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FALSE: the Radon-Nikodym theorem holds without sigma-finiteness
Statement
False claim: If positive measures satisfy , then there is always a nonnegative measurable function with for every measurable set , even when is not sigma-finite.
Facts & Assumptions
Given: Counting measure and Lebesgue measure on .
Counting measure is a measure with for each point. (Counting measure on an arbitrary set, Counting measure is a measure)
A nonnegative density representation would satisfy on every measurable set (The measure with density relative to ).
The interval is uncountable (Every nondegenerate interval of is uncountable).
Lebesgue measure is the Lebesgue--Stieltjes measure of the identity, and that measure assigns the increment (Lebesgue measure is the Lebesgue-Stieltjes measure of the identity function, Assuming countable choice, a nondecreasing right-continuous function defines a Borel measure on ).
Refutation
Lebesgue measure is absolutely continuous with respect to counting measure on , because every counting-null measurable set is empty. Moreover, a set has finite counting measure only when it is finite. If were sigma-finite, would be a countable union of finite sets and hence countable, contradicting [L3]. Thus the dominating measure is not sigma-finite.
If a density as in [L2] existed, then applying it to singletons and using [L1] would give for every . But [L4] gives , whereas the assumed representation gives . Hence the theorem fails without sigma-finiteness of the dominating measure.
Depends on
- Counting measure on an arbitrary set
- Counting measure is a measure
- The measure with density $f$ relative to $\mu$
- Every nondegenerate interval of $\mathbb{R}$ is uncountable
- Lebesgue measure is the Lebesgue-Stieltjes measure of the identity function
- Assuming countable choice, a nondecreasing right-continuous function defines a Borel measure on $\mathbb{R}$
Used by
Nothing in the library uses this result yet.
Dependency tree · two levels
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Sources
- Sheldon Axler, Measure, Integration & Real Analysis, Exercise 13 (standard reference, not scraped)
- John K. Hunter, Measure Theory, Example 6.28 (standard reference, not scraped)