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 .

**References**

Rudin, W. *Functional Analysis, 2nd ed.* New York: McGraw-Hill, p. 121, 1991.

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1999-05-26