4 votes

Convergent sequences under different probability measures

Clarification: When $\mathbf{Q}\ll\mathbf{P}$, every $\mathbf{P}$ null set is a $\mathbf{Q}$ nullset, but not necessarily vice versa. I'm not sure how intuitive you will find these, but here are two ...
John Dawkins's user avatar
2 votes

comparing two measures on the square

Consider the measure with probability density $$ f = 2\cdot (1_{[0,1/2]^2}+1_{[1/2,1]^2}). $$
PhoemueX's user avatar
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