Past exam of the real and harmonic analysis course of the University of Oxford / 2008 / 2 / c

A regular outer measure has a measurable hull of equal outer measure for every set: for each $A$ there is measurable $G\supseteq A$ with ${\mathcal{L}}^{\ast }(G)={\mathcal{L}}^{\ast }(A)$. Lebesgue outer measure has even a Borel hull. If its value on $A$ is finite, choose open-box covers of total cost below ${\mathcal{L}}^{\ast }(A)+1/j$, and let $U_j$ be their open unions. Then $G={\bigcap }_j{U}_j$ is Borel andFor infinite outer measure the whole space is a suitable hull. Thus Lebesgue outer measure is regular.

If $A$ is measurable, additivity immediately gives the requested equality. Conversely suppose the equality holds. Choose a measurable hull $G$ of $A$ and put $B=G\cap M$. Then $A\subseteq B\subseteq M$ and $\mathcal{L}(B)={\mathcal{L}}^{\ast }(A)$. Since $B$ is measurable, its splitting of $M\setminus A$ givesThe assumed equality and $\mathcal{L}(M)=\mathcal{L}(B)+\mathcal{L}(M\setminus B)$ imply ${\mathcal{L}}^{\ast }(B\setminus A)=0$. These subtractions are legitimate because $\mathcal{L}(M)<\infty$. Outer-measure-null sets are measurable by the Caratheodory criterion. Hence $A=B\setminus (B\setminus A)$ is measurable, proving the equivalence.