# Definition:Measurable Set

## Definition

Let $\struct {X, \Sigma}$ be a measurable space.

A subset $S \subseteq X$ is said to be **($\Sigma$-)measurable** if and only if $S \in \Sigma$.

### Measurable Set of an Arbitrary Outer Measure

Let $\mu^*$ be an outer measure on $X$.

A subset $S \subseteq X$ is called **$\mu^*$-measurable** if and only if it satisfies the Carathéodory condition:

- $\map {\mu^*} A = \map {\mu^*} {A \cap S} + \map {\mu^*} {A \setminus S}$

for every $A \subseteq X$.

### Measurable Subset of the Reals

A subset $S$ of the real numbers $\R$ is said to be **Lebesgue measurable**, or frequently just **measurable**, if and only if for every set $A \subseteq \R$:

- $\map {\lambda^*} A = \map {\lambda^*} {A \cap S} + \map {\lambda^*} {A \setminus S}$

where $\lambda^*$ is the Lebesgue outer measure.

The set of all **measurable sets** of $\R$ is frequently denoted $\mathfrak M_\R$ or just $\mathfrak M$.

### Measurable Subset of $\R^n$

A subset $S$ of $\R^n$ is said to be **Lebesgue measurable**, frequently just **measurable**, if and only if for every set $A \subseteq \R^n$:

- $m^* A = \map {m^*} {A \cap S} + \map {m^*} {A \setminus S}$

where:

- $A \setminus S$ denotes the set difference between $A$ and $S$

- $m^*$ is defined as:
- $\ds \map {m^*} S = \inf_{\set {I_k}: S \mathop \subseteq \cup I_k} \sum \map v {I_k}$

where:

- $\set {I_k}$ are a sequence of sets satisfying:
- $I_k = \closedint {a_1} {b_1} \times \dots \times \closedint {a_k} {b_k}$

- $\map v {I_n}$ is the
**volume**$\ds \prod_{i \mathop = 1}^n \size {b_i - a_i}$

The set of all **measurable sets** of $\R^n$ is frequently denoted $\mathfrak M_{\R^n}$.

## Also presented as

Some sources present the Carathéodory condition as:

- $\map {\mu^*} A = \map {\mu^*} {A \cap S} + \map {\mu^*} {A \cap \map \complement S}$

rather than using the $A \setminus S$ form.

While $A \cap \map \complement S$ is more unwieldy and cumbersome than $A \setminus S$, it does present the Carathéodory condition in a neatly symmetrical form.

## Also see

- Existence of Non-Measurable Subset of Real Numbers: from the axiom of choice, it is demonstrated that there exist non-measurable subsets of $\R$.

- Results about
**measurable sets**can be found**here**.

## Sources

- 1998: David Nelson:
*The Penguin Dictionary of Mathematics*(2nd ed.) ... (previous) ... (next):**measure** - 2008: David Nelson:
*The Penguin Dictionary of Mathematics*(4th ed.) ... (previous) ... (next):**measure** - 2014: Christopher Clapham and James Nicholson:
*The Concise Oxford Dictionary of Mathematics*(5th ed.) ... (previous) ... (next):**measurable set**

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- 2005: René L. Schilling:
*Measures, Integrals and Martingales*... (previous) ... (next): $3.1$ - 2013: Donald L. Cohn:
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