# Aproximation of outer-measurable sets

Let $\mu:\mathcal A\to[0,\infty]$ be a measure, where $\mathcal A$ is an algebra and let $\mu^*:\mathcal P(X)\to[0,\infty]$ be the outer measure generated by $\mu$. $\Big($i.e. $\mu^*(E)=\inf\Big\{\sum_{i=1}^\infty \mu(A_i):E\subset \bigcup_{i=1}^\infty A_i,\;\ A_i\in\mathcal A\;\ \forall i\in\Bbb N\Big\}$ $\Big)$

Let $E\in\mathcal A^*$ with $\mu^*(E)<\infty$, so it follows that: $$\forall \epsilon>0\;\ \exists\ A_{\epsilon}\in \mathcal A\;\text{such that}\;\ \mu^*(E\triangle A_{\epsilon})<\epsilon$$

$\big($where $\mathcal A^*=\big\{E\subset X: \mu^*(B)=\mu^*(B\cap E)+\mu^*(B\cap E^C)\;\ \forall B\subset X\big\}$$\big) So I started: Let \epsilon>0, so since I have to find or construct some set A_{\epsilon}\in\mathcal A such that \mu^*(E\triangle A_{\epsilon})<\epsilon I managed to get that: (looking for A_{\epsilon})$$\mu^*(E\triangle A_{\epsilon})=\mu^*(E\setminus A_{\epsilon}\ \cup\ A_{\epsilon}\setminus E)\le \mu^*(E\setminus A_{\epsilon})+ \mu^*(A_{\epsilon}\setminus E)\le \mu^*(E)+ \mu^*(A_{\epsilon}\setminus E)=\mu^*(E)+ \mu^*(A_{\epsilon})-\mu^*(E)=\mu^*(A_{\epsilon})\Rightarrow\;\ \mu^*(E\triangle A_{\epsilon})\le \mu^*(A_{\epsilon})$$And got stuck here since I think I have to construct A_{\epsilon}\in \mathcal A in such a way that \mu(A_{\epsilon})<\epsilon\;(since \mu^*(A_{\epsilon})=\mu(A_{\epsilon}) by hypothesis), but can't figure out how. Any idea would be appreciated. • Your equality \mu^*(A_{\epsilon}\setminus E)=\mu^*(A_{\epsilon})-\mu^*(E) is wrong. This only holds for measureable sets where one is contained in the other. And even if your conclusion would hold this does not mean that you have to construct a set with measure less than \epsilon. It can also be possible that your inequality is just useless. You should focus on trying to construct a covering of E by sets in \mathcal{A} that are as close to E in measure as possible. Then use the properties of your algebra to contstruct one set that is also close in measure and belongs to \mathcal{A} – KoliG Nov 25 '15 at 13:54 • You're right, my bad. Forgot that point. Ok I think I'm getting the idea, but whats the precise meaning of two sets being close\; in\; measure. – Arnulf Nov 25 '15 at 14:45 • Of course this is not a precise formulation but only an idea. What I mean is that, e.g., from your definition of outer measure, you can construct a sequence A_n such that \mu^*(E) and \sum_{n\in \mathbb{N}}\mu(A_n) differ only by \epsilon. Since set differences are in the algebra, you can even construct a sequence of disjoint sets that satisfies this property. The (uncountable) union is unfortunately not anymore in the algebra necessarily but I hope this is still the right approach. – KoliG Nov 25 '15 at 15:11 • Yes, actually I was working on that and think I got it. Will post it un a bit. – Arnulf Nov 25 '15 at 16:07 • I've post it, what do you think? – Arnulf Nov 25 '15 at 21:10 ## 1 Answer So, since \epsilon>0 we can get (A_i)_{i\in\Bbb N} an \mathcal A-cover of E such that:$$\sum_{i=1}^\infty \mu(A_i)<\mu^*(E)+\frac{\epsilon}{2}$$and it's clear that \mu^*(E)\le \sum_{i=1}^\infty \mu(A_i), so we get that:$$\mu^*(E)\le \sum_{i=1}^\infty \mu(A_i)<\mu^*(E)+\frac{\epsilon}{2}$$thus$$0\le \sum_{i=1}^\infty \mu(A_i)-\mu^*(E)<\frac{\epsilon}{2}$$So, \exists\;N\in\Bbb N such that \sum_{i=N+1}^\infty\mu(A_i)<\frac{\epsilon}{2}, so let A=\bigcup_{i=1}^N A_i\in\mathcal A\Rightarrow\ E\setminus A \subset \bigcup_{i=N+1}^\infty A_i$$\Rightarrow \mu^*(E\setminus A)\le \sum_{i=N+1}^\infty \mu(A_i)<\frac{\epsilon}{2}$$Then,$$\mu^*(A\setminus E)=\mu^*(\bigcup_{i=1}^N A_i\setminus E)\le\mu^*(\bigcup_{i=1}^\infty A_i\setminus E)=\mu^*(\bigcup_{i=1}^\infty A_i)-\mu^*(E)\le \sum_{i=1}^\infty \mu(A_i)-\mu^*(E)<\frac{\epsilon}{2}$$thus$$\mu^*(E\triangle A)\le\mu^*(E\setminus A)+\mu^*(A\setminus E)<\frac{\epsilon}{2}+\frac{\epsilon}{2}=\epsilon$\$

What do you think?