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Countable disjoint unions of Carathéodory measurable sets are measurable and split every test set
Statement
Let be a pairwise disjoint sequence of Carathéodory measurable subsets of , and put . Then is Carathéodory measurable and
for every . Equivalently: a countable disjoint union of Carathéodory measurable sets is Carathéodory measurable, and for every .
Facts & Assumptions
Given: A pairwise disjoint sequence of Carathéodory measurable sets, its union , and a test set .
If are pairwise disjoint Carathéodory measurable sets, then outer measure splits every test set over those pieces and the remaining complement. (Outer measure splits exactly over finite Carathéodory-measurable partitions)
An outer measure on a set is a function that vanishes at the empty set, is monotone, and is countably subadditive. (Outer measures)
Proof
Applying [L1] to the first sets and to gives , because and outer measure is monotone; this includes .
Taking the supremum over in step 1.1 yields . Apply step 1.1 again with the test set : its remainder outside is empty, so taking the supremum gives without subtracting an infinite quantity. Countable subadditivity gives the reverse inequality. Substituting this equality into the first bound and using subadditivity on proves the Carathéodory identity, even when the series is .
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Sources
- G. Folland, Real Analysis, 2nd ed., Exercise 17 in Section 1.4 (standard reference, not scraped)
- T. Tao, An Introduction to Measure Theory, proof of Theorem 1.7.3 (standard reference, not scraped)