The theorem is concerned with the existence of density (also known as derivative) of one measure with respect to another. Let \((\Omega , {\mathscr {F}})\) be a measurable space, i.e. a set Ω together with a σ-algebra \({\mathscr {F}}\) of subsets of Ω.

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Radon-Nikodým Theorem, The

  • Takis Konstantopoulos,
  • Zurab Zerakidze,
  • Grigol Sokhadze

摘要

The theorem is concerned with the existence of density (also known as derivative) of one measure with respect to another. Let \((\Omega , {\mathscr {F}})\) be a measurable space, i.e. a set Ω together with a σ-algebra \({\mathscr {F}}\) of subsets of Ω.