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Let x∈Rx \in\mathbb{R}x∈R. A sequence of Borel subsets (Ej)j≥1(E_{j})_{j\ge 1}(Ej)j≥1 is said to shrink nicely to xxx if and only if ∃α>0\exists\alpha>0∃α>0 with the following property: > There is a sequence of Open intervals JjJ_{j}Jj with limj→∞m(Jj)=0\lim_{ j \to \infty }m(J_{j})=0limj→∞m(Jj)=0 such that Ej⊆Jj and m(Ej)≥α⋅m(Jj)∀j≥1E_{j}\subseteq J_{j}\text{ and }m(E_{j})\ge \alpha \cdot m(J_{j})\quad\forall j\ge 1Ej⊆Jj and m(Ej)≥α⋅m(Jj)∀j≥1
A Summary of MATH 891
Equivalence between Density and Radon-Nikodym Derivative