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Assuming countable choice, a premeasure extends through its induced outer measure
Statement
Assume the Axiom of Countable Choice. If is a premeasure on an algebra of subsets of and is its induced outer set function, then and . The restriction of to is therefore a measure extending .
Equivalently: assuming countable choice, the induced outer measure restricts to a complete measure on its Carathéodory sigma-algebra and to a measure on extending .
Facts & Assumptions
Given: Countable choice, a premeasure on , and its induced outer set function .
Assuming countable choice, the outer set function induced by a premeasure is an outer measure. (Assuming countable choice, the outer set function induced by a premeasure is an outer measure)
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)
For every , the outer measure induced by a premeasure satisfies . (The induced outer measure agrees with the premeasure on the source algebra)
Assuming countable choice, every member of the source algebra is Carathéodory measurable for the induced outer measure. (Assuming countable choice, every source-algebra set is measurable for the induced outer measure)
For every , is the unique smallest sigma-algebra on containing . (Nonempty intersections of sigma-algebras are sigma-algebras, so the generated sigma-algebra exists and is minimal)
Proof
By [L1], is an outer measure, and [L2] makes its restriction to a complete measure.
By [L4], , and [L3] identifies the restricted values there with .
Since is a sigma-algebra containing , [L5] gives ; restricting the measure from step 1.1 to this generated sigma-algebra and using step 1.2 gives the claimed extension, with no sigma-finiteness hypothesis.
Depends on
Assuming countable choice, the outer set function induced by a premeasure is an outer measure
The induced outer measure agrees with the premeasure on the source algebra
Assuming countable choice, every source-algebra set is measurable for the induced outer measure
Carathéodory's theorem: measurable sets form a sigma-algebra carrying a complete measure
The sigma-algebra generated by a family of sets
Nonempty intersections of sigma-algebras are sigma-algebras, so the generated sigma-algebra exists and is minimal
The Axiom of Countable Choice ()