A metric outer measure on a metric space is an outer measure satisfying
Here . Every Borel set is measurable for a metric outer measure. Consequently its measurable sigma-algebra contains the Borel sigma-algebra; it may be strictly larger.
For , define the Lebesgue outer measure by
where the boxes are bounded and . The empty covering handles the empty set. Monotonicity follows by inclusion of admissible covers. Taking covers within of the outer measures of a sequence of sets proves countable subadditivity; when the sum is infinite the inequality is automatic. Lebesgue measure is the restriction of to its Caratheodory-measurable sets.
If , subdivide each box of any countable cover of into finitely many half-open boxes of diameter smaller than , preserving its total volume. No small box can meet both and . The boxes meeting cover , and the disjoint family meeting covers , so the original cover costs at least . Taking the infimum and then using subadditivity gives
Thus the outer measure underlying Lebesgue measure is a metric outer measure, and in particular every Borel set is Lebesgue measurable.