Questions tagged [singular-measures]

Two measures are said to be singular w.r.t. each other if they are supported on disjoint sets.

Often "singular measure" means a measure that is singular with respect to Lebesgue measure (or Hausdorff measure).

Lebesgue's decomposition theorem, given two measures $\mu$, $\nu$, decomposes $\nu$ in two parts, one absolutely continuous with respect to $\mu$, and the other singular to it.

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two mutually singular measures witch both support is whole $\mathbf{R}$

I have some problem with an exercise(for homework): Find two mutually singular measures $u$ and $v$ (Borel finite on $\mathbf{R}$) with $$\mathrm{supp}(u)=\mathrm{supp}(v)=\mathbf{R}.$$ I tried to solve exercises in this way: $$ u(A)= 1 \ \text{…