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TheoremStatement: Literature-sourcedProof: AI-generatedprecheck passaudited 2026-08-31
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Radon-Nikodym derivatives add almost everywhere

Statement

Let μ be a sigma-finite positive measure. Let ν1,ν2 be either two finite signed measures or two finite complex measures, with ν1μ and ν2μ. Then d(ν1+ν2)dμ=dν1dμ+dν2dμμ-almost everywhere.

Facts & Assumptions

Given: Measures ν1,ν2 absolutely continuous with respect to μ.

[L1]

A representative of dν/dμ recovers the measurable-set values of ν. (Integrating against a Radon-Nikodym derivative recovers integration against the measure)

Proof

technique · direct
1.1

Choose representatives hj of dνj/dμ for j=1,2. For every measurable set E, [L1] gives (ν1+ν2)(E)=ν1(E)+ν2(E)=Eh1dμ+Eh2dμ=E(h1+h2)dμ.

L1choosealgebra
2.1

The function h1+h2 is therefore a density for ν1+ν2, so [L2] yields d(ν1+ν2)dμ=h1+h2=dν1dμ+dν2dμμ-almost everywhere.

step 1.1L2

Depends on

Used by

Nothing in the library uses this result yet.

Dependency tree · two levels

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Sources