Definition:Measurable Set/Arbitrary Outer Measure

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

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

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


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

for every $A \subseteq X$.

By Set Difference as Intersection with Complement, this is equivalent to:


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

where $\map \complement S$ denotes the relative complement of $S$ in $X$.

The collection of $\mu^*$-measurable sets is denoted $\map {\mathfrak M} {\mu^*}$ and is a $\sigma$-algebra over $X$.