Singular measure
In mathematics, two positive (or signed or complex) measures and defined on a measurable space are called singular if there exist two disjoint measurable sets whose union is such that is zero on all measurable subsets of while is zero on all measurable subsets of This is denoted by
A refined form of Lebesgue's decomposition theorem decomposes a singular measure into a singular continuous measure and a discrete measure. See below for examples.
Examples on Rn
As a particular case, a measure defined on the Euclidean space is called singular, if it is singular with respect to the Lebesgue measure on this space. For example, the Dirac delta function is a singular measure.
Example. A discrete measure.
The Heaviside step function on the real line,
Example. A singular continuous measure.
The Cantor distribution has a cumulative distribution function that is continuous but not absolutely continuous, and indeed its absolutely continuous part is zero: it is singular continuous.
Example. A singular continuous measure on
The upper and lower Fréchet–Hoeffding bounds are singular distributions in two dimensions.
See also
- Absolute continuity (measure theory) – Form of continuity for functionsPages displaying short descriptions of redirect targets
- Lebesgue's decomposition theorem
- Singular distribution – distribution concentrated on a set of measure zeroPages displaying wikidata descriptions as a fallback
References
- Eric W Weisstein, CRC Concise Encyclopedia of Mathematics, CRC Press, 2002. ISBN 1-58488-347-2.
- J Taylor, An Introduction to Measure and Probability, Springer, 1996. ISBN 0-387-94830-9.
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