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It is common to define null (resp. full) subsets of a $n$-dimensional manifold $M$ in the following way: $A \subseteq M$ is a null subset if its preimage under every coordinate chart is a null (resp. full) subset of the chart's domain (which is an open subset of the Cartesian space $\mathbb{R}^n$) under the Lebesgue measure.

Consider a smooth measure $\mu$ on $M$, i.e. $\mu$ is induced from a volume form or a density of $M$, and assume that $A \subseteq M$ is a null subset in the sense of the previous definition, must we have $\mu(A) = 0$? (resp. question for full $\mu$-measure).

Related question: if $\mu_1$ and $\mu_2$ are smooth measures on $M$, do they have to be mutually absolutely continuous?

maxbo
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Let $\rho$ be a non-negative smooth scalar density on $M$, and $\mu$ the associated measure. Recall that this means (almost by definition) that given any chart $(U,\alpha)$ on $M$ and any Lebesgue-measurable subset $A\subset M$, we have \begin{align} \mu(A\cap U)&=\int_{\alpha[A\cap U]}\rho_{\alpha}(x)\,d\lambda_n(x)\tag{$*$}, \end{align} where $\rho_{\alpha}:\alpha[U]\to (0,\infty)$ is the local coordinate expression of the density and $\lambda_n$ denotes the Lebesgue measure on $\Bbb{R}^n$. More succinctly, this says that on $\alpha[U]$, we have $\frac{d(\alpha_*\mu)}{d\lambda_n}=\rho_{\alpha}$, or equivalently that when restricted to $U$, we have $\frac{d\mu}{d(\alpha^*\lambda_n)}= \rho_{\alpha}\circ \alpha$ (where $\alpha_*$ denotes pushforward of measures, and $\alpha^*=(\alpha^{-1})_*$ is the pullback of measures).

With this in mind, the first definition of null implies the second. To justify this, fix an at-most countable atlas $\{(U_i,\alpha_i)\}$ of $M$, and suppose $A$ is a null set in the sense of the first definition. Then for each index $i$, we have $\mu(A\cap U_i)=\int_{\alpha_i[A\cap U_i]}\rho_{\alpha_i}\,d\lambda_n=0$, since we're integrating a non-negative function over a set of Lebesgue measure zero. Therefore (countable subadditivity of measures), $\mu(A)\leq \sum_{i}\mu(A\cap U_i)=0$.

The converse is true if we assume $\rho$ is a strictly positive density. In this case, if $\mu(A)=0$, then for any chart $(U,\alpha)$ of $M$, we have by monotonicity of measures, $0=\mu(A\cap U)=\int_{\alpha[A\cap U]}\rho_{\alpha}\,d\lambda_n$; and since $\rho_{\alpha}$ is a strictly positive function, we have $\lambda_n(\alpha[A\cap U])=0$, thereby recovering the first definition.

The analogous statements for full measure can be obtained from the above statements by taking complements (after all a set is defined to have full measure if its complement has measure zero).

For the final question, we have the following theorem:

Let $M$ be a smooth manifold, $\rho_1,\rho_2$ smooth non-negative densities on $M$, and $\mu_1,\mu_2$ their associated measures. If $\rho_2$ is strictly positive, then $\mu_1\ll\mu_2$, and the Radon-Nikodym derivative $\frac{d\mu_1}{d\mu_2}:M\to \Bbb{R}$ is a smooth non-negative function such that for any coordinate chart $(U,\alpha)$, we have \begin{align} \frac{d\mu_1}{d\mu_2}\bigg|_U &=\left(\frac{\rho_{1,\alpha}}{\rho_{2,\alpha}}\right)\circ \alpha. \end{align}

The proof is pretty simple. If $\mu_2(A)=0$, then because $\rho_2$ is assumed strictly positive, we have that $A$ is a null set in the sense of the first definition, and hence $\mu_1(A)=0$ (because $\rho_1$ is a non-negative density). This shows $\mu_1\ll\mu_2$, and hence, by the Radon-Nikodym theorem, the derivative $\frac{d\mu_1}{d\mu_2}$ exists.

However, in this specific case, we do not have to appeal to the Radon-Nikodym theorem to assert the existence of the derivative; we can actually proceed directly. If we fix a chart $(U,\alpha)$, then the definition $(*)$ above shows tells us that $\frac{d\mu_1}{d(\alpha^*\lambda_n)}=\rho_{1,\alpha}\circ \alpha$ and $\frac{d\mu_2}{d(\alpha^*\lambda_n)}=\rho_{2,\alpha}\circ \alpha$. Now hopefully you've justified the 'chain rule' for Radon-Nikodym-derivatives, because from this it follows $\frac{d\mu_1}{d\mu_2}\bigg|_U=\frac{\rho_{1,\alpha}}{\rho_{2,\alpha}}\circ \alpha$ (and from this explicit formula, we know the Radon-Nikodym derivative is smooth and non-negative).

Finally, if you assume the two densities $\rho_1,\rho_2$ are strictly positive (which is the case if the densities are induced by a non-degenerate $(0,2)$-tensor field on the manifold, e.g. from a (pseudo-)Riemannian metric, or a symplectic form), then applying the theorem above twice, we see that the induced measures are mutually absolutely continuous, and the Radon-Nikodym derivatives are as obvious as it can get.

peek-a-boo
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  • Thank you! Do you have a reference for this and/or related topics? – maxbo Jun 13 '22 at 17:25
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    @maxbo I've pieced this stuff together from various books, e.g Loomis and Sternberg's Advanced Calculus, Chapter 10, Amann and Escher's Analysis III and Dieudonne's Treatise on Analysis Vol III, section 16.20-16.24. Loomis talks about densities but not measures (they only introduced the theory of content rather than measures), but the ideas are essentially there. Amann and Escher do talk about how a measure is induced from a Riemannian metric (and other basic facts), and Dieudonne also goes over carefully how to transport Lebesgue integration and measures to manifolds. – peek-a-boo Jun 13 '22 at 17:30
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    but I don't think I've seen any one source which states and proves the absolute continuity; it's one of those facts which I've heard about, and I just worked out the details one day. (For example, it's also a good idea to work out, given densities on two manifolds, and the associated measures, how one can induce corresponding densities and measures on the product manifold $M\times N$ and other basic stuff like this). – peek-a-boo Jun 13 '22 at 17:32