Exact definition of Radon-Nikodym Theorem












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$begingroup$


A part of the RND Theorem states for $sigma-$ finite measures $nu, mu$ on $(X,mathcal{A})$



$nu << mu iff exists f$ non-negative and measurable: $nu(A)=int_{A}fdmu$ for all $A in mathcal{A}$



Questions:



$1.$ This may fall under logic but does the "for all $A in mathcal{A}$" mean "$exists f,forall A in mathcal{A}$" or rather $forall A in mathcal{A},exists f"$. In other words, is that $f$ dependent on the choice of $A in mathcal{A}$?



I realize the RND derivative (i.e. in our case, $f = frac{d nu}{d mu}$) is an equivalence class of non-negative, measurable functions that are equal to each other almost everywhere. But I am not sure whether I understand the theorem precisely (regarding $1.$).



But if I have $nu << mu$ and



$int gdnu=int fdmu$, does that mean $g = f, mu-$a.e.?










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$endgroup$












  • $begingroup$
    It means $exists f,forall A$, i.e., one function works for all $Ainmathcal A$ simultaneously. (The other interpretation would be trivial.)
    $endgroup$
    – Andreas Blass
    Jan 17 at 19:46
















0












$begingroup$


A part of the RND Theorem states for $sigma-$ finite measures $nu, mu$ on $(X,mathcal{A})$



$nu << mu iff exists f$ non-negative and measurable: $nu(A)=int_{A}fdmu$ for all $A in mathcal{A}$



Questions:



$1.$ This may fall under logic but does the "for all $A in mathcal{A}$" mean "$exists f,forall A in mathcal{A}$" or rather $forall A in mathcal{A},exists f"$. In other words, is that $f$ dependent on the choice of $A in mathcal{A}$?



I realize the RND derivative (i.e. in our case, $f = frac{d nu}{d mu}$) is an equivalence class of non-negative, measurable functions that are equal to each other almost everywhere. But I am not sure whether I understand the theorem precisely (regarding $1.$).



But if I have $nu << mu$ and



$int gdnu=int fdmu$, does that mean $g = f, mu-$a.e.?










share|cite|improve this question











$endgroup$












  • $begingroup$
    It means $exists f,forall A$, i.e., one function works for all $Ainmathcal A$ simultaneously. (The other interpretation would be trivial.)
    $endgroup$
    – Andreas Blass
    Jan 17 at 19:46














0












0








0





$begingroup$


A part of the RND Theorem states for $sigma-$ finite measures $nu, mu$ on $(X,mathcal{A})$



$nu << mu iff exists f$ non-negative and measurable: $nu(A)=int_{A}fdmu$ for all $A in mathcal{A}$



Questions:



$1.$ This may fall under logic but does the "for all $A in mathcal{A}$" mean "$exists f,forall A in mathcal{A}$" or rather $forall A in mathcal{A},exists f"$. In other words, is that $f$ dependent on the choice of $A in mathcal{A}$?



I realize the RND derivative (i.e. in our case, $f = frac{d nu}{d mu}$) is an equivalence class of non-negative, measurable functions that are equal to each other almost everywhere. But I am not sure whether I understand the theorem precisely (regarding $1.$).



But if I have $nu << mu$ and



$int gdnu=int fdmu$, does that mean $g = f, mu-$a.e.?










share|cite|improve this question











$endgroup$




A part of the RND Theorem states for $sigma-$ finite measures $nu, mu$ on $(X,mathcal{A})$



$nu << mu iff exists f$ non-negative and measurable: $nu(A)=int_{A}fdmu$ for all $A in mathcal{A}$



Questions:



$1.$ This may fall under logic but does the "for all $A in mathcal{A}$" mean "$exists f,forall A in mathcal{A}$" or rather $forall A in mathcal{A},exists f"$. In other words, is that $f$ dependent on the choice of $A in mathcal{A}$?



I realize the RND derivative (i.e. in our case, $f = frac{d nu}{d mu}$) is an equivalence class of non-negative, measurable functions that are equal to each other almost everywhere. But I am not sure whether I understand the theorem precisely (regarding $1.$).



But if I have $nu << mu$ and



$int gdnu=int fdmu$, does that mean $g = f, mu-$a.e.?







real-analysis measure-theory radon-nikodym






share|cite|improve this question















share|cite|improve this question













share|cite|improve this question




share|cite|improve this question








edited Jan 17 at 17:16







SABOY

















asked Jan 17 at 17:07









SABOYSABOY

649311




649311












  • $begingroup$
    It means $exists f,forall A$, i.e., one function works for all $Ainmathcal A$ simultaneously. (The other interpretation would be trivial.)
    $endgroup$
    – Andreas Blass
    Jan 17 at 19:46


















  • $begingroup$
    It means $exists f,forall A$, i.e., one function works for all $Ainmathcal A$ simultaneously. (The other interpretation would be trivial.)
    $endgroup$
    – Andreas Blass
    Jan 17 at 19:46
















$begingroup$
It means $exists f,forall A$, i.e., one function works for all $Ainmathcal A$ simultaneously. (The other interpretation would be trivial.)
$endgroup$
– Andreas Blass
Jan 17 at 19:46




$begingroup$
It means $exists f,forall A$, i.e., one function works for all $Ainmathcal A$ simultaneously. (The other interpretation would be trivial.)
$endgroup$
– Andreas Blass
Jan 17 at 19:46










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