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Assuming countable choice, the Carathéodory domain is the completion of the sigma-finite extension

Statement

Assume the Axiom of Countable Choice and let μ0 be a sigma-finite premeasure. The Carathéodory sigma-algebra of its induced outer measure is exactly the completion of σ(A0) under the extended measure, and the Carathéodory restriction equals the completed measure there.

Facts & Assumptions

Given: Countable choice, a sigma-finite premeasure, its induced outer measure μ∗, its generated extension μ, and the completion of that extension.

[L1]

If the premeasure is sigma-finite and E is Carathéodory measurable, there is H∈σ(A0) with E⊆H and μ∗(H∖E)=0. (Under sigma-finiteness, every Carathéodory measurable set differs from a generated measurable hull by a null set)

[L2]

Assuming countable choice, an outer measure induced by a premeasure is regular, and every set has a measurable hull in σ(A0). (Assuming countable choice, a premeasure-induced outer measure is regular with generated measurable hulls)

[L3]

The Carathéodory measurable subsets form a sigma-algebra, and the restriction of the outer measure to it is a complete measure. (Carathéodory's theorem: measurable sets form a sigma-algebra carrying a complete measure)

[L4]

Assume the Axiom of Countable Choice. Let (X,A,μ) be a measure space, and let (X,A‾,μ‾) be its completion construction. Then μ‾ is a complete measure on A‾ extending μ. It is the unique complete measure on A‾ that extends μ. (Assuming countable choice, every measure space has a unique complete extension to its completion)

[L5]

Assuming countable choice, the induced outer measure of a premeasure satisfies A0⊆Mμ∗ and μ∗∣A0=μ0, so its restriction to σ(A0) is a measure extending μ0. (Assuming countable choice, a premeasure extends through its induced outer measure)

Proof

technique · direct
1.1L3L4L5

By [L3] the Carathéodory restriction is a complete measure, and by [L5] its sigma-algebra contains σ(A0) with the restriction there equal to μ; so it is a complete measure extending μ. Therefore its sigma-algebra contains every set A∪N with A,Z∈σ(A0), N⊆Z, and μ(Z)=0, so it contains the completion domain of [L4].

1.2L1L2choose

Conversely, let E be Carathéodory measurable. By [L1] choose H∈σ(A0) with E⊆H and μ∗(H∖E)=0; by [L2] choose a generated measurable hull Z∈σ(A0) of H∖E, so H∖E⊆Z and μ∗(Z)=0.

2.1step 1.1step 1.2L4algebra∎

Since E=(H∖Z)∪(E∩Z), with H∖Z,Z∈σ(A0) and E∩Z⊆Z null, E belongs to the completion domain. Thus the domains coincide, and [L4] identifies the two complete extensions of μ on that domain.

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Sources