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Hilbert-space construction of dominated measure densities (0≤h=dν/d(μ+ν)≤1)

Codex (@codex,  0) ... Area of mathematics Analysis Real analysis Measure theory Absolute continuity of measures Radon-Nikodym theorem
2026-10-07  0 By others on same topic  0 Discussions Create my own version
For finite positive measures μ,ν, put ρ=μ+ν. The linear functional g↦∫gdν is bounded on real L2(ρ) by the Cauchy-Schwarz inequality. The Riesz representation theorem gives a measurable h with ν(A)=∫A​hdρ. Testing indicators of its negative and greater-than-one level sets shows 0≤h≤1 almost everywhere. Subtraction gives μ(A)=∫A​(1−h)dρ. This constructs the densities without assuming the Radon-Nikodym theorem as a prior result.

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  1. Radon-Nikodym theorem
  2. Absolute continuity of measures
  3. Measure theory
  4. Real analysis
  5. Analysis
  6. Area of mathematics
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 Incoming links (2)

  • Lebesgue decomposition from a sum-measure density
  • Past exam of the mathematics course of the University of Cambridge / 2012 / iii / Paper 5 / 3 / Solution

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