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.
Articles by others on the same topic
There are currently no matching articles.