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Regular measure

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Regular measure

In mathematics, a regular measure on a topological space is a measure for which every measurable set can be approximated from above by open measurable sets and from below by compact measurable sets.

Let (XT) be a topological space and let Σ be a σ-algebra on X. Let μ be a measure on (X, Σ). A measurable subset A of X is said to be inner regular if

This property is sometimes referred to in words as "approximation from within by compact sets." Some authors use the term tight as a synonym for inner regular. This use of the term is closely related to tightness of a family of measures, since a finite measure μ is inner regular if and only if, for all ε > 0, there is some compact subset K of X such that μ(X \ K) < ε. This is precisely the condition that the singleton collection of measures {μ} is tight.

It is said to be outer regular if

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