Outer Measure



A measure that approximately involves set from the outside.

Definition of outer measure
The set function defined for every subset of space satisfies the following conditions:
  1. ,

Definition of Lebesgue measure
If in the example of additive measure,


Definition of -measurable
If the outer measure is defined in space , and the following conditions are satisfied with respect to set , then is -measurable.
For ,

-measurable set
Properties of

  1. In particular,

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