Definition:Absolute Continuity/Signed Measure

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Definition

Let $\struct {X, \Sigma}$ be a measurable space.

Let $\mu$ be a measure on $\struct {X, \Sigma}$.

Let $\nu$ be a signed measure on $\struct {X, \Sigma}$.

Let $\size \nu$ be the variation of $\nu$.


We say that $\nu$ is absolutely continuous with respect to $\mu$ if and only if:

$\size \nu$ is absolutely continuous with respect to $\mu$.

We write:

$\nu \ll \mu$


Also see

  • Results about absolutely continuous signed measures can be found here.


Sources