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The Radon-Nikodym derivative as an almost-everywhere equivalence class
Definition
Let be a sigma-finite positive measure.
- If 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 , the Radon-Nikodym derivative is the -almost-everywhere equivalence class of measurable real-valued functions satisfying the measurable-set integral formula in that theorem.
- If is a finite complex measure and , the Radon-Nikodym derivative is the -almost-everywhere equivalence class of complex functions satisfying 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 -almost-everywhere equality in the sense of Measure-null sets and almost-everywhere statements relative to a measure.
Depends on
- A sigma-finite signed measure that is absolutely continuous with respect to a sigma-finite positive measure has a unique almost-everywhere density
- A finite complex measure absolutely continuous with respect to a sigma-finite positive measure has an integrable complex density
- Measure-null sets and almost-everywhere statements relative to a measure
Used by
- Equivalent sigma-finite positive measures have reciprocal Radon-Nikodym derivatives almost everywhere Corollary
- An absolutely continuous finite measure can have an unbounded Radon-Nikodym derivative Counterexample
- Two Radon-Nikodym derivatives can differ on a null set Counterexample
- A piecewise-quadratic distribution function recovers its density Example
- The chain rule for Radon-Nikodym derivatives on [0,1] Example
- The density 2x on [0,1] is the Radon-Nikodym derivative of its density measure Example
- FALSE: absolutely continuous measures always have bounded Radon-Nikodym derivatives False statement
- FALSE: the Radon-Nikodym derivative is a uniquely determined function False statement
- The Radon-Nikodym derivative is integrable exactly when the absolutely continuous part is finite Proposition
- Every finite signed or complex measure has a polar decomposition against its total variation Theorem
- For finite signed or complex measures, absolute continuity is equivalent to the epsilon-delta small-set condition Theorem
- Integrating against a Radon-Nikodym derivative recovers integration against the measure Theorem
- Radon-Nikodym derivatives add almost everywhere Theorem
- Radon-Nikodym derivatives satisfy the chain rule along nu << mu << lambda Theorem
- The total variation of an absolutely continuous signed or complex measure has density the absolute value of the Radon-Nikodym derivative Theorem
Dependency tree · two levels
13 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
- Sheldon Axler, Measure, Integration & Real Analysis, paragraph after 9.36 (standard reference, not scraped)
- Richard F. Bass, Real Analysis for Graduate Students, Chapter 13 (standard reference, not scraped)