Let \(\mu \) and \(\nu \) be two finite positive measures on a measurable space \((X,\mathcal {M})\). Suppose for every \(\epsilon >0\), there exists \(E\in \mathcal {M}\) such that \(\mu (E)<\epsilon \) and \(\nu (X\setminus E)<\epsilon \). Show that \(\mu \perp \nu \) (\(\mu \) and \(\nu \) are mutually singular).
Question
Math 6210 • Real Analysis
Fall 2024 • Question 4