TheoremBase

Countable Sets are Null for an Atomless Measure, One-Point Sets are Lebesgue Null, and an Absolutely Continuous Measure is Atomless

An atomless probability measure gives measure zero to every countable set; one-point sets in Euclidean space are Lebesgue null; and every absolutely continuous probability measure is atomless.

Statement

In the setting of Probability Measures on Euclidean Space and Random Vectors: Standing Notation, whose notation of Product Measures and Lebesgue Measure on ℝⁿ: Standing Notation and Background is in force, let q∈Nq\in\mathbb{N} satisfy 1≤q1\le q, let λq\lambda_{q} be the Lebesgue measure on B(Rq)\mathcal{B}(\mathbb{R}^{q}), and let μ∈P(Rq)\mu\in\mathcal{P}(\mathbb{R}^{q}).

1. (Countable sets are null for an atomless measure) Suppose that μ\mu is atomless and let A⊆RqA\subseteq\mathbb{R}^{q} be countable. Then A∈B(Rq)A\in\mathcal{B}(\mathbb{R}^{q}) and μ(A)=0\mu(A)=0.

2. (One-point sets are Lebesgue null) For every x∈Rqx\in\mathbb{R}^{q} one has λq({x})=0\lambda_{q}(\{x\})=0. Consequently every countable subset AA of Rq\mathbb{R}^{q} belongs to B(Rq)\mathcal{B}(\mathbb{R}^{q}) and satisfies λq(A)=0\lambda_{q}(A)=0.

3. (Absolutely continuous implies atomless) If μ\mu is absolutely continuous, then μ\mu is atomless.

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