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Radon–Nikodym theorem
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===Radon–Nikodym theorem=== The '''Radon–Nikodym theorem''' involves a [[measurable space]] <math>(X, \Sigma)</math> on which two [[σ-finite measure]]s are defined, <math>\mu</math> and <math>\nu.</math> It states that, if <math>\nu \ll \mu</math> (that is, if <math>\nu</math> is [[Absolute continuity#Absolute continuity of measures|absolutely continuous]] with respect to <math>\mu</math>), then there exists a <math>\Sigma</math>-[[measurable function]] <math>f : X \to [0, \infty),</math> such that for any measurable set <math>A \in \Sigma,</math> <math display=block>\nu(A) = \int_A f \, d\mu.</math>
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