=+32.13. 31.221 Suppose that u and v are a probability measure and a o-finite measure on the

Question:

=+32.13. 31.221 Suppose that u and v are a probability measure and a o-finite measure on the line and that v < u. Show that the Radon-Nikodym derivative f satisfies v(x -h, x +h]

lim

*= f(x)

h-cp(x-h, x + h]

on a set of u-measure 1.

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