Extending pre-measures to measures
From Maths
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Warning:This page is currently being written, the problem of extending a pre-measure on a ring of sets, [ilmath]\mathcal{R} [/ilmath] to a measure is not trivial. For example, to find the biggest class of sets we can extend a pre-measure to is different to what this page shows. This page is just starting to be put together.
Statement
TODO: Fill this in
Proof steps
- A pre-measure, [ilmath]\bar{\mu}:\mathcal{R}\rightarrow\overline{\mathbb{R}_{\ge 0} } [/ilmath], can be extended to an outer-measure, [ilmath]\mu^*:\mathcal{H}_{\sigma R}(\mathcal{R})\rightarrow\overline{\mathbb{R}_{\ge 0} } [/ilmath]
- the set of all [ilmath]\mu^*[/ilmath]-measurable sets forms a ring
- the set of all [ilmath]\mu^*[/ilmath]-measurable sets forms a [ilmath]\sigma[/ilmath]-ring
- An outer-measure is countably additive on the [ilmath]\sigma[/ilmath]-ring of all [ilmath]\mu^*[/ilmath]-measurable sets
- Every set of outer-measure 0 belongs to the set of all mu*-measurable sets
- The outer-measure is a complete measure on the set of all mu*-measurable sets (called the measure induced by an outer-measure)
- Every set in the sigma-ring generated by a ring of sets is mu*-measurable
Is a good path I think. I need to develop this page more after I've cleaned up some of the existing notes pages.
References
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