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Carathéodory's Extension Theorem
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Initial Measureable Sets
Carathéodory's theorem begins with a set function defined on a ring of sets which is already a pre-measure.
Extension to Sigma-Algebra
The theorem extends the pre-measure to the sigma-algebra generated by the initial ring.
Completeness
The measure extended by Carathéodory's theorem is complete: every subset of a null set is measurable.
Carathéodory's Criterion
A set is measurable with respect to the outer measure iff for all sets , , where is the outer measure.
Outer Measure
Using the pre-measure, an outer measure is constructed over all subsets of the space.
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