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In some textbooks, they wrote "Caratheodory measurable, or measurable for short". Does it mean they are equivalent?

I known that Caratheodory measurable implies measurable for Lebesgue measure, but what if we consider a general measure space ? Will this still true?

If not, then why is Caratheodory measurable important? What can this concept do in the general measure space?

VacciChien
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1 Answers1

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They wrote "measurable" for short since the (outer) measure is fixed. Not because they are equivalent.

For general cases, we can define a measure by Carathéodory's criterion.

Given an outer measure $\mu^*$ on a set $\Omega$, we say that a set $E\subset \Omega$ is $\mu^*$-measurable ("Carathéodory measurable" in my question) if $E$ satisfies Carathéodory's criterion, i.e. $$\mu^*(W) = \mu^*(W\cap E)+\mu^*(W\cap E^c) \text{ for all } W\subset \Omega.$$

The outline of construction is as following:

  1. Show that $\mu^*$ is finite additive.

  2. Show that the measurable sets (here means the sets satisfying Carathéodory's criterion) form an algebra.

  3. Show that the measurable sets form a $\sigma$-algebra.

  4. Define a measure $\mu$ to be the restriction of outer measure $\mu^*$ to the measurable sets.

For details please refer to link.

VacciChien
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