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<a href="https://milanmarks.github.io/posts/2022/MT-lesson4/" rel="permalink">MT Lesson 4: Caratheodory theorem </a>
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3 minute read
<p class="page__date"><strong><i class="fa fa-fw fa-calendar" aria-hidden="true"></i> Published:</strong> <time datetime="2022-02-22T00:00:00-08:00">February 22, 2022</time></p>
<p class="archive__item-excerpt" itemprop="description"><p>In this section, we prove the Caratheodory theorem: the $\sigma$-additive set function on algebra $\mathcal{A}\subseteq \mathcal{P}(\Omega)$ can be extended to a $\sigma$ -additive function, which is an outer measure, on the $\sigma$-algebra $\mathcal{F}$ generated from $\mathcal{A}$, and the extension is unique if $\Omega$ is $\sigma$-finite.</p>