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Carathéodory's theorem: measurable sets form a sigma-algebra carrying a complete measure
Statement
For an outer measure on , the Carathéodory measurable subsets form a sigma-algebra, and the restriction of the outer measure to it is a complete measure.
Facts & Assumptions
Given: An outer measure on and its family of Carathéodory measurable sets.
The Carathéodory measurable subsets of form an algebra of subsets. (Carathéodory measurable sets form an algebra)
A countable disjoint union of Carathéodory measurable sets is Carathéodory measurable, and for every . (Countable disjoint unions of Carathéodory measurable sets are measurable and split every test set)
Every set of outer measure zero, and every subset of it, is Carathéodory measurable and has outer measure zero. (Every outer-null set is Carathéodory measurable)
Let be an algebra of subsets of . If the union of every pairwise disjoint sequence in belongs to , then is a sigma-algebra on . (An algebra closed under countable disjoint unions is a sigma-algebra)
Proof
The family is an algebra by [L1] and is closed under countable disjoint unions by [L2], so [L4] makes it a sigma-algebra.
For a pairwise disjoint sequence in , use in [L2]; then , so , including infinite values, and the restriction is a measure.
If has restricted measure zero and , then [L3] makes measurable with outer measure zero; hence the restricted measure is complete.
Depends on
Carathéodory measurable sets form an algebra
Countable disjoint unions of Carathéodory measurable sets are measurable and split every test set
Every outer-null set is Carathéodory measurable
An algebra closed under countable disjoint unions is a sigma-algebra
Measures on sigma-algebras
Complete measure spaces