Measure Theory – Completion of Borel Sigma Algebra with Respect to Lebesgue Measure

lebesgue-measuremeasure-theory

There are two ways of extending the Borel $\sigma$-algebra on $\mathbb{R}^n$, $\mathcal{B}(\mathbb{R}^n)$, with respect to Lebesgue measure $\lambda$.

  1. The completion $\mathcal{L}(\mathbb{R}^n)$ of $\mathcal{B}(\mathbb{R}^n)$ with respect to $\lambda$, i.e. chuck in all sets contained in Borel sets of measure $0$.

  2. let $\lambda^*$ be outer Lebesgue measure on $\mathcal{P}(\mathbb{R}^n)$, and take $\mathcal{L}'(\mathbb{R}^n)$ to be those $E$ such that for all $A\subseteq\mathbb{R}^n$, $\lambda^*(A)=\lambda^*(A\cap E)+\lambda^*(A\cap E^\complement)$.

We know that $\mathcal{L}'(\mathbb{R}^n)\supset\mathcal{B}(\mathbb{R}^n)$ and $ \mathcal L'(\mathbb R^n) $ is complete, so $\mathcal L'(\mathbb R^n)\supset\mathcal{L}(\mathbb{R}^n)$. But does the reverse inclusion also hold?

Best Answer

From the definition of the outer measure $\lambda^{*}$, you can show that if $A\in \mathcal{L}'$ then there's a $G_{\delta}$ set $B$ so that $A\subseteq B$ and $\lambda^{*}(B\setminus A)=0$. After that, the answer to this question is an easy yes.

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