1

We have the outer measure

$$\mu^{*}(A) = \inf \left\{ \sum_{n=1}^{\infty} \mu_0 (A_n) \: | \: A_n \in \mathcal{A}_0, A \subset \bigcup_{n=1}^{\infty} A_n \right\}$$

The inner measure is:

$$\mu_{*} (A) = \mu_0 (X) - \mu^{*} (X \backslash A)$$

Where $\mu_0 (A) = \sum_{n=1}^{\infty} \mu_0 (A_n)$ and $\mathcal{A}_0$ is a $\sigma$ algebra.

But why is $\mu_{*} \le \mu^{*}$?

I always end up with a contradiction.

My proof would be:

$$\mu_{*} (A) - \mu^{*} (A) = \mu_0 (X) - \mu^{*} (X \backslash A) - \mu^{*} (A)$$

Because:

$$\mu^{*} (A) = \mu_0 (A) - \mu_{*} (\varnothing)$$

We get:

$$\mu_{*} (A) - \mu^{*} (A) = \mu_0 (X) - \mu^{*} (X \backslash A) - \mu_0 (A) + \mu_{*} (\varnothing)$$

$$\mu_{*} (A) - \mu^{*} (A) = \mu_0 (X \backslash A) - \mu^{*} (X \backslash A)$$

Because by definition $\mu^{*}(A) = \inf \sum_{n=1}^{\infty} \mu_0 (A_n) \le \sum_{n=1}^{\infty} \mu_0 (A_n)$ this means, that $\mu_0 (X \backslash A) - \mu^{*} (X \backslash A) \ge 0$

We get:

$$\mu_{*} (A) - \mu^{*} (A) \ge 0$$

$$\mu_{*} (A) \ge \mu^{*} (A)$$

So where's my mistake?

anon
  • 727

1 Answers1

1

$\mu^*(A) = \mu_0(A) - \mu_*(\emptyset)$ is incorrect. We have $\mu_0(A) - \mu_*(\emptyset) = \mu_0(A) - \mu_0(X) + \mu^*(X)$.

Mason
  • 12,787