On a new measure on the Levi-Civita field $\mathcal{R}$
Mateo Restrepo Borrero, Vatsal Srivastava, and Khodr Shamseddine

TL;DR
This paper introduces a new measure on the Levi-Civita field that improves upon previous definitions, ensuring better alignment with classical measure theory and expanding the class of measurable sets.
Contribution
It characterizes measurable sets in the Levi-Civita field and develops an outer measure leading to a more comprehensive measure theory.
Findings
The new measure generalizes Lebesgue measure to the Levi-Civita field.
Most classical properties of Lebesgue measure hold under the new measure.
The family of measurable sets is strictly larger than previous definitions.
Abstract
The Levi-Civita field is the smallest non-Archimidean ordered field extension of the real numbers that is real closed and Cauchy complete in the topology induced by the order. In an earlier paper [Shamseddine-Berz-2003], a measure was defined on in terms of the limit of the sums of the lengths of inner and outer covers of a set by countable unions of intervals as those inner and outer sums get closer together. That definition proved useful in developing an integration theory over in which the integral satisfies many of the essential properties of the Lebesgue integral of real analysis. Nevertheless, that measure theory lacks some intuitive results that one would expect in any reasonable definition for a measure; for example, the complement of a measurable set within another measurable set need not be measurable. In this paper, we will give a…
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Taxonomy
TopicsMathematical and Theoretical Analysis · Stochastic processes and financial applications
