Let \((X, \mathcal {M})\) be a measurable space, \(\mu , \nu \) positive measures on \((X, \mathcal {M})\). Suppose \(\nu (X) < \infty \). Prove that
\(\nu \) \(\ll \mu \) if and only if for every \(\epsilon > 0\) there exists \(\delta > 0\) such that \(\mu (E) < \delta \) implies \(\nu (E) < \epsilon \).
For \(\mu \) the Lebesgue measure on \(\mathbb {R}\) find a positive (but infinite) measure \(\nu \) such
that \(\nu \) \(\ll \mu \) but the \(\epsilon \)-\(\delta \) statement in (a) fails.