Let M be a sigma-algebra M, and let λ_1 and λ_2 be measures on M. If there exists a pair of disjoint sets A and B such that λ_1 is concentrated on A and λ_2 is concentrated on B, then λ_1 and λ_2 are said to be mutually singular, written λ_1 ⊥λ_2.
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