Alphabeta Math
DefinitionDefinition: Literature-sourcedProof: Not applicablejudge pass (gpt-5.6-terra)audited 2026-08-31
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The Radon-Nikodym derivative as an almost-everywhere equivalence class

Definition

Let μ be a sigma-finite positive measure.

  1. If ν is a signed measure satisfying the hypothesis of A sigma-finite signed measure that is absolutely continuous with respect to a sigma-finite positive measure has a unique almost-everywhere density and νμ, the Radon-Nikodym derivative dν/dμ is the μ-almost-everywhere equivalence class of measurable real-valued functions f satisfying the measurable-set integral formula in that theorem.
  2. If ν is a finite complex measure and νμ, the Radon-Nikodym derivative dν/dμ is the μ-almost-everywhere equivalence class of complex L1(μ) functions h satisfying ν(E)=Ehdμ(EA), as given by A finite complex measure absolutely continuous with respect to a sigma-finite positive measure has an integrable complex density.

In both cases the derivative is not a distinguished pointwise function: it is determined only up to μ-almost-everywhere equality in the sense of Measure-null sets and almost-everywhere statements relative to a measure.

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Sources