Equivalence (measure theory)

In mathematics, and specifically in measure theory, equivalence is a notion of two measures being qualitatively similar. Specifically, the two measures agree on which events have measure zero.

Definition

Let and be two measures on the measurable space , and let

and

be the sets of -null sets and -null sets, respectively. Then the measure is said to be absolutely continuous in reference to iff . This is denoted as .

The two measures are called equivalent iff and ,[1] which is denoted as . That is, two measures are equivalent if they satisfy .

Examples

On the real line

Define the two measures on the real line as

for all Borel sets . Then and are equivalent, since all sets outside of have and measure zero, and a set inside is a -null set or a -null set exactly when it is a null set with respect to Lebesgue measure.

Abstract measure space

Look at some measurable space and let be the counting measure, so

,

where is the cardinality of the set a. So the counting measure has only one null set, which is the empty set. That is, . So by the second definition, any other measure is equivalent to the counting measure iff it also has just the empty set as the only -null set.

Supporting measures

A measure is called a supporting measure of a measure if is -finite and is equivalent to .[2]

References

  1. Klenke, Achim (2008). Probability Theory. Berlin: Springer. p. 156. doi:10.1007/978-1-84800-048-3. ISBN 978-1-84800-047-6.
  2. Kallenberg, Olav (2017). Random Measures, Theory and Applications. Switzerland: Springer. p. 21. doi:10.1007/978-3-319-41598-7. ISBN 978-3-319-41596-3.
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