Singular measure
In mathematics, two positive measures μ and ν defined on a measurable space are called singular if there exist two disjoint sets A and B in Σ whose union is Ω such that μ is zero on all measurable subsets of B while ν is zero on all measurable subsets of A. This is denoted by
A refined form of Lebesgue's decomposition theorem decomposes a singular measure into a singular continuous measure and a discrete measure. See below for examples.Examples on '''R'''''n''
As a particular case, a measure defined on the Euclidean space is called singular, if it is singular with respect to the Lebesgue measure on this space. For example, the Dirac delta function is a singular measure.
Example. A discrete measure.
The Heaviside step function on the real line,
has the Dirac delta distribution as its distributional derivative. This is a measure on the real line, a "point mass" at 0. However, the Dirac measure is not absolutely continuous with respect to Lebesgue measure, nor is absolutely continuous with respect to : but ; if is any open set not containing 0, then but.
Example. A singular continuous measure.
The Cantor distribution has a cumulative distribution function that is continuous but not absolutely continuous, and indeed its absolutely continuous part is zero: it is singular continuous.
Example. A singular continuous measure on R2.
The upper and lower Fréchet–Hoeffding bounds are singular distributions in two dimensions.
