Carathéodory's Theorem (Measure Theory)

Theorem
Let $X$ be a set, and let $\mathcal S$ be a semi-ring of subsets of $X$.

Let $\mu: \mathcal S \to \overline{\R}$ be a pre-measure on $\mathcal S$.

Let $\sigma \left({\mathcal S}\right)$ be the $\sigma$-algebra generated by $\mathcal S$.

Then $\mu$ extends to a measure $\mu^*$ on $\sigma \left({\mathcal S}\right)$.

Moreover, suppose there exists an exhausting sequence $\left({S_n}\right)_{n \in \N} \uparrow X$ in $\mathcal S$ such that:


 * $\forall n \in \N: \mu \left({S_n}\right) < +\infty$

Then the extension $\mu^*$ is unique.