# 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 $A \subseteq X$.

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 $X$.

### 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 $A \in \R$:

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

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 $A \in \R^n$:

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

where:

- $\map \complement S$ is the complement of $S$ in $\R^n$

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

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**$\displaystyle \prod_{i \mathop = 1}^n \size {b_i - a_i}$

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

## Also see

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

## Sources

- 2005: René L. Schilling:
*Measures, Integrals and Martingales*... (previous) ... (next): $3.1$ - 2014: Christopher Clapham and James Nicholson:
*The Concise Oxford Dictionary of Mathematics*(5th ed.) ... (previous) ... (next): Entry:**measurable set**