Singular nontrivial Borel measure with respect to Lebesgue measure

measure-theoryreal-analysis

Problem:

Does there exists a nontrivial Borel measure $\mu$ singular w.r.t Lebesgue measure on Borel $\sigma-$ algebra with
$$\mu({x})=0,\forall x\in \mathbb{R}^1$$

My thought: If it happens,there exists a measurable set $E$ such that
$$\mu({E})>0$$
And $E$ cannot contain any open set, but contain uncountable single points. It seems that we can construct the measure by using Cantor set. However ,how to make it concretely?

Best Answer

The Cantor function [ see https://en.wikipedia.org/wiki/Cantor_function ] is an increasing continuous function $F: \mathbb R \to \mathbb R$ such that $F'(x)=0$ a.e. (w.r.t. Lebesgue measure), $ F(-\infty )=0$ and $F(\infty)=1$. There is a Borel probability measure $\mu $ on $\mathbb R$ such that $\mu (-\infty, x]=F(x)$ for all $x \in \mathbb R$. This measure satisfies your requirements.