# Completion of borel sigma algebra with respect to Lebesgue measure

There are two ways of extending the Borel $\sigma$-algebra on $\mathbb{R}^n$, $\mathcal{B}(\mathbb{R}^n)$, with respect to Lebesgue measure $\lambda$.

One can take the completion $\mathcal{L}(\mathbb{R}^n)$ of $\mathcal{B}(\mathbb{R}^n)$ with respect to $\lambda$, ie chuck in all sets contained in borel sets of measure 0.

Otherwise one can let $\lambda^*$ be outer Lebesgue measure on $\mathcal{P}(\mathbb{R}^n)$, and take $\mathcal{L}'(\mathbb{R}^n)$ to be those $E$ such that for all $A\subseteq\mathbb{R}^n$, $\lambda^*(A)=\lambda^*(A\cap E)+\lambda^*(A\cap E^\complement)$.

$\mathcal{L}'(\mathbb{R}^n)$ contains $\mathcal{B}(\mathbb{R}^n)$ and is complete, so contains $\mathcal{L}(\mathbb{R}^n)$. But does the reverse inclusion also hold?

• This is a standard theorem of real analysis, the answer is yes. – Crostul Feb 28 '15 at 11:22
• Cool. Do you have a reference? – user3589318 Feb 28 '15 at 11:26
• Actually no, I'm sorry. – Crostul Feb 28 '15 at 11:27

From the definition of the outer measure $\lambda^{*}$, you can show that if $A\in \mathcal{L}'$ then there's a $G_{\delta}$ set $B$ so that $A\subseteq B$ and $\lambda^{*}(B\setminus A)=0$. After that, the answer to this question is an easy yes.
• @user3832080 No worries. I think it's actually a good habit to ask around. And the connection between being measurable and almost $G_\delta$ is one of those many useful little tricks that are easy to forget. – Michael Cotton Mar 2 '15 at 17:16