TITLE: Bounded set has finite outer measure
QUESTION [6 upvotes]: The definition of outer measure is as follows: $$m^*(E) = \inf \left\{ \sum\limits_{k=1}^{\infty} l(I_k) : A \subset \bigcup\limits_{k=1}^{\infty} I_k \right\}$$
If a set is bounded then for some $p\in E$ every $e \in E$, $d(e, p) \leq M$.
In my mind I interpret this as saying that every point has a finite distance less than or equal to M.  However, I'm not sure how to translate that to the definition of outer measure.  My first idea was that the intervals $I_k$ are the lengths between a fixed $p$ and $e$.  Since they would all clearly be less than $M$, then they are all finite.  Thus the outer measure must be finite.

REPLY [2 votes]: If $E$ is bounded, then by definition there exists a positive finite $M$ such that $|x|\le M$ for every $x\in E.$ It follows that $E\subset [-M,M].$
The definition of $m^*(E)$ usually involves covers of $E$ by open intervals. Because of that, let's note that $E\subset (-2M,2M).$
Let's think about the definition 
$$\tag 1 m^*(E) = \inf \left\{ \sum\limits_{k=1}^{\infty} l(I_k) : E \subset \bigcup\limits_{k=1}^{\infty} I_k \right\}.$$
If we abuse notation a bit and assume that finite covers and sums are allowed in $(1),$ then things are easy: We just take $I_1=(-2M,2M),$ which is a cover of $E.$ We then get $m^*(E)\le 4M.$
If we insist that $\sum\limits_{k=1}^{\infty} l(I_k)$ and $\bigcup\limits_{k=1}^{\infty} I_k$ be actual infinite series and unions, we're still fine if we are careful to stipulate that the empty set is an open interval of length $0.$ In this case we define $I_1= (-2M,2M)$ and $I_k =\emptyset$ for $k>1.$ We then see $\{I_k\}$ is a cover of $E,$ hence
$$ m^*(E) = \le \sum\limits_{k=1}^{\infty} l(I_k) = 4M+ 0+ 0+\cdots =4M.$$
Finally, if we are in a religious cult or an ancient Greek, we might insist each $I_k$ have positive length. In this case we can define $I_1 = (-2M,2M),$ and $I_k = (0,1/2^k), k>1.$ Then the open intervals $I_k$ cover $E.$ Thus
$$m^*(E) \le \sum_{k=1}^{\infty}l(I_k) = 4M + \sum_{n=2}^{\infty}\frac{1}{2^k} = 4M +\frac{1}{2}<\infty.$$