Let $\mu$ and $\nu$ be two (positive) measures, where $\mu$ is finite. Is it true that if $\nu \ll \mu$ and $\mu$ is finite, does it imply that $\nu$ is also finite? If so, how does one prove it? If not, what is a counter-example?
2026-02-24 08:20:55.1771921255
If $\nu \ll \mu$ and $\mu$ is finite, does it implies that $\nu$ is also finite?
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No. Take $((0,1),m)$ where $m$ is the Lebesgue measure and $\nu(dx)=\frac{1}{x}m(dx)$ for a counter-example.