Lebesgue measurable set

A subset $E\subseteq \mathbb{R}$ is a Lebesgue measurable set when it satisfies Carathéodory's criterion for Lebesgue outer measure: for every subset $A\subseteq \mathbb{R}$,These sets form the Lebesgue sigma-algebra, the completion of the Borel sigma-algebra with respect to Lebesgue measure. Equivalently, $E$ differs from a Borel set by a subset of a Borel null set.

The sigma-algebra of all Lebesgue measurable sets, equivalently the completion of a measure of the Borel sigma-algebra under Lebesgue measure. It contains every subset of every Lebesgue null set. Applying Carathéodory's criterion to Lebesgue outer measure gives another construction of this same sigma-algebra.

Every Lebesgue measurable set of finite measure can be approximated arbitrarily closely in measure from outside by an open set and from inside by a compact set. On a bounded interval it can consequently be approximated in symmetric-difference measure by a finite union of intervals.