TheoremBase

Atomless Probability Measure on Euclidean Space

A probability measure on Euclidean space is atomless if every one-point set is null for it.

Statement

In the setting of Probability Measures on Euclidean Space and Random Vectors: Standing Notation, let q∈Nq\in\mathbb{N} satisfy 1≤q1\le q and let μ\mu belong to the set P(Rq)\mathcal{P}(\mathbb{R}^{q}) of probability measures on Rq\mathbb{R}^{q}. For x∈Rqx\in\mathbb{R}^{q} the one-point set {x}\{x\} belongs to B(Rq)\mathcal{B}(\mathbb{R}^{q}) by Pairs of Euclidean Points: Coordinate Projections, Pairings, the Product Measure on a Euclidean Space, Borel Norm Functions and Finite Sets (v), so μ({x})\mu(\{x\}) is defined.

(Atomless measure) The measure μ\mu is atomless if

μ({x})=0for every x∈Rq.\mu(\{x\})=0\qquad\text{for every }x\in\mathbb{R}^{q}.

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