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Outer Measure is Additive when One Set is Open
Suppose that A,G, AG=, and G is open. Then omes(AG)=omes(A)+omes(G).

By countable subadditivity of outer measure, omes(AG)omes(A)+omes(G). For the reverse inequality, cover AG by open intervals with total length arbitrarily close to omes(AG). Since G is open, each closed bounded part of G has positive distance from A, so the intervals in the cover can be split into a part covering A and a disjoint part covering that closed part of G. Taking suprema over closed bounded subsets of G, and then the infimum over covers of AG, gives the reverse inequality.

Outer Measure is Additive when One Set is Closed
Suppose that A,F, AF=, and F is closed. Then omes(AF)=omes(A)+omes(F).

Let G=F. Then G is open, and AF= implies AG. Apply additivity when one set is open to AF inside large bounded intervals and pass to the limit over those intervals. Equivalently, approximate F from inside by closed bounded sets F[n,n], use the open-set case on their complements, and use order preservation to let n. This yields omes(AF)omes(A)+omes(F), while the opposite inequality is subadditivity.

Borel Sets Can be Approximated from Below by Closed Sets
Suppose that B is a Borel set. For every ϵ+, there exists a closed set FB such that omes(BF)<ϵ.

Let 𝒞 be the class of Borel sets with this approximation property. Open sets belong to 𝒞 because they are increasing unions of closed sets Fn={x[n,n]:dist(x,B)1/n}. The class 𝒞 is closed under complements and countable unions by using countable subadditivity and distributing an error ϵ/2k over the pieces. Since the Borel σ-algebra is generated by the open sets, every Borel set belongs to 𝒞.

Outer Measure is Additive when One Set is Borel
Suppose that A,B, AB=, and B is a Borel set. Then omes(AB)=omes(A)+omes(B).

Choose, by Borel approximation from below, a closed set FB such that omes(BF)<ϵ. Since AF=, additivity with a closed set gives omes(AF)=omes(A)+omes(F). Using subadditivity on B=F(BF) and on AB=(AF)(BF), we get the reverse inequality up to ϵ. Letting ϵ0 proves equality; the other inequality is again subadditivity.

There is a Non-Borel Set of Finite Outer Measure
There exists a set B such that omes(B)< and B is not a Borel set.

By outer measure is not additive on all subsets, there is a subset V[0,1] for which outer measure fails to be additive on disjoint unions. Since V[0,1], order preservation and the closed interval computation give omes(V)1. If V were Borel, then outer measure would be additive when one set is Borel, contradicting the construction. Thus V is a non-Borel set of finite outer measure.

Outer Measure is a Measure on Borel Sets
Let be the Borel σ-algebra on . Outer measure restricted to is a measure on (,).

The empty set has outer measure 0. If A,B are disjoint, then additivity when one set is Borel gives finite additivity. For a disjoint sequence B1,B2,, apply finite additivity to the first n sets and then use order preservation for the lower bound. The upper bound is countable subadditivity. Letting n gives countable additivity, so the restriction is a measure.

Lebesgue Measure on Borel Sets
Let be the Borel σ-algebra on . Lebesgue measure on Borel sets is the measure on (,) that sends each Borel set to its outer measure.
Lebesgue Measurable Set
A set A is Lebesgue measurable if there exists a Borel set BA such that omes(AB)=0.
Equivalent Characterizations of Lebesgue Measurable Sets
Suppose that A. The following are equivalent:
  • A is Lebesgue measurable.
  • For every ϵ+, there exists a closed set FA such that omes(AF)<ϵ.
  • There are closed sets F1,F2,A such that omes(Ak=1Fk)=0.
  • There exists a Borel set BA such that omes(AB)=0.
  • For every ϵ+, there exists an open set GA such that omes(GA)<ϵ.
  • There are open sets G1,G2,A such that omes((k=1Gk)A)=0.
  • There exists a Borel set BA such that omes(BA)=0.

