Extension of the Lebesgue measure on the extended real line












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Is it possible to extend the Lebesgue measure on $mathbb{R}$ as a measure on $[-infty,infty]$ (defined on the Borel subsets of $[-infty,infty]$), so that $[-infty,infty]backslash mathbb{R}$ is a null set ?










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    Sure, Just set $mu(A) =lambda(A cap Bbb{R})$.
    $endgroup$
    – PhoemueX
    Jan 1 at 18:29
















1












$begingroup$


Is it possible to extend the Lebesgue measure on $mathbb{R}$ as a measure on $[-infty,infty]$ (defined on the Borel subsets of $[-infty,infty]$), so that $[-infty,infty]backslash mathbb{R}$ is a null set ?










share|cite|improve this question









$endgroup$








  • 1




    $begingroup$
    Sure, Just set $mu(A) =lambda(A cap Bbb{R})$.
    $endgroup$
    – PhoemueX
    Jan 1 at 18:29














1












1








1





$begingroup$


Is it possible to extend the Lebesgue measure on $mathbb{R}$ as a measure on $[-infty,infty]$ (defined on the Borel subsets of $[-infty,infty]$), so that $[-infty,infty]backslash mathbb{R}$ is a null set ?










share|cite|improve this question









$endgroup$




Is it possible to extend the Lebesgue measure on $mathbb{R}$ as a measure on $[-infty,infty]$ (defined on the Borel subsets of $[-infty,infty]$), so that $[-infty,infty]backslash mathbb{R}$ is a null set ?







real-analysis measure-theory






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asked Jan 1 at 18:26









LCOLCO

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  • 1




    $begingroup$
    Sure, Just set $mu(A) =lambda(A cap Bbb{R})$.
    $endgroup$
    – PhoemueX
    Jan 1 at 18:29














  • 1




    $begingroup$
    Sure, Just set $mu(A) =lambda(A cap Bbb{R})$.
    $endgroup$
    – PhoemueX
    Jan 1 at 18:29








1




1




$begingroup$
Sure, Just set $mu(A) =lambda(A cap Bbb{R})$.
$endgroup$
– PhoemueX
Jan 1 at 18:29




$begingroup$
Sure, Just set $mu(A) =lambda(A cap Bbb{R})$.
$endgroup$
– PhoemueX
Jan 1 at 18:29










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$begingroup$

As proposed in the comment, we can just "extend by zero sets." That is, since we have only added two points it is intuitive to consider them as negligible. So, if $(mathbb{R},Omega, lambda)$ is your initial measure space - where $lambda$ denotes the Lebesgue measure, define $(widehat{mathbb{R}}, widehat{Omega}, mu)$ by declaring a set $A$ to be measurable in $widehat{mathbb{R}}$ if and only if $Acap mathbb{R}$ is Lebesgue Measurable. Further, define
$$ mu(A)=lambda(Acap mathbb{R}).$$
It's not so hard to check that this provides a measure. It solves your problem because $X=[-infty,infty]setminus mathbb{R}={pm infty}$, and $$mu({pminfty})=lambda({pminftycap mathbb{R}})=lambda(varnothing)=0.$$ You might also notice that this technique can be generalized.






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    $begingroup$

    As proposed in the comment, we can just "extend by zero sets." That is, since we have only added two points it is intuitive to consider them as negligible. So, if $(mathbb{R},Omega, lambda)$ is your initial measure space - where $lambda$ denotes the Lebesgue measure, define $(widehat{mathbb{R}}, widehat{Omega}, mu)$ by declaring a set $A$ to be measurable in $widehat{mathbb{R}}$ if and only if $Acap mathbb{R}$ is Lebesgue Measurable. Further, define
    $$ mu(A)=lambda(Acap mathbb{R}).$$
    It's not so hard to check that this provides a measure. It solves your problem because $X=[-infty,infty]setminus mathbb{R}={pm infty}$, and $$mu({pminfty})=lambda({pminftycap mathbb{R}})=lambda(varnothing)=0.$$ You might also notice that this technique can be generalized.






    share|cite|improve this answer









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      0












      $begingroup$

      As proposed in the comment, we can just "extend by zero sets." That is, since we have only added two points it is intuitive to consider them as negligible. So, if $(mathbb{R},Omega, lambda)$ is your initial measure space - where $lambda$ denotes the Lebesgue measure, define $(widehat{mathbb{R}}, widehat{Omega}, mu)$ by declaring a set $A$ to be measurable in $widehat{mathbb{R}}$ if and only if $Acap mathbb{R}$ is Lebesgue Measurable. Further, define
      $$ mu(A)=lambda(Acap mathbb{R}).$$
      It's not so hard to check that this provides a measure. It solves your problem because $X=[-infty,infty]setminus mathbb{R}={pm infty}$, and $$mu({pminfty})=lambda({pminftycap mathbb{R}})=lambda(varnothing)=0.$$ You might also notice that this technique can be generalized.






      share|cite|improve this answer









      $endgroup$
















        0












        0








        0





        $begingroup$

        As proposed in the comment, we can just "extend by zero sets." That is, since we have only added two points it is intuitive to consider them as negligible. So, if $(mathbb{R},Omega, lambda)$ is your initial measure space - where $lambda$ denotes the Lebesgue measure, define $(widehat{mathbb{R}}, widehat{Omega}, mu)$ by declaring a set $A$ to be measurable in $widehat{mathbb{R}}$ if and only if $Acap mathbb{R}$ is Lebesgue Measurable. Further, define
        $$ mu(A)=lambda(Acap mathbb{R}).$$
        It's not so hard to check that this provides a measure. It solves your problem because $X=[-infty,infty]setminus mathbb{R}={pm infty}$, and $$mu({pminfty})=lambda({pminftycap mathbb{R}})=lambda(varnothing)=0.$$ You might also notice that this technique can be generalized.






        share|cite|improve this answer









        $endgroup$



        As proposed in the comment, we can just "extend by zero sets." That is, since we have only added two points it is intuitive to consider them as negligible. So, if $(mathbb{R},Omega, lambda)$ is your initial measure space - where $lambda$ denotes the Lebesgue measure, define $(widehat{mathbb{R}}, widehat{Omega}, mu)$ by declaring a set $A$ to be measurable in $widehat{mathbb{R}}$ if and only if $Acap mathbb{R}$ is Lebesgue Measurable. Further, define
        $$ mu(A)=lambda(Acap mathbb{R}).$$
        It's not so hard to check that this provides a measure. It solves your problem because $X=[-infty,infty]setminus mathbb{R}={pm infty}$, and $$mu({pminfty})=lambda({pminftycap mathbb{R}})=lambda(varnothing)=0.$$ You might also notice that this technique can be generalized.







        share|cite|improve this answer












        share|cite|improve this answer



        share|cite|improve this answer










        answered Jan 1 at 18:49









        Antonios-Alexandros RobotisAntonios-Alexandros Robotis

        10.6k41741




        10.6k41741






























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