OurBigBook.comSite Source code

Radon-Nikodym theorem

For sigma-finite measures,

ν ≪ μ

implies

ν (A) = \int_{A} (d ν / d μ) d μ

for a nonnegative measurable density unique almost everywhere.

Table of contents 30 1
- Positive Radon-Nikodym derivative Radon-Nikodym theorem 16

 Ancestors (7)

 Incoming links (5)