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In [[mathematics]], and specifically in [[measure theory]], '''equivalence''' is a notion of two [[Measure (mathematics)|measures]] being "the same". | |||
==Definition== | |||
Let (''X'', Σ) be a [[measurable space]], and let ''μ'', ''ν'' : Σ → '''R''' be two [[signed measure]]s. Then ''μ'' is said to be '''equivalent''' to ''ν'' [[if and only if]] each is [[Absolutely continuous measure|absolutely continuous]] with respect to the other. In symbols: | |||
:<math>\mu \sim \nu \iff \mu \ll \nu \ll \mu.</math> | |||
Equivalence of measures is an [[equivalence relation]] on the set of all measures Σ → '''R'''. | |||
==Examples== | |||
{{Unreferenced section|date=February 2010}} | |||
* [[Gaussian measure]] and [[Lebesgue measure]] on the [[real line]] are equivalent to one another. | |||
* [[Lebesgue measure]] and [[Dirac measure]] on the real line are inequivalent. | |||
== References == | |||
{{reflist}} | |||
*{{cite book |title=Measure Theory|first=Paul R.|last=Halmos |publisher=Springer|year=1974|isbn=0-387-90088-8|page=126}} | |||
[[Category:Measure theory]] |
Latest revision as of 20:15, 15 July 2013
In mathematics, and specifically in measure theory, equivalence is a notion of two measures being "the same".
Definition
Let (X, Σ) be a measurable space, and let μ, ν : Σ → R be two signed measures. Then μ is said to be equivalent to ν if and only if each is absolutely continuous with respect to the other. In symbols:
Equivalence of measures is an equivalence relation on the set of all measures Σ → R.
Examples
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- Gaussian measure and Lebesgue measure on the real line are equivalent to one another.
- Lebesgue measure and Dirac measure on the real line are inequivalent.
References
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