Show that $\mu^*(E\Delta A)<\epsilon$ then $E\in\mathcal{A}^*$

lebesgue-measuremeasure-theoryouter-measure

Let $\mu:\mathcal{A}\rightarrow \bar{\mathbb{R}}$ be a premeasure and let $\mu^*:P(X)\rightarrow \bar{\mathbb{R}}$ be the outer measure generated by $\mu$. I need to show that:

$(\forall\epsilon>0:\exists A_\epsilon\in\mathcal{A}:\mu^*(E\Delta A_\epsilon)<\epsilon)\Rightarrow E\in\mathcal{A}^*$

I know I must prove that $\forall B\in P(X):\mu^*(B)=\mu^*(B\cap E)+\mu^*(B\cap E^c)$

I tried to do it using the definition:

$\mu^*(E\Delta A_\epsilon)<\epsilon\Rightarrow \sum_1^\infty\mu(B_n)<\epsilon$, Where $(B_n)\subset\mathcal{A}$ is a cover of $E\Delta A_\epsilon$

But then I don't know what I can do.

Best Answer

$\forall B\subseteq X:B\cap E\subseteq(B\cap A)\cup(E\cap A^c) \ \wedge \ B\cap E^c\subseteq(B\cap A^c)\cup(A\cap E^c)$

Then $$\mu^*(B\cap E)+\mu^*(B\cap E^c)\leq\mu^*(B\cap A)+\mu^*(E\cap A^c)+\mu^*(B\cap A^c)+\mu^*(A\cap E^C)$$

But $(E\cap A^c), (A\cap E^c)\subseteq A\Delta E \Rightarrow\mu^*(E\cap A^c)+\mu^*(E^c\cap A)\leq2\mu^*(A\Delta E)$ and $\mu^*(B\cap E)+\mu^*(B\cap E^c)\leq\mu^*(B)+2\mu^*(A\Delta E)\leq\mu^*(B)+\epsilon$

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