Carathéodory's extension theorem

In measure theory, Carathéodory's extension theorem (named after the mathematician Constantin Carathéodory) states that any pre-measure defined on a given ring of subsets R of a given set Ω can be extended to a measure on the σ-ring generated by R, and this extension is unique if the pre-measure is σ-finite. Consequently, any pre-measure on a ring containing all intervals of real numbers can be extended to the Borel algebra of the set of real numbers.

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