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A measure μ\muμ on (X,M,μ)(X,\mathscr{M},\mu)(X,M,μ) is said to be concentrated on A∈MA\in\mathscr{M}A∈M if and only if∀E∈M:μ(E)=μ(E∩A) ⟺ ∀E∈M:E∩A=∅:μ(E)=0\begin{gather*} \forall E\in\mathscr{M}:\mu(E)=\mu(E\cap A)\\ \iff\\ \forall E\in\mathscr{M}:E\cap A=\emptyset:\mu(E)=0 \end{gather*}∀E∈M:μ(E)=μ(E∩A)⟺∀E∈M:E∩A=∅:μ(E)=0
A Summary of MATH 891
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