The Caratheodry-Hahn Theorem

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The Caratheodry-Hahn Theorem

© All Rights Reserved

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The Extension of a Premeasure to a Measure

µ∗ to a subset of X on which µ∗ is a measure (denoted µ). Unlike with Lebesgue

integration where the elements of S are measurable sets themselves (and S is the

set of open intervals), we may not have µ defined on S. In this section, we look for

conditions on µ : S → [0, ∞] which imply the measurability of the elements of S.

Under these conditions, µ is then an extension of µ from S to M.

k=1

k=1 Ek ∈ S, we have

n

! n

[ X

µ · Ek = µ(Ek ).

k=1 k=1

Note. We have previously defined finitely monotone for set functions and Propo-

sition 17.6 gives finite additivity for a measure, but this is the first time we have

discussed a finitely additive set function.

function. in order that the Carathéodory measure µ induced by µ be an extension

of µ (that is, µ = µ on S) it is necessary that µ be both finitely additive and

countably monotone and, if ∅ ∈ S, then µ(∅) = 0.

17.5. The Carathéodry-Hahn Theorem 2

Note. We want to create measures using set functions, outer measure, and the

Carathéodory condition. We want, as with Lebesgue measure, the Carathéodory

measure to extend the set function, so we want the conditions of Proposition 17.11

to be satisfied. So we have the following definitions.

Then µ is a premeasure if µ is both finitely additive and countably monotone and,

if ∅ ∈ S, then µ(∅) = 0.

guarantee that µ is an extension of µ, as shown in Problems 17.25 and 17.26. It

turns out that we need more “algebraic” structure on the sets in S.

the formation of relative complements provided that for any A, B ∈ S, the relative

complement A \ B ∈ S. The collection S is said to be closed with respect to

the formation of finite intersections provided for any A, B ∈ S, the intersection

A ∩ B ∈ S.

Note. Closure with respect to relative intersections implies closure with respect

to finite intersections since A ∩ B = A \ (A \ B). Closure with respect to relative

complements also implies ∅ ∈ S since ∅ = A \ A.

17.5. The Carathéodry-Hahn Theorem 3

of subsets of X that is closed with respect to the formation of relative complements.

then the Carathéodory measure µ : M → [0, ∞] induced by µ is an extension of µ

called the Carathéodory extension of µ.

(in terms of relative complements and so forth) before we can conclude that µ is

an extension of µ. this is the motivation for the following definition.

A, B ∈ S, we have A ∩ B ∈ S and there is a finite disjoint collection {Ck }nk=1 of

sets in S for which A \ B = ∪nk=1 Ck .

Note. The following result concerning semiring S is a preamble to our main result

for this section (and requires a fairly lengthy proof).

collection of unions of finite disjoint collections of sets in S. Then S 0 is closed with

respect to the formation of relative complements. Furthermore, any premeasure on

S has a unique extension to a premeasure on S 0 .

17.5. The Carathéodry-Hahn Theorem 4

is σ-finite if X = ∪∞

k=1 Sk where Sk ∈ S and µ(Sk ) < ∞ for each k ∈ N.

Let µ : S → [0, ∞] be a premeasure on a semiring S of subsets of X. Then the

Carathéodory measure µ induced by µ is an extension of µ. Furthermore, if µ is

σ-finite, then so is µ and µ is the unique measure on the σ-algebra of µ∗ -measurable

sets that extends µ.

σ-algebra of subsets of X that contain S. then two σ-finite measures on B are

equal if and only if they agree on sets in S.

for the uniqueness claim, as shown by example in Problem 17.32.

the introduction of product measures (in Sections 20.1 and 20.2). As a first exam-

ple, the bounded intervals of real numbers form a semiring (see Problem 17.33i)

and the set function which associated the length of an interval with the interval is

a premeasure. So by the Carathéodory-Hahn Theorem, Lebesgue measure (which

is the Carathéodory measure induced by interval length) is the unique σ-finite

extension of length on the σ-algebra of Lebesgue measurable sets.

17.5. The Carathéodry-Hahn Theorem 5

is closed with respect to finite unions and the formation of relative complements

(and therefore by DeMorgan, closed with respect to finite intersections). A ring

that contains X is an algebra (again). A semiring that contains X is a semialgebra.

Revised: 12/13/2016

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