Math 2.0

Measure and integration Definition

Absolutely continuous measure

Builds on MeasureMeasurable spaceNull setSigned measureTotal variation of a measure

Definition

Let (X,Σ)(X, \Sigma) be a measurable space and let μ\mu and ν\nu be measures on it. The measure ν\nu is absolutely continuous with respect to μ\mu, written ν≪μ\nu \ll \mu, if for every A∈ΣA \in \Sigma, μ(A)=0  ⟹  ν(A)=0.\mu(A) = 0 \implies \nu(A) = 0. For a signed or complex measure ν\nu, one says ν≪μ\nu \ll \mu if its total variation satisfies ∣ν∣≪μ\abs{\nu} \ll \mu.

Remarks

Example: let f ⁣:X→[0,∞]f \colon X \to [0, \infty] be measurable and ν(A)=∫Af dμ\nu(A) = \int_A f \, d\mu. If μ(A)=0\mu(A) = 0, then f𝟏A=0f \mathbf{1}_A = 0 μ\mu-almost everywhere, so ν(A)=0\nu(A) = 0; hence ν≪μ\nu \ll \mu.

Non-example: on ℝ\R with the Borel sets, the Dirac measure δ0\delta_0 is not absolutely continuous with respect to Lebesgue measure λ\lambda. The set A={0}A = \set{0} has λ(A)=0\lambda(A) = 0 but δ0(A)=1\delta_0(A) = 1.

If ν\nu is finite, then ν≪μ\nu \ll \mu holds if and only if for every ε>0\varepsilon > 0 there is δ>0\delta > 0 with ν(A)<ε\nu(A) < \varepsilon whenever μ(A)<δ\mu(A) < \delta. If μ\mu and ν\nu are σ-finite, the Radon–Nikodym theorem shows that ν≪μ\nu \ll \mu if and only if ν\nu has a density ff with respect to μ\mu.

Reading path

To understand this page from the ground up, read these 6 pages in order. The foundations come first.

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  1. Measurable space concept
  2. Measure concept
  3. Null set concept
  4. Signed measure concept
  5. Total variation of a measure concept
  6. Absolutely continuous measure definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Absolute_continuity
About this page
Tag2G173YJC54
URIm2://2G173YJC54
Kinddefinition
WritingW0 stub
MSC28A10, 28A15
DefinesAbsolutely continuous measure
UsesMeasure, Measurable space, Null set, Signed measure, Total variation of a measure
Changed2 November 2026

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