Carathéodory’s extension theorem

E118705

Carathéodory’s extension theorem is a fundamental result in measure theory that guarantees a unique extension of a pre-measure defined on an algebra of sets to a complete measure on the generated σ-algebra.

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Statements (44)

Predicate Object
instanceOf mathematical theorem ⓘ
result in measure theory ⓘ
alternativeName Carathéodory’s measure extension theorem ⓘ
Carathéodory’s theorem on extension of measures ⓘ
appearsIn graduate textbooks on measure theory ⓘ
graduate textbooks on probability theory ⓘ
appliesTo algebra of sets ⓘ
pre-measure ⓘ
assumes algebra contains the empty set ⓘ
underlying set is arbitrary ⓘ
characterizedBy construction of an outer measure from a pre-measure ⓘ
restriction of outer measure to Carathéodory-measurable sets ⓘ
concludesAbout complete measure ⓘ
measure ⓘ
σ-algebra generated by an algebra ⓘ
ensures extension agrees with the pre-measure on the original algebra ⓘ
extension is a measure on the σ-algebra generated by the algebra ⓘ
extension is complete with respect to null sets of the outer measure ⓘ
measure of empty set is zero in the extension ⓘ
field measure theory ⓘ
probability theory ⓘ
real analysis ⓘ
guarantees existence of a measure extending a pre-measure ⓘ
uniqueness of a measure extending a pre-measure ⓘ
holdsUnderCondition pre-measure is σ-finite (for uniqueness on generated σ-algebra in some formulations) ⓘ
implies existence of Lebesgue measure on ℝ ⓘ
existence of probability measures from consistent finite-dimensional distributions ⓘ
existence of product measures ⓘ
isToolFor building measure spaces from simpler set functions ⓘ
formalizing probability spaces from set functions on algebras ⓘ
namedAfter Constantin Carathéodory ⓘ
partOf foundations of modern measure theory ⓘ
relatedTo Hahn–Kolmogorov theorem ⓘ
Kolmogorov extension theorem ⓘ
requires pre-measure is defined on an algebra of subsets of a set ⓘ
pre-measure is non-negative ⓘ
pre-measure is σ-additive on the algebra ⓘ
usedFor construction of Borel measures ⓘ
construction of Lebesgue measure ⓘ
construction of product measures on product spaces ⓘ
extension of probability pre-measures to probability measures ⓘ
usesConcept Carathéodory measurability criterion ⓘ
outer measure ⓘ
σ-algebra generated by a collection of sets ⓘ

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Referenced by (8)

Full triples — surface form annotated when it differs from this entity's canonical label.

Constantin Carathéodory → notableWork → Carathéodory’s extension theorem ⓘ
Constantin Carathéodory → notableWork → Carathéodory’s criterion for measurability ⓘ
linked to: Carathéodory’s extension theorem
Carathéodory’s extension theorem → alternativeName → Carathéodory’s measure extension theorem ⓘ
linked to: Carathéodory’s extension theorem
Carathéodory’s extension theorem → alternativeName → Carathéodory’s theorem on extension of measures ⓘ
linked to: Carathéodory’s extension theorem
Lebesgue measure → constructedBy → Carathéodory extension theorem ⓘ
linked to: Carathéodory’s extension theorem
Kolmogorov extension theorem → relatedTo → Carathéodory extension theorem ⓘ
linked to: Carathéodory’s extension theorem
measure theory → usesConcept → Carathéodory extension theorem ⓘ
linked to: Carathéodory’s extension theorem
Carathéodory measurability criterion → relatedTo → Carathéodory extension theorem ⓘ
linked to: Carathéodory’s extension theorem