Absolute Continuity

Definition (Absolute continuity of measures)

Let μ,ν\mu,\nu be measures on (X,F)(X,\mathcal{F}), μ\mu is said to be absolutely continuous, (μ≪ν\mu\ll\nu), with respect to ν\nu if ∀A∈F:ν(A)=0  ⟹  μ(A)=0\forall A\in\mathcal{F}:\quad\nu(A)=0\implies\mu(A)=0

Definition (Absolute continuity of functions)

F:R→RF:\mathbb{R}\to \mathbb{R} is said to be absolutely continuous if and only if ∀ϵ>0\forall\epsilon>0, ∃δ\exists\delta such that whenever {(aj,bj)}j=1n\{ (a_{j},b_{j}) \}_{j=1}^{n} are pairwise disjoint intervals with ∑j=1n(bj−aj)<δ\sum_{j=1}^{n}(b_{j}-a_{j})<\deltathen we have ∑j=1n∣F(bj)−F(aj)∣<ϵ\sum_{j=1}^{n}|F(b_{j})-F(a_{j})|<\epsilon

Remark

Assuming mm is the Lebesgue Measure on (R,M)(\mathbb{R},\mathscr{M}). Then if FF is absolutely continuous we have that the Lebesgue-Stieltjes Measure is a.c. w.r.t. mm i.e. μF≪m  ⟺  ∀ϵ>0,∃δ>0:m(⨆j=1n(ajbj])<δ  ⟹  μF(⨆j=1n(aj,bj])<ϵ\mu_{F}\ll m \iff \forall\epsilon>0,\exists\delta>0: m\left(\bigsqcup_{j=1}^{n}(a_{j}b_{j}]\right)<\delta \implies \mu_{F}\left(\bigsqcup_{j=1}^{n}(a_{j},b_{j}]\right)<\epsilon

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