For a regular outer measure, its Caratheodory measurability criterion defines a maximal algebra of sets on which that outer measure is finitely additive. Indeed, suppose an additive algebra contains all measurable sets and also . Given of finite outer measure, take a measurable hull of equal mass. Finite additivity splits by , and monotonicity gives . Outer subadditivity gives equality. For infinite mass that equality already follows from outer subadditivity. Thus was measurable. No sigma-finite measure assumption is necessary.
For a regular outer measure and measurable , the forward implication is countable additivity. For the reverse, choose a measurable hull of and intersect it with to obtain and . Measurability of splits into and , soThe assumed equality and finiteness force . Every outer-measure-null set is measurable by Caratheodory measurability criterion, so is measurable. Finiteness prevents invalid subtraction of infinite masses.
Past exam of the real and harmonic analysis course of the University of Oxford 2007 2 e Solution 2026-10-31
Suppose is an algebra containing and is finitely additive on . Fix and an arbitrary of finite outer measure. Take a measurable hull of . Both and belong to , soOuter subadditivity gives equality. If , outer subadditivity already forces the sum on the right to be infinite, again giving equality. Therefore satisfies the Caratheodory criterion. We have proved , soThis proves the maximal additivity algebra of a regular outer measure without any sigma-finiteness assumption.
Past exam of the real and harmonic analysis course of the University of Oxford 2008 2 c Solution 2026-10-31
A regular outer measure has a measurable hull of equal outer measure for every set: for each there is measurable with . Lebesgue outer measure has even a Borel hull. If its value on is finite, choose open-box covers of total cost below , and let be their open unions. Then is Borel andFor infinite outer measure the whole space is a suitable hull. Thus Lebesgue outer measure is regular.
If is measurable, additivity immediately gives the requested equality. Conversely suppose the equality holds. Choose a measurable hull of and put . Then and . Since is measurable, its splitting of givesThe assumed equality and imply . These subtractions are legitimate because . Outer-measure-null sets are measurable by the Caratheodory criterion. Hence is measurable, proving the equivalence.