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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[1]:

  • [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:

For every pre-measure

[math]\mu^*=\text{Inf}\left.\left\{\sum^\infty_{n=1}\bar{\mu(E_n)}\right\vert E_n\in R\ \forall n,\ E\subset\bigcup^\infty_{n=1}E_n\right\}[/math] is an outer measure.


  1. Measure Theory - Paul R. Halmos