Let $X$ be a separable metric space and $p$ a probability measure on the Borel Sets of $X$.
Denote $S_p$ the support of $p$, i.e. the set of points which have positive measure for any ball around them
How to prove that the support of p is of full measure, i.e. $p(S_p)=1$?
Thanks,
Shlomi
Best Answer
A separable metric space is strongly Lindelof, that is, every open cover of an open subset has a countable subcover. The complement of the support is the union of all open balls with zero measure. By reducing to a countable subcover, we see that this set has measure zero. So the support has full measure.