Bourbaki

Exercise 5, § 5

Integration, V, p. 99

Let ρ,σ\rho, \sigma be two atomic measures on T, and let M, N be the smallest sets carrying ∣ρ∣|\rho| and ∣σ∣|\sigma|, respectively. For ρ\rho and σ\sigma to be alien, it is necessary and sufficient that M∩N=∅M \cap N = \varnothing. From this, deduce an example of an atomic measure ν\nu on the interval I=[0,1]I = [0,1] of R\mathbf{R}, such that I is the support of ν+\nu^+ and of ν−\nu^-.

Solution

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Transcribed from the printed volume. Not translated.