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Revision difference : outer measure
Version 2 Version 1
{\bf Definition} \cite{mukherjea, friedman, folland} {\bf Definition} \cite{mukherjea, friedman, folland}
Let $X$ be a set, and let $\mathcal{P}(X)$ be the Let $X$ be a set, and let $\mathcal{P}(X)$ be the
power set of $X$. An \emph{outer measure} on $X$ is a function power set of $X$. An \emph{outer measure} on $X$ is a function
$\mu^\ast:\mathcal{P}(X)\to [0,\infty]$ satisfying the properties $\mu^\ast:\mathcal{P}(X)\to [0,\infty]$ satisfying the properties
\begin{enumerate} \begin{enumerate}
\item $\mu^\ast(\emptyset)=0$. \item $\mu^\ast(\emptyset)=0$.
\item If $A\subset B$ are subsets in $X$, then $\mu^\ast(A)\le \mu^\ast(B)$. \item If $A\subset B$ are subsets in $X$, then $\mu^\ast(A)\le \mu^\ast(B)$.
\item If $\{A_i\}$ is a countable collection of subsets of $X$, \item If $\{A_i\}$ is a countable collection of subsets of $X$,
then then
$$ \mu^\ast(\bigcup_i A_i) \le \sum_i \mu^\ast (A_i).$$ $$ \mu^\ast(\bigcup_i A_i) \le \sum_i \mu^\ast (A_i).$$
\end{enumerate} \end{enumerate}
Here, we can make two remarks. First, from (1) and (2), it follows Here, we can make two remarks. First, from (1) and (2), it follows
that $\mu^\ast$ is a positive function on $\mathcal{P}(X)$. Second, that $\mu^\ast$ is a positive function on $\mathcal{P}(X)$. Second,
property (3) also holds for any finite collection of subsets since property (3) also holds for any finite collection of subsets since
we can always append an infinite sequence of empty sets to we can always append an infinite sequence of empty sets to
such a collection. such a collection.
{\bf Examples} {\bf Examples}
\begin{itemize} \begin{itemize}
\item \cite{mukherjea, friedman} \item \cite{mukherjea, friedman}
On a set $X$, let us define $\mu^\ast:\mathcal{P}(X)\to [0,\infty]$ as On a set $X$, let us define $\mu^\ast:\mathcal{P}(X)\to [0,\infty]$ as
\begin{eqnarray*} \begin{eqnarray*}
\mu^\ast (E) &=& \left\{ \begin {array}{ll} \mu^\ast (E) &=& \left\{ \begin {array}{ll}
1 & \mbox{when}\,\, E\neq \emptyset, \\ 1 & \mbox{when}\,\, E\neq \emptyset, \\
0 & \mbox{when}\,\, E=\emptyset. \\ \end{array} \right. 0 & \mbox{when}\,\, E=\emptyset. \\ \end{array} \right.
\end{eqnarray*} \end{eqnarray*}
Then $\mu^\ast$ is an outer measure. Then $\mu^\ast$ is an outer measure.
\item \cite{mukherjea} \item \cite{mukherjea}
On a uncountable set $X$, let us define $\mu^\ast:\mathcal{P}(X)\to [0,\infty]$ as On a uncountable set $X$, let us define $\mu^\ast:\mathcal{P}(X)\to [0,\infty]$ as
\begin{eqnarray*} \begin{eqnarray*}
\mu^\ast (E) &=& \left\{ \begin {array}{ll} \mu^\ast (E) &=& \left\{ \begin {array}{ll}
1 & \mbox{when}\,\, E\, \mbox{is uncountable}, \\ 1 & \mbox{when}\,\, E\, \mbox{is uncountable}, \\
0 & \mbox{when}\,\, E\, \mbox{is countable}. \\ \end{array} \right. 0 & \mbox{when}\,\, E\, \mbox{is countable}. \\ \end{array} \right.
\end{eqnarray*} \end{eqnarray*}
Then $\mu^\ast$ is an outer measure. Then $\mu^\ast$ is an outer measure.
\end{itemize} \end{itemize}
{\bf Theorem} \cite{mukherjea, friedman, folland} {\bf Theorem} \cite{mukherjea, friedman, folland}
Let $X$ be a set, and let Let $X$ be a set, and let
$\mathcal{F}$ be a collection of subsets of $X$ such $\mathcal{F}$ be a collection of subsets of $X$ such
that $\emptyset \in \mathcal{F}$ and $X \in \mathcal{F}$. Further, let that $\emptyset \in \mathcal{F}$ and $X \in \mathcal{F}$. Further, let
$\rho:\mathcal{F}\to [0,\infty]$ be a mapping such that $\rho(\emptyset)=0$. $\rho:\mathcal{F}\to [0,\infty]$ be a mapping such that $\rho(\emptyset)=0$.
If $A\subset X$, let If $A\subset X$, let
$$\mu^\ast(A) = \inf \sum_{i=1}^\infty \rho(F_i),$$ $$\mu^\ast(A) = \inf \sum_{i=1}^\infty \rho(F_i),$$
where the infimum is taken over all collections $\{F_i\}_{i=1}^\infty \subset \mathcal{F}$ where the infimum is taken over all collections $\{F_i\}_{i=1}^\infty \subset \mathcal{F}$
such that $A\subset \cup_{i=1}^\infty F_i$. such that $A\subset \cup_{i=1}^\infty F_i$.
Then $\mu^\ast:\mathcal{P}(X)\to[0,\infty]$ is an outer measure. Then $\mu^\ast:\mathcal{P}(X)\to[0,\infty]$ is an outer measure.
\begin{thebibliography}{9} \begin{thebibliography}{9}
\bibitem{mukherjea} \bibitem{mukherjea}
A. Mukherjea, K. Pothoven, A. Mukherjea, K. Pothoven,
\emph{Real and Functional analysis}, \emph{Real and Functional analysis},
Plenum press, 1978. Plenum press, 1978.
\bibitem{friedman} \bibitem{friedman}
A. Friedman, A. Friedman,
\emph{Foundations of Modern Analysis}, \emph{Foundations of Modern Analysis},
Dover publications, 1982. Dover publications, 1982.
\bibitem{folland} \bibitem{folland}
G.B. Folland, \emph{Real Analysis: Modern Techniques and Their Applications}, 2nd ed, John Wiley \& Sons, Inc., 1999. G.B. Folland, \emph{Real Analysis: Modern Techniques and Their Applications}, 2nd ed, John Wiley \& Sons, Inc., 1999.
\end{thebibliography} \end{thebibliography}