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Concentrated


Let mu be a positive measure on a sigma-algebra M, and let lambda be an arbitrary (real or complex) measure on M. If there is a set A in M such that lambda(E)=lambda(A intersection E) for every E in M, then lambda is said to be concentrated on A. This is equivalent to requiring that lambda(E)=0 whenever E intersection A=emptyset.


See also

Absolutely Continuous, Mutually Singular

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References

Rudin, W. Functional Analysis, 2nd ed. New York: McGraw-Hill, p. 121, 1991.

Referenced on Wolfram|Alpha

Concentrated

Cite this as:

Weisstein, Eric W. "Concentrated." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/Concentrated.html

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