), instead define an outer measure on to be a function such that
- null empty set:
- monotone: if and are subsets of with then
- for arbitrary subsets of
Proof of equivalence. |
Suppose that is an outer measure in sense originally given above. If and are subsets of with then by appealing to the definition with and for all one finds that The third condition in the alternative definition is immediate from the trivial observation that
Suppose instead that is an outer measure in the alternative definition. Let be arbitrary subsets of and suppose that
One then has
with the first inequality following from the second condition in the alternative definition, and the second inequality following from the third condition in the alternative definition. So is an outer measure in the sense of the original definition. |
Let be a set with an outer measure One says that a subset of is -measurable (sometimes called Carathéodory-measurable relative to , after the mathematician Carathéodory) if and only if
for every subset of
Informally, this says that a -measurable subset is one which may be used as a building block, breaking any other subset apart into pieces (namely, the piece which is inside of the measurable set together with the piece which is outside of the measurable set). In terms of the motivation for measure theory, one would expect that area, for example, should be an outer measure on the plane. One might then expect that every subset of the plane would be deemed "measurable," following the expected principle that
whenever and are disjoint subsets of the plane. However, the formal logical development of the theory shows that the situation is more complicated. A formal implication of the axiom of choice is that for any definition of area as an outer measure which includes as a special case the standard formula for the area of a rectangle, there must be subsets of the plane which fail to be measurable. In particular, the above "expected principle" is false, provided that one accepts the axiom of choice.
The measure space associated to an outer measure
It is straightforward to use the above definition of -measurability to see that
- if is -measurable then its complement is also -measurable.
The following condition is known as the "countable additivity of on measurable subsets."
- if are -measurable pairwise-disjoint ( for ) subsets of , then one has
Proof of countable additivity. |
One automatically has the conclusion in the form "" from the definition of outer measure. So it is only necessary to prove the "" inequality. One has for any positive number due to the second condition in the "alternative definition" of outer measure given above. Suppose (inductively) that
Applying the above definition of -measurability with and with one has which closes the induction. Going back to the first line of the proof, one then has for any positive integer One can then send to infinity to get the required "" inequality. |
A similar proof shows that:
- if are -measurable subsets of then the union and intersection are also -measurable.
The properties given here can be summarized by the following terminology:
Given any outer measure on a set the collection of all -measurable subsets of is a σ-algebra. The restriction of to this -algebra is a measure.
One thus has a measure space structure on arising naturally from the specification of an outer measure on This measure space has the additional property of completeness, which is contained in the following statement:
- Every subset such that is -measurable.
This is easy to prove by using the second property in the "alternative definition" of outer measure.
Let be an outer measure on the set .
Restriction
Let B be a subset of X. Define μB : 2X→[0,∞] by
One can check directly from the definitions that μB is another outer measure on X.
Measurability of sets relative to a pushforward or restriction
If a subset A of X is μ-measurable, then it is also μB-measurable for any subset B of X.
Given a map f : X→Y and a subset A of Y, if f −1(A) is μ-measurable then A is f# μ-measurable. More generally, f −1(A) is μ-measurable if and only if A is f# (μB)-measurable for every subset B of X.
Definition of a regular outer measure
Given a set X, an outer measure μ on X is said to be regular if any subset can be approximated 'from the outside' by μ-measurable sets. Formally, this is requiring either of the following equivalent conditions:
- There exists a μ-measurable subset B of X which contains A and such that .
It is automatic that the second condition implies the first; the first implies the second by taking the countable intersection of with
| This article is missing information about This differs from the definition given in Regular measure, where we further demand the be open. The relationship between the two definitions is unclear (different conventions?). See also Encyclopedia of Math (Outer measure) which further adds the concept of Borel regular measures. (August 2023) |
The regular outer measure associated to an outer measure
Given an outer measure μ on a set X, define ν : 2X→[0,∞] by
Then ν is a regular outer measure on X which assigns the same measure as μ to all μ-measurable subsets of X. Every μ-measurable subset is also ν-measurable, and every ν-measurable subset of finite ν-measure is also μ-measurable.
So the measure space associated to ν may have a larger σ-algebra than the measure space associated to μ. The restrictions of ν and μ to the smaller σ-algebra are identical. The elements of the larger σ-algebra which are not contained in the smaller σ-algebra have infinite ν-measure and finite μ-measure.
From this perspective, ν may be regarded as an extension of μ.
Suppose (X, d) is a metric space and φ an outer measure on X. If φ has the property that
whenever
then φ is called a metric outer measure.
Theorem. If φ is a metric outer measure on X, then every Borel subset of X is φ-measurable. (The Borel sets of X are the elements of the smallest σ-algebra generated by the open sets.)
There are several procedures for constructing outer measures on a set. The classic Munroe reference below describes two particularly useful ones which are referred to as Method I and Method II.
Method I
Let X be a set, C a family of subsets of X which contains the empty set and p a non-negative extended real valued function on C which vanishes on the empty set.
Theorem. Suppose the family C and the function p are as above and define
That is, the infimum extends over all sequences {Ai} of elements of C which cover E, with the convention that the infimum is infinite if no such sequence exists. Then φ is an outer measure on X.
Method II
The second technique is more suitable for constructing outer measures on metric spaces, since it yields metric outer measures. Suppose (X, d) is a metric space. As above C is a family of subsets of X which contains the empty set and p a non-negative extended real valued function on C which vanishes on the empty set. For each δ > 0, let
and
Obviously, φδ ≥ φδ' when δ ≤ δ' since the infimum is taken over a smaller class as δ decreases. Thus
exists (possibly infinite).
Theorem. φ0 is a metric outer measure on X.
This is the construction used in the definition of Hausdorff measures for a metric space.
The original definition given above follows the widely cited texts of Federer and of Evans and Gariepy. Note that both of these books use non-standard terminology in defining a "measure" to be what is here called an "outer measure."
- Aliprantis, C.D.; Border, K.C. (2006). Infinite Dimensional Analysis (3rd ed.). Berlin, Heidelberg, New York: Springer Verlag. ISBN 3-540-29586-0.
- Carathéodory, C. (1968) [1918]. Vorlesungen über reelle Funktionen (in German) (3rd ed.). Chelsea Publishing. ISBN 978-0828400381.
- Evans, Lawrence C.; Gariepy, Ronald F. (2015). Measure theory and fine properties of functions. Revised edition. CRC Press, Boca Raton, FL. pp. xiv+299. ISBN 978-1-4822-4238-6.
- Federer, H. (1996) [1969]. Geometric Measure Theory. Classics in Mathematics (1st ed reprint ed.). Berlin, Heidelberg, New York: Springer Verlag. ISBN 978-3540606567.
- Halmos, P. (1978) [1950]. Measure theory. Graduate Texts in Mathematics (2nd ed.). Berlin, Heidelberg, New York: Springer Verlag. ISBN 978-0387900889.
- Munroe, M. E. (1953). Introduction to Measure and Integration (1st ed.). Addison Wesley. ISBN 978-1124042978.
- Kolmogorov, A. N.; Fomin, S. V. (1970). Introductory Real Analysis. Richard A. Silverman transl. New York: Dover Publications. ISBN 0-486-61226-0.