In mathematics, two positive (or signed or complex) measures μ and ν defined on a measurable space (Ω, Σ) are called singular if there exist two disjoint sets A and B in Σ whose union is Ω such that μ is zero on all measurable subsets of B while ν is zero on all measurable subsets of A. This is denoted by
A refined form of Lebesgue's decomposition theorem decomposes a singular measure into a singular continuous measure and a discrete measure. See below for examples.
Examples on Rn
As a particular case, a measure defined on the Euclidean space Rn is called singular, if it is singular in respect to the Lebesgue measure on this space. For example, the Dirac delta function is a singular measure.
Example. A discrete measure.
The Heaviside step function on the real line,
has the Dirac delta distribution
Example. A singular continuous measure.
The Cantor distribution has a cumulative distribution function that is continuous but not absolutely continuous, and indeed its absolutely continuous part is zero: it is singular continuous.