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Carathéodory's Extension Theorem

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Initial Measureable Sets

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Carathéodory's theorem begins with a set function defined on a ring of sets which is already a pre-measure.

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Extension to Sigma-Algebra

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The theorem extends the pre-measure to the sigma-algebra generated by the initial ring.

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Completeness

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The measure extended by Carathéodory's theorem is complete: every subset of a null set is measurable.

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Carathéodory's Criterion

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A set EE is measurable with respect to the outer measure iff for all sets AA, μ(A)=μ(AE)+μ(AEc)\mu^*(A) = \mu^*(A \cap E) + \mu^*(A \cap E^c), where μ\mu^* is the outer measure.

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Outer Measure

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Using the pre-measure, an outer measure is constructed over all subsets of the space.

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