It has been shown by R. P.
Kaufman and the author that if μ is a measure of total variation 1 with values in Rn,
then there is a measurable set E with
The main purpose of this paper is to determine for which measures μ there is no set
E with
It will be shown that they are the measures which satisfy the following two
conditions:
(i) The measure of the whole space is zero.
(ii) The induced probability measure α ∘ f(|μ|) on the projective space Pn−1 is
orthogonally invariant, where f = dμ∕d|μ| maps the measure space to the sphere
Sn−1 and α is the natural map of Sn−1 onto Pn−1.
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