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Singular Measures

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Support of a Singular Measure

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The support of a singular measure is the smallest closed set for which the measure of its complement is zero. The support is often a set of Lebesgue measure zero.

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Mutually Singular Measures

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Two measures μ\mu and ν\nu are mutually singular, denoted by μν\mu \perp \nu, if there exist two disjoint measurable sets AA and BB such that μ\mu is zero on BB and ν\nu is zero on AA.

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Cantor Measure

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The Cantor measure is a classic example of a singular measure. It is defined on the Cantor set, which has Lebesgue measure zero, yet the Cantor measure assigns it a measure of one.

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Radon-Nikodym Theorem and Singular Measures

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The Radon-Nikodym theorem states that if a measure ν\nu is absolutely continuous with respect to measure μ\mu, there exists a Radon-Nikodym derivative. Singular measures do not have a Radon-Nikodym derivative with respect to Lebesgue measure.

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Definition of a Singular Measure

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A singular measure is a type of measure that is orthogonal to absolutely continuous measures with respect to Lebesgue measure. It assigns measure zero to sets of Lebesgue measure zero.

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Singular Continuous Functions

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Singular continuous functions are functions whose derivative exists almost everywhere and is zero almost everywhere. The distribution function of a singular measure is a singular continuous function.

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Lebesgue Decomposition Theorem

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The Lebesgue decomposition theorem states that any measure ν\nu can be uniquely written as the sum of two measures ν=νac+νs\nu = \nu_{ac} + \nu_{s}, where νac\nu_{ac} is absolutely continuous with respect to Lebesgue measure and νs\nu_{s} is singular with respect to Lebesgue measure.

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Properties of Singular Measures

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Singular measures μ\mu are characterized by having no absolutely continuous part with respect to some reference measure, typically the Lebesgue measure. They are concentrated on sets of Lebesgue measure zero and are invariant under translations that are sets of Lebesgue measure zero.

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