Density level sets separate a singular measure

ID: density-level-sets-separate-a-singular-measure

Suppose a finite nonnegative measure has finite-level densities with respect to a probability measure . The event belongs to that level's sigma-algebra, so its measure is . The set where nonnegative tends to zero is contained in the eventual occurrence of every such level event; it therefore has measure at most for every , hence zero. If the same limit set has full -measure, the two measures are singular.

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