Commit 2024-03-27 15:04 4e40a0d0
View on Github →feat: Radon-Nikodym theorem for transition kernels (#10950)
Let γ
be a countably generated measurable space and κ η : kernel α γ
be finite kernels. We build a function rnDeriv κ η : α → γ → ℝ≥0∞
jointly measurable on α × γ
and a kernel singularPart κ η : kernel α γ
such that κ = withDensity η (rnDeriv κ η) + singularPart κ η
and for all a : α
, singularPart κ η a ⟂ₘ η a
.