Absolutely Continuous Measures: Difference between revisions
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==Examples== | ==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>. | 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>. Observe that if <math> \mu_1(T) = 0</math>, then <math> \mu_2(T) = \int_{X} f\cdot \chi_T \,d\mu_1 = 0</math> so that <math> \mu_2 \ll \mu_1 </math>. | ||
==Properties== | ==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 18:04, 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 . Observe that if , then so that .
Properties
References
[1]: Taylor, M.E. "Measure Theory and Integration". 50-51.