Hilbert-space construction of dominated measure densities

ID: hilbert-space-construction-of-dominated-measure-densities

For finite positive measures , put . The linear functional is bounded on real by the Cauchy-Schwarz inequality. The Riesz representation theorem gives a measurable with . Testing indicators of its negative and greater-than-one level sets shows almost everywhere. Subtraction gives . This constructs the densities without assuming the Radon-Nikodym theorem as a prior result.

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