Outer-measure/Definition

Definition of an outer-measure

An outer-measure, [ilmath]\mu^*[/ilmath] is a set function from a hereditary [ilmath]\sigma[/ilmath]-ring, [ilmath]\mathcal{H} [/ilmath], to the (positive) extended real values, [ilmath]\bar{\mathbb{R} }_{\ge0} [/ilmath], that is:

• [ilmath]\forall A\in\mathcal{H}[\mu^*(A)\ge 0][/ilmath] - non-negative
• [ilmath]\forall A,B\in\mathcal{H}[A\subseteq B\implies \mu^*(A)\le\mu^*(B)][/ilmath] - monotonic
• [ilmath] \forall ({ A_n })_{ n = 1 }^{ \infty }\subseteq \mathcal{H} [\mu^*(\bigcup_{n=1}^\infty A_n)\le\sum^\infty_{n=1}\mu^*(A_n)] [/ilmath] - countably subadditive

In words, [ilmath]\mu^*[/ilmath] is:

• an extended real valued countably subadditive set function that is monotonic and non-negative with the property: [ilmath]\mu^*(\emptyset)=0[/ilmath] defined on a hereditary [ilmath]\sigma[/ilmath]-ring