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Equivalent sigma-finite positive measures have reciprocal Radon-Nikodym derivatives almost everywhere
Statement
Let and be equivalent sigma-finite positive measures on the same measurable space. Then and therefore also -almost everywhere.
Facts & Assumptions
Given: Sigma-finite positive measures and with .
Under one exhaustion finite for the outer and intermediate positive measures and the variation of the inner measure, the chain rule gives almost everywhere along (Radon-Nikodym derivatives satisfy the chain rule along nu << mu << lambda).
The constant function represents because for every measurable set, and the representing density is unique up to almost-everywhere equality. (A sigma-finite signed measure that is absolutely continuous with respect to a sigma-finite positive measure has a unique almost-everywhere density)
Proof
Choose increasing finite-measure exhaustions for and for , and put . After replacing both exhaustions by finite unions, is increasing, covers , and is finite for both measures. Apply [L1] to the chain on this common exhaustion. Then By [L2], almost everywhere, so
Interchanging the roles of and gives Because and have the same null sets, the two almost-everywhere conclusions are equivalent.
Depends on
Used by
Nothing in the library uses this result yet.
Dependency tree · two levels
14 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Richard F. Bass, Real Analysis for Graduate Students, Exercise 13.5 and Exercise 13.6 (standard reference, not scraped)