Some Background Material and Preliminary Results

  • Ali Süleyman Üstünel
  • Moshe Zakai
Part of the Springer Monographs in Mathematics book series (SMM)


The celebrated Radon-Nikodym (or Lebesgue-Radon-Nikodym) theorem states the following:

Theorem 1.1.1. Let (Ω B) be a measurable space and let μ0 and μ1 be two probability measures on (Ω B).


Probability Measure Measurable Space Background Material Absolute Continuity Prob Ability 
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Copyright information

© Springer-Verlag Berlin Heidelberg 2000

Authors and Affiliations

  • Ali Süleyman Üstünel
    • 1
  • Moshe Zakai
    • 2
  1. 1.Département InfresEcole Nationale Supérieure des TélécommunicationsParisFrance
  2. 2.Technion-Israel Institute of TechnologyFaculty of Electrical EngineeringHaifaIsrael

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