Absolute Continuity - Relation Between The Two Notions of Absolute Continuity

Relation Between The Two Notions of Absolute Continuity

A finite measure μ on Borel subsets of the real line is absolutely continuous with respect to Lebesgue measure if and only if the point function

is locally an absolutely continuous real function. In other words, a function is locally absolutely continuous if and only if its distributional derivative is a measure that is absolutely continuous with respect to the Lebesgue measure.

If the absolute continuity holds then the Radon-Nikodym derivative of μ is equal almost everywhere to the derivative of F.

More generally, the measure μ is assumed to be locally finite (rather than finite) and F(x) is defined as μ((0,x]) for x>0, 0 for x=0, and -μ((x,0]) for x<0. In this case μ is the Lebesgue-Stieltjes measure generated by F. The relation between the two notions of absolute continuity still holds.

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