Pre-measure

In mathematics, a pre-measure is a set function that is, in some sense, a precursor to a bona fide measure on a given space. Indeed, one of the fundamental theorems in measure theory states that a pre-measure can be extended to a measure.

Definition

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Let be a ring of subsets (closed under union and relative complement) of a fixed set and let be a set function. is called a pre-measure if and, for every countable (or finite) sequence of pairwise disjoint sets whose union lies in The second property is called -additivity.

Thus, what is missing for a pre-measure to be a measure is that it is not necessarily defined on a sigma-algebra (or a sigma-ring).

Carathéodory's extension theorem

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It turns out that pre-measures give rise quite naturally to outer measures, which are defined for all subsets of the space More precisely, if is a pre-measure defined on a ring of subsets of the space then the set function defined by is an outer measure on and the measure induced by on the -algebra of Carathéodory-measurable sets satisfies for (in particular, includes ). The infimum of the empty set is taken to be

(Note that there is some variation in the terminology used in the literature. For example, Rogers (1998) uses "measure" where this article uses the term "outer measure". Outer measures are not, in general, measures, since they may fail to be -additive.)

See also

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  • Hahn-Kolmogorov theorem – Theorem extending pre-measures to measures

References

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  • Munroe, M. E. (1953). Introduction to measure and integration. Cambridge, Mass.: Addison-Wesley Publishing Company Inc. p. 310. MR0053186
  • Rogers, C. A. (1998). Hausdorff measures. Cambridge Mathematical Library (Third ed.). Cambridge: Cambridge University Press. p. 195. ISBN 0-521-62491-6. MR1692618 (See section 1.2.)
  • Folland, G. B. (1999). Real Analysis. Pure and Applied Mathematics (Second ed.). New York: John Wiley & Sons, Inc. pp. 30–31. ISBN 0-471-31716-0.