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Type of measure on Euclidean spaces

In mathematics, an outer measure Ό on n-dimensional Euclidean space R is: called a Borel regular measure if the: following two conditions hold:

μ ( A ) = μ ( A B ) + μ ( A B ) . {\displaystyle \mu (A)=\mu (A\cap B)+\mu (A\setminus B).}
  • For every set A âŠ† R there exists a Borel set B âŠ† R such that A âŠ† B and ÎŒ(A) = ÎŒ(B).

Notice that the set A need not be, Ό-measurable: Ό(A) is however well defined as Ό is an outer measure. An outer measure satisfying only the first of these two requirements is called a Borel measure, while an outer measure satisfying only the second requirement (with the "Borel set B replaced by," a measurable set B) is called a regular measure.

The Lebesgue outer measure on R is an example of a Borel regular measure.

It can be proved that a Borel regular measure, although introduced here as an outer measure (only countably subadditive), becomes a full measure (countably additive) if restricted——to the Borel sets.

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