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Radon-Nikodym derivatives add almost everywhere
Statement
Assume the Axiom of Choice. 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: AC and finite measures absolutely continuous with respect to .
Under AC, absolutely continuous finite signed measures have unique almost-everywhere L1 densities; the repaired complex corollary supplies the same for finite complex measures. (The Axiom of Choice, 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, The Radon-Nikodym derivative as an almost-everywhere equivalence class)
The integral is linear on L1. (The Lebesgue integral is linear on )
The Jordan parts of a finite-valued signed measure have finite totals (their totals are finite measure values on Hahn pieces); their sum is the total variation. (Jordan decomposition of a signed measure into unique mutually singular positive parts, For a signed measure, total variation is nu-plus plus nu-minus, finite partitions suffice, and nu-plus and nu-minus are extremal)
Proof
The sum is finite-valued and countably additive, and vanishes on every -null set, so is a finite signed or finite complex measure of the same type and is absolutely continuous. In the signed case [L3] gives finite total variation for both summands and the sum. Any increasing finite-measure exhaustion for is therefore common to these measures. Under AC apply [L1] to choose representing , and to obtain the almost-everywhere unique density of their sum.
By [L2], is L1, and for every measurable , Thus it is a density of the sum. Uniqueness in [L1] gives the asserted equality of RN classes.
Depends on
- The Axiom of Choice
- The Radon-Nikodym derivative as an almost-everywhere equivalence class
- Jordan decomposition of a signed measure into unique mutually singular positive parts
- For a signed measure, total variation is nu-plus plus nu-minus, finite partitions suffice, and nu-plus and nu-minus are extremal
- The Lebesgue integral is linear on $L^1(\mu)$
- 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
24 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)