=+32.5. Let u be the restriction of planar Lebesgue measure , to the o-field F={A XR1: A
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=+32.5. Let u be the restriction of planar Lebesgue measure À, to the o-field F={A XR1: A € R1} of vertical strips. Define v on F by v( AX R') = A2(A X (0, 1)). Show that v is absolutely continuous with respect to u but has no density. Why does this not contradict the Radon-Nikodym theorem?
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Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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