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 on an arbitrary measurable space , we construct a sequence of finite partitions of s.t. 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}
}