The definition immediately gives the fourth condition. The approximation theorem for Borel sets gives the second condition from the fourth, and the second implies the third by choosing FkA with omes(AFk)<1/k. The third implies the fourth because a Borel set is closed under countable unions. The open-set conditions follow by applying the closed-set conditions to complements and using subadditivity; conversely, if BA is Borel and omes(BA)=0, then a Borel subset of B differing from A by outer measure zero gives the defining condition. Hence all seven conditions are equivalent.

Outer Measure is a Measure on Lebesgue Measurable Sets
The Lebesgue measurable subsets of form a σ-algebra , and outer measure restricted to is a measure on (,).

The equivalent characterizations show that complements and countable unions of Lebesgue measurable sets are again Lebesgue measurable, so they form a σ-algebra. If A1,A2, are disjoint Lebesgue measurable sets, choose Borel sets BkAk with omes(BkAk)=0. Countable additivity on Borel sets and subadditivity over the null differences give countable additivity on . Therefore outer measure restricted to is a measure.

Lebesgue Measure on Lebesgue Measurable Sets
Let be the σ-algebra of Lebesgue measurable subsets of . Lebesgue measure on Lebesgue measurable sets is the measure on (,) that sends each Lebesgue measurable set to its outer measure.
Cantor Set
Define G1:=(1/3,2/3). For n>1, let Gn be the union of the open middle thirds of the intervals remaining in [0,1]j=1n1Gj. The Cantor set is C:=[0,1]n=1Gn.
Base Three Description of the Cantor Set
The Cantor set is the set of all x[0,1] that have a base 3 representation using only the digits 0 and 2.

A point x[0,1] remains in the Cantor set exactly when no stage of the construction removes it. In base 3, the first stage removes the numbers whose first ternary digit is 1, the second removes those whose first allowed digit is followed by a 1, and so on. Thus the points never removed are precisely those admitting a ternary expansion using only 0 and 2. At ternary-expansion endpoints, choose the expansion that avoids a trailing string of 2's, which keeps the same description valid.

Basic Properties of the Cantor Set
The Cantor set C is closed, has Lebesgue measure 0, and contains no interval with more than one element.

At stage n, the removed set is a finite union of open intervals, so its complement is closed; hence C, an intersection of closed sets, is closed. The total length removed is n=12n13n=1, so C[0,1] has Lebesgue measure 0 by subadditivity and the interval computation. Every nontrivial interval contains a subinterval removed at some finite stage, so no interval with more than one point is contained in C.

Cantor Function
The Cantor function Λ:[0,1][0,1] is defined by converting base 3 representations to base 2 representations: for xC, replace each digit 2 in the 0-and-2 base 3 representation by 1; for xC, truncate its base 3 representation immediately after the first digit 1, replace any earlier 2's by 1's, and read the result as a base 2 number.
Cantor Function
The Cantor function Λ is a continuous increasing function from [0,1] onto [0,1]. Moreover, Λ(C)=[0,1].

The base-three description sends x=0.x1x23C, with each xk{0,2}, to 0.y1y22, where yk=xk/2. This produces every binary expansion in [0,1], so Λ(C)=[0,1]. If xy, then the first ternary digit at which they differ is smaller for x, so the corresponding binary value is no larger; hence Λ is increasing. On each removed middle-third interval the truncation rule makes Λ constant, and the endpoint values match the limiting Cantor values, so Λ is continuous.

Cantor Set is Uncountable
The Cantor set is uncountable.

Since Λ(C)=[0,1] by the Cantor function theorem, there is a surjection from C onto [0,1]. If C were countable, then its image under any function would be countable, contradicting that [0,1] is uncountable by nontrivial intervals are uncountable.

Continuous Image of a Lebesgue Measurable Set Can be Nonmeasurable
There exists a Lebesgue measurable set A[0,1] such that omes(A)=0 and Λ(A) is not Lebesgue measurable.

Let N[0,1] be a non-Lebesgue-measurable set, and choose AC with Λ(A)=N, possible because Λ(C)=[0,1]. Since AC and C has Lebesgue measure 0, order preservation gives omes(A)=0, so A is Lebesgue measurable. But Λ(A)=N is not Lebesgue measurable by construction.