In the measurable space (R, B), the two measures ν = λ and µ = ∞ · λ are given. So, µ(A) = 0 if λ(A) = 0, ∞ otherwise. Show that ν ≪ µ but ν cannot be written as an integral with respect to µ.
Added by Nathaniel T.
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This is because if µ(A) = 0, then A is a null set with respect to µ, and by the definition of absolute continuity, ν ≪ µ if for every null set A with respect to µ, ν(A) = 0. Show more…
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