Past exam of the real and harmonic analysis course of the University of Oxford / 2007 / 2 / e

A regular outer measure has, for every $E\subseteq X$, a measurable hull $H\supseteq E$ with $\mu (H)=\mu (E)$.

Suppose $\mathcal{C}$ is an algebra containing ${\mathfrak{M}}_{\mu }^{\ast }$ and $\mu$ is finitely additive on $\mathcal{C}$. Fix $A\in \mathcal{C}$ and an arbitrary $E$ of finite outer measure. Take a measurable hull $H$ of $E$. Both $H\cap A$ and $H\setminus A$ belong to $\mathcal{C}$, soOuter subadditivity gives equality. If $\mu (E)=\infty$, outer subadditivity already forces the sum on the right to be infinite, again giving equality. Therefore $A$ satisfies the Caratheodory criterion. We have proved $\mathcal{C}\subseteq {\mathfrak{M}}_{\mu }^{\ast }$, soThis proves the maximal additivity algebra of a regular outer measure without any sigma-finiteness assumption.