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Let be a Positive Measure on a Sigma Algebra
, and let
be an arbitrary
(real or complex) Measure on
. If there is a Set
such that
for every
, then
is said to be concentrated on
. This is equivalent to requiring that
whenever
.
See also Absolutely Continuous, Mutually Singular
References
Rudin, W. Functional Analysis, 2nd ed. New York: McGraw-Hill, p. 121, 1991.