On existence of the support of a Borel measure

Abstract

Abstract We present arguments showing that the standard notion of the support of a probabilistic Borel measure is not well defined in every topological space. Our goal is to create a “very inseparable” space and to show the existence of a family of closed sets such that each of them is of full measure, but their intersection is empty. The presented classic construction is credited to Jean Dieudonné and dates back to 1939. We also propose certain, up to our best knowledge, new simplifications.