Complete measure

Construction of a complete measure

Given a (possibly incomplete) measure space (X, Σ, μ), there is an extension (X, Σ₀, μ₀) of this measure space that is complete. The smallest such extension (i.e. the smallest σ-algebra Σ₀) is called the completion of the measure space.

The completion can be constructed as follows:

• let Z be the set of all the subsets of the zero-μ-measure subsets of X (intuitively, those elements of Z that are not already in Σ are the ones preventing completeness from holding true);
• let Σ₀ be the σ-algebra generated by Σ and Z (i.e. the smallest σ-algebra that contains every element of Σ and of Z);
• μ has an extension μ₀ to Σ₀ (which is unique if μ is σ-finite), called the outer measure of μ, given by the infimum

${\displaystyle {\mu }_0(C):=inf\{\mu (D)\mid C\subseteq D\in \mathrm{\Sigma }\}.}$

Then (X, Σ₀, μ₀) is a complete measure space, and is the completion of (X, Σ, μ).

In the above construction it can be shown that every member of Σ₀ is of the form A ∪ B for some A ∈ Σ and some B ∈ Z, and

${\displaystyle {\mu }_0(A\cup B)=\mu (A).}$

Examples

• Borel measure as defined on the Borel σ-algebra generated by the open intervals of the real line is not complete, and so the above completion procedure must be used to define the complete Lebesgue measure. This is illustrated by the fact that the set of all Borel sets over the reals has the same cardinality as the reals. While the Cantor set is a Borel set, has measure zero, and its power set has cardinality strictly greater than that of the reals. Thus there is a subset of the Cantor set that is not contained in the Borel sets. Hence, the Borel measure is not complete.
• n-dimensional Lebesgue measure is the completion of the n-fold product of the one-dimensional Lebesgue space with itself. It is also the completion of the Borel measure, as in the one-dimensional case.

Properties

Maharam's theorem states that every complete measure space is decomposable into measures on continua, and a finite or countable counting measure.