Given a set , a set function
is said to be an outer measure provided that
and that
is countably monotone, where
is the empty set.
Given a collection of subsets of
and an arbitrary set function
, one can define a new set function
by setting
and defining, for each non-empty subset
,
where the infimum is taken over all countable collections of sets in
which cover
. The resulting function
is an outer measure and is called the outer measure induced by
.