Absolutely Continuous Measures: Difference between revisions

From Optimal Transport Wiki
Jump to navigation Jump to search
No edit summary
No edit summary
Line 1: Line 1:
==Definitions==
==Definitions==
Let <math> (X,\mathcal{M},\mu_1) </math> be a measure space. The measure <math> \mu_2:\mathcal{M}\rightarrow [0,\infty] </math> is said to be absolutely continuous with respect to the measure <math> \mu_1 </math> if we have that <math> \mu_2(T) = 0 </math> for <math> T\in \mathcal{M}</math> such that <math> \mu_1(T) = 0</math> (see [1]).
Let <math> (X,\mathcal{M},\mu_1) </math> be a measure space. The measure <math> \mu_2:\mathcal{M}\rightarrow [0,\infty] </math> is said to be absolutely continuous with respect to the measure <math> \mu_1 </math> if we have that <math> \mu_2(T) = 0 </math> for <math> T\in \mathcal{M}</math> such that <math> \mu_1(T) = 0</math> (see [1]). In this case, we denote that <math> mu_2</math> is absolutely continuous with respect to <math> \mu_1</math> by writing <math> \mu_2 <{}< \mu_1 </math>.


<in progress>
==Examples==
Recall that if <math> f:X\rightarrow [0,\infty]</math> is a measurable function, then the set function <math> \mu_2(T) = \int_{T} f \,d\mu_1</math> for <math> T\in \mathcal{M}</math> is a measure on <math> (X,\mathcal{M},\mu_1) </math>.
==Properties==


==References==
==References==
[1]: Taylor, M.E. "Measure Theory and Integration". 50-51.
[1]: Taylor, M.E. "Measure Theory and Integration". 50-51.

Revision as of 17:56, 18 December 2020

Definitions

Let be a measure space. The measure is said to be absolutely continuous with respect to the measure if we have that for such that (see [1]). In this case, we denote that is absolutely continuous with respect to by writing .

Examples

Recall that if is a measurable function, then the set function for is a measure on .

Properties

References

[1]: Taylor, M.E. "Measure Theory and Integration". 50-51.