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Dec 4, 2023 at 7:59 comment added Nate Eldredge Well, then it depends on what "different measure" you have in mind. There's no universal choice. Indeed, given any $\sigma$-finite measure $\mu$ on an uncountable Polish space $S$, there exists a probability measure $P$ which is singular to $\mu$.
Dec 3, 2023 at 13:36 comment added Iris Allevi I'd like to write a density with respect to a different measure, e.g. the product measure of the Lebesgue and counting measures.
Dec 3, 2023 at 13:29 vote accept Iris Allevi
Dec 3, 2023 at 4:23 history became hot network question
Dec 2, 2023 at 20:22 comment added Gerald Edgar Can you just take $\mu = P$? Then $P$ has density identically $1$ with respect to $\mu$.
Dec 2, 2023 at 19:29 comment added Michael Hardy My answer below explains the proper way of using the word "discrete" in this context (which differs from what your question seems to suggest) and says something about how "continuous" is to be understood as well.
Dec 2, 2023 at 19:18 review Close votes
Dec 16, 2023 at 3:05
Dec 2, 2023 at 19:07 answer added Michael Hardy timeline score: 4
Dec 2, 2023 at 18:45 answer added Mark Schultz-Wu timeline score: 6
S Dec 2, 2023 at 18:31 review First questions
Dec 2, 2023 at 19:10
S Dec 2, 2023 at 18:31 history asked Iris Allevi CC BY-SA 4.0