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Let 
 be a Positive Measure on a Sigma Algebra 
, and let 
 be an arbitrary
(real or complex) Measure on 
. If there is a Set 
 such that 
for every 
, then 
 is said to be concentrated on 
.  This is equivalent to requiring that 
whenever 
.
See also Absolutely Continuous, Mutually Singular
References
Rudin, W.  Functional Analysis, 2nd ed.  New York: McGraw-Hill, p. 121, 1991.