Absolutely Continuous Measures

From Optimal Transport Wiki
Revision as of 18:04, 18 December 2020 by Pranav (talk | contribs)
Jump to navigation Jump to search

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.