English

Differentiation of measures on a non-separable space, and the Radon-Nikodym theorem

Classical Analysis and ODEs 2019-09-10 v1

Abstract

Given positive measures ν,μ\nu,\mu on an arbitrary measurable space (Ω,F)(\Omega, \mathcal F), we construct a sequence of finite partitions (πn)n(\pi_n)_n of (Ω,F)(\Omega, \mathcal F) s.t. Aπn:μ(A)>01Aν(A)μ(A)dνadμμ a.e. as n. \sum_{A\in \pi_n: \mu(A)>0} 1_{A} \frac{\nu(A)}{\mu(A)} \longrightarrow \frac{d\nu^a}{d\mu} \quad \mu \text{ a.e. as } n\to \infty . As an application, we modify the probabilistic proof of the Radon-Nikodym Theorem so that it uses convergence along a properly chosen sequence (instead of along a net), and so that it does not rely on the martingale convergence theorem (nor any probability theory), obtaining a completely elementary proof.

Keywords

Cite

@article{arxiv.1909.03505,
  title  = {Differentiation of measures on a non-separable space, and the Radon-Nikodym theorem},
  author = {Oleksii Mostovyi and Pietro Siorpaes},
  journal= {arXiv preprint arXiv:1909.03505},
  year   = {2019}
}