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Concept# Outer measure

Summary

In the mathematical field of measure theory, an outer measure or exterior measure is a function defined on all subsets of a given set with values in the extended real numbers satisfying some additional technical conditions. The theory of outer measures was first introduced by Constantin Carathéodory to provide an abstract basis for the theory of measurable sets and countably additive measures. Carathéodory's work on outer measures found many applications in measure-theoretic set theory (outer measures are for example used in the proof of the fundamental Carathéodory's extension theorem), and was used in an essential way by Hausdorff to define a dimension-like metric invariant now called Hausdorff dimension. Outer measures are commonly used in the field of geometric measure theory.
Measures are generalizations of length, area and volume, but are useful for much more abstract and irregular sets than intervals in or balls in . One might expect to define a generalized measuring function on that fulfills the following requirements:
Any interval of reals has measure
The measuring function is a non-negative extended real-valued function defined for all subsets of .
Translation invariance: For any set and any real , the sets and have the same measure
Countable additivity: for any sequence of pairwise disjoint subsets of
It turns out that these requirements are incompatible conditions; see non-measurable set. The purpose of constructing an outer measure on all subsets of is to pick out a class of subsets (to be called measurable) in such a way as to satisfy the countable additivity property.
Given a set let denote the collection of all subsets of including the empty set An outer measure on is a set function
such that
for arbitrary subsets of
Note that there is no subtlety about infinite summation in this definition. Since the summands are all assumed to be nonnegative, the sequence of partial sums could only diverge by increasing without bound.

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