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Equivalence between Density and Radon-Nikodym Derivative

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Theorem
MeasureTheory

Let I=[a,b]I=[a,b]. Let F:I→RF:I\to \mathbb{R} be Continuous and non-decreasing. Then the following are equivalent: 1. FF is absolutely continuous on [a,b][a,b] 2. FF maps sets of Lebesgue measure zero to sets of Lebesgue measure zero 3. FF is differentiable mm-a.e. with Fā€²āˆˆL1(m)F'\in L^{1}(m) and āˆ€x∈[a,b]:F(x)āˆ’F(a)=∫[a,x]F′ dm\forall x \in [a,b]:F(x)-F(a)=\int\limits _{[a,x]}F' \, dm

Let f∈L1(R)f\in L^{1}(\mathbb{R}). Then almost every x∈Rx \in\mathbb{R} is a Lebesgue Point for ff.

Suppose that for every x∈Rx \in\mathbb{R} we have a sequence (Ej(x))j≄1(E_{j}(x))_{j\ge 1} that shrink nicely to xx. Let f∈L1(R)f\in L^{1}(\mathbb{R}). Then for every Lebesgue point xx of ff we have that f(x)=lim⁔jā†’āˆž1m(Ej(x))∫Ej(x)f dmf(x)=\lim_{ j \to \infty } \frac{1}{m(E_{j}(x))}\int\limits _{E_{j}(x)}f \, dm

Suppose that f∈L1(R)f\in L^{1}(\mathbb{R}). Define, āˆ€x∈R\forall x \in\mathbb{R}: F(x)=∫[āˆ’āˆž,x]f dmF(x)=\int\limits _{[-\infty,x]}f \, dm Then for every Lebesgue point xx of ff we have F′(x)=f(x)F'(x)=f(x)

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