Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2017/iii/paper-202/2/b/solution
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 202 2 b Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-05
For probability measures on , absolute continuity of measures means preservation of null sets in one direction:Equivalently, by the Radon-Nikodym theorem, there is an -measurable Radon-Nikodym derivative with and . The derivative may vanish, so absolute continuity of measures does not require equivalence of the two probability measures. In particular, the reverse null-set implication is not part of the definition.
New to topics? Read the docs here!