Prove $\nu$ is absolutely continuous to Lebesgue measure if and only if $f$ is absolutely continuous.

absolute-continuityborel-measuresintegrationlebesgue-measuremeasure-theory

Let $\nu$ be a finite Borel measure on $[0,1]$. Define $f : [0,1] \to \mathbb R$ by $f(x) = \nu ([0,x))$. Prove $\nu$ is absolutely continuous to Lebesgue measure (\mu) if and only if $f$ is absolutely continuous.

This is my attempt with the questions I have on it:

($\Rightarrow$) Assume $\nu << \mu$. Then whenever $E \subset [0,1]$ and

$\nu(E) < \delta \rightarrow \nu (E) <\epsilon \leq \delta$ (is this correct?)

Let $\{[a_k, b_k)\}_{k \in \mathbb N}$ be a collection of half-open intervals (Can the collection be Borel only, not open?) such that $\mu ([a_k,b_k)) <\frac{\delta}{2^k}$ for all $k$. It is clear that
$$\sum_{k} |b_k -a_k|=\sum_{k} \mu ([a_k,b_k)) < \delta.$$

Then

$$\sum_{k} |f(b_k) – f(a_k)| = \sum_k \nu([a_k,b_k)) < \sum_k \frac{\epsilon}{2^k} =\epsilon.$$

The other side is going to be similar. Is my work correct?

Best Answer

Let $f$ be absolutely continuous. You may note that $f$ is continuous and this implies $\nu \{x\}=0$ for every $x$. This allows us to use open intervals instead of half open intervals.

Let $\mu (E)=0$ and $\epsilon>0$. Let $\delta>0$ be chosen as in the definition of absolute continuity. There exists an open set $V$ such that $E \subseteq V$ and $\mu (V)<\delta$ . We can write $V$ as disjoint union of open intervals $(a_i,b_i), i\ge 1$. For any $N$ the total length of $(a_i,b_i), 1\le i\le N$ is less than $\delta$, so $\sum\limits_{k=1}^{N}|f(b_i)-f(a_i)|<\epsilon$. This gives $\nu (\bigcup\limits_{i=1}^{N} ((a_i,b_i))<\epsilon$ or $\sum\limits_{i=1}^{N}\nu((a_i,b_i))<\epsilon$. Let $N \to \infty$ to get $\sum\limits_{i=1}^{\infty}\nu((a_i,b_i))<\epsilon$. Finally, $\nu (E) \leq \nu (V) \leq \sum\limits_{i=1}^{\infty}\nu((a_i,b_i))\le \epsilon$ and $\epsilon$ is arbitrary, so $\nu (E)=0$. .