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Radon-Nikodym derivatives add almost everywhere
Statement
Let be a sigma-finite positive measure. Let be either two finite signed measures or two finite complex measures, with and . Then
Facts & Assumptions
Given: Measures absolutely continuous with respect to .
A representative of recovers the measurable-set values of . (Integrating against a Radon-Nikodym derivative recovers integration against the measure)
The representing density is unique up to -almost-everywhere equality for signed measures under the Radon--Nikodym hypotheses and for finite complex measures (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).
Proof
Choose representatives of for . For every measurable set , [L1] gives
The function is therefore a density for , so [L2] yields
Depends on
- The Radon-Nikodym derivative as an almost-everywhere equivalence class
- Integrating against a Radon-Nikodym derivative recovers integration against the measure
- 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
Used by
Nothing in the library uses this result yet.
Dependency tree · two levels
16 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 13.8 (standard reference, not scraped)