Radon–Nikodym Theorem

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Absolute continuity lets one sigma-finite measure be expressed by integrating a density against another. Read the accompanying Lebesgue decomposition to distinguish this density from the mutually singular part.

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measure space · sigma-finite measure · Lebesgue Integral

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  1. Start here: Measure Theory

    John K. Hunter · Lecture notes · English · Free full text

    §6.8 Radon-Nikodym theorem, Theorem 6.27 (Lebesgue-Radon-Nikodym theorem)

    Checked 2026-10-16

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