Let be a Positive Measure on a Sigma Algebra , and let be an arbitrary (real or complex) Measure on . If there is a Set such that for every , then is said to be concentrated on . This is equivalent to requiring that whenever .
See also Absolutely Continuous, Mutually Singular
Rudin, W. Functional Analysis, 2nd ed. New York: McGraw-Hill, p. 121, 1991.