Tuesday, 21 September 2010

measure theory - What is the "continuity" in "absolute continuity", in general?

The wikipedia article on absolute continuity gives a delta-epsilon definition for a measure mu defined on the Borel sigma-algebra on the real line, with respect to the Lebesgue measure lambda:



mu<<lambda if and only if for every epsilon>0 and for every bounded real interval I there is a delta>0 such that for every (finite or infinite) sequence of pairwise disjoint sub-intervals [xi,yi] of I with



sumi|yixi|<delta



it follows that



sumi|mu((infty,yi])mu((infty,xi])|<epsilon.



My questions are: Does this connection generalise? What would be a topological reformulation of mu<<nu? If the notion does not generalise for arbitrary measures, does it generalise for the Lebesgue measure on Rn? How would a sketch of the proof look like?

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