Related papers: On the connection between the Hilger and Radon--Ni…
We discuss the problem of estimating Radon-Nikodym derivatives. This problem appears in various applications, such as covariate shift adaptation, likelihood-ratio testing, mutual information estimation, and conditional probability…
The purpose of this paper is to establish a stochastic differential equation for the Donsker delta measure of the solution of a McKean-Vlasov (mean-field) stochastic differential equation. If the Donsker delta measure is absolutely…
A version of Radon-Nikodym theorem for the Choquet integral w.r.t. monotone measures is proved. Without any presumptive condition, we obtain a necessary and sufficient condition for the ordered pair $(\mu, \nu)$ of finite monotone measures…
Idempotent integration is an analogue of the Lebesgue integration where $\sigma$-additive measures are replaced by $\sigma$-maxitive measures. It has proved useful in many areas of mathematics such as fuzzy set theory, optimization,…
A general construction for $\sigma-$finite absolutely continuous invariant measure will be presented. It will be shown that the local bounded distortion of the Radon-Nykodym derivatives of $f^n_*(\lambda)$ will imply the existence of a…
We study sigma-additive set functions defined on a hereditary subclass of a sigma-algebra and taken values in the extended real line. Analogs of the Jordan decomposition theorem and the Radon-Nikodym theorem are obtained.
We present a natural and simple proof of the Radon - Nikodym theorem for measures with values in the space of bounded linear operators on a separable Hilbert space. This space is not separable, that is why it is essential to assume in the…
Let $G/K$ be a Riemannian symmetric space of noncompact type, and let $\nu_{a_j}$, $j=1,...,r$ be some orbital measures on $G$ (see the definition below). The aim of this paper is to study the $L^{2}$-regularity (resp. $C^k$-smoothness) of…
We prove sharp estimates on the time-average behavior of the squared absolute value of the Fourier transform of some absolutely continuous measures that may have power-law singularities, in the sense that their Radon-Nikodym derivatives…
We interpret the probabilistic notion of unimodularity for measures on the space of rooted locally finite connected graphs in terms of the theory of measured equivalence relations. It turns out that the right framework for this consists in…
Using the Radon-Nikodym theorem concerning the relation between any two measures, as well as the methods employed in loop quantum gravity, it is shown that, in gravitation, one can quantize any measure which is not even associated with…
We consider here a generalized heat equation $\partial_t \rho=\frac{d}{dx}\frac{d}{dW}\rho$, where $W$ is a finite measure on the one dimensional torus, and $\frac{d}{dW}$ is the Radon-Nikodym derivative with respect to $W$. Such equation…
Given $\alpha\in(0,1]$ and $p\in[1,+\infty]$, we define the space $\mathscr{DM}^{\alpha,p}(\mathbb R^n)$ of $L^p$ vector fields whose $\alpha$-divergence is a finite Radon measure, extending the theory of divergence-measure vector fields to…
This paper presents a new general formulation of the Radon-Nikodym theorem in the setting of abstract measure theory. We introduce the notion of weak localizability for a measure and show that this property is both necessary and sufficient…
We define the speed measure $\nu$ for mappings $\gamma:I\to X$ from an interval to a metric space that are locally of bounded variation. We characterize continuity and absolute continuity of $\gamma$ in terms of $\nu$ and identify the…
We consider, and make precise, a certain extension of the Radon-Nikodym derivative operator, to functions which are additive, but not necessarily sigma-additive, on a subset of a given sigma-algebra. We give applications to probability…
In this technical report, rigorous statements and formal proofs are presented for both foundational and advanced folklore theorems on the Radon-Nikodym derivative. The cases of conditional and marginal probability measures are carefully…
The theory and applications of dynamic derivatives on time scales has recently received considerable attention. The primary purpose of this paper is to give basic properties of diamond-$\alpha$ derivatives which are a linear combination of…
The aim of this note is to establish two Radon--Nikodym type theorems for nonnegative Hermitian forms defined on a real or complex vector space. We apply these results to prove the known Radon--Nikodym theorems of the theory of…
Certain countably and finitely additive measures can be associated to a given nonnegative supermartingale. Under weak assumptions on the underlying probability space, existence and (non)uniqueness results for such measures are proven.