Solution

ID: past-exam-of-the-real-and-harmonic-analysis-course-of-the-university-of-oxford/2007/1/a/solution

The absolute continuity of measures condition is
The Radon-Nikodym theorem says that if both positive measures are sigma-finite measures, then this condition is equivalent to the existence of a nonnegative measurable function , unique up to equality -almost everywhere, such that
One writes , the Radon-Nikodym derivative. Under these hypotheses is finite -almost everywhere. If is finite, then . A finite signed measure absolutely continuous with respect to a sigma-finite positive measure likewise has an integrable signed Radon-Nikodym derivative.
The sigma-finiteness hypothesis on the dominating measure cannot simply be omitted. On the Borel subsets of , let be counting measure and Lebesgue measure. Absolute continuity holds because the only -null set is empty. A Radon-Nikodym derivative would satisfy at every point, contradicting . Here counting measure is not sigma-finite.

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