Lets consider the integral $\int_{0}^{1}logxd\mu$ where measure $\mu$ is equivalent to the Lebesgue measure. What about convergence of this integral? Thanks.
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Maybe yes, maybe no. Let Lebesgue measure be $\lambda$. If $\mu=\lambda$, the integral is convergent. On the other hand, if $$ \mu(A)=\int_A \frac{1}{|x|} d\lambda(x) \qquad \text{for all measurable sets } A, $$ then it's not. |
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