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Let be a Positive Measure on a Sigma Algebra
and let
be an arbitrary
(real or complex) Measure on
. Then
is absolutely continuous with respect to
, written
, if
for every
for which
.
See also Concentrated, Mutually Singular
References
Rudin, W. Functional Analysis, 2nd ed. New York: McGraw-Hill, pp. 121-125, 1991.