Let be a Sigma Algebra , and let and be Measures on . If there Exists a pair of disjoint Sets and such that is Concentrated on and is Concentrated on , then and are said to be mutually singular, written .
See also Absolutely Continuous, Concentrated, Sigma Algebra
References
Rudin, W. Functional Analysis, 2nd ed. New York: McGraw-Hill, p. 121, 1991.