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absolutely continuous (Definition)

Let $\mu$ and $\nu$ be signed measures or complex measures on the same measurable space $(\Omega, \mathscr{S})$ We say that $\nu$ is absolutely continuous with respect to $\mu$ if, for each $A\in \mathscr{S}$ such that $|\mu|(A)=0$ it holds that $\nu(A)=0$ This is usually denoted by $\nu \ll \mu$

Remarks.

If $\mu$ and $\nu$ are signed measures and $(\nu^+, \nu^-)$ is the Jordan decomposition of $\nu$ the following propositions are equivalent:

  1. $\nu\ll\mu$
  2. $\nu^+\ll\mu$ and $\nu^-\ll\mu$
  3. $|\nu|\ll|\mu|$

If $\nu$ is a finite signed or complex measure and $\nu\ll\mu$ the following useful property holds: for each $\varepsilon>0$ there is a $\delta>0$ such that $|\nu|(E)<\varepsilon$ whenever $|\mu|(E)<\delta$




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See Also: Radon-Nikodym theorem, absolutely continuous function

Also defines:  absolute continuity
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Cross-references: property, finite, equivalent, Jordan decomposition, measurable space, complex measures, signed measures
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This is version 7 of absolutely continuous, born on 2003-02-08, modified 2008-12-02.
Object id is 3997, canonical name is AbsolutelyContinuous.
Accessed 10644 times total.

Classification:
AMS MSC28A12 (Measure and integration :: Classical measure theory :: Contents, measures, outer measures, capacities)

Pending Errata and Addenda
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