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Radon-Nikodym Theorem

A Theorem which gives Necessary and Sufficient conditions for a countably additive function of sets to be expressed as an integral over the set.


Doob, J. L. ``The Development of Rigor in Mathematical Probability (1900-1950).'' Amer. Math. Monthly 103, 586-595, 1996.

© 1996-9 Eric W. Weisstein