Countable Sets are Null for an Atomless Measure, One-Point Sets are Lebesgue Null, and an Absolutely Continuous Measure is Atomless
lemmaAnalysisProbabilitylem:atomless-basic-euclidean-2026aAn 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.
In the setting of Probability Measures on Euclidean Space and Random Vectors: Standing Notation, whose notation of Euclidean Space and Lebesgue Measure: Standing Notation is in force, let satisfy , let be the Lebesgue measure on , and let .
1. (Countable sets are null for an atomless measure)¶ Suppose that is atomless and let be countable. Then and .
2. (One-point sets are Lebesgue null)¶ For every one has . Consequently every countable subset of belongs to and satisfies .
3. (Absolutely continuous implies atomless)¶ If is absolutely continuous, then is atomless.
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